Online Selection of CMA-ES Variants

In the field of evolutionary computation, one of the most challenging topics is algorithm selection. Knowing which heuristics to use for which optimization problem is key to obtaining high-quality solutions. We aim to extend this research topic by taking a first step towards a selection method for adaptive CMA-ES algorithms. We build upon the theoretical work done by van Rijn \textit{et al.} [PPSN'18], in which the potential of switching between different CMA-ES variants was quantified in the context of a modular CMA-ES framework. We demonstrate in this work that their proposed approach is not very reliable, in that implementing the suggested adaptive configurations does not yield the predicted performance gains. We propose a revised approach, which results in a more robust fit between predicted and actual performance. The adaptive CMA-ES approach obtains performance gains on 18 out of 24 tested functions of the BBOB benchmark, with stable advantages of up to 23\%. An analysis of module activation indicates which modules are most crucial for the different phases of optimizing each of the 24 benchmark problems. The module activation also suggests that additional gains are possible when including the (B)IPOP modules, which we have excluded for this present work.Comment: To appear at Genetic and Evolutionary Computation Conference (GECCO'19) Appendix will be added in due tim

Sequential vs. Integrated Algorithm Selection and Configuration: A Case Study for the Modular CMA-ES

When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which need to be tuned in order to achieve the best performance possible. Usually, this problem is separated into two parts: algorithm selection and algorithm configuration. With the significant advances made in Machine Learning, however, these problems can be integrated into a combined algorithm selection and hyperparameter optimization task, commonly known as the CASH problem. In this work we compare sequential and integrated algorithm selection and configuration approaches for the case of selecting and tuning the best out of 4608 variants of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) tested on the Black Box Optimization Benchmark (BBOB) suite. We first show that the ranking of the modular CMA-ES variants depends to a large extent on the quality of the hyperparameters. This implies that even a sequential approach based on complete enumeration of the algorithm space will likely result in sub-optimal solutions. In fact, we show that the integrated approach manages to provide competitive results at a much smaller computational cost. We also compare two different mixed-integer algorithm configuration techniques, called irace and Mixed-Integer Parallel Efficient Global Optimization (MIP-EGO). While we show that the two methods differ significantly in their treatment of the exploration-exploitation balance, their overall performances are very similar

Learning to Control Differential Evolution Operators

Evolutionary algorithms are widely used for optimsation by researchers in academia and industry. These algorithms have parameters, which have proven to highly determine the performance of an algorithm. For many decades, researchers have focused on determining optimal parameter values for an algorithm. Each parameter configuration has a performance value attached to it that is used to determine a good configuration for an algorithm. Parameter values depend on the problem at hand and are known to be set in two ways, by means of offline and online selection. Offline tuning assumes that the performance value of a configuration remains same during all generations in a run whereas online tuning assumes that the performance value varies from one generation to another. This thesis presents various adaptive approaches each learning from a range of feedback received from the evolutionary algorithm. The contributions demonstrate the benefits of utilising online and offline learning together at different levels for a particular task. Offline selection has been utilised to tune the hyper-parameters of proposed adaptive methods that control the parameters of evolutionary algorithm on-the-fly. All the contributions have been presented to control the mutation strategies of the differential evolution. The first contribution demonstrates an adaptive method that is mapped as markov reward process. It aims to maximise the cumulative future reward. Next chapter unifies various adaptive methods from literature that can be utilised to replicate existing methods and test new ones. The hyper-parameters of methods in first two chapters are tuned by an offline configurator, irace. Last chapter proposes four methods utilising deep reinforcement learning model. To test the applicability of the adaptive approaches presented in the thesis, all methods are compared to various adaptive methods from literature, variants of differential evolution and other state-of-the-art algorithms on various single objective noiseless problems from benchmark set, BBOB

Efficient learning methods to tune algorithm parameters

This thesis focuses on the algorithm configuration problem. In particular, three efficient learning configurators are introduced to tune parameters offline. The first looks into metaoptimization, where the algorithm is expected to solve similar problem instances within varying computational budgets. Standard meta-optimization techniques have to be repeated whenever the available computational budget changes, as the parameters that work well for small budgets, may not be suitable for larger ones. The proposed Flexible Budget method can, in a single run, identify the best parameter setting for all possible computational budgets less than a specified maximum, without compromising solution quality. Hence, a lot of time is saved. This will be shown experimentally. The second regards Racing algorithms which often do not fully utilize the available computational budget to find the best parameter setting, as they may terminate whenever a single parameter remains in the race. The proposed Racing with reset can overcome this issue, and at the same time adapt Racing’s hyper-parameter α online. Experiments will show that such adaptation enables the algorithm to achieve significantly lower failure rates, compared to any fixed α set by the user. The third extends on Racing with reset by allowing it to utilize all the information gathered previously when it adapts α, it also permits Racing algorithms in general to intelligently allocate the budget in each iteration, as opposed to equally allocating it. All developed Racing algorithms are compared to two budget allocators from the Simulation Optimization literature, OCBA and CBA, and to equal allocation to demonstrate under which conditions each performs best in terms of minimizing the probability of incorrect selection

