arXiv subjects

Aneta Neumann

Publications and source records attributed to Aneta Neumann.

At least 55 records · Page 3Linked to original sources

arXiv2023

Towards Self-adaptive Mutation in Evolutionary Multi-Objective Algorithms

Parameter control has succeeded in accelerating the convergence process of evolutionary algorithms. While empirical and theoretical studies have shed light on the behavior of algorithms for single-objective optimization, little is known about how self-adaptation influences multi-objective evolutionary algorithms. In this work, we contribute (1) extensive experimental analysis of the Global Simple Evolutionary Multi-objective Algorithm (GSEMO) variants on classic problems, such as OneMinMax, LOTZ, COCZ, and (2) a novel version of GSEMO with self-adaptive mutation. To enable self-adaptation in GSEMO, we explore three self-adaptive mutation techniques from single-objective optimization and use various performance metrics, such as hypervolume and inverted generational distance, to guide the adaptation. Our experiments show that adapting the mutation rate based on single-objective optimization and hypervolume can speed up the convergence of GSEMO. Moreover, we propose a GSEMO with self-adaptive mutation, which considers optimizing for single objectives and adjusts the mutation rate for each solution individually. Our results demonstrate that the proposed method outperforms the GSEMO with static mutation rates across all the tested problems. This work provides a comprehensive benchmarking study for MOEAs and complements existing theoretical runtime analysis. Our proposed algorithm addresses interesting issues for designing MOEAs for future practical applications.

cs.NE↗

arXiv2023

Evolving Reinforcement Learning Environment to Minimize Learner's Achievable Reward: An Application on Hardening Active Directory Systems

We study a Stackelberg game between one attacker and one defender in a configurable environment. The defender picks a specific environment configuration. The attacker observes the configuration and attacks via Reinforcement Learning (RL trained against the observed environment). The defender's goal is to find the environment with minimum achievable reward for the attacker. We apply Evolutionary Diversity Optimization (EDO) to generate diverse population of environments for training. Environments with clearly high rewards are killed off and replaced by new offsprings to avoid wasting training time. Diversity not only improves training quality but also fits well with our RL scenario: RL agents tend to improve gradually, so a slightly worse environment earlier on may become better later. We demonstrate the effectiveness of our approach by focusing on a specific application, Active Directory (AD). AD is the default security management system for Windows domain networks. AD environment describes an attack graph, where nodes represent computers/accounts/etc., and edges represent accesses. The attacker aims to find the best attack path to reach the highest-privilege node. The defender can change the graph by removing a limited number of edges (revoke accesses). Our approach generates better defensive plans than the existing approach and scales better.

cs.NE↗

arXiv2023

Fixed Parameter Multi-Objective Evolutionary Algorithms for the W-Separator Problem

Parameterized analysis provides powerful mechanisms for obtaining fine-grained insights into different types of algorithms. In this work, we combine this field with evolutionary algorithms and provide parameterized complexity analysis of evolutionary multi-objective algorithms for the $W$-separator problem, which is a natural generalization of the vertex cover problem. The goal is to remove the minimum number of vertices such that each connected component in the resulting graph has at most $W$ vertices. We provide different multi-objective formulations involving two or three objectives that provably lead to fixed-parameter evolutionary algorithms with respect to the value of an optimal solution $OPT$ and $W$. Of particular interest are kernelizations and the reducible structures used for them. We show that in expectation the algorithms make incremental progress in finding such structures and beyond. The current best known kernelization of the $W$-separator uses linear programming methods and requires a non-trivial post-process to extract the reducible structures. We provide additional structural features to show that evolutionary algorithms with appropriate objectives are also capable of extracting them. Our results show that evolutionary algorithms with different objectives guide the search and admit fixed parameterized runtimes to solve or approximate (even arbitrarily close) the $W$-separator problem.

math.CO↗

arXiv2023

Evolutionary Multi-Objective Algorithms for the Knapsack Problems with Stochastic Profits

Evolutionary multi-objective algorithms have been widely shown to be successful when utilized for a variety of stochastic combinatorial optimization problems. Chance constrained optimization plays an important role in complex real-world scenarios, as it allows decision makers to take into account the uncertainty of the environment. We consider a version of the knapsack problem with stochastic profits to guarantee a certain level of confidence in the profit of the solutions. We introduce the multi-objective formulations of the profit chance constrained knapsack problem and design three bi-objective fitness evaluation methods that work independently of the specific confidence level required. We evaluate our approaches using well-known multi-objective evolutionary algorithms GSEMO and NSGA-II. In addition, we introduce a filtering method for GSEMO that improves the quality of the final population by periodically removing certain solutions from the interim populations based on their confidence level. We show the effectiveness of our approaches on several benchmarks for both settings where the knapsack items have fixed uniform uncertainties and uncertainties that are positively correlated with the expected profit of an item.

