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Martin Pelikan

Publications and source records attributed to Martin Pelikan.

21 records · Page 2Linked to original sources

Computational complexity and simulation of rare events of Ising spin glasses

We discuss the computational complexity of random 2D Ising spin glasses, which represent an interesting class of constraint satisfaction problems for black box optimization. Two extremal cases are considered: (1) the +/- J spin glass, and (2) the Gaussian spin glass. We also study a smooth transition between these two extremal cases. The computational complexity of all studied spin glass systems is found to be dominated by rare events of extremely hard spin glass samples. We show that complexity of all studied spin glass systems is closely related to Frechet extremal value distribution. In a hybrid algorithm that combines the hierarchical Bayesian optimization algorithm (hBOA) with a deterministic bit-flip hill climber, the number of steps performed by both the global searcher (hBOA) and the local searcher follow Frechet distributions. Nonetheless, unlike in methods based purely on local search, the parameters of these distributions confirm good scalability of hBOA with local search. We further argue that standard performance measures for optimization algorithms--such as the average number of evaluations until convergence--can be misleading. Finally, our results indicate that for highly multimodal constraint satisfaction problems, such as Ising spin glasses, recombination-based search can provide qualitatively better results than mutation-based search.

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Parameter-less hierarchical BOA

The parameter-less hierarchical Bayesian optimization algorithm (hBOA) enables the use of hBOA without the need for tuning parameters for solving each problem instance. There are three crucial parameters in hBOA: (1) the selection pressure, (2) the window size for restricted tournaments, and (3) the population size. Although both the selection pressure and the window size influence hBOA performance, performance should remain low-order polynomial with standard choices of these two parameters. However, there is no standard population size that would work for all problems of interest and the population size must thus be eliminated in a different way. To eliminate the population size, the parameter-less hBOA adopts the population-sizing technique of the parameter-less genetic algorithm. Based on the existing theory, the parameter-less hBOA should be able to solve nearly decomposable and hierarchical problems in quadratic or subquadratic number of function evaluations without the need for setting any parameters whatsoever. A number of experiments are presented to verify scalability of the parameter-less hBOA.

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Fitness inheritance in the Bayesian optimization algorithm

This paper describes how fitness inheritance can be used to estimate fitness for a proportion of newly sampled candidate solutions in the Bayesian optimization algorithm (BOA). The goal of estimating fitness for some candidate solutions is to reduce the number of fitness evaluations for problems where fitness evaluation is expensive. Bayesian networks used in BOA to model promising solutions and generate the new ones are extended to allow not only for modeling and sampling candidate solutions, but also for estimating their fitness. The results indicate that fitness inheritance is a promising concept in BOA, because population-sizing requirements for building appropriate models of promising solutions lead to good fitness estimates even if only a small proportion of candidate solutions is evaluated using the actual fitness function. This can lead to a reduction of the number of actual fitness evaluations by a factor of 30 or more.

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