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Modern hybrids - optimization using local search, population-based search, and machine learning

Published: 08 July 2022 Publication History

Abstract

This talk summarizes our 15+ years of work on the use of Machine Learning for Search & Optimization. I review the four main approaches that we invented during this time. Since learning during search takes effort, it should not surprise that we designed three of these approaches for a particular target range of total function evaluations: from few tens of dozens, to thousands, to many hundreds of thousands of function evaluations. The last hybrid I review regards a surrogate-based approach for optimization under stochastic uncertainty. The wonder of this research area is that each of these four methods defines the state of the art in its respective area, giving significant empirical evidence that learning to optimize can be highly effective.

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cover image ACM Conferences
GECCO '22: Proceedings of the Genetic and Evolutionary Computation Conference
July 2022
1472 pages
ISBN:9781450392372
DOI:10.1145/3512290
Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for third-party components of this work must be honored. For all other uses, contact the Owner/Author.

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Association for Computing Machinery

New York, NY, United States

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Published: 08 July 2022

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Author Tags

  1. large budget optimization
  2. optimization under uncertainty
  3. small budget optimization
  4. surrogate-assisted optimization

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GECCO '22
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