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一种基于自适应变异和Levy概率分布的差分进化算法

Differential Evolution with Adaptive Mutation and Parameter Control Using Lévy Probability Distribution

  • 摘要: 差分进化算法(Differential Evolution, DE)已逐渐成为进化计算领域一种非常流行和高效的全局优化方法。除了具有简洁、高效及易用等优势外, DE算法的性能主要受其两个主要组件的影响, 即变异模式和参数控制策略。本文旨在通过引入针对这两个组件的更精心设计的策略进一步改进DE算法的性能。首先设计了一种自适应变异模式, 它可以在生成新解时自适应地利用当前较优个体的搜索偏向。尽管在搜索的过程中里借鉴较优个体的搜索偏向并不是一种全新的思路, 但现存方法往往只能通过启发式规则来控制这种偏向的使用。由于适宜的搜索偏向往往是与问题甚至进化阶段相关的, 使得这些基于启发式规则的方法很难在搜索过程中有效地平衡算法的全局探索和局部开发力度。本文中提出的自适应变异模式不采用任何固定的规则来确定搜索偏向, 而是在搜索的过程中根据问题的特性动态地调整应采用的搜索偏向。对于另一重要组件, 即参数控制策略, 引入Levy概率分布自适应地控制DE算法的缩放因子F。对于每代进化中的每次变异, 该策略可以依据历史性能表现从四种不同的候选Levy分布中选出一个用于生成Fi。以自适应变异模式和基于Levy分布的参数控制策略为主要组件, 进一步提出一种新的DE算法变种, 取名为Levy DE(LDE)算法。为验证该算法的性能, 在大量全局优化领域常用的测试函数上进行了实验分析, 实验结果表明LDE的性能非常具有竞争力, 而且设计的两个组件都对其整体性能做出了正面的贡献。LDE算法的扩展性同样在部分选择的30至200维的测试函数上得到了验证和讨论。

     

    Abstract: Differential evolution (DE) has become a very popular and effective global optimization algorithm in the area of evolutionary computation. In spite of many advantages such as conceptual simplicity, high e眂iency and ease of use, DE has two main components, i.e., mutation scheme and parameter control, which significantly influence its performance. In this paper we intend to improve the performance of DE by using carefully considered strategies for both of the two components. We first design an adaptive mutation scheme, which adaptively makes use of the bias of superior individuals when generating new solutions. Although introducing such a bias is not a new idea, existing methods often use heuristic rules to control the bias. They can hardly maintain the appropriate balance between exploration and exploitation during the search process, because the preferred bias is often problem and evolution-stage dependent. Instead of using any fixed rule, a novel strategy is adopted in the new adaptive mutation scheme to adjust the bias dynamically based on the identified local fitness landscape captured by the current population. As for the other component, i.e., parameter control, we propose a mechanism by using the Lévy probability distribution to adaptively control the scale factor F of DE. For every mutation in each generation, an Fi is produced from one of four different Lévy distributions according to their historical performance. With the adaptive mutation scheme and parameter control using Lévy distribution as the main components, we present a new DE variant called Lévy DE (LDE). Experimental studies were carried out on a broad range of benchmark functions in global numerical optimization. The results show that LDE is very competitive, and both of the two main components have contributed to its overall performance. The scalability of LDE is also discussed by conducting experiments on some selected benchmark functions with dimensions from 30 to 200.

     

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