Multimodal estimation of distribution algorithms

Taking the advantage of estimation of distribution algorithms (EDAs) in preserving high diversity, this paper proposes a multimodal EDA. Integrated with clustering strategies for crowding and speciation, two versions of this algorithm are developed, which operate at the niche level. Then these two algorithms are equipped with three distinctive techniques: 1) a dynamic cluster sizing strategy; 2) an alternative utilization of Gaussian and Cauchy distributions to generate offspring; and 3) an adaptive local search. The dynamic cluster sizing affords a potential balance between exploration and exploitation and reduces the sensitivity to the cluster size in the niching methods. Taking advantages of Gaussian and Cauchy distributions, we generate the offspring at the niche level through alternatively using these two distributions. Such utilization can also potentially offer a balance between exploration and exploitation. Further, solution accuracy is enhanced through a new local search scheme probabilistically conducted around seeds of niches with probabilities determined self-adaptively according to fitness values of these seeds. Extensive experiments conducted on 20 benchmark multimodal problems confirm that both algorithms can achieve competitive performance compared with several state-of-the-art multimodal algorithms, which is supported by nonparametric tests. Especially, the proposed algorithms are very promising for complex problems with many local optima

Region-based memetic algorithm with archive for multimodal optimisation.

In this paper we propose a specially designed memetic algorithm for multimodal optimisation problems. The proposal uses a niching strategy, called region-based niching strategy, that divides the search space in predefined and indexable hypercubes with decreasing size, called regions. This niching technique allows our proposal to keep high diversity in the population, and to keep the most promising regions in an external archive. The most promising solutions are improved with a local search method and also stored in the archive. The archive is used as an index to effiently prevent further exploration of these areas with the evolutionary algorithm. The resulting algorithm, called Region-based Memetic Algorithm with Archive, is tested on the benchmark proposed in the special session and competition on niching methods for multimodal function optimisation of the Congress on Evolutionary Computation in 2013. The results obtained show that the region-based niching strategy is more efficient than the classical niching strategy called clearing and that the use of the archive as restrictive index significantly improves the exploration efficiency of the algorithm. The proposal achieves better exploration and accuracy than other existing techniques

An exploration of evolutionary computation applied to frequency modulation audio synthesis parameter optimisation

With the ever-increasing complexity of sound synthesisers, there is a growing demand for automated parameter estimation and sound space navigation techniques. This thesis explores the potential for evolutionary computation to automatically map known sound qualities onto the parameters of frequency modulation synthesis. Within this exploration are original contributions in the domain of synthesis parameter estimation and, within the developed system, evolutionary computation, in the form of the evolutionary algorithms that drive the underlying optimisation process. Based upon the requirement for the parameter estimation system to deliver multiple search space solutions, existing evolutionary algorithmic architectures are augmented to enable niching, while maintaining the strengths of the original algorithms. Two novel evolutionary algorithms are proposed in which cluster analysis is used to identify and maintain species within the evolving populations. A conventional evolution strategy and cooperative coevolution strategy are defined, with cluster-orientated operators that enable the simultaneous optimisation of multiple search space solutions at distinct optima. A test methodology is developed that enables components of the synthesis matching problem to be identified and isolated, enabling the performance of different optimisation techniques to be compared quantitatively. A system is consequently developed that evolves sound matches using conventional frequency modulation synthesis models, and the effectiveness of different evolutionary algorithms is assessed and compared in application to both static and timevarying sound matching problems. Performance of the system is then evaluated by interview with expert listeners. The thesis is closed with a reflection on the algorithms and systems which have been developed, discussing possibilities for the future of automated synthesis parameter estimation techniques, and how they might be employed

Adaptive multimodal continuous ant colony optimization

Seeking multiple optima simultaneously, which multimodal optimization aims at, has attracted increasing attention but remains challenging. Taking advantage of ant colony optimization algorithms in preserving high diversity, this paper intends to extend ant colony optimization algorithms to deal with multimodal optimization. First, combined with current niching methods, an adaptive multimodal continuous ant colony optimization algorithm is introduced. In this algorithm, an adaptive parameter adjustment is developed, which takes the difference among niches into consideration. Second, to accelerate convergence, a differential evolution mutation operator is alternatively utilized to build base vectors for ants to construct new solutions. Then, to enhance the exploitation, a local search scheme based on Gaussian distribution is self-adaptively performed around the seeds of niches. Together, the proposed algorithm affords a good balance between exploration and exploitation. Extensive experiments on 20 widely used benchmark multimodal functions are conducted to investigate the influence of each algorithmic component and results are compared with several state-of-the-art multimodal algorithms and winners of competitions on multimodal optimization. These comparisons demonstrate the competitive efficiency and effectiveness of the proposed algorithm, especially in dealing with complex problems with high numbers of local optima

Seeking multiple solutions:an updated survey on niching methods and their applications

Multi-Modal Optimization (MMO) aiming to locate multiple optimal (or near-optimal) solutions in a single simulation run has practical relevance to problem solving across many fields. Population-based meta-heuristics have been shown particularly effective in solving MMO problems, if equipped with specificallydesigned diversity-preserving mechanisms, commonly known as niching methods. This paper provides an updated survey on niching methods. The paper first revisits the fundamental concepts about niching and its most representative schemes, then reviews the most recent development of niching methods, including novel and hybrid methods, performance measures, and benchmarks for their assessment. Furthermore, the paper surveys previous attempts at leveraging the capabilities of niching to facilitate various optimization tasks (e.g., multi-objective and dynamic optimization) and machine learning tasks (e.g., clustering, feature selection, and learning ensembles). A list of successful applications of niching methods to real-world problems is presented to demonstrate the capabilities of niching methods in providing solutions that are difficult for other optimization methods to offer. The significant practical value of niching methods is clearly exemplified through these applications. Finally, the paper poses challenges and research questions on niching that are yet to be appropriately addressed. Providing answers to these questions is crucial before we can bring more fruitful benefits of niching to real-world problem solving

