Fitness distributions in evolutionary computation: analysis of noisy functions

Traditional techniques for designing evolutionary algorithms rely on schema processing, minimizing expected losses, and emphasize certain genetic operators such as crossover. Unfortunately, these have failed to provide robust optimization performance. Recently, fitness distribution analysis has been proposed as an alternative tool for designing efficient evolutionary computations. This analysis has concentrated on obtaining very accurate expected improvement (EI) and probability of improvement (PI) statistics for specific mutation operators (using as many as 5000 Monte Carlo trials) on noiseless object functions. In practice, such extensive analysis might be computationally prohibitive and the objective functions might also be noisy. Experiments were designed here to determine the amount of sampling required to obtain useful estimates of the EI and PI both in the presence and absence of noise. Simulations indicate that useful statistics can be obtained in as few as 10 trials in the absence of noise. On noisy functions, however, the required number of trials increased as the 'signal to noise ratio' decreased.