scholarly journals Fitness-based Linkage Learning in the Real-Valued Gene-pool Optimal Mixing Evolutionary Algorithm

Author(s):  
Chantal Olieman ◽  
Anton Bouter ◽  
Peter A.N. Bosman
2020 ◽  
pp. 1-27
Author(s):  
Anton Bouter ◽  
Tanja Alderliesten ◽  
Peter A.N. Bosman

It is known that to achieve efficient scalability of an Evolutionary Algorithm (EA), dependencies (also known as linkage) must be properly taken into account during variation. In a Gray-Box Optimization (GBO) setting, exploiting prior knowledge regarding these dependencies can greatly benefit optimization. We specifically consider the setting where partial evaluations are possible, meaning that the partial modification of a solution can be efficiently evaluated. Such problems are potentially very difficult, for example, non-separable, multimodal, and multiobjective. The Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) can effectively exploit partial evaluations, leading to a substantial improvement in performance and scalability. GOMEA was recently shown to be extendable to real-valued optimization through a combination with the real-valued estimation of distribution algorithm AMaLGaM. In this article, we definitively introduce the Real-Valued GOMEA (RV-GOMEA), and introduce a new variant, constructed by combining GOMEA with what is arguably the best-known real-valued EA, the Covariance Matrix Adaptation Evolution Strategies (CMA-ES). Both variants of GOMEA are compared to L-BFGS and the Limited Memory CMA-ES (LM-CMA-ES). We show that both variants of RV-GOMEA achieve excellent performance and scalability in a GBO setting, which can be orders of magnitude better than that of EAs unable to efficiently exploit the GBO setting.


Author(s):  
Michal W. Przewozniczek ◽  
Marcin M. Komarnicki ◽  
Peter A. N. Bosman ◽  
Dirk Thierens ◽  
Bartosz Frej ◽  
...  

2020 ◽  
pp. 1-27 ◽  
Author(s):  
M. Virgolin ◽  
T. Alderliesten ◽  
C. Witteveen ◽  
P. A. N. Bosman

The Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) is a model-based EA framework that has been shown to perform well in several domains, including Genetic Programming (GP). Differently from traditional EAs where variation acts blindly, GOMEA learns a model of interdependencies within the genotype, that is, the linkage, to estimate what patterns to propagate. In this article, we study the role of Linkage Learning (LL) performed by GOMEA in Symbolic Regression (SR). We show that the non-uniformity in the distribution of the genotype in GP populations negatively biases LL, and propose a method to correct for this. We also propose approaches to improve LL when ephemeral random constants are used. Furthermore, we adapt a scheme of interleaving runs to alleviate the burden of tuning the population size, a crucial parameter for LL, to SR. We run experiments on 10 real-world datasets, enforcing a strict limitation on solution size, to enable interpretability. We find that the new LL method outperforms the standard one, and that GOMEA outperforms both traditional and semantic GP. We also find that the small solutions evolved by GOMEA are competitive with tuned decision trees, making GOMEA a promising new approach to SR.


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