Offline Learning for Selection Hyper-heuristics with Elman Networks

Offline selection hyper-heuristics are machine learning methods that are trained on heuristic selections to create an algorithm that is tuned for a particular problem domain. In this work, a simple selection hyper-heuristic is executed on a number of computationally hard benchmark optimisation problems, and the resulting sequences of low level heuristic selections and objective function values are used to construct an offline learning database. An Elman network is trained on sequences of heuristic selections chosen from the offline database and the network’s ability to learn and generalise from these sequences is evaluated. The networks are trained using a leave-one-out cross validation methodology and the sequences of heuristic selections they produce are tested on benchmark problems drawn from the HyFlex set. The results demonstrate that the Elman network is capable of intra-domain learning and generalisation with 99% confidence and produces better results than the training sequences in many cases. When the network was trained using an interdomain training set, the Elman network did not exhibit generalisation indicating that inter-domain generalisation is a harder problem and that strategies learned on one domain cannot necessarily be transferred to another.