This paper investigates whether optimisation methods with the population made up of one solution can suffer from structural bias just like their multisolution variants. Following recent results... Show moreThis paper investigates whether optimisation methods with the population made up of one solution can suffer from structural bias just like their multisolution variants. Following recent results highlighting the importance of choice of strategy for handling solutions generated outside the domain, a selection of single solution methods are considered in conjunction with several such strategies. Obtained results are tested for the presence of structural bias by means of a traditional approach from literature and a newly proposed here statistical approach. These two tests are demonstrated to be not fully consistent. All tested methods are found to be structurally biased with at least one of the tested strategies. Confirming results for multisolution methods, it is such strategy that is shown to control the emergence of structural bias in single solution methods. Some of the tested methods exhibit a kind of structural bias that has not been observed before. Show less
When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often... Show moreWhen faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which need to be tuned in order to achieve the best performance possible. Usually, this problem is separated into two parts: algorithm selection and algorithm configuration. With the significant advances made in Machine Learning, however, these problems can be integrated into a combined algorithm selection and hyperparameter optimization task, commonly known as the CASH problem. In this work we compare sequential and integrated algorithm selection and configuration approaches for the case of selecting and tuning the best out of 4608 variants of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) tested on the Black Box Optimization Benchmark (BBOB) suite. We first show that the ranking of the modular CMA-ES variants depends to a large extent on the quality of the hyperparameters. This implies that even a sequential approach based on complete enumeration of the algorithm space will likely result in sub-optimal solutions. In fact, we show that the integrated approach manages to provide competitive results at a much smaller computational cost. We also compare two different mixed-integer algorithm configuration techniques, called irace and Mixed-Integer Parallel Efficient Global Optimization (MIP-EGO). While we show that the two methods differ significantly in their treatment of the exploration-exploitation balance, their overall performances are very similar. Show less
Vreumingen, D. van; Neukart, F.; Dollen, D. von der; Othmer, C.; Hartmann, M.; Voigt, A.C.; Bäck, T.H.W. 2019
Quantum annealing devices such as the ones produced by D-Wave systems are typically used for solving optimization and sampling tasks, and in both academia and industry the characterization of their... Show moreQuantum annealing devices such as the ones produced by D-Wave systems are typically used for solving optimization and sampling tasks, and in both academia and industry the characterization of their usefulness is subject to active research. Any problem that can naturally be described as a weighted, undirected graph may be a particularly interesting candidate, since such a problem may be formulated a as quadratic unconstrained binary optimization (QUBO) instance, which is solvable on D-Wave's Chimera graph architecture. In this paper, we introduce a quantum-assisted finite-element method for design optimization. We show that we can minimize a shape-specific quantity, in our case a ray approximation of sound pressure at a specific position around an object, by manipulating the shape of this object. Our algorithm belongs to the class of quantum-assisted algorithms, as the optimization task runs iteratively on a D-Wave 2000Q quantum processing unit (QPU), whereby the evaluation and interpretation of the results happens classically. Our first and foremost aim is to explain how to represent and solve parts of these problems with the help of a QPU, and not to prove supremacy over existing classical finite-element algorithms for design optimization. Show less
