Data-driven analysis of variables and dependencies in continuous optimization problems and estimation of distribution algorithms

Optimization problems occur widely in various domains and are of great practical importance. Better solutions to optimization problems translate into increased production or efficiency, or less waste or error. As a result, the development of optimization algorithms is a large and active area of research. Although there is a large amount of theory and techniques for solving optimization problems, there are also many open issues and questions in understanding the relationship between optimization algorithms and the problems that they are applied to. In any optimization problem, the influence of each solution variable on the objective function, as well as the interactions between variables are very important. For example, if the variables in a problem are independent, then it might be efficiently solved by decomposition. If important dependencies exist between variables, an algorithm that is able to capture these dependencies may be able to exploit them to find good solutions. Alternatively, if a variable has a strong influence on the objective function, then an algorithm may be better off focusing its search on this variable, compared with another variable that has very little influence on the objective function. Estimation of Distribution Algorithms (EDAs) are a class of black-box optimization algorithms that learn and sample from a probabilistic model over the solution variables to carry out the search process. The explicit model in an EDA clearly specifies how the algorithm handles problem variables during the search process. A major focus in EDA research has been the incorporation of dependency modeling using models of varying complexity (e.g. probabilistic graphical models). The intuition behind this work is that if the algorithm model is capable and successful at capturing the structure of the problem, it will produce good performance on that problem. Experimental results have confirmed this intuition, for example EDAs that model dependency information have outperformed EDAs that do not model dependencies on certain problems. While EDAs have shown good performance results, little work has analyzed the dynamics of EDA models in practice. In fact, it is not clear what kind of problem structure EDAs can successfully model, or to what extent it is necessary to successfully model problem structure in order to achieve good performance. To provide insight into these issues, a more detailed analysis of EDAs applied to specific problems is needed. In this thesis, an experimental methodology is proposed to analyze the features of variables in continuous optimization problems and continuous EDAs. The approach is based on sampling points from the problem fitness landscape and/or the history of points visited by an EDA during the search process. These samples are then analyzed in three different ways, to identify key structural variables, variable dependencies and important variables. The techniques are used to analyze a variety of test problems and EDAs optimizing the same problem set. The results confirm that the interaction between