For many real-world applications of evolutionary computation, the fitness function is obscured by random noise. This interferes with the evaluation and selection processes and adversely affects the performance of the algorithm. Noise can be effectively eliminated by averaging a large number of fitness samples for each candidate, but the number of samples used per candidate (the resampling rate) required to achieve this is usually prohibitively large and time-consuming. Hence there is a practical need for algorithms that handle noise without eliminating it. Moreover, the amount of noise (noise strength and distribution) may vary throughout the search space, further complicating matters. We study noisy problems for which the noise strength varies throughout the search space. Such problems have generally been ignored by previous work, which has instead generally focussed on the specific case where the noise strength is the same at all points in the search domain. However, this need not be the case, and indeed this assumption is false for many applications. For example, in games of chance such as Poker, some strategies may be more conservative than others and therefore less affected by the inherent noise of the game. This thesis makes three significant contributions in the field of noisy fitness functions: We present the concept of dynamic resampling. Dynamic resampling is a technique that varies the resampling rate based on the noise strength and fitness for each candidate individually. This technique is designed to exploit the variation in noise strength and fitness to yield a more efficient algorithm. We present several dynamic resampling algorithms and give results that show that dynamic resampling can perform significantly better than the standard resampling technique that is usually used by the optimisation community, and that dynamic resampling algorithms that vary their resampling rates based on both noise strength and fitness can perform better than algorithms that vary their resampling rate based on only one of the above. We study a specific class of noisy fitness functions for which we counterintuitively find that it is better to use a higher resampling rate in regions of lower noise strength, and vice versa. We investigate how the evolutionary search operates on such problems, explain why this is the case, and present a hypothesis (with supporting evidence) for classifying such problems. We present an adaptive engine that automatically tunes the noise compensation parameters of the search during the run, thereby eliminating the need for the user to choose these parameters ahead of time. This means that our techniques can be readily applied to real-world problems without requiring the user to have specialised domain knowledge of the problem that they wish to solve. These three major contributions present a significant addition to the body of knowledge for noisy fitness functions. Indeed, this thesis is the first work specifically to examine the implications of noise strength that varies throughout the search domain for a variety of noise landscapes, and thus starts to fill a large void in the literature on noisy fitness functions.
| Identifer | oai:union.ndltd.org:ADTP/221469 |
| Date | January 2007 |
| Creators | Di Pietro, Anthony |
| Publisher | University of Western Australia. School of Computer Science and Software Engineering |
| Source Sets | Australiasian Digital Theses Program |
| Language | English |
| Detected Language | English |
| Rights | Copyright Anthony Di Pietro, http://www.itpo.uwa.edu.au/UWA-Computer-And-Software-Use-Regulations.html |
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