Loris Serafino | Searcharxiv

arXiv2013

No Free Lunch Theorem and Bayesian probability theory: two sides of the same coin. Some implications for black-box optimization and metaheuristics

Challenging optimization problems, which elude acceptable solution via conventional calculus methods, arise commonly in different areas of industrial design and practice. Hard optimization problems are those who manifest the following behavior: a) high number of independent input variables; b) very complex or irregular multi-modal fitness; c) computational expensive fitness evaluation. This paper will focus on some theoretical issues that have strong implications for practice. I will stress how an interpretation of the No Free Lunch theorem leads naturally to a general Bayesian optimization framework. The choice of a prior over the space of functions is a critical and inevitable step in every black-box optimization.

cs.LG↗

arXiv2011

Between theory and practice: guidelines for an optimization scheme with genetic algorithms - Part I: single-objective continuous global optimization

The rapid advances in the field of optimization methods in many pure and applied science pose the difficulty of keeping track of the developments as well as selecting an appropriate technique that best suits the problem in-hand. From a practitioner point of view is rightful to wander "which optimization method is the best for my problem?". Looking at the optimization process as a "system" of intercon- nected parts, in this paper are collected some ideas about how to tackle an optimization problem using a class of tools from evolutionary computations called Genetic Algorithms. Despite the number of optimization techniques available nowadays the author of this paper thinks that Genetic Algorithms still play a central role for their versatility, robustness, theoretical framework and simplicity of use. The paper can be considered a "collection of tips" (from literature and personal experience) for the non-computer-scientist that has to deal with optimization problems both in the science and engineering practice. No original methods or algorithms are proposed.

cs.NE↗