Comparing various regression methods on ensemble strategies in differential evolution

differential evolution Iztok Fister Jr.,∗ Iztok Fister,† and Janez Brest‡ Abstract Differential evolution possesses a multitude of various strategies for generating new trial solutions. Unfortunately, the best strategy is not known in advance. Moreover, this strategy usually depends on the problem to be solved. This paper suggests using various regression methods (like random forest, extremely randomized trees, gradient boosting, decision trees, and a generalized linear model) on ensemble strategies in differential evolution algorithm by predicting the best differential evolution strategy during the run. Comparing the preliminary results of this algorithm by optimizing a suite of five well-known functions from literature, it was shown that using the random forest regression method substantially outperformed the results of the other regression methods. Citation details: Fister, I. Jr., Fister, I., Brest, J. Comparing various regression methods on ensemble strategies in differential evolution, In Proceedings of 19th International Conference on Soft Computing MENDEL 2013, Brno, 2013, pp. 87-92.