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Journal Articles Evolutionary Computation Year : 2021

The Univariate Marginal Distribution Algorithm Copes Well With Deception and Epistasis

Abstract

In their recent work, Lehre and Nguyen (FOGA 2019) show that the univariate marginal distribution algorithm (UMDA) needs time exponential in the parent populations size to optimize the DeceptiveLeadingBlocks (DLB) problem. They conclude from this result that univariate EDAs have difficulties with deception and epistasis. In this work, we show that this negative finding is caused by the choice of the parameters of the UMDA. When the population sizes are chosen large enough to prevent genetic drift, then the UMDA optimizes the DLB problem with high probability with at most $\lambda(\frac{n}{2} + 2 e \ln n)$ fitness evaluations. Since an offspring population size $\lambda$ of order $n \log n$ can prevent genetic drift, the UMDA can solve the DLB problem with $O(n^2 \log n)$ fitness evaluations. In contrast, for classic evolutionary algorithms no better run time guarantee than $O(n^3)$ is known (which we prove to be tight for the $(1 + 1)$ EA), so our result rather suggests that the UMDA can cope well with deception and epistatis. From a broader perspective, our result shows that the UMDA can cope better with local optima than many classic evolutionary algorithms; such a result was previously known only for the compact genetic algorithm. Together with the lower bound of Lehre and Nguyen, our result for the first time rigorously proves that running EDAs in the regime with genetic drift can lead to drastic performance losses.
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Dates and versions

hal-03277754 , version 1 (05-07-2021)

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Cite

Benjamin Doerr, Martin S Krejca. The Univariate Marginal Distribution Algorithm Copes Well With Deception and Epistasis. Evolutionary Computation, In press, ⟨10.1162/evco_a_00293⟩. ⟨hal-03277754⟩
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