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A random walk analysis of search in metaheuristics
conference contribution
posted on 2023-05-23, 15:32 authored by Chen, S, Islam, S, Bolufe-Rohler, A, Erin MontgomeryErin Montgomery, Hendtlass, TRandom walks are a useful modeling tool for stochastic processes. The addition of model features (e.g. finite travel in one direction) can provide insight into specific practical situations (e.g. gambler's ruin). A series of random walk experiments are designed to study the effects of selection, exploration, and exploitation during the search processes of metaheuristics. We present a set of random walk conditions which leads to greater movement as the dimensionality of the sampling distributions increases. We then implement a version of Simulated Annealing in a similar search space which also achieves improving performance with increasing dimensionality. Conversely, we show that standard Particle Swarm Optimization has decreasing performance with increasing dimensionality which is consistent with the expected effects of the Curse of Dimensionality. These experiments give us insights into future methods that metaheuristics might be able to employ to defeat the Curse of Dimensionality (in globally convex, continuous domain search spaces).
History
Publication title
Proceedings of 2021 IEEE Congress on Evolutionary Computation (CEC)Pagination
2323-2330ISBN
9781728183930Department/School
School of Information and Communication TechnologyPublisher
IEEE PressEvent title
2021 IEEE Congress on Evolutionary Computation (CEC)Event Venue
Krakow, PolandDate of Event (Start Date)
1996-01-01Date of Event (End Date)
1996-01-01Rights statement
Copyright 2022 IEEERepository Status
- Restricted