Enhanced Optimization with Composite Objectives and Novelty Pulsation
Abstract
An important benefit of multi-objective search is that it maintains a diverse population of candidates, which helps in deceptive problems in particular. Not all diversity is useful, however: candidates that optimize only one objective while ignoring others are rarely helpful. A recent solution is to replace the original objectives by their linear combinations, thus focusing the search on the most useful trade-offs between objectives. To compensate for the loss of diversity, this transformation is accompanied by a selection mechanism that favors novelty. This paper improves this approach further by introducing novelty pulsation, i.e. a systematic method to alternate between novelty selection and local optimization. In the highly deceptive problem of discovering minimal sorting networks, it finds state-of-the-art solutions significantly faster than before. In fact, our method so far has established a new world record for the 20-lines sorting network with 91 comparators. In the real-world problem of stock trading, it discovers solutions that generalize significantly better on unseen data. Composite Novelty Pulsation is therefore a promising approach to solving deceptive real-world problems through multi-objective optimization.
Cite
@article{arxiv.1906.04050,
title = {Enhanced Optimization with Composite Objectives and Novelty Pulsation},
author = {Hormoz Shahrzad and Babak Hodjat and Camille Dollé and Andrei Denissov and Simon Lau and Donn Goodhew and Justin Dyer and Risto Miikkulainen},
journal= {arXiv preprint arXiv:1906.04050},
year = {2019}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1803.03744