Multidimensional mutations in evolutionary algorithms based on real-valued representation

This work is focused on the fact that the most probable distance of mutated points in multi-dimensional Gaussian and Cauchy mutations is not in a close neighborhood of the origin, but at a certain distance from it. In the case of the Gaussian mutation, this distance is proportional to the norm of the standard deviation vector and increases with the landscape dimension. This may cause a decrease in the sensitivity of the evolutionary algorithm to narrow peaks when the landscape dimension increases, but, simultaneously, it strengthens the exploration property of the algorithm. Moreover, the influence of the reference frame orientation on the effectiveness of the non-spherical multi-dimensional Cauchy mutation is analyzed using simulation experiments. Four multi-dimensional mutations (Gaussian, modified Gaussian, non-spherical and spherical Cauchy mutations) are applied to two classes of evolutionary algorithms based on real-valued representation, i.e. Galar's evolutionary search with soft selection and evolutionary programming. A comparative analysis is provided for convergence to the local optimum, sensitivity to narrow peaks, saddle crossing and symmetry problems.

[1]  Lawrence J. Fogel,et al.  Artificial Intelligence through Simulated Evolution , 1966 .

[2]  W. Vent,et al.  Rechenberg, Ingo, Evolutionsstrategie — Optimierung technischer Systeme nach Prinzipien der biologischen Evolution. 170 S. mit 36 Abb. Frommann‐Holzboog‐Verlag. Stuttgart 1973. Broschiert , 1975 .

[3]  H. Szu Fast simulated annealing , 1987 .

[4]  S. Kotz,et al.  Symmetric Multivariate and Related Distributions , 1989 .

[5]  David B. Fogel,et al.  Meta-evolutionary programming , 1991, [1991] Conference Record of the Twenty-Fifth Asilomar Conference on Signals, Systems & Computers.

[6]  Thomas Bäck,et al.  An Overview of Evolutionary Computation , 1993, ECML.

[7]  Thomas Bäck,et al.  An Overview of Evolutionary Algorithms for Parameter Optimization , 1993, Evolutionary Computation.

[8]  David B. Fogel,et al.  An introduction to simulated evolutionary optimization , 1994, IEEE Trans. Neural Networks.

[9]  Stanley,et al.  Stochastic process with ultraslow convergence to a Gaussian: The truncated Lévy flight. , 1994, Physical review letters.

[10]  Hans-Paul Schwefel,et al.  Parallel Problem Solving from Nature — PPSN IV , 1996, Lecture Notes in Computer Science.

[11]  Zbigniew Michalewicz,et al.  Genetic Algorithms + Data Structures = Evolution Programs , 1996, Springer Berlin Heidelberg.

[12]  Cornelia Kappler,et al.  Are Evolutionary Algorithms Improved by Large Mutations? , 1996, PPSN.

[13]  Xin Yao,et al.  Fast Evolutionary Programming , 1996, Evolutionary Programming.

[14]  Zbigniew Michalewicz,et al.  Handbook of Evolutionary Computation , 1997 .

[15]  G. Unter Rudolph Local Convergence Rates of Simple Evolutionary Algorithms with Cauchy Mutations , 1998 .

[16]  Xin Yao,et al.  Evolutionary programming made faster , 1999, IEEE Trans. Evol. Comput..

[17]  Marek Gutowski L\'evy flights as an underlying mechanism for global optimization algorithms , 2001 .

[18]  Andrzej Obuchowicz Multi-Dimensional Gaussian and Cauchy Mutations , 2001, Intelligent Information Systems.

[19]  A. Obuchowicz The True Nature of Multi-Dimensional Gaussian Mutation , 2001 .

[20]  R. Galar,et al.  Handicapped individua in evolutionary processes , 1985, Biological Cybernetics.

[21]  R. Galar,et al.  Evolutionary search with soft selection , 1989, Biological Cybernetics.