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Benjamin Doerr

Publications and source records attributed to Benjamin Doerr.

At least 55 records · Page 3Linked to original sources
arXiv2023

Approximation Guarantees for the Non-Dominated Sorting Genetic Algorithm II (NSGA-II)

Recent theoretical works have shown that the NSGA-II efficiently computes the full Pareto front when the population size is large enough. In this work, we study how well it approximates the Pareto front when the population size is smaller. For the OneMinMax benchmark, we point out situations in which the parents and offspring cover well the Pareto front, but the next population has large gaps on the Pareto front. Our mathematical proofs suggest as reason for this undesirable behavior that the NSGA-II in the selection stage computes the crowding distance once and then removes individuals with smallest crowding distance without considering that a removal increases the crowding distance of some individuals. We then analyze two variants not prone to this problem. For the NSGA-II that updates the crowding distance after each removal (Kukkonen and Deb (2006)) and the steady-state NSGA-II (Nebro and Durillo (2009)), we prove that the gaps in the Pareto front are never more than a small constant factor larger than the theoretical minimum. This is the first mathematical work on the approximation ability of the NSGA-II and the first runtime analysis for the steady-state NSGA-II. Experiments also show the superior approximation ability of the two NSGA-II variants.

cs.NE↗
arXiv2023

Runtime Analysis for the NSGA-II: Proving, Quantifying, and Explaining the Inefficiency For Many Objectives

The NSGA-II is one of the most prominent algorithms to solve multi-objective optimization problems. Despite numerous successful applications, several studies have shown that the NSGA-II is less effective for larger numbers of objectives. In this work, we use mathematical runtime analyses to rigorously demonstrate and quantify this phenomenon. We show that even on the simple $m$-objective generalization of the discrete OneMinMax benchmark, where every solution is Pareto optimal, the NSGA-II also with large population sizes cannot compute the full Pareto front (objective vectors of all Pareto optima) in sub-exponential time when the number of objectives is at least three. The reason for this unexpected behavior lies in the fact that in the computation of the crowding distance, the different objectives are regarded independently. This is not a problem for two objectives, where any sorting of a pair-wise incomparable set of solutions according to one objective is also such a sorting according to the other objective (in the inverse order).

cs.NE↗
arXiv2023

Simulated Annealing is a Polynomial-Time Approximation Scheme for the Minimum Spanning Tree Problem

We prove that Simulated Annealing with an appropriate cooling schedule computes arbitrarily tight constant-factor approximations to the minimum spanning tree problem in polynomial time. This result was conjectured by Wegener (2005). More precisely, denoting by $n, m, w_{\max}$, and $w_{\min}$ the number of vertices and edges as well as the maximum and minimum edge weight of the MST instance, we prove that simulated annealing with initial temperature $T_0 \ge w_{\max}$ and multiplicative cooling schedule with factor $1-1/\ell$, where $\ell = ω(mn\ln(m))$, with probability at least $1-1/m$ computes in time $O(\ell (\ln\ln (\ell) + \ln(T_0/w_{\min}) ))$ a spanning tree with weight at most $1+κ$ times the optimum weight, where $1+κ= \frac{(1+o(1))\ln(\ell m)}{\ln(\ell) -\ln (mn\ln (m))}$. Consequently, for any $ε>0$, we can choose $\ell$ in such a way that a $(1+ε)$-approximation is found in time $O((mn\ln(n))^{1+1/ε+o(1)}(\ln\ln n + \ln(T_0/w_{\min})))$ with probability at least $1-1/m$. In the special case of so-called $(1+ε)$-separated weights, this algorithm computes an optimal solution (again in time $O( (mn\ln(n))^{1+1/ε+o(1)}(\ln\ln n + \ln(T_0/w_{\min})))$), which is a significant speed-up over Wegener's runtime guarantee of $O(m^{8 + 8/ε})$.

