On the Effectiveness of Simple Success-Based Parameter Selection Mechanisms for Two Classical Discrete Black-Box Optimization Benchmark Problems
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Despite significant empirical and theoretically supported evidence that non-static parameter choices can be strongly beneficial in evolutionary computation, the question how to best adjust parameter values plays only a marginal role in contemporary research on discrete black-box optimization. This has led to the unsatisfactory situation in which feedback-free parameter selection rules such as the cooling schedule of Simulated Annealing are predominant in state-of-the-art heuristics, while, at the same time, we understand very well that such time-dependent selection rules can only perform worse than adjustment rules that do take into account the evolution of the optimization process. A number of adaptive and self-adaptive parameter control strategies have been proposed in the literature, but did not (yet) make their way to a broader public. A key obstacle seems to lie in their rather complex update rules. The purpose of our work is to demonstrate that high-performing online parameter selection rules do not have to be very complicated. More precisely, we experiment with a multiplicative, comparison-based update rule to adjust the mutation probability of a (1+1) Evolutionary Algorithm. We show that this simple self-adjusting rule outperforms the best static unary unbiased black-box algorithm on LeadingOnes, achieving an almost optimal speedup of about 18%.
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