In optimization problems, some variable subsets may have a joint non-linear or non-monotonical influence on the function value. Therefore, knowledge of variable dependencies may be crucial for effective optimization, and many state-of-the-art optimizers leverage it to improve performance. However, some real-world problem instances may be the subject of noise of various origins. In such a case, variable dependencies relevant to optimization may be hard or impossible to tell using dependency checks sufficient for problems without noise, making highly effective operators, e.g., Partition Crossover (PX), useless. Therefore, we use Statistical Linkage Learning (SLL) to decompose problems with noise and propose a new SLL-dedicated mask construction algorithm. We prove that if the quality of the SLL-based decomposition is sufficiently high, the proposed clustering algorithm yields masks equivalent to PX masks for the noise-free instances. The experiments show that the optimizer using the proposed mechanisms remains equally effective despite the noise level and outperforms state-of-the-art optimizers for the problems with high noise.
Figures & tables
x1
x2
x3
x4
x5
x6
x7
x8
x9
x1
X
1
1
1
0
0
0
0
0
x2
1
X
1
1
0
0
0
0
0
x3
1
1
X
1
0
0
0
0
0
x4
1
1
1
X
1
1
1
0
0
x5
0
0
0
1
X
1
1
0
0
x6
0
0
0
1
1
X
1
1
1
Table 1. VIG for fe1
x1
x2
x3
x4
x5
x6
x7
x8
x9
x1
X
0
0
0
0
0
0
0
0
x2
0
X
1
0
0
0
0
0
0
x3
0
1
X
0
0
0
0
0
0
x4
0
0
0
X
0
0
0
0
0
x5
0
0
0
0
X
1
0
0
0
x6
0
0
0
0
1
X
0
1
0
Table 2. Remaining VIG for the PX mask creation example
x1
x2
x3
x4
x5
x6
x7
x8
x9
x1
X
0.99
0.51
0.51
0.25
0.25
0.25
0.25
0.25
x2
0.99
X
0.51
0.51
0.25
0.25
0.25
0.25
0.25
x3
0.51
0.51
X
0.99
0.49
0.50
0.50
0.50
0.50
x4
0.51
0.51
0.99
X
0.60
0.98
0.73
0.50
0.50
x5
0.25
0.25
0.49
0.60
X
0.60
0.60
0.49
0.50
x6
0.25
0.25
0.50
0.98
0.60
X
0.73
0.73
0.55
Table 3. Exemplary D∗ for fe1
Figure 1. LTs for D∗ in Table 3
Figure 2. LTopWS strategy for choosing PX-LT nodes
Figure 3. Ranking scalability. X-axis represents Nsize as a percentage of the total length of the genotype, i.e., for 100%, Nsize=n
P3-PX-OM-LTopWS
P3-PX-OM-All
P3
Opt
FFE
Opt
FFE
Opt
FFE
Size
[%]
Med
Size
[%]
Med
Size
[%]
Med
nkLand
800
100
6.6E+6
200
100
4.7E+6
600
80
8.6E+6
ISG
841
100
5.1E+5
841
97
4.9E+6
841
100
5.7E+5
m3s
75
80
9.0E+4
50
93
3.1E+4
100
93
2.0E+5
Bim10
200
93
3.6E+6
100
90
9.8E+6
80
100
5.0E+6
Table 4. P3-based SLL-using optimizers comparison
Size
PX[%]
Size
PX[%]
Size
PX[%]
nkL
400
13.84
Bim10
100
10.96
nBim10
80
1.89
ISG
400
53.30
Bim10o1
72
8.29
nBim10o1
45
0.96
m3s
75
32.29
Bim10o2
72
7.73
nBim10o2
48
1.15
Dec5
200
37.33
Bim10o3
49
8.13
nBim10o3
49
2.26
Table 5. The median of the average percentage of PX masks in PX-LT trees for various problems in the PX-OM-LTopWS runs ( Nsize equal to 100% of the problem size).
Department of Mathematics, Gebze Technical University · Department of Industrial Engineering, Gebze Technical University · Amsterdam Business School, University of Amsterdam