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arXiv2023

First Steps Towards a Runtime Analysis When Starting With a Good Solution

The mathematical runtime analysis of evolutionary algorithms traditionally regards the time an algorithm needs to find a solution of a certain quality when initialized with a random population. In practical applications it may be possible to guess solutions that are better than random ones. We start a mathematical runtime analysis for such situations. We observe that different algorithms profit to a very different degree from a better initialization. We also show that the optimal parameterization of the algorithm can depend strongly on the quality of the initial solutions. To overcome this difficulty, self-adjusting and randomized heavy-tailed parameter choices can be profitable. Finally, we observe a larger gap between the performance of the best evolutionary algorithm we found and the corresponding black-box complexity. This could suggest that evolutionary algorithms better exploiting good initial solutions are still to be found. These first findings stem from analyzing the performance of the $(1+1)$ evolutionary algorithm and the static, self-adjusting, and heavy-tailed $(1 + (λ,λ))$ GA on the OneMax benchmark. We are optimistic that the question how to profit from good initial solutions is interesting beyond these first examples.

cs.NE↗
arXiv2023

A Mathematical Runtime Analysis of the Non-dominated Sorting Genetic Algorithm III (NSGA-III)

The Non-dominated Sorting Genetic Algorithm II (NSGA-II) is the most prominent multi-objective evolutionary algorithm for real-world applications. While it performs evidently well on bi-objective optimization problems, empirical studies suggest that it is less effective when applied to problems with more than two objectives. A recent mathematical runtime analysis confirmed this observation by proving the NGSA-II for an exponential number of iterations misses a constant factor of the Pareto front of the simple 3-objective OneMinMax problem. In this work, we provide the first mathematical runtime analysis of the NSGA-III, a refinement of the NSGA-II aimed at better handling more than two objectives. We prove that the NSGA-III with sufficiently many reference points -- a small constant factor more than the size of the Pareto front, as suggested for this algorithm -- computes the complete Pareto front of the 3-objective OneMinMax benchmark in an expected number of O(n log n) iterations. This result holds for all population sizes (that are at least the size of the Pareto front). It shows a drastic advantage of the NSGA-III over the NSGA-II on this benchmark. The mathematical arguments used here and in previous work on the NSGA-II suggest that similar findings are likely for other benchmarks with three or more objectives.

cs.NE↗
arXiv2023

The First Proven Performance Guarantees for the Non-Dominated Sorting Genetic Algorithm II (NSGA-II) on a Combinatorial Optimization Problem

The Non-dominated Sorting Genetic Algorithm-II (NSGA-II) is one of the most prominent algorithms to solve multi-objective optimization problems. Recently, the first mathematical runtime guarantees have been obtained for this algorithm, however only for synthetic benchmark problems. In this work, we give the first proven performance guarantees for a classic optimization problem, the NP-complete bi-objective minimum spanning tree problem. More specifically, we show that the NSGA-II with population size $N \ge 4((n-1) w_{\max} + 1)$ computes all extremal points of the Pareto front in an expected number of $O(m^2 n w_{\max} \log(n w_{\max}))$ iterations, where $n$ is the number of vertices, $m$ the number of edges, and $w_{\max}$ is the maximum edge weight in the problem instance. This result confirms, via mathematical means, the good performance of the NSGA-II observed empirically. It also shows that mathematical analyses of this algorithm are not only possible for synthetic benchmark problems, but also for more complex combinatorial optimization problems. As a side result, we also obtain a new analysis of the performance of the global SEMO algorithm on the bi-objective minimum spanning tree problem, which improves the previous best result by a factor of $|F|$, the number of extremal points of the Pareto front, a set that can be as large as $n w_{\max}$. The main reason for this improvement is our observation that both multi-objective evolutionary algorithms find the different extremal points in parallel rather than sequentially, as assumed in the previous proofs.

cs.AI↗
arXiv2023

Runtime Analyses of Multi-Objective Evolutionary Algorithms in the Presence of Noise

In single-objective optimization, it is well known that evolutionary algorithms also without further adjustments can tolerate a certain amount of noise in the evaluation of the objective function. In contrast, this question is not at all understood for multi-objective optimization. In this work, we conduct the first mathematical runtime analysis of a simple multi-objective evolutionary algorithm (MOEA) on a classic benchmark in the presence of noise in the objective functions. We prove that when bit-wise prior noise with rate $p \le α/n$, $α$ a suitable constant, is present, the \emph{simple evolutionary multi-objective optimizer} (SEMO) without any adjustments to cope with noise finds the Pareto front of the OneMinMax benchmark in time $O(n^2\log n)$, just as in the case without noise. Given that the problem here is to arrive at a population consisting of $n+1$ individuals witnessing the Pareto front, this is a surprisingly strong robustness to noise (comparably simple evolutionary algorithms cannot optimize the single-objective OneMax problem in polynomial time when $p = ω(\log(n)/n)$). Our proofs suggest that the strong robustness of the MOEA stems from its implicit diversity mechanism designed to enable it to compute a population covering the whole Pareto front. Interestingly this result only holds when the objective value of a solution is determined only once and the algorithm from that point on works with this, possibly noisy, objective value. We prove that when all solutions are reevaluated in each iteration, then any noise rate $p = ω(\log(n)/n^2)$ leads to a super-polynomial runtime. This is very different from single-objective optimization, where it is generally preferred to reevaluate solutions whenever their fitness is important and where examples are known such that not reevaluating solutions can lead to catastrophic performance losses.

