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Towards a Complexity Theory for
   Randomized Search Heuristics:
The Ranking-Based Black-Box Model




       Benjamin Doerr / Carola Winzen
            CSR, June 14, 2011
Our Motivation

 General-purpose (randomized) search heuristics are
   ...easy to implement,
   ...very flexible,
   ...need little a priori knowledge about problem at hand,
   ...can deal with many constraints and nonlinearities,




                     B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Our Motivation

 General-purpose (randomized) search heuristics are
    ...easy to implement,
    ...very flexible,
    ...need little a priori knowledge about problem at hand,
    ...can deal with many constraints and nonlinearities,
 and thus, frequently applied in practice.
 Some theoretical results exist.
 Typical result: runtime analysis for
                 a particular algorithm
                 on a particular problem.




                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Our Motivation

 General-purpose (randomized) search heuristics are
    ...easy to implement,
    ...very flexible,
    ...need little a priori knowledge about problem at hand,
    ...can deal with many constraints and nonlinearities,
 and thus, frequently applied in practice.
 Some theoretical results exist.
 Typical result: runtime analysis for             Comparable to
                 a particular algorithm          the “early days”
                 on a particular problem.          of Computer
                                                      Science



                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Our Motivation

 In classical theoretical computer science:
     first results: runtime analysis for
         a particular algorithm
         on a particular problem.




                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Our Motivation

 In classical theoretical computer science:
     first results: runtime analysis for
         a particular algorithm
         on a particular problem.
     general lower bounds (“tractability of a problem”)
     complexity theory




                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Our Motivation

 In classical theoretical computer science:
     first results: runtime analysis for
         a particular algorithm
         on a particular problem.
     general lower bounds (“tractability of a problem”)
     complexity theory

                                         How to create a
                                      complexity theory for
                                       randomized search
                                           heuristics?




                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Our Motivation

 In classical theoretical computer science:
     first results: runtime analysis for
         a particular algorithm
         on a particular problem.
     general lower bounds (“tractability of a problem”)
     complexity theory
 Our aim: to understand the tractability of a problem
 for general-purpose (randomized) search heuristics

             “Towards a Complexity Theory for
              Randomized Search Heuristics”



                     B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
A General View on Search Heuristics




   Search
   Heuristic                                                          f
                                                                    Black-Box
                                                                    = “Oracle”




                B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
A General View on Search Heuristics



                                    x

   Search
   Heuristic                                                          f
                                                                    Black-Box
                                                                    = “Oracle”




                B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
A General View on Search Heuristics



                                    x

   Search
   Heuristic                                                          f
                               f(x)
                                 x
                                                                    Black-Box
                                                                    = “Oracle”




                B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
A General View on Search Heuristics



                                          x

   Search
   Heuristic                                                                f
                                     f(x)
                                       x
                                                                          Black-Box
                                                                          = “Oracle”

    Typical cost measure: number of function evaluations
       until an optimal solution is queried for the first time


                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
A General View on Search Heuristics

                          Classical Query Complexity Model


                                          x

   Search
   Heuristic                                                                f
                                     f(x)
                                       x
                                                                          Black-Box
                                                                          = “Oracle”

    Typical cost measure: number of function evaluations
       until an optimal solution is queried for the first time


                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
A Theory for (Randomized) Search Heuristics


 Part 1: Classical query complexity model
    Game theoretic view
    Example: Mastermind

 Part 2: Refinement: ranking-based query complexity


              “Towards a Complexity Theory for
               Randomized Search Heuristics:
            The Ranking-Based Black-Box Model”




                   B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole (=oracle) chooses a binary string of length n:

           1   1   0     1     0      0     1     1




                       B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole (=oracle) chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul (=algo.) tries to find it. He may ask any string of length n:




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole (=oracle) chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul (=algo.) tries to find it. He may ask any string of length n:
            1   0   1     0     1      0     1     0




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole (=oracle) chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul (=algo.) tries to find it. He may ask any string of length n:
            1   0   1     0     1      0     1     0

 Carole computes in how many positions the strings coincide:




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole (=oracle) chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul (=algo.) tries to find it. He may ask any string of length n:
            1   0   1     0     1      0     1     0

 Carole computes in how many positions the strings coincide:

            1   0   1     0     1      0     1     0




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole (=oracle) chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul (=algo.) tries to find it. He may ask any string of length n:
            1   0   1     0     1      0     1     0

 Carole computes in how many positions the strings coincide:

            1   0   1     0     1      0     1     0

 “Paul, our strings coincide in 3 bits”




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole (=oracle) chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul (=algo.) tries to find it. He may ask any string of length n:
            1   0   1     0     1      0     1     0

 Carole computes in how many positions the strings coincide:

            1   0   1     0     1      0     1     0
                                                                 We say that the
 “Paul, our strings coincide in 3 bits”                           “fitness” of
                                                                 Paul’s string is
                                                                        3


                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul tries to find it. He may ask any string of length n:
            1   0   1     0     1      0     1     0              3




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul tries to find it. He may ask any string of length n:
            1   0   1     0     1      0     1     0              3

            1   0   1     1     0      1     0     1




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole chooses a binary string of length n:

            1   1   0     1     0      0     1     1

 Paul tries to find it. He may ask any string of length n:
            1   0   1     0     1      0     1     0              3

            1   0   1     1     0      1     0     1




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole chooses a binary string of length n:

            1   1   0     1         0   0    1     1

 Paul tries to find it. He may ask any string of length n:
            1   0   1     0         1   0    1     0              3

            1   0   1     1         0   1    0     1              4


                              ...




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: A Mastermind Problem

 Carole chooses a binary string of length n:

            1   1   0     1         0   0    1     1

 Paul tries to find it. He may ask any string of length n:
            1   0   1     0         1   0    1     0              3

            1   0   1     1         0   1    0     1              4


                              ...


