Black-Box Optimization Revisited: Improving Algorithm Selection Wizards Through Massive Benchmarking

Existing studies in black-box optimization suffer from low generalizability, caused by a typically selective choice of problem instances used for training and testing of different optimization algorithms. Among other issues, this practice promotes over…

Existing studies in black-box optimization suffer from low generalizability, caused by a typically selective choice of problem instances used for training and testing of different optimization algorithms. Among other issues, this practice promotes overfitting and poor-performing user guidelines. We address this shortcoming by introducing in this work a general-purpose algorithm selection wizard that was designed and tested on a previously unseen breadth of black-box optimization problems, ranging from academic benchmarks to real-world applications, from discrete over numerical to mixed-integer problems, from small to very large-scale problems, from noisy over dynamic to static problems, etc. Not only did we use the already very extensive benchmark environment available in Nevergrad, but we also extended it significantly by adding a number of additional benchmark suites, including Pyomo, Photonics, large-scale global optimization (LSGO), and MuJoCo. Our wizard achieves competitive performance on all benchmark suites. It significantly outperforms previous state-of-the-art algorithms on some of the suites, including YABBOB and LSGO. Its excellent performance is obtained without any task-specific parametrization. The algorithm selection wizard, all of its base solvers, as well as the benchmark suites are available for reproducible research in the open-source Nevergrad platform.

Analyzing Dominance Move (MIP-DoM) Indicator for Multiobjective and Many-Objective Optimization

Dominance move (DoM) is a binary quality indicator that can be used in multiobjective and many-objective optimization to compare two solution sets obtained from different simulations. The DoM indicator can differentiate the sets for certain important f…

Dominance move (DoM) is a binary quality indicator that can be used in multiobjective and many-objective optimization to compare two solution sets obtained from different simulations. The DoM indicator can differentiate the sets for certain important features, such as convergence, spread, uniformity, and cardinality. DoM does not require any reference point or any representative Pareto solution set, and it has an intuitive and physical meaning, similar to the $epsilon $ -indicator. It calculates the minimum total move of members of one set so that all elements in another set are to be dominated or identical to at least one member of the first set. Despite the aforementioned desired properties, DoM is hard to calculate, particularly for higher dimensions. There is an efficient and exact method to calculate it in biobjective problems. This work proposes a novel approach to calculate DoM using a mixed-integer programming (MIP) approach, which can handle two sets with two or more objectives and is shown to overcome the issue of information loss associated with the $epsilon $ -indicator. Experiments in the biobjective space are done to verify the model’s correctness. Furthermore, other experiments, using 3-, 5-, 10-, 15-, 20-, 25-, and 30-objective problems, are performed to show how the model behaves in higher dimensional cases. Algorithms, such as IBEA, MOEA/D, NSGA-III, NSGA-II, and SPEA2, are used to generate the solution sets; however, any other algorithm can also be used with the proposed MIP-DoM indicator. Further extensions are discussed to handle certain idiosyncrasies with some solution sets and improve the quality indicator and its use for other scenarios.

IEEE Transactions on Evolutionary Computation Society Information

Presents a listing of the editorial board, board of governors, current staff, committee members, and/or society editors for this issue of the publication.

Presents a listing of the editorial board, board of governors, current staff, committee members, and/or society editors for this issue of the publication.

Dynamic Transfer Reference Point-Oriented MOEA/D Involving Local Objective-Space Knowledge

The decomposition-based evolutionary algorithm (MOEA/D) has attained excellent performance in solving optimization problems involving multiple conflicting objectives. However, the Pareto-optimal front (POF) of many multiobjective optimization problems …

The decomposition-based evolutionary algorithm (MOEA/D) has attained excellent performance in solving optimization problems involving multiple conflicting objectives. However, the Pareto-optimal front (POF) of many multiobjective optimization problems (MOPs) has irregular properties, which weakens the performance of MOEA/D. To address this issue, we devise a dynamic transfer reference point-oriented MOEA/D with local objective-space knowledge (DTR-MOEA/D). The design principle is based on three original and rigorous mechanisms. First, the individuals are projected onto a line segment (two-objective case) or a 3-D plane (three-objective case) after being normalized in the objective space. The line segment or the plane is divided into three different regions: 1) the central region; 2) the middle region; and 3) the edge region. Second, a dynamic transfer criterion of the reference point is developed based on the population density relationships in different regions. Third, a strategy of population diversity enhancement guided by local objective-space knowledge is adopted to improve the diversity of the population. Finally, the experimental results conducted on 16 benchmark MOPs and eight modified MOPs with irregular POF shapes verify that the proposed DTR-MOEA/D has attained a strong competitiveness compared with other representative algorithms.

Static and Dynamic Multimodal Optimization by Improved Covariance Matrix Self-Adaptation Evolution Strategy With Repelling Subpopulations

The covariance matrix self-adaptation evolution strategy with repelling subpopulations (RS-CMSA-ES) is one of the most successful multimodal optimization (MMO) methods currently available. However, some of its components may become inefficient in certa…

The covariance matrix self-adaptation evolution strategy with repelling subpopulations (RS-CMSA-ES) is one of the most successful multimodal optimization (MMO) methods currently available. However, some of its components may become inefficient in certain situations. This study introduces the second variant of this method, called RS-CMSA-ESII. It improves the adaptation schemes for the normalized taboo distances of the archived solutions and the covariance matrix of the subpopulation, the termination criteria for the subpopulations, and the way in which the infeasible solutions are treated. It also improves the time complexity of RS-CMSA-ES by updating the initialization procedure of a subpopulation and developing a more accurate metric for determining critical taboo regions. The effects of these modifications are illustrated by designing controlled numerical simulations. RS-CMSA-ESII is then compared with the most successful and recent niching methods for MMO on a widely adopted test suite. The results obtained reveal the superiority of RS-CMSA-ESII over these methods, including the winners of the competition on niching methods for MMO in previous years. Besides, this study extends RS-CMSA-ESII to dynamic MMO and compares it with a few recently proposed methods on the modified moving peak benchmark functions.

