A Reinforcement-Learning-Based Evolutionary Algorithm Using Solution Space Clustering For Multimodal Optimization Problems

In evolutionary algorithms, how to effectively select interactive solutions for generating offspring is a challenging problem. Though many operators are proposed, most of them select interactive solutions (parents) randomly, having no specificity for the features of landscapes in various problems. To address this issue, this paper proposes a reinforcement-learning-based evolutionary algorithm to select solutions within the approximated basin of attraction. In the algorithm, the solution space is partitioned by the k-dimensional tree, and features of subspaces are approximated with respect to two aspects: objective values and uncertainties. Accordingly, two reinforcement learning (RL) systems are constructed to determine where to search: the objective-based RL exploits basins of attraction (clustered subspaces) and the uncertainty-based RL explores subspaces that have been searched comparatively less. Experiments are conducted on widely used benchmark functions, demonstrating that the algorithm outperforms three other popular multimodal optimization algorithms.

[1]  Yong Wang,et al.  MOMMOP: Multiobjective Optimization for Locating Multiple Optimal Solutions of Multimodal Optimization Problems , 2015, IEEE Transactions on Cybernetics.

[2]  Peter Dayan,et al.  Q-learning , 1992, Machine Learning.

[3]  Mike Preuss,et al.  Niching the CMA-ES via nearest-better clustering , 2010, GECCO '10.

[4]  Xiaodong Li,et al.  Benchmark Functions for CEC'2013 Special Session and Competition on Niching Methods for Multimodal Function Optimization' , 2013 .

[5]  Richard S. Sutton,et al.  Reinforcement Learning: An Introduction , 1998, IEEE Trans. Neural Networks.

[6]  Jun Zhang,et al.  Multimodal Estimation of Distribution Algorithms , 2017, IEEE Transactions on Cybernetics.

[7]  Mark Hoogendoorn,et al.  Generic parameter control with reinforcement learning , 2014, GECCO.

[8]  David E. Goldberg,et al.  Genetic algorithms and Machine Learning , 1988, Machine Learning.

[9]  Jing J. Liang,et al.  Differential Evolution With Neighborhood Mutation for Multimodal Optimization , 2012, IEEE Transactions on Evolutionary Computation.

[10]  Jon Louis Bentley,et al.  Multidimensional binary search trees used for associative searching , 1975, CACM.

[11]  María José del Jesús,et al.  KEEL: a software tool to assess evolutionary algorithms for data mining problems , 2008, Soft Comput..

[12]  Russell C. Eberhart,et al.  A new optimizer using particle swarm theory , 1995, MHS'95. Proceedings of the Sixth International Symposium on Micro Machine and Human Science.

[13]  María Cristina Riff,et al.  Calibrating strategies for evolutionary algorithms , 2007, 2007 IEEE Congress on Evolutionary Computation.

[14]  Jun Zhang,et al.  Automatic Niching Differential Evolution With Contour Prediction Approach for Multimodal Optimization Problems , 2020, IEEE Transactions on Evolutionary Computation.

[15]  Xiaodong Li,et al.  Seeking Multiple Solutions: An Updated Survey on Niching Methods and Their Applications , 2017, IEEE Transactions on Evolutionary Computation.

[16]  Rainer Storn,et al.  Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces , 1997, J. Glob. Optim..

[17]  Jing Lu,et al.  Adaptive evolutionary programming based on reinforcement learning , 2008, Inf. Sci..

[18]  Xin Yao,et al.  Evolutionary Multiobjective Optimization-Based Multimodal Optimization: Fitness Landscape Approximation and Peak Detection , 2018, IEEE Transactions on Evolutionary Computation.

[19]  Antonio LaTorre,et al.  Hybrid evolutionary algorithms for large scale continuous problems , 2009, GECCO '09.

[20]  M. Dorigo,et al.  Ant System: An Autocatalytic Optimizing Process , 1991 .

[21]  Xiaodong Li,et al.  Niching Without Niching Parameters: Particle Swarm Optimization Using a Ring Topology , 2010, IEEE Transactions on Evolutionary Computation.

[22]  Yoshitaka Sakurai,et al.  A Method to Control Parameters of Evolutionary Algorithms by Using Reinforcement Learning , 2010, 2010 Sixth International Conference on Signal-Image Technology and Internet Based Systems.