        How many queries does Paul need, on average,
            until he has identified Carole’s string?


                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Reminder

 Our aim: To understand tractability of a problem
 for general-purpose (randomized) search heuristics
 Measure: number of function evaluations until
          an optimal solution is queried for the first time
 Our main interest: good lower bounds




                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

             1   1   0     1     0      0     1     1




                         B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0              3




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0              3

  Then flip exactly one bit (chosen u.a.r.):
              1   1   1     0     1      0     1     0




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0              3

  Then flip exactly one bit (chosen u.a.r.):
              1   1   1     0     1      0     1     0              4




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0              3

  Then flip exactly one bit (chosen u.a.r.):
              1   1   1     0     1      0     1     0              4


  And it continues with the better of the two:
              1   1   1     0     1      1     1     0



                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1     0     1     0      0     1     1

  First query is arbitrary:
              1   0     1     0     1      0     1     0              3

  Then flip exactly one bit (chosen u.a.r.):
              1   1     1     0     1      0     1     0              4



                      Random Local Search algorithm:
                               Θ(n log n) Coupon Collector [Folklore]

                            B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0              3

  Flip each bit with probability 1/n:




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0              3

  Flip each bit with probability 1/n:

              0   0   1     0     1      1     1     0              1




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0              3

  Flip each bit with probability 1/n:

              0   0   1     0     1      1     1     0              1

  And it continues with the better of the two




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: What Search Heuristics Do

  Paul tries to find Carole’s binary string of length n:

              1   1   0     1     0      0     1     1

  First query is arbitrary:
              1   0   1     0     1      0     1     0              3

  Flip each bit with probability 1/n:

              0   0   1     0     1      1     1     0              1



                      (1+1) Evolutionary Algorithm:
                                                    [Mühlenbein
                              Θ(n log n)[Droste/Jansen/Wegener 92]
                                                                02]



                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (1/2)

  Paul tries to find Carole’s binary string of length n:

       1   0   0   1   0     0     1     1




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (1/2)

  Paul tries to find Carole’s binary string of length n:

       1   0   0   1   0     0     1     1

  He can go through the string bit by bit:
       0   0   0   0   0     0     0     0               4




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (1/2)

  Paul tries to find Carole’s binary string of length n:

       1   0   0   1   0     0     1     1

  He can go through the string bit by bit:
       0   0   0   0   0     0     0     0               4

       1   0   0   0   0     0     0     0               5




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (1/2)

  Paul tries to find Carole’s binary string of length n:

       1   0   0   1   0     0     1     1

  He can go through the string bit by bit:
       0   0   0   0   0     0     0     0               4

       1   0   0   0   0     0     0     0               5

       1   1   0   0   0     0     0     0               4




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (1/2)

  Paul tries to find Carole’s binary string of length n:

       1   0   0   1   0      0    1     1

  He can go through the string bit by bit:
       0   0   0   0   0      0    0     0               4

       1   0   0   0   0      0    0     0               5

       1   1   0   0   0      0    0     0               4

                        ...

       1   0   0   1   0      0    1     1               8




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (1/2)

  Paul tries to find Carole’s binary string of length n:

       1   0   0   1   0      0    1     1

  He can go through the string bit by bit:
       0   0   0   0   0      0    0     0               4

       1   0   0   0   0      0    0     0               5

       1   1   0   0   0      0    0     0               4                   O(n)
                        ...

       1   0   0   1   0      0    1     1               8




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (1/2)

  Paul tries to find Carole’s binary string of length n:

       1   0   0   1   0      0    1     1

  He can go through the string bit by bit:
       0   0   0   0   0      0    0     0               4

       1   0   0   0   0      0    0     0               5

       1   1   0   0   0      0    0     0               4                   O(n)
                        ...
                                           Can we do
       1   0   0   1   0      0    1     1   even8
                                            better?


                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (2/2)

 1 1 0 1 0 0 1 1




                   B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Master Mind Problem: Optimal Strategies (2/2)

        1 1 0 1 0 0 1 1

 1      1 1 1 0 1 0 0 1        4

 2      0 1 0 1 0 0 0 0        5




 cn
        0 0 0 1 1 1 1 1        4
log n




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
0
                                                                              1
                                                                                            1
                                                                                                      1
     Optimal Strategies (2/2)




                                                                    0
                                                                            0
                                                                                          1
                                                                                                    1




                                                                  0
                                                                        0
                                                                                       0
                                                                                                  1




                                                                0
                                                                                      0
                                                                                                1




                                                                        0
        1 1 0 1 0 0 1 1




                                                              0
                                                                    0
                                                                                  1
                                                                                              1




                                                            0
                                                                  0
                                                                                  0
                                                                                            1




                                                          0
                                                                0
                                                                              1
                                                                                          1

 1      1 1 1 0 1 0 0 1        4




                                                        0
                                                              0
                                                                            1
                                                                                        1



 2      0 1 0 1 0 0 0 0        5          1 1 ... 1 3 4             .   .     4   .     5
                                          0 1 ... 0 6 5             .   .     5   .     2




 cn                                       0 0 ... 1 3 4             .   .     4   .     5
        0 0 0 1 1 1 1 1        4
log n




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model           CSR, June 14, 2011
0
                                                                              1
                                                                                            1
                                                                                                      1
     Optimal Strategies (2/2)




                                                                    0
                                                                            0
                                                                                          1
                                                                                                    1




                                                                  0
                                                                        0
                                                                                       0
                                                                                                  1




                                                                0
                                                                                      0
                                                                                                1




                                                                        0
        1 1 0 1 0 0 1 1




                                                              0
                                                                    0
                                                                                  1
                                                                                              1




                                                            0
                                                                  0
                                                                                  0
                                                                                            1




                                                          0
                                                                0
                                                                              1
                                                                                          1

