Analysis of structural bias in Differential Evolution configurations

Differential Evolution is a popular optimisation method with a small number of parameters. However, different hyper-parameters and Differential Evolution variants such as different mutation operators and the F and Cr parameter may introduce structural bias. Structural bias is a form of bias where artefacts in the algorithm lead to a preference to particular regions in the search space regardless of the objective function. Many algorithm configurations suffer from structural bias but it is very hard to automatically detect it and even harder to detect what kind of structural bias is involved and what component might be the cause of it. A comprehensive study of the occurrence and type of structural bias in Differential Evolution configurations has not yet been carried out till now. In this chapter we systematically evaluate 10980 Differential Evolution configurations on structural bias with the open source BIAS toolbox. Using this toolbox we identify which configurations cause bias and what type of bias it is. In addition, we analyse the results to make clear recommendations on which components and parameters can be used in Differential Evolution to ensure unbiased behaviour within reasonable computational budget.