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Efficient sampling when searching for robust solutions
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Branke, Jürgen and Fei, Xin (2016) Efficient sampling when searching for robust solutions. In: Parallel Problem Solving from Nature – PPSN XIV. Lecture Notes in Computer Science, 9921 . Springer, Cham, pp. 237-246. ISBN 9783319458236
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Official URL: https://doi.org/10.1007/978-3-319-45823-6_22
Abstract
In the presence of noise on the decision variables, it is often desirable to find robust solutions, i.e., solutions with a good expected fitness over the distribution of possible disturbances. Sampling is commonly used to estimate the expected fitness of a solution; however, this option can be computationally expensive. Researchers have therefore suggested to take into account information from previously evaluated solutions. In this paper, we assume that each solution is evaluated once, and that the information about all previously evaluated solutions is stored in a memory that can be used to estimate a solution’s expected fitness. Then, we propose a new approach that determines which solution should be evaluated to best complement the information from the memory, and assigns weights to estimate the expected fitness of a solution from the memory. The proposed method is based on the Wasserstein distance, a probability distance metric that measures the difference between a sample distribution and a desired target distribution. Finally, an empirical comparison of our proposed method with other sampling methods from the literature is presented to demonstrate the efficacy of our method.
| Item Type: | Book Item | ||||
|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software | ||||
| Divisions: | Faculty of Social Sciences > Warwick Business School > Operational Research & Management Sciences Faculty of Social Sciences > Warwick Business School |
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| Series Name: | Lecture Notes in Computer Science | ||||
| Publisher: | Springer, Cham | ||||
| ISBN: | 9783319458236 | ||||
| Book Title: | Parallel Problem Solving from Nature – PPSN XIV | ||||
| Official Date: | 31 August 2016 | ||||
| Dates: |
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| Volume: | 9921 | ||||
| Page Range: | pp. 237-246 | ||||
| DOI: | 10.1007/978-3-319-45823-6_22 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Title of Event: | International Conference on Parallel Problem Solving from Nature | ||||
| Type of Event: | Conference | ||||
| Location of Event: | Edinburgh, UK | ||||
| Date(s) of Event: | 17-21 Sep 2016 |
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