COIL: Constrained optimization in learned latent space: learning representations for valid solutions

Constrained optimization problems can be difficult because their search spaces have properties not conducive to search, e.g., multimodality, discontinuities, or deception. To address such difficulties, considerable research has been performed on creating novel evolutionary algorithms or specialized genetic operators. However, if the representation that defined the search space could be altered such that it only permitted valid solutions that satisfied the constraints, the task of finding the optimal would be made more feasible without any need for specialized optimization algorithms. We propose Constrained Optimization in Latent Space (COIL), which uses a VAE to generate a learned latent representation from a dataset comprising samples from the valid region of the search space according to a constraint, thus enabling the optimizer to find the objective in the new space defined by the learned representation. Preliminary experiments show promise: compared to an identical GA using a standard representation that cannot meet the constraints or find fit solutions, COIL with its learned latent representation can perfectly satisfy different types of constraints while finding high-fitness solutions

The Ariadne's Clew Algorithm

We present a new approach to path planning, called the "Ariadne's clew algorithm". It is designed to find paths in high-dimensional continuous spaces and applies to robots with many degrees of freedom in static, as well as dynamic environments - ones where obstacles may move. The Ariadne's clew algorithm comprises two sub-algorithms, called Search and Explore, applied in an interleaved manner. Explore builds a representation of the accessible space while Search looks for the target. Both are posed as optimization problems. We describe a real implementation of the algorithm to plan paths for a six degrees of freedom arm in a dynamic environment where another six degrees of freedom arm is used as a moving obstacle. Experimental results show that a path is found in about one second without any pre-processing

The Ariadne's Clew Algorithm

We present a new approach to path planning, called the ``Ariadne's clew algorithm''. It is designed to find paths in high-dimensional continuous spaces and applies to robots with many degrees of freedom in static, as well as dynamic environments --- ones where obstacles may move. The Ariadne's clew algorithm comprises two sub-algorithms, called SEARCH and EXPLORE, applied in an interleaved manner. EXPLORE builds a representation of the accessible space while SEARCH looks for the target. Both are posed as optimization problems. We describe a real implementation of the algorithm to plan paths for a six degrees of freedom arm in a dynamic environment where another six degrees of freedom arm is used as a moving obstacle. Experimental results show that a path is found in about one second without any pre-processing

Competent Program Evolution, Doctoral Dissertation, December 2006

Heuristic optimization methods are adaptive when they sample problem solutions based on knowledge of the search space gathered from past sampling. Recently, competent evolutionary optimization methods have been developed that adapt via probabilistic modeling of the search space. However, their effectiveness requires the existence of a compact problem decomposition in terms of prespecified solution parameters. How can we use these techniques to effectively and reliably solve program learning problems, given that program spaces will rarely have compact decompositions? One method is to manually build a problem-specific representation that is more tractable than the general space. But can this process be automated? My thesis is that the properties of programs and program spaces can be leveraged as inductive bias to reduce the burden of manual representation-building, leading to competent program evolution. The central contributions of this dissertation are a synthesis of the requirements for competent program evolution, and the design of a procedure, meta-optimizing semantic evolutionary search (MOSES), that meets these requirements. In support of my thesis, experimental results are provided to analyze and verify the effectiveness of MOSES, demonstrating scalability and real-world applicability

A Covariance Matrix Adaptation Evolution Strategy for Direct Policy Search in Reproducing Kernel Hilbert Space

The covariance matrix adaptation evolution strategy (CMA-ES) is an efficient derivative-free optimization algorithm. It optimizes a black-box objective function over a well defined parameter space. In some problems, such parameter spaces are defined using function approximation in which feature functions are manually defined. Therefore, the performance of those techniques strongly depends on the quality of chosen features. Hence, enabling CMA-ES to optimize on a more complex and general function class of the objective has long been desired. Specifically, we consider modeling the input space for black-box optimization in reproducing kernel Hilbert spaces (RKHS). This modeling leads to a functional optimization problem whose domain is a function space that enables us to optimize in a very rich function class. In addition, we propose CMA-ES-RKHS, a generalized CMA-ES framework, that performs black-box functional optimization in the RKHS. A search distribution, represented as a Gaussian process, is adapted by updating both its mean function and covariance operator. Adaptive representation of the function and covariance operator is achieved with sparsification techniques. We evaluate CMA-ES-RKHS on a simple functional optimization problem and bench-mark reinforcement learning (RL) domains. For an application in RL, we model policies for MDPs in RKHS and transform a cumulative return objective as a functional of RKHS policies, which can be optimized via CMA-ES-RKHS. This formulation results in a black-box functional policy search framework

Insight into High-quality Aerodynamic Design Spaces through Multi-objective Optimization

An approach to support the computational aerodynamic design process is presented and demonstrated through the application of a novel multi-objective variant of the Tabu Search optimization algorithm for continuous problems to the aerodynamic design optimization of turbomachinery blades. The aim is to improve the performance of a specific stage and ultimately of the whole engine. The integrated system developed for this purpose is described. This combines the optimizer with an existing geometry parameterization scheme and a well- established CFD package. The system’s performance is illustrated through case studies – one two-dimensional, one three-dimensional – in which flow characteristics important to the overall performance of turbomachinery blades are optimized. By showing the designer the trade-off surfaces between the competing objectives, this approach provides considerable insight into the design space under consideration and presents the designer with a range of different Pareto-optimal designs for further consideration. Special emphasis is given to the dimensionality in objective function space of the optimization problem, which seeks designs that perform well for a range of flow performance metrics. The resulting compressor blades achieve their high performance by exploiting complicated physical mechanisms successfully identified through the design process. The system can readily be run on parallel computers, substantially reducing wall-clock run times – a significant benefit when tackling computationally demanding design problems. Overall optimal performance is offered by compromise designs on the Pareto trade-off surface revealed through a true multi-objective design optimization test case. Bearing in mind the continuing rapid advances in computing power and the benefits discussed, this approach brings the adoption of such techniques in real-world engineering design practice a ste