arXiv subjects

Thomas Bartz-Beielstein

Publications and source records attributed to Thomas Bartz-Beielstein.

47 records · Page 3Linked to original sources

arXiv2020

A new Taxonomy of Continuous Global Optimization Algorithms

Surrogate-based optimization, nature-inspired metaheuristics, and hybrid combinations have become state of the art in algorithm design for solving real-world optimization problems. Still, it is difficult for practitioners to get an overview that explains their advantages in comparison to a large number of available methods in the scope of optimization. Available taxonomies lack the embedding of current approaches in the larger context of this broad field. This article presents a taxonomy of the field, which explores and matches algorithm strategies by extracting similarities and differences in their search strategies. A particular focus lies on algorithms using surrogates, nature-inspired designs, and those created by design optimization. The extracted features of components or operators allow us to create a set of classification indicators to distinguish between a small number of classes. The features allow a deeper understanding of components of the search strategies and further indicate the close connections between the different algorithm designs. We present intuitive analogies to explain the basic principles of the search algorithms, particularly useful for novices in this research field. Furthermore, this taxonomy allows recommendations for the applicability of the corresponding algorithms.

cs.NE↗

arXiv2020

CAAI -- A Cognitive Architecture to Introduce Artificial Intelligence in Cyber-Physical Production Systems

This paper introduces CAAI, a novel cognitive architecture for artificial intelligence in cyber-physical production systems. The goal of the architecture is to reduce the implementation effort for the usage of artificial intelligence algorithms. The core of the CAAI is a cognitive module that processes declarative goals of the user, selects suitable models and algorithms, and creates a configuration for the execution of a processing pipeline on a big data platform. Constant observation and evaluation against performance criteria assess the performance of pipelines for many and varying use cases. Based on these evaluations, the pipelines are automatically adapted if necessary. The modular design with well-defined interfaces enables the reusability and extensibility of pipeline components. A big data platform implements this modular design supported by technologies such as Docker, Kubernetes, and Kafka for virtualization and orchestration of the individual components and their communication. The implementation of the architecture is evaluated using a real-world use case.

cs.DC↗

arXiv2020

Expected Improvement versus Predicted Value in Surrogate-Based Optimization

Surrogate-based optimization relies on so-called infill criteria (acquisition functions) to decide which point to evaluate next. When Kriging is used as the surrogate model of choice (also called Bayesian optimization), one of the most frequently chosen criteria is expected improvement. We argue that the popularity of expected improvement largely relies on its theoretical properties rather than empirically validated performance. Few results from the literature show evidence, that under certain conditions, expected improvement may perform worse than something as simple as the predicted value of the surrogate model. We benchmark both infill criteria in an extensive empirical study on the `BBOB' function set. This investigation includes a detailed study of the impact of problem dimensionality on algorithm performance. The results support the hypothesis that exploration loses importance with increasing problem dimensionality. A statistical analysis reveals that the purely exploitative search with the predicted value criterion performs better on most problems of five or higher dimensions. Possible reasons for these results are discussed. In addition, we give an in-depth guide for choosing the infill criteria based on prior knowledge about the problem at hand, its dimensionality, and the available budget.

cs.NE↗

arXiv2019

Surrogate Models for Enhancing the Efficiency of Neuroevolution in Reinforcement Learning

In the last years, reinforcement learning received a lot of attention. One method to solve reinforcement learning tasks is Neuroevolution, where neural networks are optimized by evolutionary algorithms. A disadvantage of Neuroevolution is that it can require numerous function evaluations, while not fully utilizing the available information from each fitness evaluation. This is especially problematic when fitness evaluations become expensive. To reduce the cost of fitness evaluations, surrogate models can be employed to partially replace the fitness function. The difficulty of surrogate modeling for Neuroevolution is the complex search space and how to compare different networks. To that end, recent studies showed that a kernel based approach, particular with phenotypic distance measures, works well. These kernels compare different networks via their behavior (phenotype) rather than their topology or encoding (genotype). In this work, we discuss the use of surrogate model-based Neuroevolution (SMB-NE) using a phenotypic distance for reinforcement learning. In detail, we investigate a) the potential of SMB-NE with respect to evaluation efficiency and b) how to select adequate input sets for the phenotypic distance measure in a reinforcement learning problem. The results indicate that we are able to considerably increase the evaluation efficiency using dynamic input sets.

cs.NE↗

arXiv2019

Evaluation of Cognitive Architectures for Cyber-Physical Production Systems

Cyber-physical production systems (CPPS) integrate physical and computational resources due to increasingly available sensors and processing power. This enables the usage of data, to create additional benefit, such as condition monitoring or optimization. These capabilities can lead to cognition, such that the system is able to adapt independently to changing circumstances by learning from additional sensors information. Developing a reference architecture for the design of CPPS and standardization of machines and software interfaces is crucial to enable compatibility of data usage between different machine models and vendors. This paper analysis existing reference architecture regarding their cognitive abilities, based on requirements that are derived from three different use cases. The results from the evaluation of the reference architectures, which include two instances that stem from the field of cognitive science, reveal a gap in the applicability of the architectures regarding the generalizability and the level of abstraction. While reference architectures from the field of automation are suitable to address use case specific requirements, and do not address the general requirements, especially w.r.t. adaptability, the examples from the field of cognitive science are well usable to reach a high level of adaption and cognition. It is desirable to merge advantages of both classes of architectures to address challenges in the field of CPPS in Industrie 4.0.

