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Dynamic optimization, for which the objective functions change over time, has attracted intensive investigations due to the inherent uncertainty associated with many real-world problems. For its robustness with respect to noise,…

Neural and Evolutionary Computing · Computer Science 2019-12-10 Xiaofen Lu , Ke Tang , Stefan Menzel , Xin Yao

Evolutionary algorithms (EA) have been widely accepted as efficient solvers for complex real world optimization problems, including engineering optimization. However, real world optimization problems often involve uncertain environment…

Neural and Evolutionary Computing · Computer Science 2016-11-17 Maumita Bhattacharya , R. Islam , A. Mahmood

Evolutionary algorithms (EAs) are a sort of nature-inspired metaheuristics, which have wide applications in various practical optimization problems. In these problems, objective evaluations are usually inaccurate, because noise is almost…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Bian , Chao Qian , Yang Yu , Ke Tang

We present an empirical study of a range of evolutionary algorithms applied to various noisy combinatorial optimisation problems. There are three sets of experiments. The first looks at several toy problems, such as OneMax and other linear…

Neural and Evolutionary Computing · Computer Science 2023-04-05 Aishwaryaprajna , Jonathan E. Rowe

Randomized search heuristics (RSHs) are known to have a certain robustness to noise. Mathematical analyses trying to quantify rigorously how robust RSHs are to a noisy access to the objective function typically assume that each solution is…

Neural and Evolutionary Computing · Computer Science 2025-05-08 Denis Antipov , Benjamin Doerr

Neural networks (NN) have been recently applied together with evolutionary algorithms (EAs) to solve dynamic optimization problems. The applied NN estimates the position of the next optimum based on the previous time best solutions. After…

Neural and Evolutionary Computing · Computer Science 2020-02-03 Maryam Hasani-Shoreh , Renato Hermoza Aragonés , Frank Neumann

Many real-world optimization problems occur in environments that change dynamically or involve stochastic components. Evolutionary algorithms and other bio-inspired algorithms have been widely applied to dynamic and stochastic problems.…

Neural and Evolutionary Computing · Computer Science 2020-01-30 Vahid Roostapour , Mojgan Pourhassan , Frank Neumann

In noisy evolutionary optimization, sampling is a common strategy to deal with noise. By the sampling strategy, the fitness of a solution is evaluated multiple times (called \emph{sample size}) independently, and its true fitness is then…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian , Chao Bian , Yang Yu , Ke Tang , Xin Yao

We analyse the performance of well-known evolutionary algorithms (1+1)EA and (1+$\lambda$)EA in the prior noise model, where in each fitness evaluation the search point is altered before evaluation with probability $p$. We present refined…

Neural and Evolutionary Computing · Computer Science 2018-12-04 Dirk Sudholt

In many real-world optimization problems, the objective function evaluation is subject to noise, and we cannot obtain the exact objective value. Evolutionary algorithms (EAs), a type of general-purpose randomized optimization algorithm,…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian , Chao Bian , Wu Jiang , Ke Tang

Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the…

Neural and Evolutionary Computing · Computer Science 2020-04-23 Vahid Roostapour , Jakob Bossek , Frank Neumann

It is known that evolution strategies in continuous domains might not converge in the presence of noise. It is also known that, under mild assumptions, and using an increasing number of resamplings, one can mitigate the effect of additive…

Optimization and Control · Mathematics 2014-04-10 Marie-Liesse Cauwet

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Not all generate-and-test search algorithms are created equal. Bayesian Optimization (BO) invests a lot of computation time to generate the candidate solution that best balances the predicted value and the uncertainty given all previous…

Neural and Evolutionary Computing · Computer Science 2020-05-11 Gongjin Lan , Jakub M. Tomczak , Diederik M. Roijers , A. E. Eiben

In single-objective optimization, it is well known that evolutionary algorithms also without further adjustments can tolerate a certain amount of noise in the evaluation of the objective function. In contrast, this question is not at all…

Neural and Evolutionary Computing · Computer Science 2023-08-25 Matthieu Dinot , Benjamin Doerr , Ulysse Hennebelle , Sebastian Will

Evolutionary algorithms (EAs) are population-based metaheuristics, originally inspired by aspects of natural evolution. Modern varieties incorporate a broad mixture of search mechanisms, and tend to blend inspiration from nature with…

Neural and Evolutionary Computing · Computer Science 2018-05-29 David W. Corne , Michael A. Lones

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

Runtime analysis has produced many results on the efficiency of simple evolutionary algorithms like the (1+1) EA, and its analogue called GSEMO in evolutionary multiobjective optimisation (EMO). Recently, the first runtime analyses of the…

Neural and Evolutionary Computing · Computer Science 2023-06-08 Duc-Cuong Dang , Andre Opris , Bahare Salehi , Dirk Sudholt

Experience shows that typical evolutionary algorithms can cope well with stochastic disturbances such as noisy function evaluations. In this first mathematical runtime analysis of the $(1+\lambda)$ and $(1,\lambda)$ evolutionary algorithms…

Neural and Evolutionary Computing · Computer Science 2024-07-17 Denis Antipov , Benjamin Doerr , Alexandra Ivanova

Neural Architecture Search (NAS) has recently become a topic of great interest. However, there is a potentially impactful issue within NAS that remains largely unrecognized: noise. Due to stochastic factors in neural network initialization,…

Neural and Evolutionary Computing · Computer Science 2022-05-03 Arkadiy Dushatskiy , Tanja Alderliesten , Peter A. N. Bosman
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