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arXiv2023

How Well Does the Metropolis Algorithm Cope With Local Optima?

The Metropolis algorithm (MA) is a classic stochastic local search heuristic. It avoids getting stuck in local optima by occasionally accepting inferior solutions. To better and in a rigorous manner understand this ability, we conduct a mathematical runtime analysis of the MA on the CLIFF benchmark. Apart from one local optimum, cliff functions are monotonically increasing towards the global optimum. Consequently, to optimize a cliff function, the MA only once needs to accept an inferior solution. Despite seemingly being an ideal benchmark for the MA to profit from its main working principle, our mathematical runtime analysis shows that this hope does not come true. Even with the optimal temperature (the only parameter of the MA), the MA optimizes most cliff functions less efficiently than simple elitist evolutionary algorithms (EAs), which can only leave the local optimum by generating a superior solution possibly far away. This result suggests that our understanding of why the MA is often very successful in practice is not yet complete. Our work also suggests to equip the MA with global mutation operators, an idea supported by our preliminary experiments.

cs.NE↗
arXiv2023

Larger Offspring Populations Help the $(1 + (λ, λ))$ Genetic Algorithm to Overcome the Noise

Evolutionary algorithms are known to be robust to noise in the evaluation of the fitness. In particular, larger offspring population sizes often lead to strong robustness. We analyze to what extent the $(1+(λ,λ))$ genetic algorithm is robust to noise. This algorithm also works with larger offspring population sizes, but an intermediate selection step and a non-standard use of crossover as repair mechanism could render this algorithm less robust than, e.g., the simple $(1+λ)$ evolutionary algorithm. Our experimental analysis on several classic benchmark problems shows that this difficulty does not arise. Surprisingly, in many situations this algorithm is even more robust to noise than the $(1+λ)$~EA.

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arXiv2023

Fourier Analysis Meets Runtime Analysis: Precise Runtimes on Plateaus

We propose a new method based on discrete Fourier analysis to analyze the time evolutionary algorithms spend on plateaus. This immediately gives a concise proof of the classic estimate of the expected runtime of the $(1+1)$ evolutionary algorithm on the Needle problem due to Garnier, Kallel, and Schoenauer (1999). We also use this method to analyze the runtime of the $(1+1)$ evolutionary algorithm on a new benchmark consisting of $n/\ell$ plateaus of effective size $2^\ell-1$ which have to be optimized sequentially in a LeadingOnes fashion. Using our new method, we determine the precise expected runtime both for static and fitness-dependent mutation rates. We also determine the asymptotically optimal static and fitness-dependent mutation rates. For $\ell = o(n)$, the optimal static mutation rate is approximately $1.59/n$. The optimal fitness dependent mutation rate, when the first $k$ fitness-relevant bits have been found, is asymptotically $1/(k+1)$. These results, so far only proven for the single-instance problem LeadingOnes, thus hold for a much broader class of problems. We expect similar extensions to be true for other important results on LeadingOnes. We are also optimistic that our Fourier analysis approach can be applied to other plateau problems as well.

cs.NE↗
arXiv2023

Automated Algorithm Selection for Radar Network Configuration

The configuration of radar networks is a complex problem that is often performed manually by experts with the help of a simulator. Different numbers and types of radars as well as different locations that the radars shall cover give rise to different instances of the radar configuration problem. The exact modeling of these instances is complex, as the quality of the configurations depends on a large number of parameters, on internal radar processing, and on the terrains on which the radars need to be placed. Classic optimization algorithms can therefore not be applied to this problem, and we rely on "trial-and-error" black-box approaches. In this paper, we study the performances of 13 black-box optimization algorithms on 153 radar network configuration problem instances. The algorithms perform considerably better than human experts. Their ranking, however, depends on the budget of configurations that can be evaluated and on the elevation profile of the location. We therefore also investigate automated algorithm selection approaches. Our results demonstrate that a pipeline that extracts instance features from the elevation of the terrain performs on par with the classical, far more expensive approach that extracts features from the objective function.