cs.NE↗

arXiv2023

Benchmarking Algorithms for Submodular Optimization Problems Using IOHProfiler

Submodular functions play a key role in the area of optimization as they allow to model many real-world problems that face diminishing returns. Evolutionary algorithms have been shown to obtain strong theoretical performance guarantees for a wide class of submodular problems under various types of constraints while clearly outperforming standard greedy approximation algorithms. This paper introduces a setup for benchmarking algorithms for submodular optimization problems with the aim to provide researchers with a framework to enhance and compare the performance of new algorithms for submodular problems. The focus is on the development of iterative search algorithms such as evolutionary algorithms with the implementation provided and integrated into IOHprofiler which allows for tracking and comparing the progress and performance of iterative search algorithms. We present a range of submodular optimization problems that have been integrated into IOHprofiler and show how the setup can be used for analyzing and comparing iterative search algorithms in various settings.

cs.AI↗

arXiv2023

On the Use of Quality Diversity Algorithms for The Traveling Thief Problem

In real-world optimisation, it is common to face several sub-problems interacting and forming the main problem. There is an inter-dependency between the sub-problems, making it impossible to solve such a problem by focusing on only one component. The traveling thief problem~(TTP) belongs to this category and is formed by the integration of the traveling salesperson problem~(TSP) and the knapsack problem~(KP). In this paper, we investigate the inter-dependency of the TSP and the KP by means of quality diversity~(QD) approaches. QD algorithms provide a powerful tool not only to obtain high-quality solutions but also to illustrate the distribution of high-performing solutions in the behavioural space. We introduce a MAP-Elite based evolutionary algorithm using well-known TSP and KP search operators, taking the TSP and KP score as the behavioural descriptor. Afterwards, we conduct comprehensive experimental studies that show the usefulness of using the QD approach applied to the TTP. First, we provide insights regarding high-quality TTP solutions in the TSP/KP behavioural space. Afterwards, we show that better solutions for the TTP can be obtained by using our QD approach and it can improve the best-known solution for a number of TTP instances used for benchmarking in the literature.

cs.NE↗

arXiv2023

Defending Active Directory by Combining Neural Network based Dynamic Program and Evolutionary Diversity Optimisation

Active Directory (AD) is the default security management system for Windows domain networks. We study a Stackelberg game model between one attacker and one defender on an AD attack graph. The attacker initially has access to a set of entry nodes. The attacker can expand this set by strategically exploring edges. Every edge has a detection rate and a failure rate. The attacker aims to maximize their chance of successfully reaching the destination before getting detected. The defender's task is to block a constant number of edges to decrease the attacker's chance of success. We show that the problem is #P-hard and, therefore, intractable to solve exactly. We convert the attacker's problem to an exponential sized Dynamic Program that is approximated by a Neural Network (NN). Once trained, the NN provides an efficient fitness function for the defender's Evolutionary Diversity Optimisation (EDO). The diversity emphasis on the defender's solution provides a diverse set of training samples, which improves the training accuracy of our NN for modelling the attacker. We go back and forth between NN training and EDO. Experimental results show that for R500 graph, our proposed EDO based defense is less than 1% away from the optimal defense.

cs.NE↗

arXiv2022

Scalable Edge Blocking Algorithms for Defending Active Directory Style Attack Graphs

Active Directory (AD) is the default security management system for Windows domain networks. An AD environment naturally describes an attack graph where nodes represent computers/accounts/security groups, and edges represent existing accesses/known exploits that allow the attacker to gain access from one node to another. Motivated by practical AD use cases, we study a Stackelberg game between one attacker and one defender. There are multiple entry nodes for the attacker to choose from and there is a single target (Domain Admin). Every edge has a failure rate. The attacker chooses the attack path with the maximum success rate. The defender can block a limited number of edges (i.e., revoke accesses) from a set of blockable edges, limited by budget. The defender's aim is to minimize the attacker's success rate. We exploit the tree-likeness of practical AD graphs to design scalable algorithms. We propose two novel methods that combine theoretical fixed parameter analysis and practical optimisation techniques. For graphs with small tree widths, we propose a tree decomposition based dynamic program. We then propose a general method for converting tree decomposition based dynamic programs to reinforcement learning environments, which leads to an anytime algorithm that scales better, but loses the optimality guarantee. For graphs with small numbers of non-splitting paths (a parameter we invent specifically for AD graphs), we propose a kernelization technique that significantly downsizes the model, which is then solved via mixed-integer programming. Experimentally, our algorithms scale to handle synthetic AD graphs with tens of thousands of nodes.