Using an adaptive collection of local evolutionary algorithms for multi-modal problems

The codebase for this paper, containing LSEA_EA algorithm, is available at https://github.com/fieldsend/soft_computing_2014_lsea_eaMulti-modality can cause serious problems for many optimisers, often resulting convergence to sub-optimal modes. Even when this is not the case, it is often useful to locate and memorise a range of modes in the design space. This is because “optimal" decision parameter combinations may not actually be feasible when moving from a mathematical model emulating the real problem, to engineering an actual solution, making a range of disparate modal solutions of practical use. This paper builds upon our work on the use of a collection of localised search algorithms for niche/mode discovery which we presented at UKCI 2013 when using a collection of surrogate models to guide mode search. Here we present the results of using a collection of exploitative local evolutionary algorithms (EAs) within the same general framework. The algorithm dynamically adjusts its population size according to the number of regions it encounters that it believes contain a mode, and uses localised EAs to guide the mode exploitation. We find that using a collection of localised EAs, which have limited communication with each other, produces competitive results with the current state-of-the-art multimodal optimisation approaches on the CEC 2013 benchmark functions

Uncertainty evaluation of reservoir simulation models using particle swarms and hierarchical clustering

History matching production data in finite difference reservoir simulation models has been and always will be a challenge for the industry. The principal hurdles that need to be overcome are finding a match in the first place and more importantly a set of matches that can capture the uncertainty range of the simulation model and to do this in as short a time as possible since the bottleneck in this process is the length of time taken to run the model. This study looks at the implementation of Particle Swarm Optimisation (PSO) in history matching finite difference simulation models. Particle Swarms are a class of evolutionary algorithms that have shown much promise over the last decade. This method draws parallels from the social interaction of swarms of bees, flocks of birds and shoals of fish. Essentially a swarm of agents are allowed to search the solution hyperspace keeping in memory each individual’s historical best position and iteratively improving the optimisation by the emergent interaction of the swarm. An intrinsic feature of PSO is its local search capability. A sequential niching variation of the PSO has been developed viz. Flexi-PSO that enhances the exploration and exploitation of the hyperspace and is capable of finding multiple minima. This new variation has been applied to history matching synthetic reservoir simulation models to find multiple distinct history 3 matches to try to capture the uncertainty range. Hierarchical clustering is then used to post-process the history match runs to reduce the size of the ensemble carried forward for prediction. The success of the uncertainty modelling exercise is then assessed by checking whether the production profile forecasts generated by the ensemble covers the truth case

ADAPTIVE SEARCH AND THE PRELIMINARY DESIGN OF GAS TURBINE BLADE COOLING SYSTEMS

This research concerns the integration of Adaptive Search (AS) technique such as the Genetic Algorithms (GA) with knowledge based software to develop a research prototype of an Adaptive Search Manager (ASM). The developed approach allows to utilise both quantitative and qualitative information in engineering design decision making. A Fuzzy Expert System manipulates AS software within the design environment concerning the preliminary design of gas turbine blade cooling systems. Steady state cooling hole geometry models have been developed for the project in collaboration with Rolls Royce plc. The research prototype of ASM uses a hybrid of Adaptive Restricted Tournament Selection (ARTS) and Knowledge Based Hill Climbing (KBHC) to identify multiple "good" design solutions as potential design options. ARTS is a GA technique that is particularly suitable for real world problems having multiple sub-optima. KBHC uses information gathered during the ARTS search as well as information from the designer to perform a deterministic hill climbing. Finally, a local stochastic hill climbing fine tunes the "good" designs. Design solution sensitivity, design variable sensitivities and constraint sensitivities are calculated following Taguchi's methodology, which extracts sensitivity information with a very small number of model evaluations. Each potential design option is then qualitatively evaluated separately for manufacturability, choice of materials and some designer's special preferences using the knowledge of domain experts. In order to guarantee that the qualitative evaluation module can evaluate any design solution from the entire design space with a reasonably small number of rules, a novel knowledge representation technique is developed. The knowledge is first separated in three categories: inter-variable knowledge, intra-variable knowledge and heuristics. Inter-variable knowledge and intra-variable knowledge are then integrated using a concept of compromise. Information about the "good" design solutions is presented to the designer through a designer's interface for decision support.Rolls Royce plc., Bristol (UK

Running Up Those Hills: Multi-Modal Search with the Niching Migratory Multi-Swarm Optimiser

Copyright © 2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.2014 IEEE Congress on Evolutionary Computation, Beijing, China, 6 - 11 July 2014The codebase for this paper, containing the NMMSO algorithm, is at https://github.com/fieldsend/ieee_cec_2014_nmmsoWe present a new multi-modal evolutionary optimiser, the niching migratory multi-swarm optimiser (NMMSO), which dynamically manages many particle swarms. These sub-swarms are concerned with optimising separate local modes, and employ measures to allow swarm elements to migrate away from their parent swarm if they are identified as being in the vicinity of a separate peak, and to merge swarms together if they are identified as being concerned with the same peak. We employ coarse peak identification to facilitate the mode identification required. Swarm members are not constrained to particular sub- regions of the parameter space, however members are initialised in the vicinity of a swarm’s local mode estimate. NMMSO is shown to cope with a range of problem types, and to produce results competitive with the state-of-the-art on the CEC 2013 multi-modal optimisation competition test problems, providing new benchmark results in the field