There is Noisy Lunch: A Study of Noise in Evolutionary Optimization Problems

Juan J. Merelo, Federico Liberatore, Antonio Fernández Ares, Rubén García, Zeineb Chelly, Carlos Cotta, Nuria Rico, Antonio M. Mora, Pablo García-Sánchez

2015

Abstract

Noise or uncertainty appear in many optimization processes when there is not a single measure of optimality or fitness but a random variable representing it. These kind of problems have been known for a long time, but there has been no investigation of the statistical distribution those random variables follow, assuming in most cases that it is distributed normally and, thus, it can be modelled via an additive or multiplicative noise on top of a non-noisy fitness. In this paper we will look at several uncertain optimization problems that have been addressed by means of Evolutionary Algorithms and prove that there is no single statistical model the evaluations of the fitness functions follow, being different not only from one problem to the next, but in different phases of the optimization in a single problem.

Paper Citation

in Harvard Style

Merelo J., Liberatore F., Fernández Ares A., García R., Chelly Z., Cotta C., Rico N., Mora A. and García-Sánchez P. (2015). There is Noisy Lunch: A Study of Noise in Evolutionary Optimization Problems . In Proceedings of the 7th International Joint Conference on Computational Intelligence - Volume 1: ECTA, ISBN 978-989-758-157-1, pages 261-268. DOI: 10.5220/0005600702610268

in Bibtex Style

@conference{ecta15,
author={Juan J. Merelo and Federico Liberatore and Antonio Fernández Ares and Rubén García and Zeineb Chelly and Carlos Cotta and Nuria Rico and Antonio M. Mora and Pablo García-Sánchez},
title={There is Noisy Lunch: A Study of Noise in Evolutionary Optimization Problems},
booktitle={Proceedings of the 7th International Joint Conference on Computational Intelligence - Volume 1: ECTA,},
year={2015},
pages={261-268},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005600702610268},
isbn={978-989-758-157-1},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 7th International Joint Conference on Computational Intelligence - Volume 1: ECTA,
TI - There is Noisy Lunch: A Study of Noise in Evolutionary Optimization Problems
SN - 978-989-758-157-1
AU - Merelo J.
AU - Liberatore F.
AU - Fernández Ares A.
AU - García R.
AU - Chelly Z.
AU - Cotta C.
AU - Rico N.
AU - Mora A.
AU - García-Sánchez P.
PY - 2015
SP - 261
EP - 268
DO - 10.5220/0005600702610268