Is there anisotropy in structural bias?

Structural Bias (SB) is an important type of algorithmic deficiency within iterative optimisation heuristics. However, methods for detecting structural bias have not yet fully matured, and recent studies have uncovered many interesting questions. One of these is the question of how structural bias can be related to anisotropy. Intuitively, an algorithm that is not isotropic would be considered structurally biased. However, there have been cases where algorithms appear to only show SB in some dimensions. As such, we investigate whether these algorithms actually exhibit anisotropy, and how this impacts the detection of SB. We find that anisotropy is very rare, and even in cases where it is present, there are clear tests for SB which do not rely on any assumptions of isotropy, so we can safely expand the suite of SB tests to encompass these kinds of deficiencies not found by the original tests. We propose several additional testing procedures for SB detection and aim to motivate further research into the creation of a robust portfolio of tests. This is crucial since no single test will be able to work effectively with all types of SB we identify.

[1]  Nikolaus Hansen,et al.  Completely Derandomized Self-Adaptation in Evolution Strategies , 2001, Evolutionary Computation.

[2]  John A. Nelder,et al.  A Simplex Method for Function Minimization , 1965, Comput. J..

[3]  Ponnuthurai N. Suganthan,et al.  Recent advances in differential evolution - An updated survey , 2016, Swarm Evol. Comput..

[4]  M. Stephens EDF Statistics for Goodness of Fit and Some Comparisons , 1974 .

[5]  Thomas Bäck,et al.  Can Compact Optimisation Algorithms Be Structurally Biased? , 2020, PPSN.

[6]  David W. Corne,et al.  Structural bias in population-based algorithms , 2014, Inf. Sci..

[7]  Giovanni Iacca,et al.  The SOS Platform: Designing, Tuning and Statistically Benchmarking Optimisation Algorithms , 2020, Mathematics.

[8]  Riccardo Poli,et al.  Particle swarm optimization , 1995, Swarm Intelligence.

[9]  Samuel B. Williams,et al.  ASSOCIATION FOR COMPUTING MACHINERY , 2000 .

[10]  R. Storn,et al.  Differential Evolution: A Practical Approach to Global Optimization (Natural Computing Series) , 2005 .

[11]  Y. Benjamini,et al.  THE CONTROL OF THE FALSE DISCOVERY RATE IN MULTIPLE TESTING UNDER DEPENDENCY , 2001 .

[12]  Giovanni Iacca,et al.  Re-sampled inheritance compact optimization , 2020, Knowl. Based Syst..

[13]  Fabio Caraffini,et al.  Can Single Solution Optimisation Methods Be Structurally Biased? , 2020, 2020 IEEE Congress on Evolutionary Computation (CEC).

[14]  F. Massey The Kolmogorov-Smirnov Test for Goodness of Fit , 1951 .

[15]  David W. Corne,et al.  Infeasibility and structural bias in Differential Evolution , 2019, Inf. Sci..

[16]  George Marsaglia,et al.  Classical Goodness-of-Fit Tests for Univariate Distributions , 2015 .

[17]  M. J. D. Powell,et al.  A fast algorithm for nonlinearly constrained optimization calculations , 1978 .

[18]  J. Spall A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates , 1987, 1987 American Control Conference.

[19]  Anna V. Kononova,et al.  Can Compact Optimisation Algorithms Be Structurally Biased? , 2020, PPSN.

[20]  Fabio Caraffini,et al.  Emergence of structural bias in differential evolution , 2021, GECCO Companion.

[21]  Julian J. Faraway,et al.  The Exact and Asymptotic Distributions of Cramer-von Mises Statistics , 1996 .

[22]  Anne Auger,et al.  Principled Design of Continuous Stochastic Search: From Theory to Practice , 2014, Theory and Principled Methods for the Design of Metaheuristics.

[23]  K. Jarrod Millman,et al.  Array programming with NumPy , 2020, Nat..