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A Utile Function Optimizer

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Permanent URL	http://hdl.lib.byu.edu/1877/2598
Title	A Utile Function Optimizer
BYU Creator	Carroll, James Monson, Christopher K. Seppi, Kevin D.
Keywords	continuous optimization; inference; active sampling
Description/Abstract	We recast the problem of unconstrained continuous evolutionary optimization as inference in a fixed graphical model. This approach allows us to address several pervasive issues in optimization, including the traditionally difficult problem of selecting an algorithm that is most appropriate for a given task. This is accomplished by placing a prior distribution over the expected class of functions, then employing inference and intuitively defined utilities and costs to transform the evolutionary optimization problem into one of active sampling. This allows us to pose an approach to optimization that is optimal for each expressly stated function class. The resulting solution methodology can optimally navigate exploration-exploitation tradeoffs using well-motivated decision theory, while providing the process with a natural stopping criterion. Finally, the model naturally accommodates the expression of dynamic and noisy functions, setting it apart from most existing algorithms that address these issues as an afterthought. We demonstrate the characteristics and advantages of this algorithm formally and with examples.
Source	Christopher K. Monson, Kevin D. Seppi, and James L. Carroll. "A Utile Function Optimizer." In Proceedings of the IEEE Congress on Evolutionary Computation (CEC 2007), Singapore.;
Publisher	IEEE
Date Original	2007
Date Digital	2010-10-21
Language	English eng en
Publication Type	Peer-Reviewed Articles Conference Proceedings
Type	Text
Format	application/pdf
Owning Institution	Brigham Young University
BYU College	College of Physical and Mathematical Sciences
BYU Department	Computer Science
Copyright Status	(c) 2007 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.;
Copyright Use Information	http://www.lib.byu.edu/generic_copyright.html

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