Recent Advances in Differential Evolution Yong Wang Lecturer, Ph.D. School of Information Science...
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Transcript of Recent Advances in Differential Evolution Yong Wang Lecturer, Ph.D. School of Information Science...
Recent Advances in Differential Evolution
Yong Wang Lecturer, Ph.D.
School of Information Science and Engineering,Central South University
2
Outline of My Talk
Introduction to Differential Evolution
The State-of-the-Art of Differential Evolution
Composite Differential Evolution
Orthogonal Crossover based Differential Evolution
Conclusion
3
Evolutionary Algorithms
• What are evolutionary algorithms (EAs)? EAs are intelligent optimization and search techniques inspi
red by nature
• Why evolutionary algorithms (EAs)?
• The framework of evolutionary algorithms (EAs)
Is it the optimal solution?
The optimal solution!
x
f(x)
The optimal solution!
Population
Parent Set
Selection
the first individualthe second individual
the NPth individual
New Solutions
CrossoverMutation
Replacement
xy
f(x,y)
020
4060
0
20
40
60-10
-5
0
5
10
4
Differential Evolution (1/2)
• Differential evolution (DE), proposed by Storn and Price in 1995, is one of the main branches of evolutionary algorithms (EAs).
• DE includes three main operators, i.e., mutation operator, crossover operator, and selection operator.
• Currently, DE has been successfully used in various fields.
5
Differential Evolution (2/2)
• The algorithmic framework of DE
Remark: mutation + crossover = trial vector generation strategy
the target vectors
6
The Mutation Operators
• rand/1 )( ,3,2,1, GrGrGrGi xxFxv
• rand/2 )()( ,5,4,3,2,1, GrGrGrGrGrGi xxFxxFxv
)( ,2,1,, GrGrGbestGi xxFxv
• best/1
)()( ,2,1,,,, GrGrGiGbestGiGi xxFxxFxv
)()( ,4,3,2,1,, GrGrGrGrGbestGi xxFxxFxv
• best/2
• current-to-best/1
• current-to-rand/1 )()( ,3,2,,1,, GrGrGiGrGiGi xxFxxrandxv
Remark: r1, r2, r3, r4, and r5 are different indexes uniformly randomly selected from , is the best individuals in the current population.}{\},,1{ iNP
the base vector
the difference vector
Gbestx ,
the fashion the base vector has been selected
the number of the difference vector
the scaling factor
the scaling factor
The scaling factor F plays a very important role in mutation.
7
The Characteristics of the Mutation Operators (1/3)
• rand/1 )( ,3,2,1, GrGrGrGi xxFxv
• Characteristics rand/1 is the most commonly used mutation operator in the
literature. All vectors for mutation are selected from the population at
random and, consequently, it has no bias to any special search directions and chooses new search directions in a random manner.
It usually demonstrates slow convergence speed and bears stronger exploration capability.
8
The Characteristics of the Mutation Operators (2/3)
• rand/2 )()( ,5,4,3,2,1, GrGrGrGrGrGi xxFxxFxv
• Characteristics In rand/2, two difference vectors are added to the base
vector, which might lead to better perturbation than the strategies with only one difference vector.
It can generate more different trial vectors than the rand/1 mutation operator with respect to the same population.
When using rand/2, the diversity of the population can be kept, however, it has a side effect on the convergence speed of DE.
9
The Characteristics of the Mutation Operators (3/3)
)( ,2,1,, GrGrGbestGi xxFxv
• best/1
)()( ,2,1,,,, GrGrGiGbestGiGi xxFxxFxv
)()( ,4,3,2,1,, GrGrGrGrGbestGi xxFxxFxv
• best/2
• current-to-best/1
• Characteristics best/1, best/2 and current-to-best/1 usually have the fast converge
nce speed and perform well when solving unimodal problems. They are easier to get stuck at a local optimum and thereby lead to
a premature convergence when solving multimodal problems. The best/1 is a degenerated case of the current-to-best/1 with the fi
rst scaling factor F being equal to 1.
