Universität zu Köln

Probst, Malte, Rothlauf, Franz ORCID: 0000-0003-3376-427X and Grahl, Joern (2017). Scalability of using Restricted Boltzmann Machines for combinatorial optimization. Eur. J. Oper. Res., 256 (2). S. 368 - 384. AMSTERDAM: ELSEVIER. ISSN 1872-6860

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Abstract

Estimation of Distribution Algorithms (EDAs) require flexible probability models that can be efficiently learned and sampled. Restricted Boltzmann Machines (RBMs) are generative neural networks with these desired properties. We integrate an RBM into an EDA and evaluate the performance of this system in solving combinatorial optimization problems with a single objective. We assess how the number of fitness evaluations and the CPU time scale with problem size and complexity. The results are compared to the Bayesian Optimization Algorithm (BOA), a state-of-the-art multivariate EDA, and the Dependency Tree Algorithm (DTA), which uses a simpler probability model requiring less computational effort for training the model. Although RBM-EDA requires larger population sizes and a larger number of fitness evaluations than BOA, it outperforms BOA in terms of CPU times, in particular if the problem is large or complex. This is because RBM-EDA requires less time for model building than BOA. DTA with its restricted model is a good choice for small problems but fails for larger and more difficult problems. These results highlight the potential of using generative neural networks for combinatorial optimization. (C) 2016 Elsevier B.V. All rights reserved.

Item Type:	Journal Article
Creators:	Creators Email ORCID ORCID Put Code Probst, Malte UNSPECIFIED UNSPECIFIED UNSPECIFIED Rothlauf, Franz UNSPECIFIED orcid.org/0000-0003-3376-427X UNSPECIFIED Grahl, Joern UNSPECIFIED UNSPECIFIED UNSPECIFIED
URN:	urn:nbn:de:hbz:38-242437
DOI:	10.1016/j.ejor.2016.06.066
Journal or Publication Title:	Eur. J. Oper. Res.
Volume:	256
Number:	2
Page Range:	S. 368 - 384
Date:	2017
Publisher:	ELSEVIER
Place of Publication:	AMSTERDAM
ISSN:	1872-6860
Language:	English
Faculty:	Unspecified
Divisions:	Unspecified
Subjects:	no entry
Uncontrolled Keywords:	Keywords Language DISTRIBUTION ALGORITHMS; DISTRIBUTIONS; MODEL Multiple languages Management; Operations Research & Management Science Multiple languages
Refereed:	Yes
URI:	http://kups.ub.uni-koeln.de/id/eprint/24243