Work

Blending Dynamic Programming with Monte Carlo Simulation for Bounding the Running Time of Evolutionary Algorithms

Year: 2021

Type: preprint

Abstract: With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+λ)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes optimal expected running times and the regret values inferred when deviating from the optimal parameter choice. Our previous work is restricted to problems for which transition probabilities between different states can be expressed by relatively simple mathematical expressions. With the goal to cover broader sets of problems, we suggest in this work an extension of the dynamic programming approach to settings in which the transition probabilities cannot necessarily be computed exactly, but in which they can be approximated numerically, up to arbitrary precision, by Monte Carlo sampling. We apply our hybrid Monte Carlo dynamic programming approach to a concatenated jump function and demonstrate how the obtained bounds can be used to gain a deeper understanding into parameter control schemes.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2102.11461

Authors: Antonov, Kirill, Buzdalov, Maxim, Buzdalova, Arina, Doerr, Carola

Institutions: ITMO University, Centre National de la Recherche Scientifique, Sorbonne Université, LIP6

Language: English

Topic: Metaheuristic Optimization Algorithms Research

Subfield: Artificial Intelligence

Field: Computer Science

Domain: Physical Sciences

Open Access status: green

Funders: Russian Foundation for Basic Research, Centre National de la Recherche Scientifique

Awards: G4454625801, G6323900133

OpenAlex ID: W3132385118

Cites: 30

Cited by:

Related to: 10