NEAICCNov 2, 2017

Running Time Analysis of the (1+1)-EA for OneMax and LeadingOnes under Bit-wise Noise

arXiv:1711.00956v228 citations
Originality Incremental advance
AI Analysis

This work addresses theoretical gaps in evolutionary algorithm analysis for noisy real-world optimization problems, providing incremental improvements over prior studies on specific benchmark functions.

The paper tackles the problem of analyzing evolutionary algorithms under noisy optimization by extending the noise model from one-bit to bit-wise noise, deriving polynomial and super-polynomial running time bounds for the (1+1)-EA on OneMax and LeadingOnes, and showing that sampling increases the noise tolerance for polynomial runtime.

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, have been shown to be able to solve noisy optimization problems well. However, previous theoretical analyses of EAs mainly focused on noise-free optimization, which makes the theoretical understanding largely insufficient for the noisy case. Meanwhile, the few existing theoretical studies under noise often considered the one-bit noise model, which flips a randomly chosen bit of a solution before evaluation; while in many realistic applications, several bits of a solution can be changed simultaneously. In this paper, we study a natural extension of one-bit noise, the bit-wise noise model, which independently flips each bit of a solution with some probability. We analyze the running time of the (1+1)-EA solving OneMax and LeadingOnes under bit-wise noise for the first time, and derive the ranges of the noise level for polynomial and super-polynomial running time bounds. The analysis on LeadingOnes under bit-wise noise can be easily transferred to one-bit noise, and improves the previously known results. Since our analysis discloses that the (1+1)-EA can be efficient only under low noise levels, we also study whether the sampling strategy can bring robustness to noise. We prove that using sampling can significantly increase the largest noise level allowing a polynomial running time, that is, sampling is robust to noise.

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