cs.CY↗

arXiv2019

Improving NeuroEvolution Efficiency by Surrogate Model-based Optimization with Phenotypic Distance Kernels

In NeuroEvolution, the topologies of artificial neural networks are optimized with evolutionary algorithms to solve tasks in data regression, data classification, or reinforcement learning. One downside of NeuroEvolution is the large amount of necessary fitness evaluations, which might render it inefficient for tasks with expensive evaluations, such as real-time learning. For these expensive optimization tasks, surrogate model-based optimization is frequently applied as it features a good evaluation efficiency. While a combination of both procedures appears as a valuable solution, the definition of adequate distance measures for the surrogate modeling process is difficult. In this study, we will extend cartesian genetic programming of artificial neural networks by the use of surrogate model-based optimization. We propose different distance measures and test our algorithm on a replicable benchmark task. The results indicate that we can significantly increase the evaluation efficiency and that a phenotypic distance, which is based on the behavior of the associated neural networks, is most promising.

cs.NE↗

arXiv2018

Distance-based Kernels for Surrogate Model-based Neuroevolution

The topology optimization of artificial neural networks can be particularly difficult if the fitness evaluations require expensive experiments or simulations. For that reason, the optimization methods may need to be supported by surrogate models. We propose different distances for a suitable surrogate model, and compare them in a simple numerical test scenario.

cs.NE↗

arXiv2018

An Empirical Approach For Probing the Definiteness of Kernels

Models like support vector machines or Gaussian process regression often require positive semi-definite kernels. These kernels may be based on distance functions. While definiteness is proven for common distances and kernels, a proof for a new kernel may require too much time and effort for users who simply aim at practical usage. Furthermore, designing definite distances or kernels may be equally intricate. Finally, models can be enabled to use indefinite kernels. This may deteriorate the accuracy or computational cost of the model. Hence, an efficient method to determine definiteness is required. We propose an empirical approach. We show that sampling as well as optimization with an evolutionary algorithm may be employed to determine definiteness. We provide a proof-of-concept with 16 different distance measures for permutations. Our approach allows to disprove definiteness if a respective counter-example is found. It can also provide an estimate of how likely it is to obtain indefinite kernel matrices. This provides a simple, efficient tool to decide whether additional effort should be spent on designing/selecting a more suitable kernel or algorithm.

cs.LG↗

arXiv2018

Linear Combination of Distance Measures for Surrogate Models in Genetic Programming

Surrogate models are a well established approach to reduce the number of expensive function evaluations in continuous optimization. In the context of genetic programming, surrogate modeling still poses a challenge, due to the complex genotype-phenotype relationships. We investigate how different genotypic and phenotypic distance measures can be used to learn Kriging models as surrogates. We compare the measures and suggest to use their linear combination in a kernel. We test the resulting model in an optimization framework, using symbolic regression problem instances as a benchmark. Our experiments show that the model provides valuable information. Firstly, the model enables an improved optimization performance compared to a model-free algorithm. Furthermore, the model provides information on the contribution of different distance measures. The data indicates that a phenotypic distance measure is important during the early stages of an optimization run when less data is available. In contrast, genotypic measures, such as the tree edit distance, contribute more during the later stages.

cs.NE↗

arXiv2015

Comparison of different Methods for Univariate Time Series Imputation in R

Missing values in datasets are a well-known problem and there are quite a lot of R packages offering imputation functions. But while imputation in general is well covered within R, it is hard to find functions for imputation of univariate time series. The problem is, most standard imputation techniques can not be applied directly. Most algorithms rely on inter-attribute correlations, while univariate time series imputation needs to employ time dependencies. This paper provides an overview of univariate time series imputation in general and an in-detail insight into the respective implementations within R packages. Furthermore, we experimentally compare the R functions on different time series using four different ratios of missing data. Our results show that either an interpolation with seasonal kalman filter from the zoo package or a linear interpolation on seasonal loess decomposed data from the forecast package were the most effective methods for dealing with missing data in most of the scenarios assessed in this paper.

stat.AP↗

arXiv2010

SPOT: An R Package For Automatic and Interactive Tuning of Optimization Algorithms by Sequential Parameter Optimization

The sequential parameter optimization (SPOT) package for R is a toolbox for tuning and understanding simulation and optimization algorithms. Model-based investigations are common approaches in simulation and optimization. Sequential parameter optimization has been developed, because there is a strong need for sound statistical analysis of simulation and optimization algorithms. SPOT includes methods for tuning based on classical regression and analysis of variance techniques; tree-based models such as CART and random forest; Gaussian process models (Kriging), and combinations of different meta-modeling approaches. This article exemplifies how SPOT can be used for automatic and interactive tuning.

cs.NE↗