 1      1 1 1 0 1 0 0 1        4




                                                        0
                                                              0
                                                                            1
                                                                                        1



 2      0 1 0 1 0 0 0 0        5          1 1 ... 1 3 4             .   .     4   .     5
                                          0 1 ... 0 6 5             .   .     5   .     2




 cn                                       0 0 ... 1 3 4             .   .     4   .     5
        0 0 0 1 1 1 1 1        4
log n




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model           CSR, June 14, 2011
0
                                                                              1
                                                                                            1
                                                                                                      1
     Optimal Strategies (2/2)




                                                                    0
                                                                            0
                                                                                          1
                                                                                                    1




                                                                  0
                                                                        0
                                                                                       0
                                                                                                  1




                                                                0
                                                                                      0
                                                                                                1




                                                                        0
        1 1 0 1 0 0 1 1




                                                              0
                                                                    0
                                                                                  1
                                                                                              1




                                                            0
                                                                  0
                                                                                  0
                                                                                            1




                                                          0
                                                                0
                                                                              1
                                                                                          1

 1      1 1 1 0 1 0 0 1        4




                                                        0
                                                              0
                                                                            1
                                                                                        1



 2      0 1 0 1 0 0 0 0        5          1 1 ... 1 3 4             .   .     4   .     5
                                          0 1 ... 0 6 5             .   .     5   .     2




 cn                                       0 0 ... 1 3 4             .   .     4   .     5
        0 0 0 1 1 1 1 1        4
log n




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model           CSR, June 14, 2011
0
                                                                              1
                                                                                            1
                                                                                                      1
     Optimal Strategies (2/2)




                                                                    0
                                                                            0
                                                                                          1
                                                                                                    1




                                                                  0
                                                                        0
                                                                                       0
                                                                                                  1




                                                                0
                                                                                      0
                                                                                                1




                                                                        0
        1 1 0 1 0 0 1 1




                                                              0
                                                                    0
                                                                                  1
                                                                                              1




                                                            0
                                                                  0
                                                                                  0
                                                                                            1




                                                          0
                                                                0
                                                                              1
                                                                                          1

 1      1 1 1 0 1 0 0 1        4




                                                        0
                                                              0
                                                                            1
                                                                                        1



 2      0 1 0 1 0 0 0 0        5          1 1 ... 1 3 4             .   .     4   .     5
                                          0 1 ... 0 6 5             .   .     5   .     2




 cn                                       0 0 ... 1 3 4             .   .     4   .     5
        0 0 0 1 1 1 1 1        4
log n




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model           CSR, June 14, 2011
0
                                                                               1
                                                                                             1
                                                                                                       1
     Optimal Strategies (2/2)




                                                                     0
                                                                             0
                                                                                           1
                                                                                                     1




                                                                   0
                                                                         0
                                                                                        0
                                                                                                   1




                                                                 0
                                                                                       0
                                                                                                 1




                                                                         0
        1 1 0 1 0 0 1 1




                                                               0
                                                                     0
                                                                                   1
                                                                                               1




                                                             0
                                                                   0
                                                                                   0
                                                                                             1




                                                           0
                                                                 0
                                                                               1
                                                                                           1

 1      1 1 1 0 1 0 0 1         4




                                                         0
                                                               0
                                                                             1
                                                                                         1



 2      0 1 0 1 0 0 0 0         5          1 1 ... 1 3 4             .   .     4   .     5
                                           0 1 ... 0 6 5             .   .     5   .     2



                                                         Fitness elimination
                                                              technique
                                                                      n
                                                                 O( log n )
 cn                                        0 0 ... 1 3 4             .   .     4   .     5
        0 0 0 1 1 1 1 1         4
log n



                     [Anil/Wiegand 09], see also [D./Johannsen/Kötzing/Lehre/Wagner/W. 11]

                           B. Doerr/C. Winzen: Ranking-Based Black-Box Model           CSR, June 14, 2011
0
                                                                               1
                                                                                             1
                                                                                                       1
     Optimal Strategies (2/2)




                                                                     0
                                                                             0
                                                                                           1
                                                                                                     1




                                                                   0
                                                                         0
                                                                                        0
                                                                                                   1




                                                                 0
                                                                                       0
                                                                                                 1




                                                                         0
        1 1 0 1 0 0 1 1




                                                               0
                                                                     0
                                                                                   1
                                                                                               1




                                                             0
                                                                   0
                                                                                   0
                                                                                             1




                                                           0
                                                                 0
                                                                               1
                                                                                           1

 1      1 1 1 0 1 0 0 1         4




                                                         0
                                                               0
                                                                             1
                                                                                         1



 2      0 1 0 1 0 0 0 0         5          1 1 ... 1 3 4             .   .     4   .     5
                                           0 1 ... 0 6 5             .   .     5   .     2



                                                         Fitness elimination
                                                              technique
                                                                      n
                                                                 Θ( log n )
 cn                                        0 0 ... 1 3 4             .   .     4   .     5
        0 0 0 1 1 1 1 1         4
log n



                     [Anil/Wiegand 09], see also [D./Johannsen/Kötzing/Lehre/Wagner/W. 11]

                           B. Doerr/C. Winzen: Ranking-Based Black-Box Model           CSR, June 14, 2011
Intermediate Summary

 Want to understand tractability of a problem for general-
 purpose (randomized) search heuristics
 Query complexity as such is not a sufficient measure:

                     Mastermind problem
                     1 1 0 1 0 0 1 1



   Search Heuristics                                      Query Complexity
                                                                      n
       Θ(n log n)                                                Θ( log n )




                       B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Ranking-Based Black-Box Model

 Observation: many randomized search heuristics use fitness
 values only to compare




                    B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Ranking-Based Black-Box Model

 Observation: many randomized search heuristics use fitness
 values only to compare

            RLS              (1+1) EA                      ...




