AutoMH: Automatically Create Evolutionary Metaheuristic Algorithms Using Reinforcement Learning.

Machine learning research has been able to solve problems in multiple domains. Machine learning represents an open area of research for solving optimisation problems. The optimisation problems can be solved using a metaheuristic algorithm, which can find a solution in a reasonable amount of time. However, the time required to find an appropriate metaheuristic algorithm, that would have the convenient configurations to solve a set of optimisation problems properly presents a problem. The proposal described in this article contemplates an approach that automatically creates metaheuristic algorithms given a set of optimisation problems. These metaheuristic algorithms are created by modifying their logical structure via the execution of an evolutionary process. This process employs an extension of the reinforcement learning approach that considers multi-agents in their environment, and a learning agent composed of an analysis process and a process of modification of the algorithms. The approach succeeded in creating a metaheuristic algorithm that managed to solve different continuous domain optimisation problems from the experiments performed. The implications of this work are immediate because they describe a basis for the generation of metaheuristic algorithms in an online-evolution.