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Evolutionary Multitask Optimization: a Methodological Overview, Challenges and Future Research Directions

arXiv.org Artificial Intelligence

In this work we consider multitasking in the context of solving multiple optimization problems simultaneously by conducting a single search process. The principal goal when dealing with this scenario is to dynamically exploit the existing complementarities among the problems (tasks) being optimized, helping each other through the exchange of valuable knowledge. Additionally, the emerging paradigm of Evolutionary Multitasking tackles multitask optimization scenarios by using as inspiration concepts drawn from Evolutionary Computation. The main purpose of this survey is to collect, organize and critically examine the abundant literature published so far in Evolutionary Multitasking, with an emphasis on the methodological patterns followed when designing new algorithmic proposals in this area (namely, multifactorial optimization and multipopulation-based multitasking). We complement our critical analysis with an identification of challenges that remain open to date, along with promising research directions that can stimulate future efforts in this topic. Our discussions held throughout this manuscript are offered to the audience as a reference of the general trajectory followed by the community working in this field in recent times, as well as a self-contained entry point for newcomers and researchers interested to join this exciting research avenue.


On the Transferability of Knowledge among Vehicle Routing Problems by using Cellular Evolutionary Multitasking

arXiv.org Artificial Intelligence

Multitasking optimization is a recently introduced paradigm, focused on the simultaneous solving of multiple optimization problem instances (tasks). The goal of multitasking environments is to dynamically exploit existing complementarities and synergies among tasks, helping each other through the transfer of genetic material. More concretely, Evolutionary Multitasking (EM) regards to the resolution of multitasking scenarios using concepts inherited from Evolutionary Computation. EM approaches such as the well-known Multifactorial Evolutionary Algorithm (MFEA) are lately gaining a notable research momentum when facing with multiple optimization problems. This work is focused on the application of the recently proposed Multifactorial Cellular Genetic Algorithm (MFCGA) to the well-known Capacitated Vehicle Routing Problem (CVRP). In overall, 11 different multitasking setups have been built using 12 datasets. The contribution of this research is twofold. On the one hand, it is the first application of the MFCGA to the Vehicle Routing Problem family of problems. On the other hand, equally interesting is the second contribution, which is focused on the quantitative analysis of the positive genetic transferability among the problem instances. To do that, we provide an empirical demonstration of the synergies arisen between the different optimization tasks.


dMFEA-II: An Adaptive Multifactorial Evolutionary Algorithm for Permutation-based Discrete Optimization Problems

arXiv.org Artificial Intelligence

The emerging research paradigm coined as multitasking optimization aims to solve multiple optimization tasks concurrently by means of a single search process. For this purpose, the exploitation of complementarities among the tasks to be solved is crucial, which is often achieved via the transfer of genetic material, thereby forging the Transfer Optimization field. In this context, Evolutionary Multitasking addresses this paradigm by resorting to concepts from Evolutionary Computation. Within this specific branch, approaches such as the Multifactorial Evolutionary Algorithm (MFEA) has lately gained a notable momentum when tackling multiple optimization tasks. This work contributes to this trend by proposing the first adaptation of the recently introduced Multifactorial Evolutionary Algorithm II (MFEA-II) to permutation-based discrete optimization environments. For modeling this adaptation, some concepts cannot be directly applied to discrete search spaces, such as parent-centric interactions. In this paper we entirely reformulate such concepts, making them suited to deal with permutation-based search spaces without loosing the inherent benefits of MFEA-II. The performance of the proposed solver has been assessed over 5 different multitasking setups, composed by 8 datasets of the well-known Traveling Salesman (TSP) and Capacitated Vehicle Routing Problems (CVRP). The obtained results and their comparison to those by the discrete version of the MFEA confirm the good performance of the developed dMFEA-II, and concur with the insights drawn in previous studies for continuous optimization.


Multifactorial Cellular Genetic Algorithm (MFCGA): Algorithmic Design, Performance Comparison and Genetic Transferability Analysis

arXiv.org Artificial Intelligence

Multitasking optimization is an incipient research area which is lately gaining a notable research momentum. Unlike traditional optimization paradigm that focuses on solving a single task at a time, multitasking addresses how multiple optimization problems can be tackled simultaneously by performing a single search process. The main objective to achieve this goal efficiently is to exploit synergies between the problems (tasks) to be optimized, helping each other via knowledge transfer (thereby being referred to as Transfer Optimization). Furthermore, the equally recent concept of Evolutionary Multitasking (EM) refers to multitasking environments adopting concepts from Evolutionary Computation as their inspiration for the simultaneous solving of the problems under consideration. As such, EM approaches such as the Multifactorial Evolutionary Algorithm (MFEA) has shown a remarkable success when dealing with multiple discrete, continuous, single-, and/or multi-objective optimization problems. In this work we propose a novel algorithmic scheme for Multifactorial Optimization scenarios - the Multifactorial Cellular Genetic Algorithm (MFCGA) - that hinges on concepts from Cellular Automata to implement mechanisms for exchanging knowledge among problems. We conduct an extensive performance analysis of the proposed MFCGA and compare it to the canonical MFEA under the same algorithmic conditions and over 15 different multitasking setups (encompassing different reference instances of the discrete Traveling Salesman Problem). A further contribution of this analysis beyond performance benchmarking is a quantitative examination of the genetic transferability among the problem instances, eliciting an empirical demonstration of the synergies emerged between the different optimization tasks along the MFCGA search process.


