Leveraging conditional linkage models in gray-box optimization with the real-valued gene-pool optimal mixing evolutionary algorithm

Often, real-world problems are of the gray-box type. It has been shown that the Real-Valued Gene-pool Optimal Mixing Evolutionary Algorithm (RV-GOMEA) is in principle capable of exploiting such a Gray-Box Optimization (GBO) setting using linkage models that capture dependencies between problem variables, resulting in excellent performance and scalability on both benchmark and real-world problems that allow for partial evaluations. However, linkage models proposed for RV-GOMEA so far cannot explicitly capture overlapping dependencies. Consequently, performance degrades if such dependencies exist. In this paper, we therefore introduce various ways of using conditional linkage models in RV-GOMEA. Their use is compared to that of non-conditional models, and to VkD-CMA, whose performance is among the state of the art, on various benchmark problems with overlapping dependencies. We find that RV-GOMEA with conditional linkage models achieves the best scalability on most problems, with conditional models leading to similar or better performance than non-conditional models. We conclude that the introduction of conditional linkage models to RV-GOMEA is an important contribution, as it expands the set of problems for which optimization in a GBO setting results in substantially improved performance and scalability. In future work, conditional linkage models may prove to benefit the optimization of real-world problems.