                    B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Ranking-Based Black-Box Model

 Observation: many randomized search heuristics use fitness
 values only to compare

            RLS              (1+1) EA                      ...




                    B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Ranking-Based Black-Box Model

Does not reveal absolute fitness values:




    Algorithm
                                                                             f
                                                                           Black-Box
                                                                           = “Oracle”




                       B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
The Ranking-Based Black-Box Model

Does not reveal absolute fitness values:




                                          x


    Algorithm
                                                                             f
                                                                           Black-Box
                                                                           = “Oracle”




                       B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
The Ranking-Based Black-Box Model

Does not reveal absolute fitness values:




                                          x


    Algorithm
                                                                             f
                         Rank 1    x
                         Rank 2    x                                      Black-Box
                         Rank 2    x                                      = “Oracle”
                         Rank 4    x



                       B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
The Ranking-Based Black-Box Model

Equivalent formulation: Let g : R → R be a strictly monotone function




                                                 x


     Algorithm                                                                    f
     g(f(x))=127   Rank 1
                                                                                      g
                                     g(f(x))
                                       fx
     g(f(x))=125   Rank 2                                                       Black-Box
     g(f(x))=125   Rank 2
     g(f(x))=27    Rank 4
                                                                                 = “Oracle”




                             B. Doerr/C. Winzen: Ranking-Based Black-Box Model     CSR, June 14, 2011
Intermediate Summary

 Want to understand tractability of a problem
 for general-purpose (randomized) search heuristics
 Query complexity as such is not a sufficient measure
 (Many) Randomized search heuristics do selection based on
 relative fitness values only, not on absolute values:
              Ranking-Based Black-Box Model



          es it     Mastermind problem
        Do
         help?      1 1 0 1 0 0 1 1




                    B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
n
The Ranking-Based BBC of Mastermind is Θ(n / log n)


                     Mastermind problem
                     1 1 0 1 0 0 1 1


                                                               Classical
                                                            Query Complexity
                                                                        n
                                                                   Θ( log n )
 Search Heuristics
   Θ(n log n)
                                                             Ranking-Based
                                                            Query Complexity
                                                                        n
                                                                   Θ( log n )


                     B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Example: BinaryValue                     //Weighted Mastermind

 Carole chooses a binary string of length n and a permutation σ
                1   1     0    1     0     0    1     1

                24 22 21 23 25 28 26 27                       σ=(4 2 1 3 5 8 6 7)

 Paul wants to find it. He may ask any string of length n:
                1   0     1    0     1     0    1     0

 Carole computes the weighted fitness value:
                1   0     1    0     1     0    1     0

 “Paul, your string has a score of 336 (=24+28+26)”



                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Query Complexity of BinaryValue is O(log n)

Paul can do a binary search (parallel for each i≤n):
                  1   1     0    1     0     0    1     1

                 24 22 21 23 25 28 26 27


                  1   1     1    1     1     1    1     1         24+22+23+26+27

                  1   1     1    1     0     0    0     0         24+22+23+25+28

                  1   1     0    0     1     1    0     0              24+22+21

                  1   0     1    0     1     0    1     0              24+28+26


                  1   1     0    1     0     0    1     1


                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Binary Search not Possible in Ranking-Based Model

Paul can do a binary search (parallel for each i≤n):
                  1   1     0    1     0     0    1     1

                 24 22 21 23 25 28 26 27


                  1   1     1    1     1     1    1     1                     28

                  1   1     1    1     0     0    0     0                 317

                  1   1     0    0     1     1    0     0                     -29

                  1   0     1    0     1     0    1     0                     29


                  ?   ?     ?    ?     ?     ?    ?     ?


                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model         CSR, June 14, 2011
Binary Search not Possible in Ranking-Based Model

Paul can do a binary search (parallel for each i≤n):
                  1   1     0    1     0     0    1     1

                 24 22 21 23 25 28 26 27


                  1   1     1    1     1     1    1     1                     28

                  1   1     1    1     0     0    0     0                 317
                                     In fact,
                  1   1                            -29
                            0 RBBBC(BinaryValue)=Θ(n)
                              0 1 1 0 0

                  1   0     1    0     1     0    1     0                     29


                  ?   ?     ?    ?     ?     ?    ?     ?


                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model        CSR, June 14, 2011
The Ranking-Based Black-Box Complexity of BinaryValue is Θ(n)
                                                           n


       Limited
                 If Algorithm queries two strings x and y,
      Learning
                 it can learn at most 1 bit of the target string z.
         t=2

           Example:
                                    g(BVz,σ (x)) > g(BVz,σ (y))
           x=100000                             ⇔
           y=000000                        z1 = x1 = 1




                          B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Ranking-Based Black-Box Complexity of BinaryValue is Θ(n)
                                                           n

      Limited
                     If Algorithm queries two strings x and y,
     Learning
                 it can learn at most 1 bit of the target string z.
        t=2

      Limited
                                                             x
                       If Algorithm queries t strings x1,...,xt,
     Learning
                 it can learn at most t-1 bit of the target string z.
     general t




                        B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Ranking-Based Black-Box Complexity of BinaryValue is Θ(n)
                                                           n

       Limited
                        If Algorithm queries two strings x and y,
      Learning
                    it can learn at most 1 bit of the target string z.
         t=2

       Limited
                                                                x
                          If Algorithm queries t strings x1,...,xt,
      Learning
                    it can learn at most t-1 bit of the target string z.
      general t



        Ω(n)
                      There is no deterministic algorithm which
    deterministic
                      optimizes BinaryValue in sublinear time.
    lower bound




                           B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
The Ranking-Based Black-Box Complexity of BinaryValue is Θ(n)
                                                           n

       Limited
                        If Algorithm queries two strings x and y,
      Learning
                    it can learn at most 1 bit of the target string z.
         t=2

