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Conference Papers Year : 2020

Evolving Sampling Strategies for One-Shot Optimization Tasks

Jakob Bossek
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Pascal Kerschke
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Aneta Neumann
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Frank Neumann
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One-shot optimization tasks require to determine the set of solution candidates prior to their evaluation, i.e., without possibility for adaptive sampling. We consider two variants, classic one-shot optimization (where our aim is to find at least one solution of high quality) and one-shot regression (where the goal is to fit a model that resembles the true problem as well as possible). For both tasks it seems intuitive that well-distributed samples should perform better than uniform or grid-based samples, since they show a better coverage of the decision space. In practice, quasi-random designs such as Latin Hypercube Samples and low-discrepancy point sets are indeed very commonly used designs for one-shot optimization tasks. We study in this work how well low star discrepancy correlates with performance in one-shot optimization. Our results confirm an advantage of low-discrepancy designs, but also indicate the correlation between discrepancy values and overall performance is rather weak. We then demonstrate that commonly used designs may be far from optimal. More precisely, we evolve 24 very specific designs that each achieve good performance on one of our benchmark problems. Interestingly, we find that these specifically designed samples yield surprisingly good performance across the whole benchmark set. Our results therefore give strong indication that significant performance gains over state-of-the-art one-shot sampling techniques are possible, and that evolutionary algorithms can be an efficient means to evolve these.
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hal-02935380 , version 1 (10-09-2020)



Jakob Bossek, Carola Doerr, Pascal Kerschke, Aneta Neumann, Frank Neumann. Evolving Sampling Strategies for One-Shot Optimization Tasks. Parallel Problem Solving from Nature – PPSN XVI (PPSN 2020), Sep 2020, Leiden, Netherlands. pp.111-124, ⟨10.1007/978-3-030-58112-1_8⟩. ⟨hal-02935380⟩
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