论文标题

进化动态约束优化中的神经网络:计算成本和收益

Neural Networks in Evolutionary Dynamic Constrained Optimization: Computational Cost and Benefits

论文作者

Hasani-Shoreh, Maryam, Aragonés, Renato Hermoza, Neumann, Frank

论文摘要

神经网络(NN)最近已与进化算法(EAS)一起应用,以解决动态优化问题。应用的NN估计了基于先前的最佳解决方案的下一个最佳的位置。检测到变化后,可以使用预测的解决方案将EA的总体移至解决方案空间的有希望的区域,以便加速收敛并提高跟踪最佳的准确性。尽管以前的作品显示出结果的改进,但他们忽略了NN创建的开销。在这项工作中,我们反映了在优化时间培训NN上花费的时间,并将结果与​​基线EA进行比较。我们探索是否通过考虑生成的开销,NN仍然能够改善结果,并且在哪种条件下可以这样做。 训练NN的主要困难是:1)获取足够的样本以概括有关新数据的预测,以及2)获得可靠的样本。由于NN需要在每个时间步骤收集数据,如果时间范围很短,我们将无法收集足够的样本来训练NN。为了减轻这一点,我们建议考虑到更多的每次更改中的更多人,以在较短的时间步骤中加快样本收集。在变化频率较高的环境中,EA产生的解决方案可能远非真正的最佳选择。因此,使用不可靠的火车数据将产生不可靠的预测。同样,随着NN所花费的时间固定,无论频率如何,更高的变化频率将意味着NN与EA成比例地产生的开销更高。通常,在考虑了生成的开销之后,我们得出结论,NN不适合具有较高变化和/或短时间范围的环境。但是,对于低频率变化,尤其是对于变化具有模式的环境,这可能是有希望的。

Neural networks (NN) have been recently applied together with evolutionary algorithms (EAs) to solve dynamic optimization problems. The applied NN estimates the position of the next optimum based on the previous time best solutions. After detecting a change, the predicted solution can be employed to move the EA's population to a promising region of the solution space in order to accelerate convergence and improve accuracy in tracking the optimum. While previous works show improvement of the results, they neglect the overhead created by NN. In this work, we reflect the time spent on training NN in the optimization time and compare the results with a baseline EA. We explore if by considering the generated overhead, NN is still able to improve the results, and under which condition is able to do so. The main difficulties to train the NN are: 1) to get enough samples to generalize predictions for new data, and 2) to obtain reliable samples. As NN needs to collect data at each time step, if the time horizon is short, we will not be able to collect enough samples to train the NN. To alleviate this, we propose to consider more individuals on each change to speed up sample collection in shorter time steps. In environments with a high frequency of changes, the solutions produced by EA are likely to be far from the real optimum. Using unreliable train data for the NN will, in consequence, produce unreliable predictions. Also, as the time spent for NN stays fixed regardless of the frequency, a higher frequency of change will mean a higher produced overhead by the NN in proportion to the EA. In general, after considering the generated overhead, we conclude that NN is not suitable in environments with a high frequency of changes and/or short time horizons. However, it can be promising for the low frequency of changes, and especially for the environments that changes have a pattern.

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