Extreme Value Based Adaptive Operator Selection

  • Authors:
  • Álvaro Fialho;Luís Costa;Marc Schoenauer;Michèle Sebag

  • Affiliations:
  • Microsoft Research-INRIA Joint Centre, Orsay Cedex, France 91893;Team TAO, INRIA Saclay - Île-de-France & LRI (UMR CNRS 8623), Bââât. 490, Université Paris-Sud, Orsay Cedex, France 91405;Microsoft Research-INRIA Joint Centre, Orsay Cedex, France 91893 and Team TAO, INRIA Saclay - Île-de-France & LRI (UMR CNRS 8623), Bââât. 490, Université Paris-Sud, Orsay ...;Microsoft Research-INRIA Joint Centre, Orsay Cedex, France 91893 and Team TAO, INRIA Saclay - Île-de-France & LRI (UMR CNRS 8623), Bââât. 490, Université Paris-Sud, Orsay ...

  • Venue:
  • Proceedings of the 10th international conference on Parallel Problem Solving from Nature: PPSN X
  • Year:
  • 2008

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Abstract

Credit Assignment is an important ingredient of several proposals that have been made for Adaptive Operator Selection. Instead of the average fitness improvement of newborn offspring, this paper proposes to use some empirical order statistics of those improvements, arguing that rare but highly beneficial jumps matter as much or more than frequent but small improvements. An extreme value based Credit Assignment is thus proposed, rewarding each operator with the best fitness improvement observed in a sliding window for this operator. This mechanism, combined with existing Adaptive Operator Selection rules, is investigated in an EC-like setting. First results show that the proposed method allows both the Adaptive Pursuitand the Dynamic Multi-Armed Banditselection rules to actually track the best operators along evolution.