       Limited
                                                                x
                          If Algorithm queries t strings x1,...,xt,
      Learning
                    it can learn at most t-1 bit of the target string z.
      general t



        Ω(n)
                      There is no deterministic algorithm which
    deterministic
                      optimizes BinaryValue in sublinear time.
    lower bound


        Ω(n)
                     Follows from deterministic lower bound and
     randomized
                               Yao’s minimax principle
    lower bound

                           B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Summary
 Want to understand tractability of different problems
 for (randomized) search heuristics
 Measure: number of function evaluations




                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Summary
 Want to understand tractability of different problems
 for (randomized) search heuristics
 Measure: number of function evaluations
 Our main interest are good lower bounds
 Classical query complexity: often too weak lower bounds




                     B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Summary
 Want to understand tractability of different problems
 for (randomized) search heuristics
 Measure: number of function evaluations
 Our main interest are good lower bounds
 Classical query complexity: often too weak lower bounds
 Ranking-Based Black-Box Model:
     query complexity model
     only relative, not absolute fitness values are given




                     B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Summary
      Want to understand tractability of different problems
      for (randomized) search heuristics
      Measure: number of function evaluations
      Our main interest are good lower bounds
      Classical query complexity: often too weak lower bounds
      Ranking-Based Black-Box Model:
          only relative, not absolute fitness values are given
                    BinaryValue problem
                    11010011
                                             Classical
                                          Query Complexity
                                             Θ(log n)
Search Heuristics
  Θ(n log n)
                                           Ranking-Based
                                          Query Complexity
                                             Θ(n)



                                           B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Summary
      Want to understand tractability of different problems
      for (randomized) search heuristics
      Measure: number of function evaluations
      Our main interest are good lower bounds
      Classical query complexity: often too weak lower bounds
      Ranking-Based Black-Box Model:
          only relative, not absolute fitness values are given
                    BinaryValue problem                                           Mastermind problem
                    11010011                                                      11010011
                                             Classical                                                     Classical
                                          Query Complexity                                              Query Complexity
                                                                                                                n
                                             Θ(log n)                                                      Θ( log n )
Search Heuristics                                             Search Heuristics
  Θ(n log n)                                                    Θ(n log n)
                                           Ranking-Based                                                 Ranking-Based
                                          Query Complexity                                              Query Complexity
                                                                                                                n
                                             Θ(n)                                                          Θ( log n )



                                           B. Doerr/C. Winzen: Ranking-Based Black-Box Model           CSR, June 14, 2011
Future Work

Plenty!




              B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Future Work

Plenty!
   Other black-box models:
      restricted memory models
      unbiased sampling strategies
      combinations thereof
      ...




                      B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Future Work

Plenty!
   Other black-box models:
       restricted memory models
       unbiased sampling strategies
       combinations thereof
       ...
   Combinatorial problems:
       MST, SSSP problems
       partition problem
       ...
   ...



                       B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011
Future Work

Plenty!
   Other black-box models:
       restricted memory models
       unbiased sampling strategies
                                                      Almost equivalent problem:
       combinations thereof                   n distinguishable balls of unknown weight
       ...
                                                       10
   Combinatorial problems:                            8 9
       MST, SSSP problems                            5 6 7
                                                    1 2 3 4
       partition problem
       ...                                         How often do you need to use the
                                                     balance to find a perfect partition
   ...                                                         of the balls?




