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549
Parameter control in evolutionary algorithms
- IEEE Transactions on Evolutionary Computation
"... Summary. The issue of setting the values of various parameters of an evolutionary algorithm is crucial for good performance. In this paper we discuss how to do this, beginning with the issue of whether these values are best set in advance or are best changed during evolution. We provide a classifica ..."
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Cited by 365 (42 self)
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Summary. The issue of setting the values of various parameters of an evolutionary algorithm is crucial for good performance. In this paper we discuss how to do this, beginning with the issue of whether these values are best set in advance or are best changed during evolution. We provide a classification of different approaches based on a number of complementary features, and pay special attention to setting parameters on-the-fly. This has the potential of adjusting the algorithm to the problem while solving the problem. This paper is intended to present a survey rather than a set of prescriptive details for implementing an EA for a particular type of problem. For this reason we have chosen to interleave a number of examples throughout the text. Thus we hope to both clarify the points we wish to raise as we present them, and also to give the reader a feel for some of the many possibilities available for controlling different parameters. 1
A Framework for Evolutionary Optimization with Approximate Fitness Functions
- IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION
, 2002
"... It is a common engineering practice to use approximate models instead of the original computationally expensive model in optimization. When an approximate model is used for evolutionary optimization, the convergence properties of the evolutionary algorithm are unclear due to the approximation error. ..."
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Cited by 117 (18 self)
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It is a common engineering practice to use approximate models instead of the original computationally expensive model in optimization. When an approximate model is used for evolutionary optimization, the convergence properties of the evolutionary algorithm are unclear due to the approximation error. In this paper, extensive empirical studies on convergence of an evolution strategy are carried out on two bench-mark problems. It is found that incorrect convergence will occur if the approximate model has false optima. To address this problem, individual and generation based evolution control is introduced and the resulting effects on the convergence properties are presented. A framework for managing approximate models in generation-based evolution control is proposed. This framework is well suited for parallel evolutionary optimization that is able to guarantee the correct convergence of the evolutionary algorithm and to reduce the computation costs as much as possible. Control o...
Covariance Matrix Adaptation for Multi-objective Optimization
- Evolutionary Computation
"... The covariance matrix adaptation evolution strategy (CMA-ES) is one of the most pow-erful evolutionary algorithms for real-valued single-objective optimization. In this pa-per, we develop a variant of the CMA-ES for multi-objective optimization (MOO). We first introduce a single-objective, elitist C ..."
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Cited by 113 (13 self)
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The covariance matrix adaptation evolution strategy (CMA-ES) is one of the most pow-erful evolutionary algorithms for real-valued single-objective optimization. In this pa-per, we develop a variant of the CMA-ES for multi-objective optimization (MOO). We first introduce a single-objective, elitist CMA-ES using plus-selection and step size con-trol based on a success rule. This algorithm is compared to the standard CMA-ES. The elitist CMA-ES turns out to be slightly faster on unimodal functions, but is more prone to getting stuck in sub-optimal local minima. In the new multi-objective CMA-ES (MO-CMA-ES) a population of individuals that adapt their search strategy as in the elitist CMA-ES is maintained. These are subject to multi-objective selection. The selection is based on non-dominated sorting using either the crowding-distance or the contributing hypervolume as second sorting criterion. Both the elitist single-objective CMA-ES and the MO-CMA-ES inherit important invariance properties, in particular invariance against rotation of the search space, from the original CMA-ES. The bene-fits of the new MO-CMA-ES in comparison to the well-known NSGA-II and to NSDE, a multi-objective differential evolution algorithm, are experimentally shown.
The CMA Evolution Strategy: A Comparing Review
- STUDFUZZ
, 2006
"... Derived from the concept of self-adaptation in evolution strategies, the CMA (Covariance Matrix Adaptation) adapts the covariance matrix of a multi-variate normal search distribution. The CMA was originally designed to perform well with small populations. In this review, the argument starts out with ..."
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Cited by 101 (29 self)
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Derived from the concept of self-adaptation in evolution strategies, the CMA (Covariance Matrix Adaptation) adapts the covariance matrix of a multi-variate normal search distribution. The CMA was originally designed to perform well with small populations. In this review, the argument starts out with large population sizes, reflecting recent extensions of the CMA algorithm. Commonalities and differences to continuous Estimation of Distribution Algorithms are analyzed. The aspects of reliability of the estimation, overall step size control, and independence from the coordinate system (invariance) become particularly important in small populations sizes. Consequently, performing the adaptation task with small populations is more intricate.
A Computationally Efficient Evolutionary Algorithm for Real-Parameter Optimization
, 2002
"... Due to an increasing interest in solving real-world optimization problems using evolutionary algorithms (EAs), researchers have developed a number of real-parameter genetic algorithms (GAs) in the recent past. In such studies, the main research effort is spent on developing an efficient recombina ..."
