empirical analysis of ideal recombination on random decomposable problems
DESCRIPTION
This paper analyzes the behavior of a selectorecombinative genetic algorithm (GA) with an ideal crossover on a class of random additively decomposable problems (rADPs). Specifically, additively decomposable problems of order k whose subsolution fitnesses are sampled from the standard uniform distribution U[0,1] are analyzed. The scalability of the selectorecombinative GA is investigated for 10,000 rADP instances. The validity of facetwise models in bounding the population size, run duration, and the number of function evaluations required to successfully solve the problems is also verified. Finally, rADP instances that are easiest and most difficult are also investigated.TRANSCRIPT
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Empirical Analysis of Ideal Crossover on Random Additively Decomposable Problems
Kumara Sastry1, Martin Pelikan2, David E. Goldberg1
1Illinois Genetic Algorithms Laboratory (IlliGAL)University of Illinois at Urbana-Champaign, Urbana, IL 618012Missouri Estimation of Distribution Algorithm Lab (MEDAL)
University of Missouri at St. Louis, St. Louis, MO
[email protected], [email protected], [email protected]://www.illigal.uiuc.edu, http://medal.cs.umsl.edu
Supported by AFOSR FA9550-06-1-0096, NSF DMR 03-25939, and CAREER ECS-0547013. Computational results obtained using CSE’s Turing cluster.
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RoadmapAdversarial test problem design
Random additively decomposable problems
Ideal crossover
Scalability of selectorecombinative GAsPopulation sizing and Run duration
Experimental Procedure
Key Results
Summary and Conclusions
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Adversarial Test Problem Design
Test systems on boundary of design envelopeCommon approach in designing complex systems
GAs are complex systems [Goldberg, 2002]
GA design envelope characterized by different dimensions of problem difficulty
Thwart the mechanism of GAs to the extreme
P
Fluctuating
Deception NoiseScaling R
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Random Additively Decomposable Problem
Focus on nearly decomposable problems [Simon, 1960]
Three desired featuresScalability: Able to control problem size and difficultyKnown optimum: Allows comparison of different solversEasy problem instance generation
rADP fitness function:
Si represents variable subset for ith subproblemEach subset consists of k bitsgi is the fitness of the ith subproblemgi is sampled from uniform distribution U[0,1]
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Ideal Crossover: Exchange Building Blocks
Population sizing and run duration models assume good exchange of building blocks
Simulate what we ideally want to achieve with model-building GAs
For example, extended compact GA [Harik, 1999]
Ideal recombination operatorEffectively exchange building blocksDon’t disrupt any building block
Uniform building-block-wise crossoverExchange BBs with probability 0.5 BBs #1 and #3 exchanged
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Purpose: Analyze Ideal Crossover on rADPs
Analyze behavior of selectorecombinative GAs on rADPs
Verify the validity of lessons learned from adversarial test problems
Expand the pool of test problems
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Selectorecombinative GA Population Sizing
Gambler’s ruin model[Harik, et al, 1997]
Combines decision making and supply models
Additive Gaussian noise with variance σ2
N
Noise-to-fitness variance ratio
Error toleranceSignal-to-Noise ratio # Competing sub-components
# Components (# BBs)
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GA Run Duration (Selection)
Selection-Intensity based model [Bulmer, 1980; Mühlenbein & Schlierkamp-Voosen, 1993; Thierens & Goldberg, 1994; Bäck, 1994; Miller & Goldberg, 1995 & 1996]
Derived for the OneMax problemApplicable to additively-separable problems [Miller, 1997]
Selection Intensity
Problem size (m·k )
[Miller & Goldberg, 1995; Sastry & Goldberg, 2002]
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GA Run Duration (Drift)
Accumulation of stochastic errors due to finite population
Proportion of competing sub-solutions change due to drift
Drift time [Goldberg & Segrest, 1987]:
Substituting population sizing bound
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Signal-to-Noise Ratio for rADPs
Signal d is the fitness difference between best and second best sub-solutions
jth order statistic follows a Beta distribution with α = j and β = 2k-j+1
Probability density function (p.d.f) of d:
p.d.f. of sub-solution fitness variance approximation
E[1/d] = 2k and E[σ2BB] ≈ 1/12
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Assumptions and Experimental SetupNon-overlapping sub-problems
Identical sub-problems across different partitionsg1 = g2 = … = gm
Selectorecombinative GABinary tournament selection
10,000 random problem instancesm = 5 – 50, k = 3, 4, and 5
Minimum population size determined by bisection methodPopulation correctly converges to at least m-1 out of m BBs in 49 out of 50 independent runsAveraged over 30 bisection runsResults averaged over 1,500 GA runs
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Population Sizing & Run Duration Histograms
Tail increases with m0.15-0.59% of rADP instances require # evals greater than 3σ from the median
Population sizem = 50
Run durationm = 50
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Easy and Hard Problem Instances
Sorted subsolution index
Subs
olut
ion
fitn
ess
Sorted subsolution index
Subs
olut
ion
fitn
ess
Hard instance
Easy instance
Min signalMax noise
Max signalMin noise
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Population Sizing Scalability
Gambler’s ruin model bounds population sizing
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Run Duration Scalability
Selection-intensity based run-duration model bounds median convergence time
Drift-time model bounds convergence time
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Number of Function Evaluations Scalability
Facetwise models are applicable to rADPsTesting on adversarial problems bounds performance of GAs on rADPs
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Easy and Hard Scalable Problem Instances
Easy instances have large signal differenceHard instances have very small signal difference
Easy ScalableInstances
Hard ScalableInstances
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Summary and Conclusions
Empirically analyzed behavior of selectorecombinative GA with ideal crossover:
Class of random additively decomposable problemsSub-solution fitness sampled from uniform distribution
Verified applicability of facetwise models:Developed based on adversarial problemsGA scales subquadratically with problem size
Analyzed easy and hard problem instances:Easy problem instances have large signal, small variance.Hard problem instances have small signal, large variance