Learning to Transfer for Evolutionary Multitasking

Evolutionary multitasking (EMT) is an emerging approach for solving multitask optimization problems (MTOPs) and has garnered considerable research interest. The implicit EMT is a significant research branch that utilizes evolution operators to enable knowledge transfer (KT) between tasks. However, current approaches in implicit EMT face challenges in adaptability, due to the use of a limited number of evolution operators and insufficient utilization of evolutionary states for performing KT. This results in suboptimal exploitation of implicit KT's potential to tackle a variety of MTOPs. To overcome these limitations, we propose a novel Learning to Transfer (L2T) framework to automatically discover efficient KT policies for the MTOPs at hand. Our framework conceptualizes the KT process as a learning agent's sequence of strategic decisions within the EMT process. We propose an action formulation for deciding when and how to transfer, a state representation with informative features of evolution states, a reward formulation concerning convergence and transfer efficiency gain, and the environment for the agent to interact with MTOPs. We employ an actor-critic network structure for the agent and learn it via proximal policy optimization. This learned agent can be integrated with various evolutionary algorithms, enhancing their ability to address a range of new MTOPs. Comprehensive empirical studies on both synthetic and real-world MTOPs, encompassing diverse inter-task relationships, function classes, and task distributions are conducted to validate the proposed L2T framework. The results show a marked improvement in the adaptability and performance of implicit EMT when solving a wide spectrum of unseen MTOPs.