A diversity-enhanced genetic algorithm for efficient exploration of parameter spaces
- URL: http://arxiv.org/abs/2412.17104v1
- Date: Sun, 22 Dec 2024 17:32:38 GMT
- Title: A diversity-enhanced genetic algorithm for efficient exploration of parameter spaces
- Authors: Jonas Wessén, Eliel Camargo-Molina,
- Abstract summary: We present a Python package together with a practical guide for the implementation of a lightweight diversity-enhanced genetic algorithm (GA) approach for the exploration of multi-dimensional parameter spaces.
- Score: 0.0
- License:
- Abstract: We present a Python package together with a practical guide for the implementation of a lightweight diversity-enhanced genetic algorithm (GA) approach for the exploration of multi-dimensional parameter spaces. Searching a parameter space for regions with desirable properties, e.g. compatibility with experimental data, poses a type of optimization problem wherein the focus lies on pinpointing all "good enough" solutions, rather than a single "best solution". Our approach dramatically outperforms random scans and other GA-based implementations in this aspect. We validate the effectiveness of our approach by applying it to a particle physics problem, showcasing its ability to identify promising parameter points in isolated, viable regions meeting experimental constraints. The companion Python package is applicable to optimization problems beyond those considered in this work, including scanning over discrete parameters (categories). A detailed guide for its usage is provided.
Related papers
- Modeling All Response Surfaces in One for Conditional Search Spaces [69.90317997694218]
This paper proposes a novel approach to model the response surfaces of all subspaces in one.
We introduce an attention-based deep feature extractor, capable of projecting configurations with different structures from various subspaces into a unified feature space.
arXiv Detail & Related papers (2025-01-08T03:56:06Z) - 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) - Optimizing Solution-Samplers for Combinatorial Problems: The Landscape
of Policy-Gradient Methods [52.0617030129699]
We introduce a novel theoretical framework for analyzing the effectiveness of DeepMatching Networks and Reinforcement Learning methods.
Our main contribution holds for a broad class of problems including Max-and Min-Cut, Max-$k$-Bipartite-Bi, Maximum-Weight-Bipartite-Bi, and Traveling Salesman Problem.
As a byproduct of our analysis we introduce a novel regularization process over vanilla descent and provide theoretical and experimental evidence that it helps address vanishing-gradient issues and escape bad stationary points.
arXiv Detail & Related papers (2023-10-08T23:39:38Z) - Sample Complexity for Quadratic Bandits: Hessian Dependent Bounds and
Optimal Algorithms [64.10576998630981]
We show the first tight characterization of the optimal Hessian-dependent sample complexity.
A Hessian-independent algorithm universally achieves the optimal sample complexities for all Hessian instances.
The optimal sample complexities achieved by our algorithm remain valid for heavy-tailed noise distributions.
arXiv Detail & Related papers (2023-06-21T17:03:22Z) - Multistage Stochastic Optimization via Kernels [3.7565501074323224]
We develop a non-parametric, data-driven, tractable approach for solving multistage optimization problems.
We show that the proposed method produces decision rules with near-optimal average performance.
arXiv Detail & Related papers (2023-03-11T23:19:32Z) - Sparse high-dimensional linear regression with a partitioned empirical
Bayes ECM algorithm [62.997667081978825]
We propose a computationally efficient and powerful Bayesian approach for sparse high-dimensional linear regression.
Minimal prior assumptions on the parameters are used through the use of plug-in empirical Bayes estimates.
The proposed approach is implemented in the R package probe.
arXiv Detail & Related papers (2022-09-16T19:15:50Z) - Incorporating Surprisingly Popular Algorithm and Euclidean
Distance-based Adaptive Topology into PSO [42.6811816733091]
We adopt Surprisingly Popular Algorithm (SPA) as a complementary metric in addition to fitness.
We propose a Euclidean distance-based adaptive topology to cooperate with SPA.
We show that our method performs significantly better than state-of-the-art PSO variants on small, medium, and large-scale problems.
arXiv Detail & Related papers (2021-08-25T10:55:19Z) - High-Dimensional Bayesian Optimization via Nested Riemannian Manifolds [0.0]
We propose to exploit the geometry of non-Euclidean search spaces, which often arise in a variety of domains, to learn structure-preserving mappings.
Our approach features geometry-aware Gaussian processes that jointly learn a nested-manifold embedding and a representation of the objective function in the latent space.
arXiv Detail & Related papers (2020-10-21T11:24:11Z) - Sequential Subspace Search for Functional Bayesian Optimization
Incorporating Experimenter Intuition [63.011641517977644]
Our algorithm generates a sequence of finite-dimensional random subspaces of functional space spanned by a set of draws from the experimenter's Gaussian Process.
Standard Bayesian optimisation is applied on each subspace, and the best solution found used as a starting point (origin) for the next subspace.
We test our algorithm in simulated and real-world experiments, namely blind function matching, finding the optimal precipitation-strengthening function for an aluminium alloy, and learning rate schedule optimisation for deep networks.
arXiv Detail & Related papers (2020-09-08T06:54:11Z) - Misspecification-robust likelihood-free inference in high dimensions [13.934999364767918]
We introduce an extension of the popular Bayesian optimisation based approach to approximate discrepancy functions in a probabilistic manner.
Our approach achieves computational scalability for higher dimensional parameter spaces by using separate acquisition functions and discrepancies for each parameter.
The method successfully performs computationally efficient inference in a 100-dimensional space on canonical examples and compares favourably to existing modularised ABC methods.
arXiv Detail & Related papers (2020-02-21T16:06:11Z) - Implicit differentiation of Lasso-type models for hyperparameter
optimization [82.73138686390514]
We introduce an efficient implicit differentiation algorithm, without matrix inversion, tailored for Lasso-type problems.
Our approach scales to high-dimensional data by leveraging the sparsity of the solutions.
arXiv Detail & Related papers (2020-02-20T18:43:42Z)
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.