Using Smart Sampling to Discover Promising Regions and Increase the Efficiency of Differential Evolution

This paper presents a novel method to discover promising regions in a continuous search space. Using machine learning techniques, the algorithm named smart sampling was tested in hard known benchmark functions, and was able to find promising regions with solutions very close to the global optimum, significantly decreasing the number of evaluations needed by a metaheuristic to finally find this global optimum, when heuristically started inside a promising region. Results show favorable agreement with theories which state the importance of an adequate starting population. The results also present significant improvement in the efficiency of the tested metaheuristic, without adding any parameter, operator or strategy. Being a technique which can be used by any populational metaheuristic, the work presented here has profound implications for future studies of global optimization and may help solve considerably difficult optimization problems.