Memetic EDA-Based Approaches to QoS-Aware Fully Automated Semantic Web Service Composition

Quality-of-service (QoS)-aware automated semantic Web service composition aims to find a composite service with optimized or near-optimized QoS and quality of semantic matchmaking within polynomial time. To cope with this NP-hard problem with high comp…

Quality-of-service (QoS)-aware automated semantic Web service composition aims to find a composite service with optimized or near-optimized QoS and quality of semantic matchmaking within polynomial time. To cope with this NP-hard problem with high complexity, a variety of evolutionary computation (EC) techniques has been developed. To improve the effectiveness and efficiency of these techniques, in this article, we proposed a novel memetic estimation of the distribution algorithm-based approach, namely, MEEDA, to tackle this problem. In particular, MEEDA explores four different domain-dependent local search methods that search for effective composite services by utilizing several neighborhood structures. Apart from that, to significantly reduce the computational time of MEEDA, an efficient local search strategy is introduced by combining a uniform fitness distribution scheme for selecting suitable solutions and stochastic local search operators for effectively and efficiently exploiting neighbors. To better demonstrate MEEDA’s effectiveness and scalability, we create a more challenging, augmented version of the service composition benchmark dataset. Experimental results on this benchmark show that MEEDA with newly developed domain-dependent local search operator, i.e., layer-based constrained one-point swaps, significantly outperforms existing state-of-the-art algorithms in finding high-quality composite services.

Dual-Tree Genetic Programming for Few-Shot Image Classification

Few-shot image classification (FSIC) is an important but challenging task due to high variations across images and a small number of training instances. A learning system often has poor generalization performance due to the lack of sufficient training …

Few-shot image classification (FSIC) is an important but challenging task due to high variations across images and a small number of training instances. A learning system often has poor generalization performance due to the lack of sufficient training data. Genetic programming (GP) has been successfully applied to image classification and achieved promising performance. This article proposes a GP-based approach with a dual-tree representation and a new fitness function to automatically learn image features for FSIC. The dual-tree representation allows the proposed approach to have better searchability and learn richer features than a single-tree representation when the number of training instances is very small. The fitness function based on the classification accuracy and the distances of the training instances to the class centroids aims to improve the generalization performance. The proposed approach can deal with different types of FSIC tasks with various numbers of classes and different image sizes. The results show that the proposed approach achieves significantly better performance than a large number of state-of-the-art methods on nine 3-shot and 5-shot image classification datasets. Further analysis shows the effectiveness of the new components of the proposed approach, its good searchability, and the high interpretability of the evolved solutions.

Toward Large-Scale Evolutionary Multitasking: A GPU-Based Paradigm

Evolutionary multitasking (EMT), which shares knowledge across multiple tasks while the optimization progresses online, has demonstrated superior performance in terms of both optimization quality and convergence speed over its single-task counterpart i…

Evolutionary multitasking (EMT), which shares knowledge across multiple tasks while the optimization progresses online, has demonstrated superior performance in terms of both optimization quality and convergence speed over its single-task counterpart in solving complex optimization problems. However, most of the existing EMT algorithms only consider handling two tasks simultaneously. As the computational cost incurred in the evolutionary search and knowledge transfer increased rapidly with the number of optimization tasks, these EMT algorithms cannot meet today’s requirements of optimization service on the cloud for many real-world applications, where hundreds or thousands of optimization requests (labeled as large-scale EMT) are often received simultaneously and require to be optimized in a short time. Recently, graphics processing unit (GPU) computing has attracted extensive attention to accelerate the applications possessing large-scale data volume that are traditionally handled by the central processing unit (CPU). Taking this cue, toward large-scale EMT, in this article, we propose a new EMT paradigm based on the island model with the compute unified device architecture (CUDA), which is able to handle a large number of continuous optimization tasks efficiently and effectively. Moreover, under the proposed paradigm, we develop the GPU-based implicit and explicit knowledge transfer mechanisms for EMT. To evaluate the performance of the proposed paradigm, comprehensive empirical studies have been conducted against its CPU-based counterpart in large-scale EMT.

GPEM 23(2) is now available

The second issue of Volume 23 of Genetic Programming and Evolvable Machines is now available for download.It contains:Blood glucose prediction using multi-objective grammatical evolution: analysis of the “agnostic” and “what-if” scenariosby Sergio Cont…

The second issue of Volume 23 of Genetic Programming and Evolvable Machines is now available for download.

It contains:

Blood glucose prediction using multi-objective grammatical evolution: analysis of the “agnostic” and “what-if” scenarios
by Sergio Contador, J. Manuel Colmenar, Oscar Garnica, J. Manuel Velasco, J. Ignacio Hidalgo

On the performance of the Bayesian optimization algorithm with combined scenarios of search algorithms and scoring metrics
by Ciniro A. L. Nametala, Wandry R. Faria, Benvindo R. Pereira Júnior

Evolving cellular automata schemes for protein folding modeling using the Rosetta atomic representation
by Daniel Varela, José Santos

Genetic programming for iterative numerical methods
by Dominik Sobania, Jonas Schmitt, Harald Köstler, Franz Rothlauf

GP-DMD: a genetic programming variant with dynamic management of diversity
by Ricardo Nieto-Fuentes, Carlos Segura