Title
Learning Adaptive Differential Evolution Algorithm From Optimization Experiences by Policy Gradient
Abstract
Differential evolution is one of the most prestigious population-based stochastic optimization algorithm for black-box problems. The performance of a differential evolution algorithm depends highly on its mutation and crossover strategy and associated control parameters. However, the determination process for the most suitable parameter setting is troublesome and time consuming. Adaptive control parameter methods that can adapt to problem landscape and optimization environment are more preferable than fixed parameter settings. This article proposes a novel adaptive parameter control approach based on learning from the optimization experiences over a set of problems. In the approach, the parameter control is modeled as a finite-horizon Markov decision process. A reinforcement learning algorithm, named policy gradient, is applied to learn an agent (i.e., parameter controller) that can provide the control parameters of a proposed differential evolution adaptively during the search procedure. The differential evolution algorithm based on the learned agent is compared against nine well-known evolutionary algorithms on the CEC'13 and CEC'17 test suites. Experimental results show that the proposed algorithm performs competitively against these compared algorithms on the test suites.
Year
DOI
Venue
2021
10.1109/TEVC.2021.3060811
IEEE Transactions on Evolutionary Computation
Keywords
DocType
Volume
Adaptive differential evolution,deep learning,global optimization,policy gradient (PG),reinforcement learning (RL)
Journal
25
Issue
ISSN
Citations 
4
1089-778X
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Jianyong Sun145736.37
Xin Liu2474.77
Thomas Bäck362986.94
Zongben Xu43203198.88