cs.CR↗

arXiv2022

Analysis of Evolutionary Diversity Optimisation for Permutation Problems

Generating diverse populations of high quality solutions has gained interest as a promising extension to the traditional optimization tasks. This work contributes to this line of research with an investigation on evolutionary diversity optimization for three of the most well-studied permutation problems, namely the Traveling Salesperson Problem (TSP), both symmetric and asymmetric variants, and Quadratic Assignment Problem (QAP). It includes an analysis of the worst-case performance of a simple mutation-only evolutionary algorithm with different mutation operators, using an established diversity measure. Theoretical results show many mutation operators for these problems guarantee convergence to maximally diverse populations of sufficiently small size within cubic to quartic expected run-time. On the other hand, the result on QAP suggests that strong mutations give poor worst-case performance, as mutation strength contributes exponentially to the expected run-time. Additionally, experiments are carried out on QAPLIB and synthetic instances in unconstrained and constrained settings, and reveal much more optimistic practical performances, while corroborating the theoretical finding regarding mutation strength. These results should serve as a baseline for future studies.

cs.NE↗

arXiv2022

Co-Evolutionary Diversity Optimisation for the Traveling Thief Problem

Recently different evolutionary computation approaches have been developed that generate sets of high quality diverse solutions for a given optimisation problem. Many studies have considered diversity 1) as a mean to explore niches in behavioural space (quality diversity) or 2) to increase the structural differences of solutions (evolutionary diversity optimisation). In this study, we introduce a co-evolutionary algorithm to simultaneously explore the two spaces for the multi-component traveling thief problem. The results show the capability of the co-evolutionary algorithm to achieve significantly higher diversity compared to the baseline evolutionary diversity algorithms from the the literature.

cs.NE↗

arXiv2022

Computing High-Quality Solutions for the Patient Admission Scheduling Problem using Evolutionary Diversity Optimisation

Diversification in a set of solutions has become a hot research topic in the evolutionary computation community. It has been proven beneficial for optimisation problems in several ways, such as computing a diverse set of high-quality solutions and obtaining robustness against imperfect modeling. For the first time in the literature, we adapt the evolutionary diversity optimisation for a real-world combinatorial problem, namely patient admission scheduling. We introduce an evolutionary algorithm to achieve structural diversity in a set of solutions subjected to the quality of each solution. We also introduce a mutation operator biased towards diversity maximisation. Finally, we demonstrate the importance of diversity for the aforementioned problem through a simulation.

cs.NE↗

arXiv2022

Evolutionary Time-Use Optimization for Improving Children's Health Outcomes

How someone allocates their time is important to their health and well-being. In this paper, we show how evolutionary algorithms can be used to promote health and well-being by optimizing time usage. Based on data from a large population-based child cohort, we design fitness functions to explain health outcomes and introduce constraints for viable time plans. We then investigate the performance of evolutionary algorithms to optimize time use for four individual health outcomes with hypothetical children with different day structures. As the four health outcomes are competing for time allocations, we study how to optimize multiple health outcomes simultaneously in the form of a multi-objective optimization problem. We optimize one-week time-use plans using evolutionary multi-objective algorithms and point out the trade-offs achievable with respect to different health outcomes.

cs.NE↗

arXiv2022

Single- and Multi-Objective Evolutionary Algorithms for the Knapsack Problem with Dynamically Changing Constraints

Evolutionary algorithms are bio-inspired algorithms that can easily adapt to changing environments. Recent results in the area of runtime analysis have pointed out that algorithms such as the (1+1)~EA and Global SEMO can efficiently reoptimize linear functions under a dynamic uniform constraint. Motivated by this study, we investigate single- and multi-objective baseline evolutionary algorithms for the classical knapsack problem where the capacity of the knapsack varies over time. We establish different benchmark scenarios where the capacity changes every $τ$ iterations according to a uniform or normal distribution. Our experimental investigations analyze the behavior of our algorithms in terms of the magnitude of changes determined by parameters of the chosen distribution, the frequency determined by $τ$, and the class of knapsack instance under consideration. Our results show that the multi-objective approaches using a population that caters for dynamic changes have a clear advantage on many benchmarks scenarios when the frequency of changes is not too high. Furthermore, we demonstrate that the diversity mechanisms used in popular evolutionary multi-objective algorithms such as NSGA-II and SPEA2 do not necessarily result in better performance and even lead to inferior results compared to our simple multi-objective approaches.

cs.NE↗

arXiv2022

Niching-based Evolutionary Diversity Optimization for the Traveling Salesperson Problem

