Crossover and the different faces of differential evolution searches

Common explanations of DE´s search behaviour as its crossover rate Cr is varied focus on the directionality of the search, as low values make moves aligned with a small number of axes while high values search at angles to the axes. While the direction of search is important, an analysis of moves generated by mutating differing numbers of dimensions suggests that the probability of making a successful move is more strongly related to the move´s magnitude than to the number of dimensions in which it occurs. Low Cr moves are generally much smaller than those generated with high values, and more likely to succeed, but moves in many dimensions can produce greater improvements in solution quality. Although DE behaves differently at low and high Cr, both extremes can produce effective searches. Results suggest this is because low Cr searches make frequent, small improvements to all population members while high Cr searches produce less frequent, large improvements, followed by contraction of the population and a resultant reduction in move size. The interaction of F and population size with these different modes of search is investigated and recommendations made to achieve good results with both.