Predictive parameter control

In stochastic optimisation, all currently employed algorithms have to be parameterised to perform effectively. Users have to rely on approximate guidelines or, alternatively, undertake extensive prior tuning. This study introduces a novel method of parameter control, i.e. the dynamic and automated variation of values for parameters used in approximate algorithms. The method uses an evaluation of the recent performance of previously applied parameter values and predicts how likely each of the parameter values is to produce optimal outcomes in the next cycle of the algorithm. The resulting probability distribution is used to determine the parameter values for the following cycle. The results of our experiments show a consistently superior performance of two very different EA algorithms when they are parameterised using the predictive parameter control method.