COEBA: A Coevolutionary Bat Algorithm for Discrete Evolutionary Multitasking

arXiv.org Artificial Intelligence

Multitasking optimization is an emerging research field which has attracted lot of attention in the scientific community. The main purpose of this paradigm is how to solve multiple optimization problems or tasks simultaneously by conducting a single search process. The main catalyst for reaching this objective is to exploit possible synergies and complementarities among the tasks to be optimized, helping each other by virtue of the transfer of knowledge among them (thereby being referred to as Transfer Optimization). In this context, Evolutionary Multitasking addresses Transfer Optimization problems by resorting to concepts from Evolutionary Computation for simultaneous solving the tasks at hand. This work contributes to this trend by proposing a novel algorithmic scheme for dealing with multitasking environments. The proposed approach, coined as Coevolutionary Bat Algorithm, finds its inspiration in concepts from both co-evolutionary strategies and the metaheuristic Bat Algorithm. We compare the performance of our proposed method with that of its Multifactorial Evolutionary Algorithm counterpart over 15 different multitasking setups, composed by eight reference instances of the discrete Traveling Salesman Problem. The experimentation and results stemming therefrom support the main hypothesis of this study: the proposed Coevolutionary Bat Algorithm is a promising meta-heuristic for solving Evolutionary Multitasking scenarios.


Simultaneously Evolving Deep Reinforcement Learning Models using Multifactorial Optimization

arXiv.org Artificial Intelligence

In recent years, Multifactorial Optimization (MFO) has gained a notable momentum in the research community. MFO is known for its inherent capability to efficiently address multiple optimization tasks at the same time, while transferring information among such tasks to improve their convergence speed. On the other hand, the quantum leap made by Deep Q Learning (DQL) in the Machine Learning field has allowed facing Reinforcement Learning (RL) problems of unprecedented complexity. Unfortunately, complex DQL models usually find it difficult to converge to optimal policies due to the lack of exploration or sparse rewards. In order to overcome these drawbacks, pre-trained models are widely harnessed via Transfer Learning, extrapolating knowledge acquired in a source task to the target task. Besides, meta-heuristic optimization has been shown to reduce the lack of exploration of DQL models. This work proposes a MFO framework capable of simultaneously evolving several DQL models towards solving interrelated RL tasks. Specifically, our proposed framework blends together the benefits of meta-heuristic optimization, Transfer Learning and DQL to automate the process of knowledge transfer and policy learning of distributed RL agents. A thorough experimentation is presented and discussed so as to assess the performance of the framework, its comparison to the traditional methodology for Transfer Learning in terms of convergence, speed and policy quality , and the intertask relationships found and exploited over the search process.


Multifactorial Evolutionary Algorithm For Clustered Minimum Routing Cost Problem

arXiv.org Artificial Intelligence

Minimum Routing Cost Clustered Tree Problem (CluMRCT) is applied in various fields in both theory and application. Because the CluMRCT is NP-Hard, the approximate approaches are suitable to find the solution for this problem. Recently, Multifactorial Evolutionary Algorithm (MFEA) has emerged as one of the most efficient approximation algorithms to deal with many different kinds of problems. Therefore, this paper studies to apply MFEA for solving CluMRCT problems. In the proposed MFEA, we focus on crossover and mutation operators which create a valid solution of CluMRCT problem in two levels: first level constructs spanning trees for graphs in clusters while the second level builds a spanning tree for connecting among clusters. To reduce the consuming resources, we will also introduce a new method of calculating the cost of CluMRCT solution. The proposed algorithm is experimented on numerous types of datasets. The experimental results demonstrate the effectiveness of the proposed algorithm, partially on large instances


Multi-Tasking Evolutionary Algorithm (MTEA) for Single-Objective Continuous Optimization

arXiv.org Machine Learning

ULTI-task learning[3], [23] is a subfield of machine learning, particularly transfer learning [17], [22], [24], [25], which uses auxiliary data or knowledge from related/similar tasks to facilitate the learning in a new task. As a result, a learning model for the new task can be built with much less task-specific training data. Or, in other words, with the same amount of task-specific data, a much better model could be trained. In multi-task learning, multiple related learning tasks are performed simultaneously using a (partially) shared model representation. As a result, the common information contained in these related tasks can be exploited to improve the learning efficiency and generalization performance of each task-specific model. Multi-task optimization (MTO) [6], [12], [16], [19] applies multi-task learning to optimization to study how to effectively and efficiently tackle multiple optimization problems simultaneously. Evolutionarymulti-tasking [16], or multifactorial optimization (MFO)[12], is an emerging subfield of MTO, which integrates evolutionary computation and multi-task learning.