How to escape local optima in black box optimisation when non elitism outperforms elitism Journal Article


Author(s): Oliveto, Pietro S; Paixão, Tiago; Pérez Heredia, Jorge; Sudholt, Dirk; Trubenová, Barbora
Article Title: How to escape local optima in black box optimisation when non elitism outperforms elitism
Affiliation IST Austria
Abstract: Escaping local optima is one of the major obstacles to function optimisation. Using the metaphor of a fitness landscape, local optima correspond to hills separated by fitness valleys that have to be overcome. We define a class of fitness valleys of tunable difficulty by considering their length, representing the Hamming path between the two optima and their depth, the drop in fitness. For this function class we present a runtime comparison between stochastic search algorithms using different search strategies. The (1+1) EA is a simple and well-studied evolutionary algorithm that has to jump across the valley to a point of higher fitness because it does not accept worsening moves (elitism). In contrast, the Metropolis algorithm and the Strong Selection Weak Mutation (SSWM) algorithm, a famous process in population genetics, are both able to cross the fitness valley by accepting worsening moves. We show that the runtime of the (1+1) EA depends critically on the length of the valley while the runtimes of the non-elitist algorithms depend crucially on the depth of the valley. Moreover, we show that both SSWM and Metropolis can also efficiently optimise a rugged function consisting of consecutive valleys.
Keywords: Population Genetics; Simulated annealing; Runtime analysis; Strong selection weak mutation regime; Metropolis algorithm; Evolutionary algorithms; black box optimisation
Journal Title: Algorithmica
Volume: 80
Issue 5
ISSN: 1432-0541
Publisher: Springer  
Date Published: 2018-05-01
Start Page: 1604
End Page: 1633
Copyright Statement: CC BY 4.0
URL:
DOI: 10.1007/s00453-017-0369-2
Open access: yes (OA journal)
IST Austria Authors
  1. Tiago Paixão
    27 Paixão