Dirk Thierens
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When it comes to solving optimization problems with evolutionary algorithms (EAs) in a reliable and scalable manner, detecting and exploiting linkage information, that is, dependencies between variables, can be key. In this paper, we present the latest version of, and propose substantial enhancements to, the gene-pool optimal mixing evolutionary algorithm (GOMEA): an EA explicitly designed to estimate and exploit linkage information. We begin by performing a large-scale search over several GOMEA design choices to understand what matters most and obtain a generally best-performing version of the algorithm. Next, we introduce a novel version of GOMEA, called CGOMEA, where linkage-based variation is further improved by filtering solution mating based on conditional dependencies. We compare our latest version of GOMEA, the newly introduced CGOMEA, and another contending linkage-aware EA, DSMGA-II, in an extensive experimental evaluation, involving a benchmark set of nine black-box problems that can be solved efficiently only if their inherent dependency structure is unveiled and exploited. Finally, in an attempt to make EAs more usable and resilient to parameter choices, we investigate the performance of different automatic population management schemes for GOMEA and CGOMEA, de facto making the EAs parameterless. Our results show that GOMEA and CGOMEA significantly outperform the original GOMEA and DSMGA-II on most problems, setting a new state of the art for the field.
In a parallel EA one can strictly adhere to the generational clock, and wait for all evaluations in a generation to be done. However, this idle time limits the throughput of the algorithm and wastes computational resources. Alternatively, an EA can be made asynchronous parallel. However, EAs using classic recombination and selection operators (GAs) are known to suffer from an evaluation time bias, which also influences the performance of the approach. Model-Based Evolutionary Algorithms (MBEAs) are more scalable than classic GAs by virtue of capturing the structure of a problem in a model. If this model is learned through linkage learning based on the population, the learned model may also capture biases. Thus, if an asynchronous parallel MBEA is also affected by an evaluation time bias, this could result in learned models to be less suited to solving the problem, reducing performance. Therefore, in this work, we study the impact and presence of evaluation time biases on MBEAs in an asynchronous parallelization setting, and compare this to the biases in GAs. We find that a modern MBEA, GOMEA, is unaffected by evaluation time biases, while the more classical MBEA, ECGA, is affected, much like GAs are.
Model-Based Evolutionary Algorithms (MBEAs) can be highly scalable by virtue of linkage (or variable interaction) learning. This requires, however, that the linkage model can capture the exploitable structure of a problem. Usually, a single type of linkage structure is attempted to be captured using models such as a linkage tree. However, in practice, problems may exhibit multiple linkage structures. This is for instance the case in multi-objective optimization when the objectives have different linkage structures. This cannot be modelled sufficiently well when using linkage models that aim at capturing a single type of linkage structure, deteriorating the advantages brought by MBEAs. Therefore, here, we introduce linkage kernels, whereby a linkage structure is learned for each solution over its local neighborhood. We implement linkage kernels into the MBEA known as GOMEA that was previously found to be highly scalable when solving various problems. We further introduce a novel benchmark function called Best-of-Traps (BoT) that has an adjustable degree of different linkage structures. On both BoT and a worst-case scenario-based variant of the well-known MaxCut problem, we experimentally find a vast performance improvement of linkage-kernel GOMEA over GOMEA with a single linkage tree as well as the MBEA known as DSMGA-II.