cs.NE↗
arXiv2023

How the Move Acceptance Hyper-Heuristic Copes With Local Optima: Drastic Differences Between Jumps and Cliffs

In recent work, Lissovoi, Oliveto, and Warwicker (Artificial Intelligence (2023)) proved that the Move Acceptance Hyper-Heuristic (MAHH) leaves the local optimum of the multimodal cliff benchmark with remarkable efficiency. With its $O(n^3)$ runtime, for almost all cliff widths $d,$ the MAHH massively outperforms the $Θ(n^d)$ runtime of simple elitist evolutionary algorithms (EAs). For the most prominent multimodal benchmark, the jump functions, the given runtime estimates of $O(n^{2m} m^{-Θ(m)})$ and $Ω(2^{Ω(m)})$, for gap size $m \ge 2$, are far apart and the real performance of MAHH is still an open question. In this work, we resolve this question. We prove that for any choice of the MAHH selection parameter~$p$, the expected runtime of the MAHH on a jump function with gap size $m = o(n^{1/2})$ is at least $Ω(n^{2m-1} / (2m-1)!)$. This renders the MAHH much slower than simple elitist evolutionary algorithms with their typical $O(n^m)$ runtime. We also show that the MAHH with the global bit-wise mutation operator instead of the local one-bit operator optimizes jump functions in time $O(\min\{m n^m,\frac{n^{2m-1}}{m!Ω(m)^{m-2}}\})$, essentially the minimum of the optimization times of the $(1+1)$ EA and the MAHH. This suggests that combining several ways to cope with local optima can be a fruitful approach.

cs.NE↗
arXiv2023

Randomized Rumor Spreading Revisited (Long Version)

We develop a simple and generic method to analyze randomized rumor spreading processes in fully connected networks. In contrast to all previous works, which heavily exploit the precise definition of the process under investigation, we only need to understand the probability and the covariance of the events that uninformed nodes become informed. This universality allows us to easily analyze the classic push, pull, and push-pull protocols both in their pure version and in several variations such as messages failing with constant probability or nodes calling a random number of others each round. Some dynamic models can be analyzed as well, e.g., when the network is a $G(n,p)$ random graph sampled independently each round [Clementi et al. (ESA 2013)]. Despite this generality, our method determines the expected rumor spreading time precisely apart from additive constants, which is more precise than almost all previous works. We also prove tail bounds showing that a deviation from the expectation by more than an additive number of $r$ rounds occurs with probability at most $\exp(-Ω(r))$. We further use our method to discuss the common assumption that nodes can answer any number of incoming calls. We observe that the restriction that only one call can be answered leads to a significant increase of the runtime of the push-pull protocol. In particular, the double logarithmic end phase of the process now takes logarithmic time. This also increases the message complexity from the asymptotically optimal $Θ(n \log\log n)$ [Karp, Shenker, Schindelhauer, Vöcking (FOCS 2000)] to $Θ(n \log n)$. We propose a simple variation of the push-pull protocol that reverts back to the double logarithmic end phase and thus to the $Θ(n \log\log n)$ message complexity.

cs.DC↗
arXiv2023

Runtime Analysis for the NSGA-II: Provable Speed-Ups From Crossover

Very recently, the first mathematical runtime analyses for the NSGA-II, the most common multi-objective evolutionary algorithm, have been conducted. Continuing this research direction, we prove that the NSGA-II optimizes the OneJumpZeroJump benchmark asymptotically faster when crossover is employed. Together with a parallel independent work by Dang, Opris, Salehi, and Sudholt, this is the first time such an advantage of crossover is proven for the NSGA-II. Our arguments can be transferred to single-objective optimization. They then prove that crossover can speed up the $(μ+1)$ genetic algorithm in a different way and more pronounced than known before. Our experiments confirm the added value of crossover and show that the observed advantages are even larger than what our proofs can guarantee.

cs.NE↗
arXiv2023

(1+1) Genetic Programming With Functionally Complete Instruction Sets Can Evolve Boolean Conjunctions and Disjunctions with Arbitrarily Small Error

