Coevolutionary Free Lunches

Recent work on the foundations of optimization has begun to uncover its underlying rich structure. In particular, the "No Free Lunch" (NFL) theorems [WM97] state that any two algorithms are equivalent when their performance is averaged across all possible problems. This highlights the need for exploiting problem-specific knowledge to achieve better than random performance. In this paper we present a general framework covering most search scenarios. In addition to the optimization scenarios addressed in the NFL results, this framework covers multi-armed bandit problems and evolution of multiple co-evolving agents. As a particular instance of the latter, it covers "self-play" problems. In these problems the agents work together to produce a champion, who then engages one or more antagonists in a subsequent multi-player game In contrast to the traditional optimization case where the NFL results hold, we show that in self-play there are free lunches: in coevolution some algorithms have better performance than other algorithms, averaged across all possible problems. However in the typical coevolutionary scenarios encountered in biology, where there is no champion, NFL still holds.