用进化算法自动优化另一套进化算法的参数,提升黑箱优化效率。
MetaDE: Evolving Differential Evolution by Differential Evolution
- 用DE自身进化调整DE的变异因子、交叉概率和策略。
- 在CEC2022基准测试中表现优于主流自适应DE方法。
- 支持GPU并行,适合复杂优化任务与机器人控制场景。
作为进化计算领域的基石,差分进化(DE)以结构简单、求解高效著称,擅长处理复杂的黑箱优化问题。然而其性能高度依赖于变异因子、交叉概率及具体策略等超参数。传统方法多采用参数调优或自适应机制,但针对特定问题找到最优配置仍是挑战。为此,本文提出MetaDE,一种在元层级上使用DE来演化自身超参数与策略的方法。其核心是专用参数化技术,使DE能在进化过程中动态调整自身配置。为提升计算效率,MetaDE采用基于GPU加速的并行框架,使DE不仅作为求解器,更可自动优化自身配置,实现超参数调优与问题求解的一体化流程。在CEC2022基准测试集上的大量实验表明,MetaDE展现出优异性能;应用于进化强化学习的机器人控制任务中也表现良好。项目代码已开源:https://github.com/EMI-Group/metade。
原文摘要 · Abstract (English)
As a cornerstone in the Evolutionary Computation (EC) domain, Differential Evolution (DE) is known for its simplicity and effectiveness in handling challenging black-box optimization problems. While the advantages of DE are well-recognized, achieving peak performance heavily depends on its hyperparameters such as the mutation factor, crossover probability, and the selection of specific DE strategies. Traditional approaches to this hyperparameter dilemma have leaned towards parameter tuning or adaptive mechanisms. However, identifying the optimal settings tailored for specific problems remains a persistent challenge. In response, we introduce MetaDE, an approach that evolves DE's intrinsic hyperparameters and strategies using DE itself at a meta-level. A pivotal aspect of MetaDE is a specialized parameterization technique, which endows it with the capability to dynamically modify DE's parameters and strategies throughout the evolutionary process. To augment computational efficiency, MetaDE incorporates a design that leverages parallel processing through a GPU-accelerated computing framework. Within such a framework, DE is not just a solver but also an optimizer for its own configurations, thus streamlining the process of hyperparameter optimization and problem-solving into a cohesive and automated workflow. Extensive evaluations on the CEC2022 benchmark suite demonstrate MetaDE's promising performance. Moreover, when applied to robot control via evolutionary reinforcement learning, MetaDE also demonstrates promising performance. The source code of MetaDE is publicly accessible at: https://github.com/EMI-Group/metade.
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