A Framework for the Runtime Analysis of Algorithm Configurators

Despite the widespread usage of algorithm configurators to tune algorithmic parameters, there is still little theoretical understanding of their performance. In this thesis, we build a theoretical foundation for the field of algorithm configuration to enable the derivation of specific statements regarding the performance of algorithm configurators. We use the devised framework to prove tight bounds on the time required by specific configurators to identify the optimal parameter values of randomised local search and simple evolutionary algorithms for standard benchmark function classes. Our framework allows us to derive insights regarding the impact of the parameters of algorithm configurators, in particular the cutoff time and performance metric used to compare configurations, as well as to characterise parameter landscapes. In the general case, we present necessary lower bounds and sufficient upper bounds on the cutoff time if the time taken to reach a specific target fitness value is used as the performance metric. For specific simple algorithm configuration scenarios, we show that our general lower bounds are tight and that the same optimal parameter values can be identified using smaller cutoff times if the performance metric is instead taken to be the fitness value obtained within the available time budget, which also reduces the required amount of problem-specific information. Our insights enable the design of mutation operators that are provably asymptotically faster for unimodal and approximately unimodal parameter landscapes and slower by only a logarithmic factor in the worst case. In addition to our contributions to the theory of algorithm configuration, the mathematical techniques derived in this thesis represent a substantial improvement over the state-of-the-art in the field of fixed-budget analysis

Integrated vs. sequential approaches for selecting and tuning CMA-ES variants

Algorithms and the Foundations of Software technolog

Search-based Test Generation for Automated Driving Systems: From Perception to Control Logic

abstract: Automated driving systems are in an intensive research and development stage, and the companies developing these systems are targeting to deploy them on public roads in a very near future. Guaranteeing safe operation of these systems is crucial as they are planned to carry passengers and share the road with other vehicles and pedestrians. Yet, there is no agreed-upon approach on how and in what detail those systems should be tested. Different organizations have different testing approaches, and one common approach is to combine simulation-based testing with real-world driving. One of the expectations from fully-automated vehicles is never to cause an accident. However, an automated vehicle may not be able to avoid all collisions, e.g., the collisions caused by other road occupants. Hence, it is important for the system designers to understand the boundary case scenarios where an autonomous vehicle can no longer avoid a collision. Besides safety, there are other expectations from automated vehicles such as comfortable driving and minimal fuel consumption. All safety and functional expectations from an automated driving system should be captured with a set of system requirements. It is challenging to create requirements that are unambiguous and usable for the design, testing, and evaluation of automated driving systems. Another challenge is to define useful metrics for assessing the testing quality because in general, it is impossible to test every possible scenario. The goal of this dissertation is to formalize the theory for testing automated vehicles. Various methods for automatic test generation for automated-driving systems in simulation environments are presented and compared. The contributions presented in this dissertation include (i) new metrics that can be used to discover the boundary cases between safe and unsafe driving conditions, (ii) a new approach that combines combinatorial testing and optimization-guided test generation methods, (iii) approaches that utilize global optimization methods and random exploration to generate critical vehicle and pedestrian trajectories for testing purposes, (iv) a publicly-available simulation-based automated vehicle testing framework that enables application of the existing testing approaches in the literature, including the new approaches presented in this dissertation.Dissertation/ThesisDoctoral Dissertation Computer Engineering 201

Automated Design of Metaheuristic Algorithms: A Survey

Metaheuristics have gained great success in academia and practice because their search logic can be applied to any problem with available solution representation, solution quality evaluation, and certain notions of locality. Manually designing metaheuristic algorithms for solving a target problem is criticized for being laborious, error-prone, and requiring intensive specialized knowledge. This gives rise to increasing interest in automated design of metaheuristic algorithms. With computing power to fully explore potential design choices, the automated design could reach and even surpass human-level design and could make high-performance algorithms accessible to a much wider range of researchers and practitioners. This paper presents a broad picture of automated design of metaheuristic algorithms, by conducting a survey on the common grounds and representative techniques in terms of design space, design strategies, performance evaluation strategies, and target problems in this field