The paper describes the hierarchical Bayesian optimization algorithm which combines the Bayesian optimization algorithm, local structures in Bayesian networks, and a powerful niching technique. The proposed algorithm is able to solve hierarchical traps and other difficult problems very efficiently.

Theoretical and empirical evidence exists that the hierarchical Bayesian optimization algorithm (hBOA) can solve challenging hierarchical problems and anything easier. This paper applies hBOA to two important classes of real-world problems: Ising spin-glass systems and maximum satis ability (MAXSAT). The paper shows how easy it is to apply hBOA to realworld optimization problems. The results indicate that hBOA is capable of solving enormously dicult problems that cannot be solved by other optimizers and still provide competitive or better performance than problem-speci c approaches on other problems. The results thus con- rm that hBOA is a practical, robust, and scalable technique for solving challenging real-world problems.

This paper describes a probabilistic model building genetic programming (PMBGP) developed based on the extended compact genetic algorithm (eCGA). Unlike traditional genetic programming, which use fixed recombination operators, the proposed PMBGA adapts linkages. The proposed algorithms...

This paper presents a competent selectomutative genetic algorithm (GA), that adapts linkage and solves hard problems quickly, reliably, and accurately. A probabilistic model building process is used to automatically identify key building blocks (BBs) of the search problem. The mutation operator uses the probabilistic model of linkage groups to find the best among competing building blocks. The competent selectomutative GA successfully solves additively separable problems of bounded difficulty, requiring only subquadratic number of function evaluations. The results show that for additively separable problems the probabilistic model building BBwise mutation scales as O(2 k m 1.5), and requires O ( √ k log m) less function evaluations than its selectorecombinative counterpart, confirming theoretical results reported elsewhere (Sastry & Goldberg, 2004). 1

This paper describes how fitness inheritance can be used to estimate fitness for a proportion of newly sampled candidate solutions in the Bayesian optimization algorithm (BOA). The goal of estimating fitness for some candidate solutions is to reduce the number of fitness evaluations for problems where fitness evaluation is expensive. Bayesian networks used in BOA to model promising solutions and generate the new ones are extended to allow not only for modeling and sampling candidate solutions, but also for estimating their fitness. The results indicate that fitness inheritance is a promising concept in BOA, because population-sizing requirements for building appropriate models of promising solutions lead to good fitness estimates even if only a small proportion of candidate solutions is evaluated using the actual fitness function. This can lead to a reduction of the number of actual fitness evaluations by a factor of 30 or more.

Abstract. Current Genetic Algorithms can efficiently address order-k separable problems, in which the order of the linkage is restricted to a low value k. Outside this class, there exist hierarchical problems that cannot be addressed by current genetic algorithms, yet can be addressed efficiently in principle by exploiting hierarchy. We delineate the class of hierarchical problems, and describe a framework for Hierarchical Genetic Algorithms. Based on this outline for algorithms, we investigate under what conditions hierarchical problems may be solved efficiently. Sufficient conditions are provided under which hierarchical problems can be addressed in polynomial time. The analysis points to the importance of efficient sampling techniques that assess the quality of module settings. 1

This paper studies fitness inheritance as an efficiency enhancement technique for a class of competent genetic algorithms called estimation distribution algorithms. Probabilistic models of important sub-solutions are developed to estimate the fitness of a proportion of individuals in the population, thereby avoiding computationally expensive function evaluations. The effect of fitness inheritance on the convergence time and population sizing are modeled and the speed-up obtained through inheritance is predicted. The results show that a fitness-inheritance mechanism which utilizes information on building-block fitnesses provides significant efficiency enhancement. For additively separable problems, fitness inheritance reduces the number of function evaluations to about half and yields a speed-up of about 1.75–2.25.

Abstract. Genetic algorithms generally use a fixed problem representation that maps variables of the search space to variables of the problem, and operators of variation that are fixed over time. This limits their scalability on non-separable problems. To address this issue, methods have been proposed that coevolve explicitly represented modules. An open question is how modules in such coevolutionary setups should be evaluated. Recently, Pareto-coevolution has provided a theoretical basis for evaluation in coevolution. We define a notion of functional modularity, and objectives for module evaluation based on Pareto-Coevolution. It is shown that optimization of these objectives maximizes functional modularity. The resulting evaluation method is developed into an algorithm for variable length, open ended development of representations called DevRep. DevRep successfully identifies large partial solutions and greatly outperforms fixed length and variable length genetic algorithms on several test problems, including the 1024-bit Hierarchical-XOR problem.

The hierarchical Bayesian optimization algorithm (hBOA) can solve nearly decomposable and hierarchical problems of bounded difficulty in a robust and scalable manner by building and sampling probabilistic models of promising solutions. This paper analyzes probabilistic models in hBOA on two common test problems: concatenated traps and 2D Ising spin glasses with periodic boundary conditions. We argue that although Bayesian networks with local structures can encode complex probability distributions, analyzing these models in hBOA is relatively straightforward and the results of such analyses may provide practitioners with useful information about their problems. The results show that the probabilistic models in hBOA closely correspond to the structure of the underlying problem, the models do not change significantly in subsequent iterations of BOA, and creating adequate probabilistic models by hand is not straightforward even with complete knowledge of the optimization problem. Categories and Subject Descriptors

We propose a sub-structural niching method that fully exploits the problem decomposition capability of linkagelearning methods such as the estimation distribution algorithms and concentrate on maintaining diversity at the sub-structural level. The proposed method consists of three key components: (1) Problem decomposition and sub-structure identification, (2) sub-structure fitness estimation, and (3) sub-structural niche preservation. The substructural niching method is compared to restricted tournament selection (RTS)—a niching method used in hierarchical Bayesian optimization algorithm—with special emphasis on sustained preservation of multiple global solutions of a class of boundedly-difficult, additively-separable multimodal problems. The results show that sub-structural niching successfully maintains multiple global optima over large number of generations and does so with significantly less population than RTS. Additionally, the market share of each of the niche is much closer to the expected level in sub-structural niching when compared to RTS.