Abstract
We consider a type of constrained optimization problem, where the violation of a constraint leads to an irrevocable loss, such as breakage of a valuable experimental resource/platform or loss of human life. Such problems are referred to as safe optimization problems (SafeOPs). While SafeOPs have received attention in the machine learning community in recent years, there was little interest in the evolutionary computation (EC) community despite some early attempts between 2009 and 2011. Moreover, there is a lack of acceptable guidelines on how to benchmark different algorithms for SafeOPs, an area where the EC community has significant experience in. Driven by the need for more efficient algorithms and benchmark guidelines for SafeOPs, the objective of this paper is to reignite the interest of this problem class in the EC community. To achieve this we (i) provide a formal definition of SafeOPs and contrast it to other types of optimization problems that the EC community is familiar with, (ii) investigate the impact of key SafeOP parameters on the performance of selected safe optimization algorithms, (iii) benchmark EC against state-of-the-art safe optimization algorithms from the machine learning community, and (iv) provide an open-source Python framework to replicate and extend our work.
Original language | English |
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Title of host publication | GECCO '22 |
Subtitle of host publication | Proceedings of the Genetic and Evolutionary Computation Conference |
Editors | Jonathan E. Fieldsend |
Place of Publication | New York |
Publisher | Association for Computing Machinery |
Pages | 814–822 |
Number of pages | 9 |
ISBN (Print) | 9781450392372 |
DOIs | |
Publication status | Published - 8 Jul 2022 |
Keywords
- safe optimization
- benchmarking
- constrained optimization
- Bayesian optimization
- safety constraints