Substructural neighborhoods for local search in the bayesian optimization algorithm

  • Authors:
  • Claudio F. Lima;Martin Pelikan;Kumara Sastry;Martin Butz;David E. Goldberg;Fernando G. Lobo

  • Affiliations:
  • University of Algarve, Portugal;University of Missouri at St. Louis;University of Illinois at Urbana-Champaign;University of Würzburg, Germany;University of Illinois at Urbana-Champaign;University of Algarve, Portugal

  • Venue:
  • PPSN'06 Proceedings of the 9th international conference on Parallel Problem Solving from Nature
  • Year:
  • 2006

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Abstract

This paper studies the utility of using substructural neighborhoods for local search in the Bayesian optimization algorithm (BOA). The probabilistic model of BOA, which automatically identifies important problem substructures, is used to define the structure of the neighborhoods used in local search. Additionally, a surrogate fitness model is considered to evaluate the improvement of the local search steps. The results show that performing substructural local search in BOA significatively reduces the number of generations necessary to converge to optimal solutions and thus provides substantial speedups.