Randomized Local Search Heuristics for Submodular Maximization and Covering Problems: Benefits of Heavy-tailed Mutation Operators

A core feature of evolutionary algorithms is their mutation operator. Recently, much attention has been devoted to the study of mutation operators with dynamic and non-uniform mutation rates. Following up on this line of work, we propose a new mutation operator and analyze its performance on the (1+1) Evolutionary Algorithm (EA). Our analyses show that this mutation operator competes with pre-existing ones, when used by the (1+1) EA on classes of problems for which results on the other mutation operators are available. We present a "jump" function for which the performance of the (1+1) EA using any static uniform mutation and any restart strategy can be worse than the performance of the (1+1) EA using our mutation operator with no restarts. We show that the (1+1) EA using our mutation operator finds a (1/3)-approximation ratio on any non-negative submodular function in polynomial time. This performance matches that of combinatorial local search algorithms specifically designed to solve this problem. Finally, we evaluate experimentally the performance of the (1+1) EA using our operator, on real-world graphs of different origins with up to 37,000 vertices and 1.6 million edges. In comparison with uniform mutation and a recently proposed dynamic scheme our operator comes out on top on these instances.

[1]  Daniel Lehmann,et al.  Combinatorial auctions with decreasing marginal utilities , 2001, EC '01.

[2]  David P. Williamson,et al.  Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming , 1995, JACM.

[3]  Ryan A. Rossi,et al.  The Network Data Repository with Interactive Graph Analytics and Visualization , 2015, AAAI.

[4]  Markus Wagner,et al.  Simple on-the-fly parameter selection mechanisms for two classical discrete black-box optimization benchmark problems , 2018, GECCO.

[5]  W. F. Caselton,et al.  Optimal monitoring network designs , 1984 .

[6]  Carsten Witt,et al.  UNIVERSITY OF DORTMUND REIHE COMPUTATIONAL INTELLIGENCE COLLABORATIVE RESEARCH CENTER 531 Design and Management of Complex Technical Processes and Systems by means of Computational Intelligence Methods Worst-Case and Average-Case Approximations by Simple Randomized Search Heuristics , 2004 .

[7]  M. El-Sharkawi,et al.  Introduction to Evolutionary Computation , 2008 .

[8]  Frank Neumann,et al.  Approximating Covering Problems by Randomized Search Heuristics Using Multi-Objective Models , 2010, Evolutionary Computation.

[9]  Heinz Mühlenbein,et al.  How Genetic Algorithms Really Work: Mutation and Hillclimbing , 1992, PPSN.

[10]  Ingo Wegener,et al.  Theoretical Aspects of Evolutionary Algorithms , 2001, ICALP.

[11]  Andreas Krause,et al.  Near-Optimal Sensor Placements in Gaussian Processes: Theory, Efficient Algorithms and Empirical Studies , 2008, J. Mach. Learn. Res..

[12]  Markus Wagner,et al.  Heavy-Tailed Mutation Operators in Single-Objective Combinatorial Optimization , 2018, PPSN.

[13]  Maxim Sviridenko,et al.  An 0.828-approximation Algorithm for the Uncapacitated Facility Location Problem , 1999, Discret. Appl. Math..

[14]  Frank Neumann,et al.  Maximizing Submodular Functions under Matroid Constraints by Evolutionary Algorithms , 2015, Evolutionary Computation.

[15]  Dale L. Zimmerman,et al.  Optimal network design for spatial prediction, covariance parameter estimation, and empirical prediction , 2006 .

[16]  Markus Wagner,et al.  Improving local search in a minimum vertex cover solver for classes of networks , 2017, 2017 IEEE Congress on Evolutionary Computation (CEC).

[17]  Vahab S. Mirrokni,et al.  Non-monotone submodular maximization under matroid and knapsack constraints , 2009, STOC '09.

[18]  Andreas Krause,et al.  Efficient Informative Sensing using Multiple Robots , 2014, J. Artif. Intell. Res..

[19]  Benjamin Doerr,et al.  Multiplicative Drift Analysis , 2010, GECCO '10.

[20]  M. Stein,et al.  Spatial sampling design for prediction with estimated parameters , 2006 .

[21]  Thomas Jansen,et al.  Mutation Rate Matters Even When Optimizing Monotonic Functions , 2013, Evolutionary Computation.

[22]  Thomas Jansen,et al.  On the analysis of the (1+1) evolutionary algorithm , 2002, Theor. Comput. Sci..

[23]  Laurence A. Wolsey,et al.  Best Algorithms for Approximating the Maximum of a Submodular Set Function , 1978, Math. Oper. Res..

[24]  Zbigniew Michalewicz,et al.  Parameter Control in Evolutionary Algorithms , 2007, Parameter Setting in Evolutionary Algorithms.

[25]  Markus Wagner,et al.  Sensitivity of Parameter Control Mechanisms with Respect to Their Initialization , 2018, PPSN.

[26]  Markus Wagner,et al.  Escaping large deceptive basins of attraction with heavy-tailed mutation operators , 2018, GECCO.

[27]  Benjamin Doerr,et al.  Fast genetic algorithms , 2017, GECCO.

[28]  Wendy Johnson,et al.  Introduction to Evolutionary Computation (lesson & activity) , 2012 .

[29]  Ingo Wegener,et al.  Real royal road functions--where crossover provably is essential , 2001, Discret. Appl. Math..

[30]  R. Muller,et al.  Air Pollution in China: Mapping of Concentrations and Sources , 2015, PloS one.

[31]  Andreas Krause,et al.  Near-optimal Observation Selection using Submodular Functions , 2007, AAAI.

[32]  U. Feige,et al.  Maximizing Non-monotone Submodular Functions , 2011 .

[33]  Harald Niederreiter,et al.  Probability and computing: randomized algorithms and probabilistic analysis , 2006, Math. Comput..

[34]  Johan Håstad,et al.  Some optimal inapproximability results , 2001, JACM.