10
The Crossover Operators (1/2)
• Binomial crossover
mix
, ,1, ,2, , , , ,( , , , , , )i G i G i G i r G i D Gx x x x x
, ,1, ,2, , , , ,( , , , , , )i G i G i G i r G i D Gu u u u u
, ,1, ,2, , , , ,( , , , , , )i G i G i G i r G i D Gv v v v v
the mutant vector
the trial vector
the target vector
rand1≤CR
rand1>CR rand2>CR
rand2≤CR
Giu ,
Gix ,
is always different from
11
mix
The Crossover Operators (2/2)
• Exponential crossover
, ,1, , , , , , ,( , , , , , , )i G i G i L G i L r G i D Gx x x x x
, ,1, , , , , , ,( , , , , , , )i G i G i L G i L r G i D Gu u u u u
the trial vector
the mutant vector
the target vector
Pr(r≥v)= CRv-1
, ,1, , , , , , ,( , , , , , , )i G i G i L G i L r G i D Gv v v v v
The crossover control parameter CR plays a very important role in crossover.
12
The Characteristics of the Crossover Operators
• Characteristics Binomial crossover is similar to discrete crossover in
genetic algorithm. Exponential crossover is functionally equivalent to two-point
crossover in genetic algorithm. Exponential crossover has the capability in maintaining the
linkage among variables and the building block. Binomial crossover may destroy building block.
13
DE Variations
• By combining different mutation operators and different crossover operators, we can obtain different DE variants.
• DE/x/y/z DE: differential evolution x: the fashion the base vector has been selected y: the number of the difference vector z: the type of the crossover operator; “bin” represents the bi
nomial crossover and “exp” represents the exponential crossover
• DE/rand/1/bin, DE/rand/1/exp, DE/rand/2/bin, …
14
The Illustrative Graph of DE/rand/1/bin
the triangle denotes the trial vector Giu ,
Gix ,
Grx ,2
Grx ,1
Giv ,
0
Grx ,3
1x
2x
)( ,3,2 GrGr xxF
base vector
perturbed vectors
15
On Rotation Invariance (1/3)
• Why the rotation invariance is very important for optimization algorithms We have no a prior knowledge about the topology structure
of the optimization problems
-5
0
5
-5
0
50
20
40
60
80
16
On Rotation Invariance (2/3)
• In DE, the crossover control parameter CR controls the rotation invariance to a certain degree
CR=0.0 CR=0.5 CR=1.0
S. Das, and P. N. Suganthan. Differential evolution: A survey of the state-of-the-art. IEEE Transactions on Evolutionary Computation, vol. 15, no. 1, pp. 4-31, 2011.
17
On Rotation Invariance (3/3)
• current-to-rand/1 is a rotation-invariant strategy
)( ,3,2,1, GrGrGrGi xxFxv
)()( ,3,2,,1,, GrGrGiGrGiGi xxFxxrandxv
rand/1
)( ,,,, GiGiGiGi xvrandxu
)()( ,3,2,,1,, GrGrGiGrGiGi xxFrandxxrandxu
arithmetic crossover
Remark: current-to-rand/1 can be considered as rand/1 + arithmetic crossover, in which the crossover control parameter CR is unnecessary
arithmetic crossover
binomial crossover/
exponential crossover
18
Outline of My Talk
Introduction to Differential Evolution
The State-of-the-Art of Differential Evolution
Composite Differential Evolution
Orthogonal Crossover based Differential Evolution
Conclusion
19
The Current Research Directions of DE
• The DE performance mainly depends on two components trial vector generation strategy (i.e., the mutation and
crossover operators) control parameters (i.e., the population size NP, the scaling
factor F, and the crossover control parameter CR).
