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Predicting effective control parameters for differential evolution using cluster analysis of objective function features
Journal of Heuristics ( IF 2.7 ) Pub Date : 2019-06-20 , DOI: 10.1007/s10732-019-09419-8
Sean P. Walton , M. Rowan Brown

A methodology is introduced which uses three simple objective function features to predict effective control parameters for differential evolution. This is achieved using cluster analysis techniques to classify objective functions using these features. Information on prior performance of various control parameters for each classification is then used to determine which control parameters to use in future optimisations. Our approach is compared to state-of-the-art adaptive and non-adaptive techniques. Two accepted bench mark suites are used to compare performance and in all cases we show that the improvement resulting from our approach is statistically significant. The majority of the computational effort of this methodology is performed off-line, however even when taking into account the additional on-line cost our approach outperforms other adaptive techniques. We also investigate the key tuning parameters of our methodology, such as number of clusters, which further support the finding that the simple features selected are predictors of effective control parameters. The findings presented in this paper are significant because they show that simple to calculate features of objective functions can help to select control parameters for optimisation algorithms. This can have an immediate positive impact on the application of these optimisation algorithms on real world problems, where it is often difficult to select effective control parameters.

中文翻译:

使用目标函数特征的聚类分析预测差异演化的有效控制参数

介绍了一种使用三个简单目标函数特征来预测有效控制参数以进行差分演化的方法。这是通过使用聚类分析技术使用这些功能对目标函数进行分类来实现的。然后使用关于每个分类的各种控制参数的先验性能的信息来确定在将来的优化中使用哪些控制参数。我们的方法与最先进的自适应和非自适应技术进行了比较。使用两个公认的基准套件来比较性能,并且在所有情况下,我们都表明,我们的方法所带来的改进具有统计学意义。这种方法的大部分计算工作都是离线进行的,但是,即使考虑到额外的在线成本,我们的方法也优于其他自适应技术。我们还研究了我们方法学的关键调整参数,例如簇数,这进一步支持了以下发现:所选的简单特征是有效控制参数的预测指标。本文提出的发现意义重大,因为它们表明简单计算目标函数的特征可以帮助选择优化算法的控制参数。这对于这些优化算法在实际问题上的应用会产生直接的积极影响,在现实问题中,通常很难选择有效的控制参数。这进一步支持了以下发现:所选的简单特征是有效控制参数的预测因子。本文提出的发现意义重大,因为它们表明简单计算目标函数的特征可以帮助选择优化算法的控制参数。这对于这些优化算法在实际问题上的应用会产生直接的积极影响,在现实问题中,通常很难选择有效的控制参数。这进一步支持了以下发现:所选的简单特征是有效控制参数的预测因子。本文提出的发现意义重大,因为它们表明简单计算目标函数的特征可以帮助选择优化算法的控制参数。这对于这些优化算法在实际问题上的应用会产生直接的积极影响,在现实问题中,通常很难选择有效的控制参数。
更新日期:2019-06-20
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