The recently introduced Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) has been shown to be among the state-of-the-art for solving discrete optimization problems. Key to the success of GOMEA is its ability to efficiently exploit the linkage structure of a problem. Here, we introduce the Real-Valued GOMEA (RV-GOMEA), which incorporates several aspects of the real-valued EDA known as AMaLGaM into GOMEA in order to make GOMEA well-suited for real-valued optimization. The key strength of GOMEA to competently exploit linkage structure is effectively preserved in RV-GOMEA, enabling excellent performance on problems that exhibit a linkage structure that is to some degree decomposable. Moreover, the main variation operator of GOMEA enables substantial improvements in performance if the problem allows for partial evaluations, which may be very well possible in many real-world applications. Comparisons of performance with state-of-the-art algorithms such as CMA-ES and AMaLGaM on a set of well-known benchmark problems show that RV-GOMEA achieves comparable, excellent scalability in case of black-box optimization. Moreover, RV-GOMEA achieves unprecedented scalability on problems that allow for partial evaluations, reaching near-optimal solutions for problems with up to millions of real-valued variables within one hour on a normal desktop computer.
|Title of host publication||GECCO 2017 - Proceedings of the 2017 Genetic and Evolutionary Computation Conference|
|Number of pages||8|
|Publication status||Published - 1 Jul 2017|
|Event||GECCO 2017: Genetic and Evolutionary Computation Conference - Berlin, Germany|
Duration: 15 Jul 2017 → 19 Jul 2017
|Period||15/07/17 → 19/07/17|
|Other||A Recombination of the 26th International Conference on Genetic Algorithms (ICGA) and the 22nd Annual Genetic Programming Conference (GP).|