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Differential Evolution with Noise Analyzer

  • Conference paper
Applications of Evolutionary Computing (EvoWorkshops 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5484))

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Abstract

This paper proposes a Differential Evolution based algorithm for numerical optimization in the presence of noise. The proposed algorithm, namely Noise Analysis Differential Evolution (NADE), employs a randomized scale factor in order to overcome the structural difficulties of a Differential Evolution in a noisy environment as well as a noise analysis component which determines the amount of samples required for characterizing the stochastic process and thus efficiently performing pairwise comparisons between parent and offspring solutions.

The NADE has been compared, for a benchmark set composed of various fitness landscapes under several levels of noise bandwidth, with a classical evolutionary algorithm for noisy optimization and two recently proposed metaheuristics. Numerical results show that the proposed NADE has a very good performance in detecting high quality solutions despite the presence of noise. The NADE seems, in most cases, very fast and reliable in detecting promising search directions and continuing evolution towards the optimum.

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Author information

Authors and Affiliations

  1. Department of Mathematical Information Technology, University of Jyväskylä, P.O. Box 35, (Agora), FI-40014, Finland

    Andrea Caponio & Ferrante Neri

  2. Department of Electrotechnics and Electronics, Technical university of Bari, Italy

    Andrea Caponio

Authors
  1. Andrea Caponio
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  2. Ferrante Neri
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Editor information

Editors and Affiliations

  1. Department of Animal Production Epidemiology and Ecology, University of Torino, Via Leonardo da Vinci 44, 10095, Grugliasco, Italy

    Mario Giacobini

  2. Quinn School of Business, Belfield, University College Dublin, Dublin 4, Ireland

    Anthony Brabazon

  3. Department of Computer Engineering, University of Parma, Viale Usberti 181/a, 43100, Parma, Italy

    Stefano Cagnoni

  4. Dalla Molle Institute for Artificial Intelligence (IDSIA), Gallelria 2, 6928, Manno-Lugano, Switzerland

    Gianni A. Di Caro

  5. School of Engineering and Applied Science,Aston Triangle, Aston University, B4 7ET, Birmingham, UK

    Anikó Ekárt

  6. Complex Adaptive Systems Group, Instituto Tecnológico de Informática, Ciudad PolitŽcnica de la Innovacin, Edif. 8G Acceso B, 46022, Valencia, Spain

    Anna Isabel Esparcia-Alcázar

  7. Next Generation Itelligent Networks Research Center (nexGIN RC), National University of Computer and Emerging Sciences (NUCES), Islamabad, Pakistan

    Muddassar Farooq

  8. Faculty of Economics and Social Sciences, Helmut-Schmidt-University, Holstenhofweg 85, 22043, Hamburg, Germany

    Andreas Fink

  9. Department of Informatics Engineering, Polo II - Pinhal de Marrocos, University of Coimbra, 3030 - 290, Coimbra, Portugal

    Penousal Machado

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© 2009 Springer-Verlag Berlin Heidelberg

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Caponio, A., Neri, F. (2009). Differential Evolution with Noise Analyzer. In: Giacobini, M., et al. Applications of Evolutionary Computing. EvoWorkshops 2009. Lecture Notes in Computer Science, vol 5484. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01129-0_81

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  • DOI: https://doi.org/10.1007/978-3-642-01129-0_81

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-01128-3

  • Online ISBN: 978-3-642-01129-0

  • eBook Packages: Computer ScienceComputer Science (R0)

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