• Much effort has been made to improve the performance of DE Introduction of new trial vector generation strategy for
generating new solutions Tuning the control parameters (static/deterministic,
dynamic/adaptive, and self-adaptive) Hybridization of DE with other operators or methods Use of multiple populations (distributed DE)
20
Six Representative DE
• jDE (self-adaptive parameters in DE, IEEE TEC, 2006, 10(6))
• DEahcSPX (DE with adaptive hill-climbing and simplex crossover, IEEE T
EC, 2008, 12(1))
• SaDE (DE with strategy adaptation, IEEE TEC, 2009, 13(2))
• JADE (adaptive DE with optional external archive IEEE TEC, 2009, 13(5))
• DEGL (DE using a neighborhood-based mutation operator, IEEE TEC, 20
09, 13(3))
• ODE (opposition-based DE, IEEE TEC, 2008, 12(1))
21
jDE
• Main motivation How to self-adaptively adjust the scaling factor F and the
crossover control parameters CR of DE
• Main idea F and CR are applied at individual level
… … …
2,Gx1,Gx
,NP Gx
1,GF 1,GCR
2,GF2,GCR
,NP GF ,NP GCR
22
DEahcSPX (1/2)
• Main motivation Incorporating local search (LS) heuristics is often very
useful in designing an effective evolutionary algorithm for global optimization.
• Main challenges of XLS the length of the XLS the selection of individuals which undergo the XLS the choice of the other parents which participate in the
crossover operation whether deterministic or stochastic application of XLS
should be used
Crossover-based LS (XLS)
Local improvement process (LIP) oriented LS
23
DEahcSPX (2/2)
• Main techniques At each generation, firstly, the best individual with other np in
dividuals randomly chosen from the population are selected to participate in the simplex crossover (SPX).
One offspring is produced and if the offspring is better than the best individual, then it will be used to replace the best individual.
Afterward, DE is implemented.
adaptive hill-climbing (ahc)
24
SaDE (1/4)
• Main motivation At different stages of evolution, different trial vector
generation strategies coupled with different control parameter settings may be required in order to achieve the best performance.
• Main idea Adaptively adjust the trial vector generation strategies and the
control parameters simultaneously by learning from their previous experiences.
25
SaDE (2/4)
• How to adapt the trial vector generation strategy Use four trial vector generation strategies to construct the
strategy candidate pool
26
SaDE (3/4)
• How to adapt the trial vector generation strategy For each trial vector generation strategy at generation G, Sa
DE records: nk,G : the number of the trial vectors generated by the kth strate
gy nsk,G: the number of the trial vectors generated by the kth strate
gy which can enter the next generation
During the first LP generations, each trial vector generation strategy is chose with the same probability. When the generation number G is larger than LP, the probability, pk,G, of using control parameter setting k is calculated as follows:
ςn
nsS G
LPGg gk
G
LPGg gk
Gk +=∑∑
1-
-= ,
1-
-= ,
, ∑4
1= ,
,, =
k Gk
GkGk
S
Spand
avoid all the success rates being equal to zero
27
SaDE (4/4)
• How to adapt F and CR the parameter F is approximated by a normal distribution with mea
n value 0.5 and standard deviation 0.3, denoted by N(0.5,0.3). CR obeys a normal distribution with mean value CRm and standard
deviation Std=0.1, denoted by N(CRm,Std) where CRm is initialized as 0.5.
CRMemoryk is used to store those values with respect to the kth strategy that have generated trial vectors successfully entering the next generation within the previous LP generations.
During the first LP generations, CR values with respect to kth strategy are generated by N(0.5,0.1).
At each generation after LP generations, the median value stored in CRMemoryk will be calculated to overwrite CRmk. Then, CR values can be generated according to N(CRmk,0.1) when applying the kth strategy.
28
How to exploit the advantages and overcome the disadvantages of the current-to-best/1 and how to adapt F and CR during the evolution
JADE (1/4)
• Main motivation The current-to-best/1 benefit from its fast convergence by
incorporating best solution information in the evolutionary search. However, the best solution information may also cause problems such as premature convergence due to the resultant reduced population diversity.
A well-designed parameter adaptation scheme is usually beneficial to enhance the robustness of an algorithm.
29
JADE (2/4)
• A new mutation operator: current-to-pbest/1
• The characteristics of current-to-pbest/1 Any of the top 100p% solutions can be randomly chosen
to play the role of the single best solution in DE/current-to-best.
Recently explored inferior solutions, when compared to the current population, provide additional information about the promising progress direction. Denote A as the set of archived inferior solutions and P as the current population.
is randomly chosen from the union .