                       B. Doerr/C. Winzen: Ranking-Based Black-Box Model   CSR, June 14, 2011

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Csr2011 june14 11_30_winzen

  • 1. Towards a Complexity Theory for Randomized Search Heuristics: The Ranking-Based Black-Box Model Benjamin Doerr / Carola Winzen CSR, June 14, 2011
  • 2. Our Motivation General-purpose (randomized) search heuristics are ...easy to implement, ...very flexible, ...need little a priori knowledge about problem at hand, ...can deal with many constraints and nonlinearities, B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 3. Our Motivation General-purpose (randomized) search heuristics are ...easy to implement, ...very flexible, ...need little a priori knowledge about problem at hand, ...can deal with many constraints and nonlinearities, and thus, frequently applied in practice. Some theoretical results exist. Typical result: runtime analysis for a particular algorithm on a particular problem. B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 4. Our Motivation General-purpose (randomized) search heuristics are ...easy to implement, ...very flexible, ...need little a priori knowledge about problem at hand, ...can deal with many constraints and nonlinearities, and thus, frequently applied in practice. Some theoretical results exist. Typical result: runtime analysis for Comparable to a particular algorithm the “early days” on a particular problem. of Computer Science B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 5. Our Motivation In classical theoretical computer science: first results: runtime analysis for a particular algorithm on a particular problem. B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 6. Our Motivation In classical theoretical computer science: first results: runtime analysis for a particular algorithm on a particular problem. general lower bounds (“tractability of a problem”) complexity theory B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 7. Our Motivation In classical theoretical computer science: first results: runtime analysis for a particular algorithm on a particular problem. general lower bounds (“tractability of a problem”) complexity theory How to create a complexity theory for randomized search heuristics? B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 8. Our Motivation In classical theoretical computer science: first results: runtime analysis for a particular algorithm on a particular problem. general lower bounds (“tractability of a problem”) complexity theory Our aim: to understand the tractability of a problem for general-purpose (randomized) search heuristics “Towards a Complexity Theory for Randomized Search Heuristics” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 9. A General View on Search Heuristics Search Heuristic f Black-Box = “Oracle” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 10. A General View on Search Heuristics x Search Heuristic f Black-Box = “Oracle” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 11. A General View on Search Heuristics x Search Heuristic f f(x) x Black-Box = “Oracle” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 12. A General View on Search Heuristics x Search Heuristic f f(x) x Black-Box = “Oracle” Typical cost measure: number of function evaluations until an optimal solution is queried for the first time B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 13. A General View on Search Heuristics Classical Query Complexity Model x Search Heuristic f f(x) x Black-Box = “Oracle” Typical cost measure: number of function evaluations until an optimal solution is queried for the first time B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 14. A Theory for (Randomized) Search Heuristics Part 1: Classical query complexity model Game theoretic view Example: Mastermind Part 2: Refinement: ranking-based query complexity “Towards a Complexity Theory for Randomized Search Heuristics: The Ranking-Based Black-Box Model” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 15. Example: A Mastermind Problem Carole (=oracle) chooses a binary string of length n: 1 1 0 1 0 0 1 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 16. Example: A Mastermind Problem Carole (=oracle) chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul (=algo.) tries to find it. He may ask any string of length n: B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 17. Example: A Mastermind Problem Carole (=oracle) chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul (=algo.) tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 18. Example: A Mastermind Problem Carole (=oracle) chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul (=algo.) tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 Carole computes in how many positions the strings coincide: B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 19. Example: A Mastermind Problem Carole (=oracle) chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul (=algo.) tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 Carole computes in how many positions the strings coincide: 1 0 1 0 1 0 1 0 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 20. Example: A Mastermind Problem Carole (=oracle) chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul (=algo.) tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 Carole computes in how many positions the strings coincide: 1 0 1 0 1 0 1 0 “Paul, our strings coincide in 3 bits” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 21. Example: A Mastermind Problem Carole (=oracle) chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul (=algo.) tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 Carole computes in how many positions the strings coincide: 1 0 1 0 1 0 1 0 We say that the “Paul, our strings coincide in 3 bits” “fitness” of Paul’s string is 3 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 22. Example: A Mastermind Problem Carole chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 3 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 23. Example: A Mastermind Problem Carole chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 3 1 0 1 1 0 1 0 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 24. Example: A Mastermind Problem Carole chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 3 1 0 1 1 0 1 0 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 25. Example: A Mastermind Problem Carole chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 3 1 0 1 1 0 1 0 1 4 ... B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 26. Example: A Mastermind Problem Carole chooses a binary string of length n: 1 1 0 1 0 0 1 1 Paul tries to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 3 1 0 1 1 0 1 0 1 4 ... How many queries does Paul need, on average, until he has identified Carole’s string? B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 27. Reminder Our aim: To understand tractability of a problem for general-purpose (randomized) search heuristics Measure: number of function evaluations until an optimal solution is queried for the first time Our main interest: good lower bounds B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 28. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 29. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 30. