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arXiv 2304.04166cs.NEcs.LG
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用于昂贵优化的基于经验的进化算法

Experience-Based Evolutionary Algorithms for Expensive Optimization

University of Birmingham(伯明翰大学);Southern University of Science and Technology(南方科技大学);Ford Motor Company(福特汽车公司)

Xunzhao Yu, Yan Wang, Ling Zhu, Dimitar Filev, Xin Yao

AI总结:

针对昂贵优化中适应度评价成本高的问题,提出基于经验的SAEA框架,通过元学习跨任务获取深度核代理参数并快速适配目标任务,从而减少评价预算。

摘要:

优化算法与人类优化者存在很大不同。人类会通过解决问题积累更多经验,这些经验有助于其解决一个新的、未见过的问题。然而,优化算法从不会因为解决更多问题而获得任何经验。近年来,研究人员已致力于赋予优化算法一定的经验学习能力,这被视为基于经验的优化。本文认为,通过更好地利用从相关问题中获得的经验,可以高效处理困难的优化问题。我们在昂贵优化的背景下展示这一思想,其目标是用尽可能少的适应度评价,为昂贵优化问题找到近似最优解。为此,我们提出一种基于经验的代理辅助进化算法(SAEA)框架,以提升昂贵问题的优化效率;在该框架中,通过一种新颖的元学习方法跨相关昂贵任务获取经验。这些经验充当深度核学习代理的任务无关参数,随后使用从目标任务采样的解来自适应代理的任务特定参数。借助经验学习,仅使用来自目标任务的1d个解(d为决策空间维度),即可初始化具有竞争力的基于回归的代理。我们在昂贵多目标和约束优化问题上的实验结果表明,从相关任务获得的经验有助于节省目标问题上的评价预算。

英文摘要:

Optimization algorithms are very different from human optimizers. A human being would gain more experiences through problem-solving, which helps her/him in solving a new unseen problem. Yet an optimization algorithm never gains any experiences by solving more problems. In recent years, efforts have been made towards endowing optimization algorithms with some abilities of experience learning, which is regarded as experience-based optimization. In this paper, we argue that hard optimization problems could be tackled efficiently by making better use of experiences gained in related problems. We demonstrate our ideas in the context of expensive optimization, where we aim to find a near-optimal solution to an expensive optimization problem with as few fitness evaluations as possible. To achieve this, we propose an experience-based surrogate-assisted evolutionary algorithm (SAEA) framework to enhance the optimization efficiency of expensive problems, where experiences are gained across related expensive tasks via a novel meta-learning method. These experiences serve as the task-independent parameters of a deep kernel learning surrogate, then the solutions sampled from the target task are used to adapt task-specific parameters for the surrogate. With the help of experience learning, competitive regression-based surrogates can be initialized using only 1$d$ solutions from the target task ($d$ is the dimension of the decision space). Our experimental results on expensive multi-objective and constrained optimization problems demonstrate that experiences gained from related tasks are beneficial for the saving of evaluation budgets on the target problem.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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