Bandit-based cooperative coevolution for tackling contribution imbalance in large-scale optimization problems

Abstract

This paper addresses the issue of computational resource allocation within the context of cooperative coevolution. Cooperative coevolution typically works by breaking a problem down into smaller subproblems (or components) and coevolving them in a round-robin fashion, resulting in a uniform resource allocation among its components. Despite its success on a wide range of problems, cooperative coevolution struggles to perform efficiently when its components do not contribute equally to the overall objective value. This is of crucial importance on large-scale optimization problems where such difference are further magnified. To resolve this imbalance problem, we extend the standard cooperative coevolution to a new generic framework capable of learning the contribution of each component using multi-armed bandit techniques. The new framework allocates the computational resources to each component proportional to their contributions towards improving the overall objective value. This approach results in a more economical use of the limited computational resources. We study different aspects of the proposed framework in the light of extensive experiments. Our empirical results confirm that even a simple bandit-based credit assignment scheme can significantly improve the performance of cooperative coevolution on large-scale continuous problems, leading to competitive performance as compared to the state-of-the-art algorithms.