2,865 research outputs found
Runtime Analysis of the Genetic Algorithm on Random Satisfiable 3-CNF Formulas
The genetic algorithm, first proposed at GECCO 2013,
showed a surprisingly good performance on so me optimization problems. The
theoretical analysis so far was restricted to the OneMax test function, where
this GA profited from the perfect fitness-distance correlation. In this work,
we conduct a rigorous runtime analysis of this GA on random 3-SAT instances in
the planted solution model having at least logarithmic average degree, which
are known to have a weaker fitness distance correlation.
We prove that this GA with fixed not too large population size again obtains
runtimes better than , which is a lower bound for most
evolutionary algorithms on pseudo-Boolean problems with unique optimum.
However, the self-adjusting version of the GA risks reaching population sizes
at which the intermediate selection of the GA, due to the weaker
fitness-distance correlation, is not able to distinguish a profitable offspring
from others. We show that this problem can be overcome by equipping the
self-adjusting GA with an upper limit for the population size. Apart from
sparse instances, this limit can be chosen in a way that the asymptotic
performance does not worsen compared to the idealistic OneMax case. Overall,
this work shows that the GA can provably have a good
performance on combinatorial search and optimization problems also in the
presence of a weaker fitness-distance correlation.Comment: An extended abstract of this report will appear in the proceedings of
the 2017 Genetic and Evolutionary Computation Conference (GECCO 2017
Optimal Parameter Choices Through Self-Adjustment: Applying the 1/5-th Rule in Discrete Settings
While evolutionary algorithms are known to be very successful for a broad
range of applications, the algorithm designer is often left with many
algorithmic choices, for example, the size of the population, the mutation
rates, and the crossover rates of the algorithm. These parameters are known to
have a crucial influence on the optimization time, and thus need to be chosen
carefully, a task that often requires substantial efforts. Moreover, the
optimal parameters can change during the optimization process. It is therefore
of great interest to design mechanisms that dynamically choose best-possible
parameters. An example for such an update mechanism is the one-fifth success
rule for step-size adaption in evolutionary strategies. While in continuous
domains this principle is well understood also from a mathematical point of
view, no comparable theory is available for problems in discrete domains.
In this work we show that the one-fifth success rule can be effective also in
discrete settings. We regard the ~GA proposed in
[Doerr/Doerr/Ebel: From black-box complexity to designing new genetic
algorithms, TCS 2015]. We prove that if its population size is chosen according
to the one-fifth success rule then the expected optimization time on
\textsc{OneMax} is linear. This is better than what \emph{any} static
population size can achieve and is asymptotically optimal also among
all adaptive parameter choices.Comment: This is the full version of a paper that is to appear at GECCO 201
Limited Evaluation Cooperative Co-evolutionary Differential Evolution for Large-scale Neuroevolution
Many real-world control and classification tasks involve a large number of
features. When artificial neural networks (ANNs) are used for modeling these
tasks, the network architectures tend to be large. Neuroevolution is an
effective approach for optimizing ANNs; however, there are two bottlenecks that
make their application challenging in case of high-dimensional networks using
direct encoding. First, classic evolutionary algorithms tend not to scale well
for searching large parameter spaces; second, the network evaluation over a
large number of training instances is in general time-consuming. In this work,
we propose an approach called the Limited Evaluation Cooperative
Co-evolutionary Differential Evolution algorithm (LECCDE) to optimize
high-dimensional ANNs.
The proposed method aims to optimize the pre-synaptic weights of each
post-synaptic neuron in different subpopulations using a Cooperative
Co-evolutionary Differential Evolution algorithm, and employs a limited
evaluation scheme where fitness evaluation is performed on a relatively small
number of training instances based on fitness inheritance. We test LECCDE on
three datasets with various sizes, and our results show that cooperative
co-evolution significantly improves the test error comparing to standard
Differential Evolution, while the limited evaluation scheme facilitates a
significant reduction in computing time
An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models
We develop an evolutionary algorithm to estimate Threshold Vector Error Correction models (TVECM) with more than two cointegrated variables. Since disregarding a threshold in cointegration models renders standard approaches to the estimation of the cointegration vectors inefficient, TVECM necessitate a simultaneous estimation of the cointegration vector(s) and the threshold. As far as two cointegrated variables are considered this is commonly achieved by a grid search. However, grid search quickly becomes computationally unfeasible if more than two variables are cointegrated. Therefore, the likelihood function has to be maximized using heuristic approaches. Depending on the precise problem structure the evolutionary approach developed in the present paper for this purpose saves 90 to 99 per cent of the computation time of a grid search.evolutionary strategy, genetic algorithm, TVECM
An Exponential Lower Bound for the Runtime of the cGA on Jump Functions
In the first runtime analysis of an estimation-of-distribution algorithm
(EDA) on the multi-modal jump function class, Hasen\"ohrl and Sutton (GECCO
2018) proved that the runtime of the compact genetic algorithm with suitable
parameter choice on jump functions with high probability is at most polynomial
(in the dimension) if the jump size is at most logarithmic (in the dimension),
and is at most exponential in the jump size if the jump size is
super-logarithmic. The exponential runtime guarantee was achieved with a
hypothetical population size that is also exponential in the jump size.
Consequently, this setting cannot lead to a better runtime.
In this work, we show that any choice of the hypothetical population size
leads to a runtime that, with high probability, is at least exponential in the
jump size. This result might be the first non-trivial exponential lower bound
for EDAs that holds for arbitrary parameter settings.Comment: To appear in the Proceedings of FOGA 2019. arXiv admin note: text
overlap with arXiv:1903.1098
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