In this work, we consider the problem of finding a set of tours to a traveling salesperson problem (TSP) instance maximizing diversity, while satisfying a given cost constraint. This study aims to investigate the effectiveness of applying niching to maximize diversity rather than simply maintaining it. To this end, we introduce a 2-stage approach where a simple niching memetic algorithm (NMA), derived from a state-of-the-art for multi-solution TSP, is combined with a baseline diversifying algorithm. The most notable feature of the proposed NMA is the use of randomized improvement-first local search instead of 2-opt. Our experiment on TSPLIB instances shows that while the populations evolved by our NMA tend to contain clusters at tight quality constraints, they frequently occupy distant basins of attraction rather than close-by regions, improving on the baseline diversification in terms of sum-sum diversity. Compared to the original NMA, ours, despite its simplicity, finds more distant solutions of higher quality within less running time, by a large margin.

cs.NE↗

arXiv2022

Coevolutionary Pareto Diversity Optimization

Computing diverse sets of high quality solutions for a given optimization problem has become an important topic in recent years. In this paper, we introduce a coevolutionary Pareto Diversity Optimization approach which builds on the success of reformulating a constrained single-objective optimization problem as a bi-objective problem by turning the constraint into an additional objective. Our new Pareto Diversity optimization approach uses this bi-objective formulation to optimize the problem while also maintaining an additional population of high quality solutions for which diversity is optimized with respect to a given diversity measure. We show that our standard co-evolutionary Pareto Diversity Optimization approach outperforms the recently introduced DIVEA algorithm which obtains its initial population by generalized diversifying greedy sampling and improving the diversity of the set of solutions afterwards. Furthermore, we study possible improvements of the Pareto Diversity Optimization approach. In particular, we show that the use of inter-population crossover further improves the diversity of the set of solutions.

cs.NE↗

arXiv2022

Evolutionary Algorithms for Limiting the Effect of Uncertainty for the Knapsack Problem with Stochastic Profits

Evolutionary algorithms have been widely used for a range of stochastic optimization problems in order to address complex real-world optimization problems. We consider the knapsack problem where the profits involve uncertainties. Such a stochastic setting reflects important real-world scenarios where the profit that can be realized is uncertain. We introduce different ways of dealing with stochastic profits based on tail inequalities such as Chebyshev's inequality and Hoeffding bounds that allow to limit the impact of uncertainties. We examine simple evolutionary algorithms and the use of heavy tail mutation and a problem-specific crossover operator for optimizing uncertain profits. Our experimental investigations on different benchmarks instances show the results of different approaches based on tail inequalities as well as improvements achievable through heavy tail mutation and the problem specific crossover operator.

cs.NE↗

arXiv2022

Evolutionary Diversity Optimisation for The Traveling Thief Problem

There has been a growing interest in the evolutionary computation community to compute a diverse set of high-quality solutions for a given optimisation problem. This can provide the practitioners with invaluable information about the solution space and robustness against imperfect modelling and minor problems' changes. It also enables the decision-makers to involve their interests and choose between various solutions. In this study, we investigate for the first time a prominent multi-component optimisation problem, namely the Traveling Thief Problem (TTP), in the context of evolutionary diversity optimisation. We introduce a bi-level evolutionary algorithm to maximise the structural diversity of the set of solutions. Moreover, we examine the inter-dependency among the components of the problem in terms of structural diversity and empirically determine the best method to obtain diversity. We also conduct a comprehensive experimental investigation to examine the introduced algorithm and compare the results to another recently introduced framework based on the use of Quality Diversity (QD). Our experimental results show a significant improvement of the QD approach in terms of structural diversity for most TTP benchmark instances.

cs.NE↗

arXiv2021

Practical Fixed-Parameter Algorithms for Defending Active Directory Style Attack Graphs

Active Directory is the default security management system for Windows domain networks. We study the shortest path edge interdiction problem for defending Active Directory style attack graphs. The problem is formulated as a Stackelberg game between one defender and one attacker. The attack graph contains one destination node and multiple entry nodes. The attacker's entry node is chosen by nature. The defender chooses to block a set of edges limited by his budget. The attacker then picks the shortest unblocked attack path. The defender aims to maximize the expected shortest path length for the attacker, where the expectation is taken over entry nodes. We observe that practical Active Directory attack graphs have small maximum attack path lengths and are structurally close to trees. We first show that even if the maximum attack path length is a constant, the problem is still $W[1]$-hard with respect to the defender's budget. Having a small maximum attack path length and a small budget is not enough to design fixed-parameter algorithms. If we further assume that the number of entry nodes is small, then we derive a fixed-parameter tractable algorithm. We then propose two other fixed-parameter algorithms by exploiting the tree-like features. One is based on tree decomposition and requires a small tree width. The other assumes a small number of splitting nodes (nodes with multiple out-going edges). Finally, the last algorithm is converted into a graph convolutional neural network based heuristic, which scales to larger graphs with more splitting nodes.

cs.GT↗