An automated technique has recently been proposed to transfer learning in the hierarchical Bayesian optimization algorithm (hBOA) based on distance-based statistics. The technique enables practitioners to improve hBOA efficiency by collecting statist
ics from probabilistic models obtained in previous hBOA runs and using the obtained statistics to bias future hBOA runs on similar problems. The purpose of this paper is threefold: (1) test the technique on several classes of NP-complete problems, including MAXSAT, spin glasses and minimum vertex cover; (2) demonstrate that the technique is effective even when previous runs were done on problems of different size; (3) provide empirical evidence that combining transfer learning with other efficiency enhancement techniques can often yield nearly multiplicative speedups.
For many optimization problems it is possible to define a distance metric between problem variables that correlates with the likelihood and strength of interactions between the variables. For example, one may define a metric so that the dependencies
between variables that are closer to each other with respect to the metric are expected to be stronger than the dependencies between variables that are further apart. The purpose of this paper is to describe a method that combines such a problem-specific distance metric with information mined from probabilistic models obtained in previous runs of estimation of distribution algorithms with the goal of solving future problem instances of similar type with increased speed, accuracy and reliability. While the focus of the paper is on additively decomposable problems and the hierarchical Bayesian optimization algorithm, it should be straightforward to generalize the approach to other model-directed optimization techniques and other problem classes. Compared to other techniques for learning from experience put forward in the past, the proposed technique is both more practical and more broadly applicable.
This paper provides an in-depth empirical analysis of several evolutionary algorithms on the one-dimensional spin glass model with power-law interactions. The considered spin glass model provides a mechanism for tuning the effective range of interact
ions, what makes the problem interesting as an algorithm benchmark. As algorithms, the paper considers the genetic algorithm (GA) with twopoint and uniform crossover, and the hierarchical Bayesian optimization algorithm (hBOA). hBOA is shown to outperform both variants of GA, whereas GA with uniform crossover is shown to perform worst. The differences between the compared algorithms become more significant as the problem size grows and as the range of interactions decreases. Unlike for GA with uniform crossover, for hBOA and GA with twopoint crossover, instances with short-range interactions are shown to be easier. The paper also points out interesting avenues for future research.
This paper proposes the incremental Bayesian optimization algorithm (iBOA), which modifies standard BOA by removing the population of solutions and using incremental updates of the Bayesian network. iBOA is shown to be able to learn and exploit unres
tricted Bayesian networks using incremental techniques for updating both the structure as well as the parameters of the probabilistic model. This represents an important step toward the design of competent incremental estimation of distribution algorithms that can solve difficult nearly decomposable problems scalably and reliably.
This study analyzes performance of several genetic and evolutionary algorithms on randomly generated NK fitness landscapes with various values of n and k. A large number of NK problem instances are first generated for each n and k, and the global opt
imum of each instance is obtained using the branch-and-bound algorithm. Next, the hierarchical Bayesian optimization algorithm (hBOA), the univariate marginal distribution algorithm (UMDA), and the simple genetic algorithm (GA) with uniform and two-point crossover operators are applied to all generated instances. Performance of all algorithms is then analyzed and compared, and the results are discussed.
This study focuses on the problem of finding ground states of random instances of the Sherrington-Kirkpatrick (SK) spin-glass model with Gaussian couplings. While the ground states of SK spin-glass instances can be obtained with branch and bound, the
computational complexity of branch and bound yields instances of not more than about 90 spins. We describe several approaches based on the hierarchical Bayesian optimization algorithm (hBOA) to reliably identifying ground states of SK instances intractable with branch and bound, and present a broad range of empirical results on such problem instances. We argue that the proposed methodology holds a big promise for reliably solving large SK spin-glass instances to optimality with practical time complexity. The proposed approaches to identifying global optima reliably can also be applied to other problems and they can be used with many other evolutionary algorithms. Performance of hBOA is compared to that of the genetic algorithm with two common crossover operators.
The paper analyzes the scalability of multiobjective estimation of distribution algorithms (MOEDAs) on a class of boundedly-difficult additively-separable multiobjective optimization problems. The paper illustrates that even if the linkage is correct
ly identified, massive multimodality of the search problems can easily overwhelm the nicher and lead to exponential scale-up. Facetwise models are subsequently used to propose a growth rate of the number of differing substructures between the two objectives to avoid the niching method from being overwhelmed and lead to polynomial scalability of MOEDAs.
This paper discusses scalability of standard genetic programming (GP) and the probabilistic incremental program evolution (PIPE). To investigate the need for both effective mixing and linkage learning, two test problems are considered: ORDER problem,
which is rather easy for any recombination-based GP, and TRAP or the deceptive trap problem, which requires the algorithm to learn interactions among subsets of terminals. The scalability results show that both GP and PIPE scale up polynomially with problem size on the simple ORDER problem, but they both scale up exponentially on the deceptive problem. This indicates that while standard recombination is sufficient when no interactions need to be considered, for some problems linkage learning is necessary. These results are in agreement with the lessons learned in the domain of binary-string genetic algorithms (GAs). Furthermore, the paper investigates the effects of introducing utnnecessary and irrelevant primitives on the performance of GP and PIPE.
This paper describes a scalable algorithm for solving multiobjective decomposable problems by combining the hierarchical Bayesian optimization algorithm (hBOA) with the nondominated sorting genetic algorithm (NSGA-II) and clustering in the objective
space. It is first argued that for good scalability, clustering or some other form of niching in the objective space is necessary and the size of each niche should be approximately equal. Multiobjective hBOA (mohBOA) is then described that combines hBOA, NSGA-II and clustering in the objective space. The algorithm mohBOA differs from the multiobjective variants of BOA and hBOA proposed in the past by including clustering in the objective space and allocating an approximately equally sized portion of the population to each cluster. The algorithm mohBOA is shown to scale up well on a number of problems on which standard multiobjective evolutionary algorithms perform poorly.
Estimation of Distribution Algorithms have been proposed as a new paradigm for evolutionary optimization. This paper focuses on the parallelization of Estimation of Distribution Algorithms. More specifically, the paper discusses how to predict perfor
mance of parallel Mixed Bayesian Optimization Algorithm (MBOA) that is based on parallel construction of Bayesian networks with decision trees. We determine the time complexity of parallel Mixed Bayesian Optimization Algorithm and compare this complexity with experimental results obtained by solving the spin glass optimization problem. The empirical results fit well the theoretical time complexity, so the scalability and efficiency of parallel Mixed Bayesian Optimization Algorithm for unknown instances of spin glass benchmarks can be predicted. Furthermore, we derive the guidelines that can be used to design effective parallel Estimation of Distribution Algorithms with the speedup proportional to the number of variables in the problem.