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 31. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 Then flip exactly one bit (chosen u.a.r.): 1 1 1 0 1 0 1 0 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 32. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 Then flip exactly one bit (chosen u.a.r.): 1 1 1 0 1 0 1 0 4 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 33. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 Then flip exactly one bit (chosen u.a.r.): 1 1 1 0 1 0 1 0 4 And it continues with the better of the two: 1 1 1 0 1 1 1 0 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 34. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 Then flip exactly one bit (chosen u.a.r.): 1 1 1 0 1 0 1 0 4 Random Local Search algorithm: Θ(n log n) Coupon Collector [Folklore] B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 35. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 36. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 Flip each bit with probability 1/n: B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 37. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 Flip each bit with probability 1/n: 0 0 1 0 1 1 1 0 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 38. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 Flip each bit with probability 1/n: 0 0 1 0 1 1 1 0 1 And it continues with the better of the two B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 39. The Master Mind Problem: What Search Heuristics Do Paul tries to find Carole’s binary string of length n: 1 1 0 1 0 0 1 1 First query is arbitrary: 1 0 1 0 1 0 1 0 3 Flip each bit with probability 1/n: 0 0 1 0 1 1 1 0 1 (1+1) Evolutionary Algorithm: [Mühlenbein Θ(n log n)[Droste/Jansen/Wegener 92] 02] B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 40. The Master Mind Problem: Optimal Strategies (1/2) Paul tries to find Carole’s binary string of length n: 1 0 0 1 0 0 1 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 41. The Master Mind Problem: Optimal Strategies (1/2) Paul tries to find Carole’s binary string of length n: 1 0 0 1 0 0 1 1 He can go through the string bit by bit: 0 0 0 0 0 0 0 0 4 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 42. The Master Mind Problem: Optimal Strategies (1/2) Paul tries to find Carole’s binary string of length n: 1 0 0 1 0 0 1 1 He can go through the string bit by bit: 0 0 0 0 0 0 0 0 4 1 0 0 0 0 0 0 0 5 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 43. The Master Mind Problem: Optimal Strategies (1/2) Paul tries to find Carole’s binary string of length n: 1 0 0 1 0 0 1 1 He can go through the string bit by bit: 0 0 0 0 0 0 0 0 4 1 0 0 0 0 0 0 0 5 1 1 0 0 0 0 0 0 4 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 44. The Master Mind Problem: Optimal Strategies (1/2) Paul tries to find Carole’s binary string of length n: 1 0 0 1 0 0 1 1 He can go through the string bit by bit: 0 0 0 0 0 0 0 0 4 1 0 0 0 0 0 0 0 5 1 1 0 0 0 0 0 0 4 ... 1 0 0 1 0 0 1 1 8 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 45. The Master Mind Problem: Optimal Strategies (1/2) Paul tries to find Carole’s binary string of length n: 1 0 0 1 0 0 1 1 He can go through the string bit by bit: 0 0 0 0 0 0 0 0 4 1 0 0 0 0 0 0 0 5 1 1 0 0 0 0 0 0 4 O(n) ... 1 0 0 1 0 0 1 1 8 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 46. The Master Mind Problem: Optimal Strategies (1/2) Paul tries to find Carole’s binary string of length n: 1 0 0 1 0 0 1 1 He can go through the string bit by bit: 0 0 0 0 0 0 0 0 4 1 0 0 0 0 0 0 0 5 1 1 0 0 0 0 0 0 4 O(n) ... Can we do 1 0 0 1 0 0 1 1 even8 better? B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 47. The Master Mind Problem: Optimal Strategies (2/2) 1 1 0 1 0 0 1 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 48. The Master Mind Problem: Optimal Strategies (2/2) 1 1 0 1 0 0 1 1 1 1 1 1 0 1 0 0 1 4 2 0 1 0 1 0 0 0 0 5 cn 0 0 0 1 1 1 1 1 4 log n B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 49. 0 1 1 1 Optimal Strategies (2/2) 0 0 1 1 0 0 0 1 0 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 0 1 0 0 1 1 1 1 1 1 0 1 0 0 1 4 0 0 1 1 2 0 1 0 1 0 0 0 0 5 1 1 ... 1 3 4 . . 4 . 5 0 1 ... 0 6 5 . . 5 . 2 cn 0 0 ... 1 3 4 . . 4 . 5 0 0 0 1 1 1 1 1 4 log n B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 50. 0 1 1 1 Optimal Strategies (2/2) 0 0 1 1 0 0 0 1 0 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 0 1 0 0 1 1 1 1 1 1 0 1 0 0 1 4 0 0 1 1 2 0 1 0 1 0 0 0 0 5 1 1 ... 1 3 4 . . 4 . 5 0 1 ... 0 6 5 . . 5 . 2 cn 0 0 ... 1 3 4 . . 4 . 5 0 0 0 1 1 1 1 1 4 log n B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 51. 0 1 1 1 Optimal Strategies (2/2) 0 0 1 1 0 0 0 1 0 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 0 1 0 0 1 1 1 1 1 1 0 1 0 0 1 4 0 0 1 1 2 0 1 0 1 0 0 0 0 5 1 1 ... 1 3 4 . . 4 . 5 0 1 ... 0 6 5 . . 5 . 2 cn 0 0 ... 1 3 4 . . 4 . 5 0 0 0 1 1 1 1 1 4 log n B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 52. 0 1 1 1 Optimal Strategies (2/2) 0 0 1 1 0 0 0 1 0 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 0 1 0 0 1 1 1 1 1 1 0 1 0 0 1 4 0 0 1 1 2 0 1 0 1 0 0 0 0 5 1 1 ... 1 3 4 . . 4 . 5 0 1 ... 0 6 5 . . 5 . 2 cn 0 0 ... 1 3 4 . . 4 . 5 0 0 0 1 1 1 1 1 4 log n B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 53. 0 1 1 1 Optimal Strategies (2/2) 0 0 1 1 0 0 0 1 0 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 0 1 0 0 1 1 1 1 1 1 0 1 0 0 1 4 0 0 1 1 2 0 1 0 1 0 0 0 0 5 1 1 ... 1 3 4 . . 4 . 5 0 1 ... 0 6 5 . . 5 . 2 Fitness elimination technique n O( log n ) cn 0 0 ... 1 3 4 . . 4 . 5 0 0 0 1 1 1 1 1 4 log n [Anil/Wiegand 09], see also [D./Johannsen/Kötzing/Lehre/Wagner/W. 11] B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 54. 0 1 1 1 Optimal Strategies (2/2) 0 0 1 1 0 0 0 1 0 0 1 0 1 1 0 1 0 0 1 1 0 0 1 1 0 0 0 1 0 0 1 1 1 1 1 1 0 1 0 0 1 4 0 0 1 1 2 0 1 0 1 0 0 0 0 5 1 1 ... 1 3 4 . . 4 . 5 0 1 ... 0 6 5 . . 5 . 2 Fitness elimination technique n Θ( log n ) cn 0 0 ... 1 3 4 . . 4 . 5 0 0 0 1 1 1 1 1 4 log n [Anil/Wiegand 09], see also [D./Johannsen/Kötzing/Lehre/Wagner/W. 11] B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 55. Intermediate Summary Want to understand tractability of a problem for general- purpose (randomized) search heuristics Query complexity as such is not a sufficient measure: Mastermind problem 1 1 0 1 0 0 1 1 Search Heuristics Query Complexity n Θ(n log n) Θ( log n ) B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 56. The Ranking-Based Black-Box Model Observation: many randomized search heuristics use fitness values only to compare B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 57. The Ranking-Based Black-Box Model Observation: many randomized search heuristics use fitness values only to compare RLS (1+1) EA ... B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 58. The Ranking-Based Black-Box Model Observation: many randomized search heuristics use fitness values only to compare RLS (1+1) EA ... B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 59. The Ranking-Based Black-Box Model Does not reveal absolute fitness values: Algorithm f Black-Box = “Oracle” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 60. The Ranking-Based Black-Box Model Does not reveal absolute fitness values: x Algorithm f