inria-00278542, version 2
Adaptive Operator Selection with Dynamic Multi-Armed Bandits
Luis Da Costa
1, 2Álvaro Fialho
3Marc Schoenauer
1, 2, 3Michèle Sebag
1, 2, 3
Genetic and Evolutionary Computation Conference (GECCO) (2008) 913-920
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 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.
- 1: Laboratoire de Recherche en Informatique (LRI)
- CNRS : UMR8623 – Université Paris XI - Paris Sud
- 2: TAO (INRIA Saclay - Ile de France)
- INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
- 3: Microsoft Research - Inria Joint Centre (MSR - INRIA)
- INRIA – Microsoft – Microsoft Research Laboratory Cambridge
- Domain : Computer Science/Artificial Intelligence
- Available versions : v1 (2008-05-13) v2 (2008-12-03)
- inria-00278542, version 2
- http://hal.inria.fr/inria-00278542
- oai:hal.inria.fr:inria-00278542
- From: Álvaro Fialho
- Submitted on: Wednesday, 3 December 2008 14:12:09
- Updated on: Wednesday, 3 December 2008 14:15:37






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