)()( ,2,1,,,, GrGriGip
GbestiGiGi xxFxxFxv
Grx ,2
AP
30
JADE (3/4)
• How to adapt CR
( ,0.1)i i CRCR randn
The mean is initialized to be 0.5 and then updated at the end of each generation as:
where c is a positive constant between 0 and 1, SCR is the set of a
ll successful crossover probabilities CRi at generation G. and meanA
(·) is the usual arithmetic mean.
(1 ) ( )CR CR A CRc c mean S
CR
31
JADE (4/4)
• How to adapt F
( ,0.1)i i FF randc
The location parameter of the Cauchy distribution is initialized to be 0.5 and then updated at the end of each generation as
where SF is the set of all successful mutation factors in generation G
and meanL(·) is the Lehmer mean
(1 ) ( )F F L Fc c mean S
2
( ) F
F
F SL F
F S
Fmean S
F
F
32
How to balance the exploration and exploitation in the current-to-best/1
DEGL (1/3)
• Main motivation A proper tradeoff between exploration and exploitation is
necessary for the efficiency and effectiveness of a population-based stochastic search method.
The current-to-best/1 of DE favors exploitation only, since all the vectors are attracted by the same best position found so far by the entire population.
As a result of such exploitative tendency, in many cases, the population of DE may lose its global exploration abilities within a relatively small number of generations.
33
DEGL (2/3)
• Main idea
Remark: w controls the balance between the exploration and exploitation
global mutation model
local neighborhood model
how to define the neighborhood
34
DEGL (3/3)
• How to set the parameter w increasing weight factor
linear increment exponential increment
random weight factor self-adaptive weight factor
the weight factor associated with the best individual of the population
35
ODE (1/3)
• Main motivation All population-based optimization algorithms, no exception
for DE, suffer from long computational times because of their evolutionary/stochastic nature.
In the absence of a priori information about the solution, we usually start with random guesses. The computation time, is related to the distance of these initial guesses from the optimal solution.
• Main idea By using the current solution and its opposite solution, the
convergence speed of DE can be enhanced (opposition-based learning).
a b
the optimal solutionthe current solution the opposite solution
(a+b)/2
36
ODE (2/3)
• Basic definitions of opposition-based learning Opposite number: Let be a real number. The
opposite number is defined as . Opposite solution: Let be a solution in D-
dimensional space, where and . The opposite point is completely defined by its components
. Opposition-Based Comparison: Let be a
solution in D-dimensional space and its objective function value. According to the definition of the opposite solution, is the opposite solution of . If , then can be replaced with .
[ , ]x a bx x a b x
1( , , )Dx x x
1, , Dx x [ , ]i i ix a b
i i i ix a b x
1( , , )Dx x x
( )f x
1( , , )Dx x x
( ) ( )f x f x 1( , , )Dx x x
x
x
37
ODE (3/3)
• Opposition-based population initialization
• Opposition-based generation jumping
38
Outline of My Talk
Introduction to Differential Evolution
The State-of-the-Art of Differential Evolution
Composite Differential Evolution
Orthogonal Crossover based Differential Evolution
Conclusion
39
Composite Differential Evolution (CoDE)
• Motivation During the last decade, DE researchers have suggested
many empirical guidelines for choosing trial vector generation strategies and control parameter settings.
some trial vector generation strategies are suitable for the global search and some others are useful for rotated problems
some control parameter settings can speed up the convergence and some other settings are effective for separable functions
However, these experiences have not yet systematically exploited in DE algorithm design.
whether the performance of DE can be improved by combining several effective trial vector generation strategies with some
suitable control parameter settings
40
Composite Differential Evolution (CoDE)
• Main idea
strategy candidate pool parameter candidate pool
Y. Wang, Z. Cai, and Q. Zhang, “Differential evolution with composite trial vector generation strategies and control parameters.” IEEE Transactions on Evolutionary Computation, vol. 15, no. 1, pp. 55-66, 2011.
DE/rand/1/bin
DE/rand/2/bin
DE/current-to-rand/1
F=1.0, CR=0.1
F=0.8, CR=0.2
F=1.0, CR=0.9
41
Composite Differential Evolution (CoDE)
• In general, we expect that the chosen trial vector generation strategies and control parameter settings show distinct advantages.
