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We present the first application of MAP-Elites, a quality-diversity algorithm, to trade execution. Rather than searching for a single optimal policy, MAP-Elites generates a diverse portfolio of regime-specialist strategies indexed by…

Trading and Market Microstructure · Quantitative Finance 2026-02-02 Robert de Witt , Mikko S. Pakkanen

Evolutionary algorithms (EAs) are a kind of nature-inspired general-purpose optimization algorithm, and have shown empirically good performance in solving various real-word optimization problems. During the past two decades, promising…

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

In the real world, there exist a class of optimization problems that multiple (local) optimal solutions in the solution space correspond to a single point in the objective space. In this paper, we theoretically show that for such multimodal…

Neural and Evolutionary Computing · Computer Science 2024-06-06 Shengjie Ren , Zhijia Qiu , Chao Bian , Miqing Li , Chao Qian

Generating instances of different properties is key to algorithm selection methods that differentiate between the performance of different solvers for a given combinatorial optimization problem. A wide range of methods using evolutionary…

Neural and Evolutionary Computing · Computer Science 2022-04-13 Jakob Bossek , Frank Neumann

QDax is an open-source library with a streamlined and modular API for Quality-Diversity (QD) optimization algorithms in Jax. The library serves as a versatile tool for optimization purposes, ranging from black-box optimization to continuous…

Constrained optimization problems are often characterized by multiple constraints that, in the practice, must be satisfied with different tolerance levels. While some constraints are hard and as such must be satisfied with zero-tolerance,…

Neural and Evolutionary Computing · Computer Science 2020-12-21 Stefano Fioravanzo , Giovanni Iacca

The increasing importance of robots and automation creates a demand for learnable controllers which can be obtained through various approaches such as Evolutionary Algorithms (EAs) or Reinforcement Learning (RL). Unfortunately, these two…

Artificial Intelligence · Computer Science 2020-09-22 Szymon Brych , Antoine Cully

We propose the use of quality-diversity algorithms for mixed-initiative game content generation. This idea is implemented as a new feature of the Evolutionary Dungeon Designer, a system for mixed-initiative design of the type of levels you…

Artificial Intelligence · Computer Science 2020-03-06 Alberto Alvarez , Steve Dahlskog , Jose Font , Julian Togelius

Quality-Diversity (QD) algorithms have recently gained traction as optimisation methods due to their effectiveness at escaping local optima and capability of generating wide-ranging and high-performing solutions. Recently, Multi-Objective…

Neural and Evolutionary Computing · Computer Science 2023-05-17 Hannah Janmohamed , Thomas Pierrot , Antoine Cully

Training generally capable agents that thoroughly explore their environment and learn new and diverse skills is a long-term goal of robot learning. Quality Diversity Reinforcement Learning (QD-RL) is an emerging research area that blends…

Machine Learning · Computer Science 2024-01-31 Sumeet Batra , Bryon Tjanaka , Matthew C. Fontaine , Aleksei Petrenko , Stefanos Nikolaidis , Gaurav Sukhatme

The Quality-and-Efficiency-Driven (QED) regime provides a basis for solving asymptotic dimensioning problems that trade off revenue, costs and service quality. We derive bounds for the optimality gaps that capture the differences between…

Optimization and Control · Mathematics 2015-11-06 Jaron Sanders , S. C. Borst , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

During the last two decades, various models have been proposed for fish collective motion. These models are mainly developed to decipher the biological mechanisms of social interaction between animals. They consider very simple homogeneous…

Neural and Evolutionary Computing · Computer Science 2019-07-23 Leo Cazenille , Nicolas Bredeche , José Halloy

Evolution Strategies (ES) are effective gradient-free optimization methods that can be competitive with gradient-based approaches for policy search. ES only rely on the total episodic scores of solutions in their population, from which they…

Neural and Evolutionary Computing · Computer Science 2024-05-08 Paul Templier , Luca Grillotti , Emmanuel Rachelson , Dennis G. Wilson , Antoine Cully

Quality-Diversity algorithms refer to a class of evolutionary algorithms designed to find a collection of diverse and high-performing solutions to a given problem. In robotics, such algorithms can be used for generating a collection of…

Neural and Evolutionary Computing · Computer Science 2022-02-17 Luca Grillotti , Antoine Cully

This paper explores the enhancement of solution diversity in evolutionary algorithms (EAs) for the maximum matching problem, concentrating on complete bipartite graphs and paths. We adopt binary string encoding for matchings and use Hamming…

Neural and Evolutionary Computing · Computer Science 2024-04-19 Jonathan Gadea Harder , Aneta Neumann , Frank Neumann

Quality-Diversity (QD) algorithms excel at discovering diverse repertoires of skills, but are hindered by poor sample efficiency and often require tens of millions of environment steps to solve complex locomotion tasks. Recent advances in…

Machine Learning · Computer Science 2026-04-23 Behrad Koohy , Jamie Bayne

The Reinforcement Learning field is strong on achievements and weak on reapplication; a computer playing GO at a super-human level is still terrible at Tic-Tac-Toe. This paper asks whether the method of training networks improves their…

Neural and Evolutionary Computing · Computer Science 2023-03-28 Brad Windsor , Brandon O'Shea , Mengxi Wu

A core feature of evolutionary algorithms is their mutation operator. Recently, much attention has been devoted to the study of mutation operators with dynamic and non-uniform mutation rates. Following up on this line of work, we propose a…

Data Structures and Algorithms · Computer Science 2018-11-22 Tobias Friedrich , Andreas Göbel , Francesco Quinzan , Markus Wagner

Maximum diversity aims at selecting a diverse set of high-quality objects from a collection, which is a fundamental problem and has a wide range of applications, e.g., in Web search. Diversity under a uniform or partition matroid constraint…

Data Structures and Algorithms · Computer Science 2021-04-13 Guangyi Zhang , Aristides Gionis

The encoding of solutions in black-box optimization is a delicate, handcrafted balance between expressiveness and domain knowledge -- between exploring a wide variety of solutions, and ensuring that those solutions are useful. Our main…

Neural and Evolutionary Computing · Computer Science 2020-07-07 Adam Gaier , Alexander Asteroth , Jean-Baptiste Mouret
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