PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Adaptive Operator Selection with Dynamic Multi-Armed Bandits
Luis DaCosta, Alvaro Fialho, Marc Schoenauer and Michele Sebag
In: Genetic and Evolutionary Computation Conference (GECCO), July 2008, Atlanta.

Abstract

An important step toward self-tuning Evolutionary Algorithms is to design efficient Adaptive Operator Selection procedures. Such a procedure is made of two main components: a credit assignment mechanism, that computes a reward for each operator at hand based on some characteristics of the past offspring; and an adaptation rule, that modifies the selection mechanism based on the rewards of the different operators. This paper is concerned with the latter, and proposes a new approach for it based on the well-known Multi-Armed Bandit paradigm. However, because the basic Multi-Armed Bandit methods have been developed for static frameworks, a specific Dynamic Multi-Armed Bandit algorithm is proposed, that hybridizes an optimal Multi-Armed Bandit algorithm with the statistical Page-Hinkley test, which enforces the efficient detection of changes in time series. This original Operator Selection procedure is then compared to the state-of-the-art rules known as {\em Probability Matching} and {\em Adaptive Pursuit} on several artificial scenarios, after a careful sensitivity analysis of all methods. The Dynamic Multi-Armed Bandit method is found to outperform the other methods on a scenario from the literature, while on another scenario, the basic Multi-Armed Bandit performs best.

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EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:1749
Deposited By:Marc Schoenauer
Deposited On:24 March 2009