Learning Adaptive Evolutionary Computation for Solving Multi-Objective
Optimization Problems
- URL: http://arxiv.org/abs/2211.09719v1
- Date: Tue, 1 Nov 2022 22:08:34 GMT
- Title: Learning Adaptive Evolutionary Computation for Solving Multi-Objective
Optimization Problems
- Authors: Remco Coppens, Robbert Reijnen, Yingqian Zhang, Laurens Bliek, Berend
Steenhuisen
- Abstract summary: This paper proposes a framework that integrates MOEAs with adaptive parameter control using Deep Reinforcement Learning (DRL)
The DRL policy is trained to adaptively set the values that dictate the intensity and probability of mutation for solutions during optimization.
We show the learned policy is transferable, i.e., the policy trained on a simple benchmark problem can be directly applied to solve the complex warehouse optimization problem.
- Score: 3.3266268089678257
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Multi-objective evolutionary algorithms (MOEAs) are widely used to solve
multi-objective optimization problems. The algorithms rely on setting
appropriate parameters to find good solutions. However, this parameter tuning
could be very computationally expensive in solving non-trial (combinatorial)
optimization problems. This paper proposes a framework that integrates MOEAs
with adaptive parameter control using Deep Reinforcement Learning (DRL). The
DRL policy is trained to adaptively set the values that dictate the intensity
and probability of mutation for solutions during optimization. We test the
proposed approach with a simple benchmark problem and a real-world, complex
warehouse design and control problem. The experimental results demonstrate the
advantages of our method in terms of solution quality and computation time to
reach good solutions. In addition, we show the learned policy is transferable,
i.e., the policy trained on a simple benchmark problem can be directly applied
to solve the complex warehouse optimization problem, effectively, without the
need for retraining.
Related papers
- Learning Multiple Initial Solutions to Optimization Problems [52.9380464408756]
Sequentially solving similar optimization problems under strict runtime constraints is essential for many applications.
We propose learning to predict emphmultiple diverse initial solutions given parameters that define the problem instance.
We find significant and consistent improvement with our method across all evaluation settings and demonstrate that it efficiently scales with the number of initial solutions required.
arXiv Detail & Related papers (2024-11-04T15:17:19Z) - Learning Joint Models of Prediction and Optimization [56.04498536842065]
Predict-Then-Then framework uses machine learning models to predict unknown parameters of an optimization problem from features before solving.
This paper proposes an alternative method, in which optimal solutions are learned directly from the observable features by joint predictive models.
arXiv Detail & Related papers (2024-09-07T19:52:14Z) - Analyzing and Enhancing the Backward-Pass Convergence of Unrolled
Optimization [50.38518771642365]
The integration of constrained optimization models as components in deep networks has led to promising advances on many specialized learning tasks.
A central challenge in this setting is backpropagation through the solution of an optimization problem, which often lacks a closed form.
This paper provides theoretical insights into the backward pass of unrolled optimization, showing that it is equivalent to the solution of a linear system by a particular iterative method.
A system called Folded Optimization is proposed to construct more efficient backpropagation rules from unrolled solver implementations.
arXiv Detail & Related papers (2023-12-28T23:15:18Z) - RIGA: A Regret-Based Interactive Genetic Algorithm [14.388696798649658]
We propose an interactive genetic algorithm for solving multi-objective optimization problems under preference imprecision.
Our algorithm, called RIGA, can be applied to any multi-objective optimization problem provided that the aggregation function is linear in its parameters.
For several performance indicators (computation times, gap to optimality and number of queries), RIGA obtains better results than state-of-the-art algorithms.
arXiv Detail & Related papers (2023-11-10T13:56:15Z) - Backpropagation of Unrolled Solvers with Folded Optimization [55.04219793298687]
The integration of constrained optimization models as components in deep networks has led to promising advances on many specialized learning tasks.
One typical strategy is algorithm unrolling, which relies on automatic differentiation through the operations of an iterative solver.
This paper provides theoretical insights into the backward pass of unrolled optimization, leading to a system for generating efficiently solvable analytical models of backpropagation.
arXiv Detail & Related papers (2023-01-28T01:50:42Z) - Reinforcement Learning Methods for Wordle: A POMDP/Adaptive Control
Approach [0.3093890460224435]
We address the solution of the popular Wordle puzzle, using new reinforcement learning methods.
For the Wordle puzzle, they yield on-line solution strategies that are very close to optimal at relatively modest computational cost.
arXiv Detail & Related papers (2022-11-15T03:46:41Z) - PAMELI: A Meta-Algorithm for Computationally Expensive Multi-Objective
Optimization Problems [0.0]
The proposed algorithm is based on solving a set of surrogate problems defined by models of the real one.
Our algorithm also performs a meta-search for optimal surrogate models and navigation strategies for the optimization landscape.
arXiv Detail & Related papers (2021-03-19T11:18:03Z) - Learning to Optimize Under Constraints with Unsupervised Deep Neural
Networks [0.0]
We propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem.
In this paper, we propose an unsupervised deep learning (DL) solution for solving constrained optimization problems in real-time.
arXiv Detail & Related papers (2021-01-04T02:58:37Z) - Follow the bisector: a simple method for multi-objective optimization [65.83318707752385]
We consider optimization problems, where multiple differentiable losses have to be minimized.
The presented method computes descent direction in every iteration to guarantee equal relative decrease of objective functions.
arXiv Detail & Related papers (2020-07-14T09:50:33Z) - Optimizing Wireless Systems Using Unsupervised and
Reinforced-Unsupervised Deep Learning [96.01176486957226]
Resource allocation and transceivers in wireless networks are usually designed by solving optimization problems.
In this article, we introduce unsupervised and reinforced-unsupervised learning frameworks for solving both variable and functional optimization problems.
arXiv Detail & Related papers (2020-01-03T11:01:52Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.