• Thus, they can be effectively combined to solve different kinds of problems.
42
Composite Differential Evolution (CoDE)
• Basic properties of the strategy candidate pool DE/rand/1/bin has stronger global exploration ability, and it
is effective when solving multimodal problems. DE/rand/2/bin may lead to better permutation than
DE/rand/1/bin, since the former uses two difference vectors. DE/current-to-rand/1 is rotation-invariant and suitable for
rotated problems.
43
Composite Differential Evolution (CoDE)
• Basic properties of the parameter candidate pool A large value of F can make the mutant vectors distribute widely in
the search space and can increase the population diversity. A low value of F makes the search focus on neighborhoods of the
current solutions, and thus it can speed up the convergence. A large value of CR can make the trial vector very different from the
target vector. Therefore, the diversity of the offspring population can be encouraged.
A small value of CR is very suitable for separable problems, since in this case the trial vector may be different from the target vector by only one parameter and, as a result, each parameter is optimized independently.
44
Composite Differential Evolution (CoDE)
• Basic properties of the parameter candidate pool When combined with the three strategies, [F=1.0,CR=0.1] is
for dealing with separable problems. [F=1.0,CR=0.9] is mainly to maintain the population diversity
and to make the three strategies powerful in global exploration.
[F=0.8,CR=0.2] encourages the exploitation of the three strategies in the search space and thus accelerates the convergence speed of the population.
Conclusion: the selected strategies and parameter settings exhibit distinct advantages and, therefore, they can complement one another for solving optimization problems of different characteristics.
45
Composite Differential Evolution (CoDE)
• The main framework
target vector
the first trial vector
the third trial vector
the second trial vector the best trial vector
combining each trial vector generation strategies with one control parameter
setting randomly selected
combining each trial vector generation strategies with one control parameter
setting randomly selected
,i Gx
comparison
46
Composite Differential Evolution (CoDE)
• The experimental results 25 test functions proposed in the IEEE CEC2005 were used t
o study the performance of the proposed CoDE unimodal functions F1–F5
basic multimodal functions F6–F12
expanded multimodal functions F13–F14
hybrid composition functions F15–F25
The average and standard deviation of the function error value were recorded for measuring the performance of each algorithm
For each test function, 25 independent runs were conducted with 300,000 function evaluations (FES) as the termination criterion
Wilcoxon’s rank sum test at a 0.05 significance level was conducted on the experimental results
*| ( ) ( ) |bestf x f x
the best solution found by the algorithm in a run
the global optimum of the test function
47
Composite Differential Evolution (CoDE)
• The experimental results Comparison with four state-of-the-art DE
“ -” , “ +” , and “≈” denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of CoDE, respectively.
Overall, CoDE is better than the four competitors.
basic multimodal functions expanded multimodal functionshybrid composition functions
CoDE is the best
unimodal functions CoDE is the second best
48
Composite Differential Evolution (CoDE)
• The experimental results Comparison with CLPSO, CMA-ES, and GL-25
“ -” , “ +” , and “≈” denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of CoDE, respectively.
Overall, CoDE significantly outperforms CLPSO, CMA-ES, and GL-25.
49
Composite Differential Evolution (CoDE)
• The experimental results Random selection of the control parameter settings (CoDE) Adaptive selection of the control parameter settings (adaptiv
e CoDE) Adaptive CoDE VS CoDE
the adaptive CoDE outperforms CoDE on one unimodal functionCoDE wins the adaptive CoDE on another unimodal functionCoDE wins on two hybrid composition functions
Overall, CoDE is slightly better than the adaptive CoDE.
50
Outline of My Talk
Introduction to Differential Evolution
The State-of-the-Art of Differential Evolution
Composite Differential Evolution
Orthogonal Crossover based Differential Evolution
Conclusion
51
Orthogonal Crossover based Differential Evolution
• Motivation The crossover operators of DE can only generate a vertex
of a hyper-rectangle defined by the mutant and target vectors.
