Algorithm Portfolio for Parameter Tuned Evolutionary Algorithms

Hao TONG, Shuyi ZHANG, Changwu HUANG, Xin YAO

Research output: Book Chapters | Papers in Conference ProceedingsConference paper (refereed)Researchpeer-review

Abstract

Evolutionary algorithms' performance can be enhanced significantly by using suitable parameter configurations when solving optimization problems. Most existing parametertuning methods are inefficient, which tune algorithm's parameters using whole benchmark function set and only obtain one parameter configuration. Moreover, the only obtained parameter configuration is likely to fail when solving different problems. In this paper, we propose a framework that applying portfolio for parameter-tuned algorithm (PPTA) to address these challenges. PPTA uses the parameter-tuned algorithm to tune algorithm's parameters on one instance of each problem category, but not to all functions in the benchmark. As a result, it can obtain one parameter configuration for each problem category. Then, PPTA combines several instantiations of the same algorithms with different tuned parameters by portfolio method to decrease the risk of solving unknown problems. In order to analyse the performance of PPTA framework, we embed several test algorithms (i.e. GA, DE and PSO) into PPTA framework constructing algorithm instances. And the PPTA instances are compared with default test algorithms on BBOB2009 and CEC2005 benchmark functions. The experimental results has shown PPTA framework can significantly enhance the basic algorithm's performance and reduce its optimization risk as well as the algorithm's parametertuning time. © 2019 IEEE.
Original languageEnglish
Title of host publication2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1849-1856
Number of pages8
ISBN (Print)9781728124858
DOIs
Publication statusPublished - Dec 2019
Externally publishedYes

Bibliographical note

This work was supported by National Key R&D Program of China (Grant No.2017YFC0804003), National Natural Science Foundation of China (Grant No. 61976111), the Program for Guangdong Introducing Innovative and Enterpreneurial Teams (Grant No. 2017ZT07X386), Shen-zhen Peacock Plan (Grant No. KQTD2016112514355531) the Science and Technology Innovation Committee Foundation of Shenzhen (Grant Nos. JCYJ20170817112421757 and JCYJ20180504165652917) andthe Program forUniver-sity Key Laboratory of Guangdong Province (Grant No. 2017KSYS008).

Keywords

  • Algorithm portfolio
  • Auto parameter tuning
  • Evolutionary algorithm
  • Knowledge transfer

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