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How to Escape Local Optima in Black Box Optimisation: When Non-elitism Outperforms Elitism

机译:如何避免黑匣子优化中的局部最优:当非精英胜于精英时

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摘要

Escaping local optima is one of the major obstacles to function optimisation. Using the metaphor of a fitness landscape, local optima correspond to hills separated by fitness valleys that have to be overcome. We define a class of fitness valleys of tunable difficulty by considering their length, representing the Hamming path between the two optima and their depth, the drop in fitness. For this function class we present a runtime comparison between stochastic search algorithms using different search strategies. The (1+1) EA is a simple and well-studied evolutionary algorithm that has to jump across the valley to a point of higher fitness because it does not accept worsening moves (elitism). In contrast, the Metropolis algorithm and the Strong Selection Weak Mutation (SSWM) algorithm, a famous process in population genetics, are both able to cross the fitness valley by accepting worsening moves. We show that the runtime of the (1+1) EA depends critically on the length of the valley while the runtimes of the non-elitist algorithms depend crucially on the depth of the valley. Moreover, we show that both SSWM and Metropolis can also efficiently optimise a rugged function consisting of consecutive valleys.
机译:逃避局部最优是功能优化的主要障碍之一。使用健身景观的隐喻,局部最优值对应于必须克服的健身山谷分隔的丘陵。考虑到它们的长度,我们定义了一类具有可调难度的健身谷,代表了两个最优值与深度之间的汉明路径,即健身的下降。对于此函数类,我们介绍了使用不同搜索策略的随机搜索算法之间的运行时比较。 ( xmlns:mml =“ http://www.w3.org/1998/Math/MathML” id =“ M2”溢出=“ scroll”> 1 + 1 )EA是一种简单且经过充分研究的进化算法,由于不接受,因此必须跨越山谷到达更高适应度的点动作恶化(精英主义)。相比之下,人口遗传学中著名的方法Metropolis算法和强选择弱突变(SSWM)算法都能够通过接受恶化的移动来越过适应谷。我们显示了( 1 < / mn> + 1 )EA关键取决于山谷的长度,而非精英算法的运行时间关键取决于谷深。此外,我们表明SSWM和Metropolis都可以有效地优化由连续波谷组成的坚固功能。

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