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Evolutionary algorithm

Contents
    Convergence
    Monte-Carlo methods
Applications
Related techniques and other global search methods
Examples
Gallery

Part of a series on the
Evolutionary algorithm
Genetic algorithm (GA)
Genetic programming (GP)
Differential evolution
Evolution strategy
Evolutionary programming
Related topics

Evolutionary algorithms (EA) reproduce essential elements of biological evolution in a computer algorithm in order to solve "difficult" problems, at least approximately, for which no exact or satisfactory solution methods are known. They are metaheuristics and population-based bio-inspired algorithms and evolutionary computation, which itself are part of the field of computational intelligence. The mechanisms of biological evolution that an EA mainly imitates are reproduction, mutation, recombination and selection. Candidate solutions to the optimization problem play the role of individuals in a population, and the fitness function determines the quality of the solutions (see also loss function). Evolution of the population then takes place after the repeated application of the above operators.

Evolutionary algorithms often perform well approximating solutions to all types of problems because they ideally do not make any assumption about the underlying fitness landscape. Techniques from evolutionary algorithms applied to the modeling of biological evolution are generally limited to explorations of microevolution (microevolutionary processes) and planning models based upon cellular processes. In most real applications of EAs, computational complexity is a prohibiting factor. In fact, this computational complexity is due to fitness function evaluation. Fitness approximation is one of the solutions to overcome this difficulty. However, seemingly simple EA can solve often complex problems; therefore, there may be no direct link between algorithm complexity and problem complexity.

(μ,λ)- and n function evaluations decreases only at a rate governed by the dimension. In particular, for Lipschitz-continuous black-box functions the worst-case error is of order ε−d. This exponential dependence on the dimension is an instance of the curse of dimensionality.

Like the no free lunch theorem, this result limits what can be guaranteed without additional problem structure, although the two results have different mathematical foundations. In the Lipschitz case, adaptivity or randomization does not in general remove the unfavorable worst-case dependence on dimension. Novak and Ritter also investigated global optimization based on hyperbolic cross points as a structured sampling approach.

Convergence

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For EAs in which, in addition to the offspring, at least the best individual of the parent generation is used to form the subsequent generation (so-called elitist EAs), there is a general proof of convergence under the condition that an optimum exists. Without loss of generality, a maximum search is assumed for the proof:

From the property of elitist offspring acceptance and the existence of the optimum it follows that per generation x′ will occur with a probability 0"}}'>P>0. Thus:

Monte-Carlo methods

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EAs and Monte-Carlo methods have in common that their individual search steps are determined by chance. The main difference, however, is that EAs, like many other metaheuristics, learn from past search steps and incorporate this experience into the execution of the next search steps in a method-specific form. With EAs, this is done firstly through the fitness-based selection operators for partner choice and the formation of the next generation. And secondly, in the type of search steps: In EA, they start from a current solution and change it or they mix the information of two solutions. In contrast, when dicing out new solutions in Monte-Carlo methods, there is usually no connection to existing solutions.

If, on the other hand, the search space of a task is such that there is nothing to learn, Monte-Carlo methods are an appropriate tool, as they do not contain any algorithmic overhead that attempts to draw suitable conclusions from the previous search. An example of such tasks is the proverbial search for a needle in a haystack, e.g. in the form of a flat (hyper)plane with a single narrow peak.

Applications

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Evolutionary algorithms are also widely used for problems with several conflicting objectives; this area is known as evolutionary multi-objective optimization (EMO).

The areas in which evolutionary algorithms are practically used are almost unlimited and range from industry, engineering, complex scheduling, agriculture, robot movement planning and finance to research and art. The application of an evolutionary algorithm requires some rethinking from the inexperienced user, as the approach to a task using an EA is different from conventional exact methods and this is usually not part of the curriculum of engineers or other disciplines. For example, the fitness calculation must not only formulate the goal but also support the evolutionary search process towards it, e.g. by rewarding improvements that do not yet lead to a better evaluation of the original quality criteria. For example, if peak utilisation of resources such as personnel deployment or energy consumption is to be avoided in a scheduling task, it is not sufficient to assess the maximum utilisation. Rather, the number and duration of exceedances of a still acceptable level should also be recorded in order to reward reductions below the actual maximum peak value. There are therefore some publications that are aimed at the beginner and want to help avoiding beginner's mistakes as well as leading an application project to success. This includes clarifying the fundamental question of when an EA should be used to solve a problem and when it is better not to.

Related techniques and other global search methods

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There are some other proven and widely used methods of nature inspired global search techniques such as

In addition, many new nature-inspired or metaphor-guided algorithms have been proposed since the beginning of the 21st century. For criticism of most publications on these, see the remarks at the end of the introduction to the article on metaheuristics.

Examples

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In 2020, Google stated that their AutoML-Zero can successfully rediscover classic algorithms such as the concept of neural networks.

The computer simulations Tierra and Avida attempt to model macroevolutionary dynamics.

Gallery

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