A Steady-State Genetic Algorithm with Resampling for Noisy Inventory Control

Noisy fitness functions occur in many practical applications of evolutionary computation. A standard technique for solving these problems is fitness resampling but this may be inefficient or need a large population, and combined with elitism it may overvalue chromosomes or reduce genetic diversity. We describe a simple new resampling technique called Greedy Average Sampling for steady-state genetic algorithms such as GENITOR. It requires an extra runtime parameter to be tuned, but does not need a large population or assumptions on noise distributions. In experiments on a well-known Inventory Control problem it performed a large number of samples on the best chromosomes yet only a small number on average, and was more effective than four other tested techniques.

[1]  Edwin K. P. Chong,et al.  Genetic algorithms in noisy environment , 1994, Proceedings of 1994 9th IEEE International Symposium on Intelligent Control.

[2]  David E. Goldberg,et al.  Optimal Sampling For Genetic Algorithms , 1996 .

[3]  Phillip D. Stroud,et al.  Kalman-extended genetic algorithm for search in nonstationary environments with noisy fitness evaluations , 2001, IEEE Trans. Evol. Comput..

[4]  Evan J. Hughes,et al.  Evolutionary Multi-objective Ranking with Uncertainty and Noise , 2001, EMO.

[5]  Paul J. Darwen,et al.  Computationally intensive and noisy tasks: co-evolutionary learning and temporal difference learning on Backgammon , 2000, Proceedings of the 2000 Congress on Evolutionary Computation. CEC00 (Cat. No.00TH8512).

[6]  Richard S. Sutton,et al.  Introduction to Reinforcement Learning , 1998 .

[7]  Kalyanmoy Deb,et al.  Genetic Algorithms, Noise, and the Sizing of Populations , 1992, Complex Syst..

[8]  Jürgen Branke,et al.  Evolutionary optimization in uncertain environments-a survey , 2005, IEEE Transactions on Evolutionary Computation.

[9]  David E. Goldberg,et al.  Optimal sampling in a noisy genetic algorithm for risk-based remediation design , 2001 .

[10]  Hans-Georg Beyer,et al.  Local performance of the (1 + 1)-ES in a noisy environment , 2002, IEEE Trans. Evol. Comput..

[11]  Jianfeng Wu,et al.  A comparative study of Monte Carlo simple genetic algorithm and noisy genetic algorithm for cost-effective sampling network design under uncertainty , 2006 .

[12]  H. Beyer Evolutionary algorithms in noisy environments : theoretical issues and guidelines for practice , 2000 .

[13]  David F. Pyke,et al.  Inventory management and production planning and scheduling , 1998 .

[14]  Rolf Drechsler,et al.  Applications of Evolutionary Computing, EvoWorkshops 2008: EvoCOMNET, EvoFIN, EvoHOT, EvoIASP, EvoMUSART, EvoNUM, EvoSTOC, and EvoTransLog, Naples, Italy, March 26-28, 2008. Proceedings , 2008, EvoWorkshops.

[15]  Hussein A. Abbass,et al.  Fitness inheritance for noisy evolutionary multi-objective optimization , 2005, GECCO '05.

[16]  J. Fitzpatrick,et al.  Genetic Algorithms in Noisy Environments , 2005, Machine Learning.

[17]  David E. Goldberg,et al.  Risk‐based in situ bioremediation design using a noisy genetic algorithm , 2000 .

[18]  Benjamin W. Wah,et al.  Scheduling of Genetic Algorithms in a Noisy Environment , 1994, Evolutionary Computation.

[19]  John J. Grefenstette,et al.  Evolutionary Algorithms for Reinforcement Learning , 1999, J. Artif. Intell. Res..

[20]  Jürgen Branke,et al.  Integrating Techniques from Statistical Ranking into Evolutionary Algorithms , 2006, EvoWorkshops.

[21]  R. Lyndon While,et al.  Applying evolutionary algorithms to problems with noisy, time-consuming fitness functions , 2004, Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753).

[22]  Hajime Kita,et al.  Optimization of noisy fitness functions by means of genetic algorithms using history of search with test of estimation , 2000, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

[23]  Thomas Bäck,et al.  Parallel Problem Solving from Nature — PPSN V , 1998, Lecture Notes in Computer Science.

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

[25]  Jürgen Branke,et al.  Efficient fitness estimation in noisy environments , 2001 .

[26]  Sandor Markon,et al.  Threshold selection, hypothesis tests, and DOE methods , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

[27]  Brad L. Miller,et al.  Noise, sampling, and efficient genetic algorthms , 1997 .

[28]  E. Postma,et al.  Evolutionary Learning Outperforms Reinforcement Learning on Non-Markovian Tasks , 2005 .

[29]  Darrell Whitley,et al.  Genitor: a different genetic algorithm , 1988 .

[30]  Peter Stagge,et al.  Averaging Efficiently in the Presence of Noise , 1998, PPSN.