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Cited by 91 (11 self)
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Due to an increasing interest in solving real-world optimization problems using evolutionary algorithms (EAs), researchers have developed a number of real-parameter genetic algorithms (GAs) in the recent past. In such studies, the main research effort is spent on developing an efficient recombination operator. Such recombination operators use probability distributions around the parent solutions to create an ospring. Some operators emphasize solutions at the center of mass of parents and some around the parents. In this paper, we propose a generic parent-centric recombination operator (PCX) and a steady-state, elite-preserving, scalable, and computationally fast population-alteration model (we called the G3 model). The performance of the G3 model with the PCX operator is investigated on three commonly-used test problems and is compared with a number of evolutionary and classical optimization algorithms including other real-parameter GAs with UNDX and SPX operators, the correlated self-adaptive evolution strategy, the dierential evolution technique and the quasi-Newton method. The proposed approach is found to be consistently and reliably performing better than all other methods used in the study. A scale-up study with problem sizes up to 500 variables shows a polynomial computational complexity of the proposed approach. This extensive study clearly demonstrates the power of the proposed technique in tackling real-parameter optimization problems.
Evolutionary tuning of multiple svm parameters
- In Proc. of the 12th European Symposium on Artificial Neural Networks (ESANN 2004
, 2004
"... The problem of model selection for support vector machines (SVMs) is considered. We propose an evolutionary approach to determine multiple SVM hyperparameters: The covariance matrix adaptation evolution strategy (CMA-ES) is used to determine the kernel from a parameterized kernel space and to contro ..."
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Cited by 74 (5 self)
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The problem of model selection for support vector machines (SVMs) is considered. We propose an evolutionary approach to determine multiple SVM hyperparameters: The covariance matrix adaptation evolution strategy (CMA-ES) is used to determine the kernel from a parameterized kernel space and to control the regularization. Our method is applicable to optimize non-differentiable kernel functions and arbitrary model selection criteria. We demonstrate on benchmark datasets that the CMA-ES improves the results achieved by grid search already when applied to few hyperparameters. Further, we show that the CMA-ES is able to handle much more kernel parameters compared to grid-search and that tuning of the scaling and the rotation of Gaussian kernels can lead to better results in comparison to standard Gaussian kernels with a single bandwidth parameter. In particular, more flexibility of the kernel can reduce the number of support vectors. Key words: support vector machines, model selection, evolutionary algorithms 1
Ant colony optimization for continuous domains
, 2008
"... In this paper we present an extension of ant colony optimization (ACO) to continuous domains. We show how ACO, which was initially developed to be a metaheuristic for combinatorial optimization, can be adapted to continuous optimization without any major conceptual change to its structure. We presen ..."
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Cited by 72 (5 self)
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In this paper we present an extension of ant colony optimization (ACO) to continuous domains. We show how ACO, which was initially developed to be a metaheuristic for combinatorial optimization, can be adapted to continuous optimization without any major conceptual change to its structure. We present the general idea, implementation, and results obtained. We compare the results with those reported in the literature for other continuous optimization methods: other ant-related approaches and other metaheuristics initially developed for combinatorial optimization and later adapted to handle the continuous case. We discuss how our extended ACO compares to those algorithms, and we present some analysis of its efficiency and robustness.
Accelerating Evolutionary Algorithms with Gaussian Process Fitness Function Models
- IEEE Transactions on Systems, Man and Cybernetics
, 2004
"... We present an overview of evolutionary algorithms that use empirical models of the fitness function to accelerate convergence, distinguishing between Evolution Control and the Surrogate Approach. We describe the Gaussian process model and propose using it as an inexpensive fitness function surrogate ..."
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Cited by 53 (2 self)
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We present an overview of evolutionary algorithms that use empirical models of the fitness function to accelerate convergence, distinguishing between Evolution Control and the Surrogate Approach. We describe the Gaussian process model and propose using it as an inexpensive fitness function surrogate. Implementation issues such as efficient and numerically stable computation, exploration vs. exploitation, local modeling, multiple objectives and constraints, and failed evaluations are addressed. Our resulting Gaussian Process Optimization Procedure (GPOP) clearly outperforms other evolutionary strategies on standard test functions as well as on a real-world problem: the optimization of stationary gas turbine compressor profiles.
A Method for Handling Uncertainty in Evolutionary Optimization with an Application to Feedback Control of Combustion
"... Abstract — We present a novel method for handling uncertainty in evolutionary optimization. The method entails quantification and treatment of uncertainty and relies on the rank based selection operator of evolutionary algorithms. The proposed uncertainty handling is implemented in the context of th ..."
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Cited by 50 (14 self)
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Abstract — We present a novel method for handling uncertainty in evolutionary optimization. The method entails quantification and treatment of uncertainty and relies on the rank based selection operator of evolutionary algorithms. The proposed uncertainty handling is implemented in the context of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) and verified on test functions. The present method is independent of the uncertainty distribution, prevents premature convergence of the evolution strategy and is well suited for online optimization as it requires only a small number of additional function evaluations. The algorithm is applied in an experimental set-up to the online optimization of feedback controllers of thermoacoustic instabilities of gas turbine combustors. In order to mitigate these instabilities, gain-delay or model-based H ∞ controllers sense the pressure and command secondary fuel injectors. The parameters of these controllers are usually specified via a trial and error procedure. We demonstrate that their online optimization with the proposed methodology enhances, in an automated fashion, the online performance of the controllers, even under highly unsteady operating conditions, and it also compensates for uncertainties in the model-building and design process. I.
