期刊
IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION
卷 24, 期 1, 页码 69-83出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TEVC.2019.2906927
关键词
Optimization; Task analysis; Multitasking; Evolutionary computation; Knowledge transfer; Bayes methods; Machine learning; Evolutionary multitasking; general optimization intelligence (GOI); intertask synergies; multifactorial optimization; online similarity learning
资金
- Singapore Institute of Manufacturing Technology-Nanyang Technological University Joint Laboratory and Collaborative Research Programme on Complex Systems
- National Research Foundation Singapore through AI Singapore Programme [AISG-RP-2018-00]
Humans rarely tackle every problem from scratch. Given this observation, the motivation for this paper is to improve optimization performance through adaptive knowledge transfer across related problems. The scope for spontaneous transfers under the simultaneous occurrence of multiple problems unveils the benefits of multitasking. Multitask optimization has recently demonstrated competence in solving multiple (related) optimization tasks concurrently. Notably, in the presence of underlying relationships between problems, the transfer of high-quality solutions across them has shown to facilitate superior performance characteristics. However, in the absence of any prior knowledge about the intertask synergies (as is often the case with general black-box optimization), the threat of predominantly negative transfer prevails. Susceptibility to negative intertask interactions can impede the overall convergence behavior. To allay such fears, in this paper, we propose a novel evolutionary computation framework that enables online learning and exploitation of the similarities (and discrepancies) between distinct tasks in multitask settings, for an enhanced optimization process. Our proposal is based on the principled theoretical arguments that seek to minimize the tendency of harmful interactions between tasks, based on a purely data-driven learning of relationships among them. The efficacy of our proposed method is validated experimentally on a series of synthetic benchmarks, as well as a practical study that provides insights into the behavior of the method in the face of several tasks occurring at once.
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