用强化学习自动检测环境变化并自适应调整进化算法。
Detect and Act: Automated Dynamic Optimizer through Meta-Black-Box Optimization
- 用深度Q网络检测优化状态,动态调整搜索策略。
- 在多个合成测试集上优于现有最先进方法,性能提升显著。
- 无需人工设计策略,可泛化到未见过的动态优化问题。
动态优化问题(DOPs)因环境持续变化而极具挑战性。虽然进化计算方法在解决此类问题上具有优势,但现有方法依赖人工设计的自适应策略来检测环境变化并调整搜索行为,难以应对新场景。本文提出一种基于强化学习的自动化方法,通过借鉴元黑箱优化中的双层学习思想,使用深度Q网络作为优化状态检测器与策略适配器:输入当前优化状态,输出下一阶段进化算法的控制参数。训练目标是最大化在问题分布上的期望性能增益。训练完成后,该方法可在未见的DOPs上实现自动变异性检测与自适应优化。为全面验证,我们构建了从易到难的合成DOPs测试集。大量基准测试表明,该方法展现出灵活的搜索行为,在性能上显著优于现有最先进基线。
原文摘要 · Abstract (English)
Dynamic Optimization Problems (DOPs) are challenging to address due to their complex nature, i.e., dynamic environment variation. Evolutionary Computation methods are generally advantaged in solving DOPs since they resemble dynamic biological evolution. However, existing evolutionary dynamic optimization methods rely heavily on human-crafted adaptive strategy to detect environment variation in DOPs, and then adapt the searching strategy accordingly. These hand-crafted strategies may perform ineffectively at out-of-box scenarios. In this paper, we propose a reinforcement learning-assisted approach to enable automated variation detection and self-adaption in evolutionary algorithms. This is achieved by borrowing the bi-level learning-to-optimize idea from recent Meta-Black-Box Optimization works. We use a deep Q-network as optimization dynamics detector and searching strategy adapter: It is fed as input with current-step optimization state and then dictates desired control parameters to underlying evolutionary algorithms for next-step optimization. The learning objective is to maximize the expected performance gain across a problem distribution. Once trained, our approach could generalize toward unseen DOPs with automated environment variation detection and self-adaption. To facilitate comprehensive validation, we further construct an easy-to-difficult DOPs testbed with diverse synthetic instances. Extensive benchmark results demonstrate flexible searching behavior and superior performance of our approach in solving DOPs, compared to state-of-the-art baselines.
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