s'authentifier
version française rss feed

inria-00278542, version 2

Adaptive Operator Selection with Dynamic Multi-Armed Bandits

Luis Da Costa () 12, Álvaro Fialho () 3, Marc Schoenauer (Auteur à contacter de préférence) 123, Michèle Sebag () 123

Genetic and Evolutionary Computation Conference (GECCO) (2008) 913-920

Résumé : 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 Probability Matching and 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.

 
  • inria-00278542, version 2
  • oai:hal.inria.fr:inria-00278542
  • Contributeur : 
  • Soumis le : Mercredi 3 Décembre 2008, 14:12:09
  • Dernière modification le : Mercredi 3 Décembre 2008, 14:15:37
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...
tous les articles de la base du CCSd...