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by fivea 1529 days ago
>>I fully anticipate they will come back in fashion.

It's not possible to predict fashions, but I seriously doubt that the whole evolutionary algorithms field will see a resurgence based on anything other than buzzword-driven fads.

In general evolutionary algorithms perform terribly poorly in any optimization problem, and at best are effective (but not efficient) in exploring problems involving the arbitrary addition/removal of dimensions/parameters, including high-dimensional discrete optimization problems.

Given there are already techniques to convert discrete optimization problems to non-discrete ones and to add/remove arbitrary parameters, and there are already global optimization techniques which are far more efficient and, more importantly, deterministic, genetic algorithms don't really offer any relevant advantage over even brute-force techniques.

3 comments

I have used swarm optimization methods that have consistently provided better solutions than alternatives for optimizations of solution spaces in alterst 3 different domains. I am not sure what you are talking about.
> I have used swarm optimization methods that have consistently provided better solutions than alternatives for optimizations of solution spaces in alterst 3 different domains.

Benchmark your PSO implementation against a) a naive Monte Carlo implementation with an uniform distribution, b) low-discrepancy sequence, c) a global optimization algorithm such as DIRECT, and compare convergence rates.

I'd be surprised if your PSO implementation did not competed for the last place in terms of function evaluations.

Unfortunately I don’t currently have access to this data. I can tell you that it’s leagues better than any Monte Carlo implementation as I have done this comparison as a litmus test for several population based algorithms in the past. I I’ll look into making a comparison with DIRECT when I have time (not anytime this month)
I usually use CMA-ES as a 'very easy to set and up and better than brute force' approach. Am I dumb to do that? (genuine question, no irony, optimization is not my field at all)
You are correct about CMA-ES.
To my understanding, they are coming back in vogue with neural architecture search. But hey, it's newish, so maybe you're one of today's lucky 10,000. https://xkcd.com/1053