Learning to Search Promising Regions by a Monte-Carlo Tree Model

In complex optimization problems, learning where to search is a difficult but critical decision for all search algorithms. Evolutionary computation methods also encounter a dilemma about where to explore or exploit. In this paper, a Monte-Carlo tree is constructed to guide evolutionary algorithms to search multiple promising regions simultaneously. In the Monte-Carlo tree model, a root node that contains all historical solutions represents the whole solution space. In each node of the tree, with k-means clustering method to partition solutions into different groups, group labels of the solutions are used to train support vector regression, which can learn a boundary to partition a region into different sub-regions. According to state values of nodes, reproduction operators of evolutionary algorithms are strengthened by selecting solutions in the most promising regions. From experimental results on multimodal problems, the proposed algorithm shows a competitive performance, which also indicates a great potential for applications to other kinds of optimization problems.