Black-Box = “Oracle” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 61. The Ranking-Based Black-Box Model Does not reveal absolute fitness values: x Algorithm f Rank 1 x Rank 2 x Black-Box Rank 2 x = “Oracle” Rank 4 x B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 62. The Ranking-Based Black-Box Model Equivalent formulation: Let g : R → R be a strictly monotone function x Algorithm f g(f(x))=127 Rank 1 g g(f(x)) fx g(f(x))=125 Rank 2 Black-Box g(f(x))=125 Rank 2 g(f(x))=27 Rank 4 = “Oracle” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 63. Intermediate Summary Want to understand tractability of a problem for general-purpose (randomized) search heuristics Query complexity as such is not a sufficient measure (Many) Randomized search heuristics do selection based on relative fitness values only, not on absolute values: Ranking-Based Black-Box Model es it Mastermind problem Do help? 1 1 0 1 0 0 1 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 64. n The Ranking-Based BBC of Mastermind is Θ(n / log n) Mastermind problem 1 1 0 1 0 0 1 1 Classical Query Complexity n Θ( log n ) Search Heuristics Θ(n log n) Ranking-Based Query Complexity n Θ( log n ) B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 65. Example: BinaryValue //Weighted Mastermind Carole chooses a binary string of length n and a permutation σ 1 1 0 1 0 0 1 1 24 22 21 23 25 28 26 27 σ=(4 2 1 3 5 8 6 7) Paul wants to find it. He may ask any string of length n: 1 0 1 0 1 0 1 0 Carole computes the weighted fitness value: 1 0 1 0 1 0 1 0 “Paul, your string has a score of 336 (=24+28+26)” B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 66. The Query Complexity of BinaryValue is O(log n) Paul can do a binary search (parallel for each i≤n): 1 1 0 1 0 0 1 1 24 22 21 23 25 28 26 27 1 1 1 1 1 1 1 1 24+22+23+26+27 1 1 1 1 0 0 0 0 24+22+23+25+28 1 1 0 0 1 1 0 0 24+22+21 1 0 1 0 1 0 1 0 24+28+26 1 1 0 1 0 0 1 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 67. Binary Search not Possible in Ranking-Based Model Paul can do a binary search (parallel for each i≤n): 1 1 0 1 0 0 1 1 24 22 21 23 25 28 26 27 1 1 1 1 1 1 1 1 28 1 1 1 1 0 0 0 0 317 1 1 0 0 1 1 0 0 -29 1 0 1 0 1 0 1 0 29 ? ? ? ? ? ? ? ? B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 68. Binary Search not Possible in Ranking-Based Model Paul can do a binary search (parallel for each i≤n): 1 1 0 1 0 0 1 1 24 22 21 23 25 28 26 27 1 1 1 1 1 1 1 1 28 1 1 1 1 0 0 0 0 317 In fact, 1 1 -29 0 RBBBC(BinaryValue)=Θ(n) 0 1 1 0 0 1 0 1 0 1 0 1 0 29 ? ? ? ? ? ? ? ? B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 69. The Ranking-Based Black-Box Complexity of BinaryValue is Θ(n) n Limited If Algorithm queries two strings x and y, Learning it can learn at most 1 bit of the target string z. t=2 Example: g(BVz,σ (x)) > g(BVz,σ (y)) x=100000 ⇔ y=000000 z1 = x1 = 1 B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 70. The Ranking-Based Black-Box Complexity of BinaryValue is Θ(n) n Limited If Algorithm queries two strings x and y, Learning it can learn at most 1 bit of the target string z. t=2 Limited x If Algorithm queries t strings x1,...,xt, Learning it can learn at most t-1 bit of the target string z. general t B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 71. The Ranking-Based Black-Box Complexity of BinaryValue is Θ(n) n Limited If Algorithm queries two strings x and y, Learning it can learn at most 1 bit of the target string z. t=2 Limited x If Algorithm queries t strings x1,...,xt, Learning it can learn at most t-1 bit of the target string z. general t Ω(n) There is no deterministic algorithm which deterministic optimizes BinaryValue in sublinear time. lower bound B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 72. The Ranking-Based Black-Box Complexity of BinaryValue is Θ(n) n Limited If Algorithm queries two strings x and y, Learning it can learn at most 1 bit of the target string z. t=2 Limited x If Algorithm queries t strings x1,...,xt, Learning it can learn at most t-1 bit of the target string z. general t Ω(n) There is no deterministic algorithm which deterministic optimizes BinaryValue in sublinear time. lower bound Ω(n) Follows from deterministic lower bound and randomized Yao’s minimax principle lower bound B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 73. Summary Want to understand tractability of different problems for (randomized) search heuristics Measure: number of function evaluations B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 74. Summary Want to understand tractability of different problems for (randomized) search heuristics Measure: number of function evaluations Our main interest are good lower bounds Classical query complexity: often too weak lower bounds B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 75. Summary Want to understand tractability of different problems for (randomized) search heuristics Measure: number of function evaluations Our main interest are good lower bounds Classical query complexity: often too weak lower bounds Ranking-Based Black-Box Model: query complexity model only relative, not absolute fitness values are given B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 76. Summary Want to understand tractability of different problems for (randomized) search heuristics Measure: number of function evaluations Our main interest are good lower bounds Classical query complexity: often too weak lower bounds Ranking-Based Black-Box Model: only relative, not absolute fitness values are given BinaryValue problem 11010011 Classical Query Complexity Θ(log n) Search Heuristics Θ(n log n) Ranking-Based Query Complexity Θ(n) B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 77. Summary Want to understand tractability of different problems for (randomized) search heuristics Measure: number of function evaluations Our main interest are good lower bounds Classical query complexity: often too weak lower bounds Ranking-Based Black-Box Model: only relative, not absolute fitness values are given BinaryValue problem Mastermind problem 11010011 11010011 Classical Classical Query Complexity Query Complexity n Θ(log n) Θ( log n ) Search Heuristics Search Heuristics Θ(n log n) Θ(n log n) Ranking-Based Ranking-Based Query Complexity Query Complexity n Θ(n) Θ( log n ) B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 78. Future Work Plenty! B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 79. Future Work Plenty! Other black-box models: restricted memory models unbiased sampling strategies combinations thereof ... B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 80. Future Work Plenty! Other black-box models: restricted memory models unbiased sampling strategies combinations thereof ... Combinatorial problems: MST, SSSP problems partition problem ... ... B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011
  • 81. Future Work Plenty! Other black-box models: restricted memory models unbiased sampling strategies Almost equivalent problem: combinations thereof n distinguishable balls of unknown weight ... 10 Combinatorial problems: 8 9 MST, SSSP problems 5 6 7 1 2 3 4 partition problem ... How often do you need to use the balance to find a perfect partition ... of the balls? B. Doerr/C. Winzen: Ranking-Based Black-Box Model CSR, June 14, 2011