Recently it has been proven that simple GP systems can efficiently evolve a conjunction of $n$ variables if they are equipped with the minimal required components. In this paper, we make a considerable step forward by analysing the behaviour and performance of a GP system for evolving a Boolean conjunction or disjunction of $n$ variables using a complete function set that allows the expression of any Boolean function of up to $n$ variables. First we rigorously prove that a GP system using the complete truth table to evaluate the program quality, and equipped with both the AND and OR operators and positive literals, evolves the exact target function in $O(\ell n \log^2 n)$ iterations in expectation, where $\ell \geq n$ is a limit on the size of any accepted tree. Additionally, we show that when a polynomial sample of possible inputs is used to evaluate the solution quality, conjunctions or disjunctions with any polynomially small generalisation error can be evolved with probability $1 - O(\log^2(n)/n)$. The latter result also holds if GP uses AND, OR and positive and negated literals, thus has the power to express any Boolean function of $n$ distinct variables. To prove our results we introduce a super-multiplicative drift theorem that gives significantly stronger runtime bounds when the expected progress is only slightly super-linear in the distance from the optimum.

cs.NE↗
arXiv2023

From Understanding the Population Dynamics of the NSGA-II to the First Proven Lower Bounds

Due to the more complicated population dynamics of the NSGA-II, none of the existing runtime guarantees for this algorithm is accompanied by a non-trivial lower bound. Via a first mathematical understanding of the population dynamics of the NSGA-II, that is, by estimating the expected number of individuals having a certain objective value, we prove that the NSGA-II with suitable population size needs $Ω(Nn\log n)$ function evaluations to find the Pareto front of the OneMinMax problem and $Ω(Nn^k)$ evaluations on the OneJumpZeroJump problem with jump size $k$. These bounds are asymptotically tight (that is, they match previously shown upper bounds) and show that the NSGA-II here does not even in terms of the parallel runtime (number of iterations) profit from larger population sizes. For the OneJumpZeroJump problem and when the same sorting is used for the computation of the crowding distance contributions of the two objectives, we even obtain a runtime estimate that is tight including the leading constant.

cs.NE↗
arXiv2023

Lazy Parameter Tuning and Control: Choosing All Parameters Randomly From a Power-Law Distribution

Most evolutionary algorithms have multiple parameters and their values drastically affect the performance. Due to the often complicated interplay of the parameters, setting these values right for a particular problem (parameter tuning) is a challenging task. This task becomes even more complicated when the optimal parameter values change significantly during the run of the algorithm since then a dynamic parameter choice (parameter control) is necessary. In this work, we propose a lazy but effective solution, namely choosing all parameter values (where this makes sense) in each iteration randomly from a suitably scaled power-law distribution. To demonstrate the effectiveness of this approach, we perform runtime analyses of the $(1+(λ,λ))$ genetic algorithm with all three parameters chosen in this manner. We show that this algorithm on the one hand can imitate simple hill-climbers like the $(1+1)$ EA, giving the same asymptotic runtime on problems like OneMax, LeadingOnes, or Minimum Spanning Tree. On the other hand, this algorithm is also very efficient on jump functions, where the best static parameters are very different from those necessary to optimize simple problems. We prove a performance guarantee that is comparable to the best performance known for static parameters. For the most interesting case that the jump size $k$ is constant, we prove that our performance is asymptotically better than what can be obtained with any static parameter choice. We complement our theoretical results with a rigorous empirical study confirming what the asymptotic runtime results suggest.

cs.NE↗
arXiv2023

Lasting Diversity and Superior Runtime Guarantees for the $(μ+1)$ Genetic Algorithm

Most evolutionary algorithms (EAs) used in practice employ crossover. In contrast, only for few and mostly artificial examples a runtime advantage from crossover could be proven with mathematical means. The most convincing such result shows that the $(μ+1)$ genetic algorithm (GA) with population size $μ=O(n)$ optimizes jump functions with gap size $k \ge 3$ in time $O(n^k / μ+ n^{k-1}\log n)$, beating the $Θ(n^k)$ runtime of many mutation-based EAs. This result builds on a proof that the GA occasionally and then for an expected number of $Ω(μ^2)$ iterations has a population that is not dominated by a single genotype. In this work, we show that this diversity persist with high probability for a time exponential in $μ$ (instead of quadratic). From this better understanding of the population diversity, we obtain stronger runtime guarantees, among them the statement that for all $c\ln(n)\leμ\le n/\log n$, with $c$ a suitable constant, the runtime of the $(μ+1)$ GA on $\mathrm{Jump}_k$, with $k \ge 3$, is $O(n^{k-1})$. Consequently, already with logarithmic population sizes, the GA gains a speed-up of order $Ω(n)$ from crossover.

cs.NE↗