改进局部搜索算法,能学习变量间交互强度并用于优化与可视化。
Iterated Local Search with Linkage Learning
- 通过加权图学习变量间交互强度,提升优化效率。
- 在NK景观、背包问题和特征选择中均有效构建交互图。
- 可辅助设计新扰动算子,适合机器学习特征分析场景。
在伪布尔优化中,变量交互图以变量为顶点,变量对间的交互为边。在黑箱优化中,可通过经验性链接学习技术部分发现该图。这些方法从不报告虚假交互,但计算成本高。近期提出的带链接学习的局部搜索将部分变量交互图作为迭代局部搜索的副产品发现,但未学习交互强度信息。我们提出局部搜索带链接学习2,构建存储变量间交互强度的加权变量交互图。该加权图可提供对优化问题及优化器行为的新见解。在NK景观、背包问题和特征选择上的实验表明,该方法能高效构建加权变量交互图。特别是特征选择实验显示,加权变量交互图可用于可视化机器学习中的特征交互。此外,可据此设计利用变量间交互的新变换算子。我们通过提出一种新扰动算子展示了这一能力。
原文摘要 · Abstract (English)
In pseudo-Boolean optimization, a variable interaction graph represents variables as vertices, and interactions between pairs of variables as edges. In black-box optimization, the variable interaction graph may be at least partially discovered by using empirical linkage learning techniques. These methods never report false variable interactions, but they are computationally expensive. The recently proposed local search with linkage learning discovers the partial variable interaction graph as a side-effect of iterated local search. However, information about the strength of the interactions is not learned by the algorithm. We propose local search with linkage learning 2, which builds a weighted variable interaction graph that stores information about the strength of the interaction between variables. The weighted variable interaction graph can provide new insights about the optimization problem and behavior of optimizers. Experiments with NK landscapes, knapsack problem, and feature selection show that local search with linkage learning 2 is able to efficiently build weighted variable interaction graphs. In particular, experiments with feature selection show that the weighted variable interaction graphs can be used for visualizing the feature interactions in machine learning. Additionally, new transformation operators that exploit the interactions between variables can be designed. We illustrate this ability by proposing a new perturbation operator for iterated local search.
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