Therefore, the search ability of DE may be limited.
the triangle denotes the trial vector
Gix ,
Grx ,2
Grx ,1
Giv ,
0
Grx ,3
1x
2x
)( ,3,2 GrGr xxF
base vector
perturbed vectors
whether the search ability of DE can be enhanced by effectively probing the hyper-rectangle defined by the
mutant and target vectors
52
Orthogonal Crossover based Differential Evolution
• Orthogonal crossover (OX) can make a systematic and rational search in a region defined by the parent solutions.
• OX is based on orthogonal design.
• Orthogonal design: an example
Factors (K)
the temperature the amount of fertilizer the pH value of the soil
Levels (Q)
20 ℃ 100 g/m2 6
25 ℃ 150 g/m2 7
30 ℃ 200 g/m2 8
The number of all the experiments is QK
the main aim of orthogonal design is to choose several representative combinations
53
Orthogonal Crossover based Differential Evolution
• How to implement the orthogonal design Orthogonal array: An orthogonal array for K factors with Q le
vels and M combinations is often denoted by LM(QK).
The orthogonality of an orthogonal array means that: each level of the factor occurs the same number of times in ea
ch column each possible level combination of any two given factors occur
s the same number of times in the array.
a level combination
a factor
a level
54
Orthogonal Crossover based Differential Evolution
• Quantization orthogonal crossover (QOX) Step 1: quantize the solution space defined by two parents
into a finite number of points
)0.3,0.1(e
)0.1,0.3(g
x1 x2
[1.0, 3.0]
(1.0, 2.0, 3.0)
[1.0, 3.0]
(1.0, 2.0, 3.0)
QD
the number of levels
the number of variables
x1
x2 e
g
3.0
2.0
1.0
0.0 1.0 2.0 3.0
Y. W. Leung and Y. Wang, “An orthogonal genetic algorithm with quantization for global numerical optimization,” IEEE Transactions on Evolutionary Computation, vol. 5, no. 1, pp. 41-53, 2001.
55
)0.3,0.1(e
)0.1,0.3(g
x1 x2
x1
x2 e
g
3.0
2.0
1.0
0.0 1.0 2.0 3.0 D=2
K=4
Orthogonal Crossover based Differential Evolution
• Quantization orthogonal crossover (QOX) Step 2: select a small, but representative sample of points a
s the potential offspring by orthogonal design If D≤K, the first D columns of LM(QK) can be used directly If D>K, the decision vector will be divided into K subvectors
)0.3,0.8,0.0,0.1,0.5,0.2(=e
2H
3H
)0.5,0.2,0.6,0.2,0.3,0.4(=g
x1 x2 x4x3 x6x5
1H
4H
2.03.04.0
2.05.08.0
3.04.05.0
56
Orthogonal Crossover based Differential Evolution
• We proposed a generic framework for using QOX in DE variants
Y. Wang, Z. Cai, and Q. Zhang, “Enhancing the search ability of differential evolution through orthogonal crossover,” Information Sciences, vol. 185, no. 1, pp. 153-177, 2012.
1,Gx
2,Gx
,NP Gx
,k Gx
,k Gv
LM(QK)
_1,k Gu
_ 2,k Gu
_ ,k M Gu
,k Gu
comparison
Remark: Our framework uses QOX to complement binomial crossover or exponential crossover for searching some promising regions in the search
space.
57
Orthogonal Crossover based Differential Evolution
• An instantiation of our framework DE/rand/1/bin + QOX = OXDE
• Our framework can be easily generalized to other DE variants by replacing DE/rand/1/bin with other DE variants.
