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2015 | OriginalPaper | Buchkapitel

The Benefit of Recombination in Noisy Evolutionary Search

verfasst von : Tobias Friedrich, Timo Kötzing, Martin S. Krejca, Andrew M. Sutton

Erschienen in: Algorithms and Computation

Verlag: Springer Berlin Heidelberg

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Abstract

Practical optimization problems frequently include uncertainty about the quality measure, for example due to noisy evaluations. Thus, they do not allow for a straightforward application of traditional optimization techniques. In these settings meta-heuristics are a popular choice for deriving good optimization algorithms, most notably evolutionary algorithms which mimic evolution in nature. Empirical evidence suggests that genetic recombination is useful in uncertain environments because it can stabilize a noisy fitness signal. With this paper we want to support this claim with mathematical rigor.
The setting we consider is that of noisy optimization. We study a simple noisy fitness function that is derived by adding Gaussian noise to a monotone function. First, we show that a classical evolutionary algorithm that does not employ sexual recombination (the \(( \mu +1) \)-EA) cannot handle the noise efficiently, regardless of the population size. Then we show that an evolutionary algorithm which does employ sexual recombination (the Compact Genetic Algorithm, short: cGA) can handle the noise using a graceful scaling of the population.

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Metadaten
Titel
The Benefit of Recombination in Noisy Evolutionary Search
verfasst von
Tobias Friedrich
Timo Kötzing
Martin S. Krejca
Andrew M. Sutton
Copyright-Jahr
2015
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-662-48971-0_13

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