2.6NEJul 16
Confidence-based Ranking with Adaptive Sampling for Noisy Black-Box OptimisationEnrico Halim, Hemant Kumar Singh, Tapabrata Ray
Real-world optimization problems often involve black-box functions and uncertainties in their evaluation, widely referred to as noisy optimization problems (NOPs). Evolutionary algorithms (EA), including Evolutionary Strategies (ES) and genetic algorithms (GA) have been commonly adopted to solve these problems in the contemporary literature. An ongoing challenge is the computational expense involved, given the number of evaluations required for good fitness estimation and ranking. Two fundamental methods commonly used for fitness estimation for NOPs are implicit averaging and explicit averaging. Explicit averaging uses resampling of solutions to improve the estimates, while implicit averaging typically uses a large population size with low resampling. Implicit averaging has been shown to have theoretical advantages for certain cases, which has motivated some recent approaches to use them. However, a recent study demonstrated that its performance is highly dependent on certain assumptions about the function, such as steepness and constant noise level, which may not apply for majority of the real world problems. Moreover, most existing algorithms have only considered homoscedastic noise, where the amplitude of variation is uniform across the entire search space, as opposed to more generic case of heteroscedastic noise. To address these issues, we introduce a set of heteroscedastic test problems and propose a novel confidence ranking method that employs a computationally efficient explicit averaging strategy with sampling budget adaptation. It is implemented within the Covariance Matrix Adaptation ES (CMA-ES) and GA frameworks to demonstrate its effectiveness and versatility. The resulting algorithm is evaluated on a range of problems with both homoscedastic and heteroscedastic noise, and it demonstrates superior performance compared to state-of-the-art approaches.
2.7NEJan 18, 2022
A Simple Evolutionary Algorithm for Multi-modal Multi-objective OptimizationTapabrata Ray, Mohammad Mohiuddin Mamun, Hemant Kumar Singh
In solving multi-modal, multi-objective optimization problems (MMOPs), the objective is not only to find a good representation of the Pareto-optimal front (PF) in the objective space but also to find all equivalent Pareto-optimal subsets (PSS) in the variable space. Such problems are practically relevant when a decision maker (DM) is interested in identifying alternative designs with similar performance. There has been significant research interest in recent years to develop efficient algorithms to deal with MMOPs. However, the existing algorithms still require prohibitive number of function evaluations (often in several thousands) to deal with problems involving as low as two objectives and two variables. The algorithms are typically embedded with sophisticated, customized mechanisms that require additional parameters to manage the diversity and convergence in the variable and the objective spaces. In this letter, we introduce a steady-state evolutionary algorithm for solving MMOPs, with a simple design and no additional userdefined parameters that need tuning compared to a standard EA. We report its performance on 21 MMOPs from various test suites that are widely used for benchmarking using a low computational budget of 1000 function evaluations. The performance of the proposed algorithm is compared with six state-of-the-art algorithms (MO Ring PSO SCD, DN-NSGAII, TriMOEA-TA&R, CPDEA, MMOEA/DC and MMEA-WI). The proposed algorithm exhibits significantly better performance than the above algorithms based on the established metrics including IGDX, PSP and IGD. We hope this study would encourage design of simple, efficient and generalized algorithms to improve its uptake for practical applications.
2.2ROAug 28, 2020
Path Planning for Shepherding a Swarm in a Cluttered Environment using Differential EvolutionSaber Elsayed, Hemant Singh, Essam Debie et al.
Shepherding involves herding a swarm of agents (\emph{sheep}) by another a control agent (\emph{sheepdog}) towards a goal. Multiple approaches have been documented in the literature to model this behaviour. In this paper, we present a modification to a well-known shepherding approach, and show, via simulation, that this modification improves shepherding efficacy. We then argue that given complexity arising from obstacles laden environments, path planning approaches could further enhance this model. To validate this hypothesis, we present a 2-stage evolutionary-based path planning algorithm for shepherding a swarm of agents in 2D environments. In the first stage, the algorithm attempts to find the best path for the sheepdog to move from its initial location to a strategic driving location behind the sheep. In the second stage, it calculates and optimises a path for the sheep. It does so by using \emph{way points} on that path as the sequential sub-goals for the sheepdog to aim towards. The proposed algorithm is evaluated in obstacle laden environments via simulation with further improvements achieved.