x1
x2 e
g
3.0
2.0
1.0
0.0 1.0 2.0 3.0
an improvement
58
Orthogonal Crossover based Differential Evolution
• The experimental results A suite of 24 test instances is used for our experimental studi
es the first 10 test instances are widely used in the evolutionary co
mputation community the other 14 test instances are the first 14 test instances designe
d for the IEEE CEC2005
Parameter settings NP=D=30, F=0.9, CR=0.9, and FESmax= 10,000×D
The average and standard deviation of the function error value were recorded for measuring the performance of each algorithm
For each test function, 50 independent runs were conducted
The t-test at a 0.05 significance level has been used in comparison
*| ( ) ( ) |bestf x f x
the best solution found by the algorithm in a run
the global optimum of the test function
59
Orthogonal Crossover based Differential Evolution
• The experimental results How to measure the successful run
A run is successful if The parameter is set to 10-2 for test functions F6-F14, an
d 10-6 for the rest of the test functions
How to measure the convergence speed The mean and standard derivation of FESs among 50 inde
pendent runs are used to measure the convergence speed of an algorithm
*| ( ) ( ) |bestf x f x
successful condition
In a successful run, FESs is the number of FES needed for reaching successful condition
In an unsuccessful run, FESs is set to FESmax
60
Orthogonal Crossover based Differential Evolution
• The experimental results OXDE VS DE/rand/1/bin
OXDE can achieve at least one successful run on 11 test functions
DE/rand/1/bin can achieve at least one successful run on 7 test functions
OXDE has a faster convergence speed on these 11 test instances.
“ -” , “ +” , and “≈” denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of OXDE, respectively.
OXDE certainly outperforms DE/rand/1/bin in terms of both the solution quality and the convergence speed.
61
Orthogonal Crossover based Differential Evolution
• The experimental results OXDE VS DE/rand/1/bin
Effect of population size (NP=50, 100, 200, and 300)
OXDE performs significantly better than DE/rand/1/bin with different population sizes.
“ -” , “ +” , and “≈” denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of OXDE, respectively.
62
Orthogonal Crossover based Differential Evolution
• The experimental results OXDE VS DE/rand/1/bin
Effect of population size (NP=50, 100, 200, and 300)
Fgrw (NP=100) F5 (NP=200)
63
Orthogonal Crossover based Differential Evolution
• The experimental results OXDE VS DE/rand/1/bin
Effect of the number of variables (D=10, 50, 100, and 200)
“ -” , “ +” , and “≈” denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of OXDE, respectively.
The advantage of OXDE over DE/rand/1/bin increases as the number of variables increases.
64
Orthogonal Crossover based Differential Evolution
• The experimental results OXDE VS DE/rand/1/bin
Effect of the number of variables (D=10, 50, 100, and 200)
Fack (D=100) Fsch (D=200)
65
Orthogonal Crossover based Differential Evolution
• The experimental results Runtime complexity of OXDE
66
Orthogonal Crossover based Differential Evolution
• The experimental results Can our framework improve other DE variants?
Our framework can greatly improve the performance of DEahcSPX, DE/rand/1/exp, DE/rand/2/exp, and DE/rand/2/bin
Our framework can also improve the performance of jDE, SaDE, and JADE to a certain degree
our framework could be an effective way to improve the performance of other DE variants.
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Orthogonal Crossover based Differential Evolution
• The experimental results Comparison with opposition-based DE (ODE)
“ -” , “ +” , and “≈” denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of OXDE, respectively.
OXDE performs better than ODE.
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Orthogonal Crossover based Differential Evolution
• The experimental results Comparison with other state-of-the-art EAs
“ -” , “ +” , and “≈” denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of OXDE, respectively.
OXDE is a generally good global function optimizer.
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Orthogonal Crossover based Differential Evolution
• The experimental results Orthogonal crossover VS uniformly random sampling and H
alton sampling
the same level of improvement cannot be achieved via additional sampling strategies
OXDE is able to exhibit better performance than HSDE in nearly all test instances;URSDE shows better performance than OXDE in four test instances OXDE outperforms URSDE in eight test instances
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Outline of My Talk
Introduction to Differential Evolution
The State-of-the-Art of Differential Evolution
Composite Differential Evolution
Orthogonal Crossover based Differential Evolution
Conclusion
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Conclusion
• We have demonstrated that the experiences and knowledge obtained from the researchers can be exploited to improve the performance of DE significantly for the first time.
• We have verified that the search ability of DE can be enhanced by effectively probing the hyper-rectangle defined by the mutant and target vectors for the first time.
The source codes of CoDE and OXDE can be downloaded from the following URL: http://deptauto.csu.edu.cn/staffmember/YongWang.htm