加速进化算法求解黑箱优化问题

Speeding-Up Evolutionary Algorithms to Solve Black-Box Optimization Problems

IEEE Transactions on Evolutionary Computation · 2024
被引 7
ABS 4

中文导读

提出一种在进化算法执行过程中动态选择近似函数成本的技术,在保证解排序准确的前提下降低评估成本,从而在相同时间内进行更多评估,实验表明某些情况下可在不到一半时间内达到相同目标值。

Abstract

Population-based evolutionary algorithms are often considered when approaching computationally expensive black-box optimization problems. They employ a selection mechanism to choose the best solutions from a given population after comparing their objective values, which are then used to generate the next population. This iterative process explores the solution space efficiently, leading to improved solutions over time. However, one of the challenges of these algorithms is that they require a large number of evaluations to provide a quality solution, which might be computationally expensive when the evaluation cost is high. In some cases, it is possible to replace the original objective function with a less accurate approximation of lower cost. This introduces a trade-off between the evaluation cost and its accuracy. In this paper, we propose a technique capable of choosing an appropriate approximate function cost during the execution of the optimization algorithm. The proposal finds the minimum evaluation cost at which the solutions are still properly ranked, and consequently, more evaluations can be computed in the same amount of time with minimal accuracy loss. An experimental section on four very different problems reveals that the proposed approach can reach the same objective value in less than half of the time in certain cases.

数学优化进化算法黑箱优化计算成本