Analyzing Evolutionary Optimization in Noisy Environments (1311.4987v1)

Abstract: Many optimization tasks have to be handled in noisy environments, where we cannot obtain the exact evaluation of a solution but only a noisy one. For noisy optimization tasks, evolutionary algorithms (EAs), a kind of stochastic metaheuristic search algorithm, have been widely and successfully applied. Previous work mainly focuses on empirical studying and designing EAs for noisy optimization, while, the theoretical counterpart has been little investigated. In this paper, we investigate a largely ignored question, i.e., whether an optimization problem will always become harder for EAs in a noisy environment. We prove that the answer is negative, with respect to the measurement of the expected running time. The result implies that, for optimization tasks that have already been quite hard to solve, the noise may not have a negative effect, and the easier a task the more negatively affected by the noise. On a representative problem where the noise has a strong negative effect, we examine two commonly employed mechanisms in EAs dealing with noise, the re-evaluation and the threshold selection strategies. The analysis discloses that the two strategies, however, both are not effective, i.e., they do not make the EA more noise tolerant. We then find that a small modification of the threshold selection allows it to be proven as an effective strategy for dealing with the noise in the problem.