A general framework of multi-population methods with clustering in undetectable dynamic environments

Copyright @ 2011 IEEETo solve dynamic optimization problems, multiple population methods are used to enhance the population diversity for an algorithm with the aim of maintaining multiple populations in different sub-areas in the fitness landscape. Many experimental studies have shown that locating and tracking multiple relatively good optima rather than a single global optimum is an effective idea in dynamic environments. However, several challenges need to be addressed when multi-population methods are applied, e.g., how to create multiple populations, how to maintain them in different sub-areas, and how to deal with the situation where changes can not be detected or predicted. To address these issues, this paper investigates a hierarchical clustering method to locate and track multiple optima for dynamic optimization problems. To deal with undetectable dynamic environments, this paper applies the random immigrants method without change detection based on a mechanism that can automatically reduce redundant individuals in the search space throughout the run. These methods are implemented into several research areas, including particle swarm optimization, genetic algorithm, and differential evolution. An experimental study is conducted based on the moving peaks benchmark to test the performance with several other algorithms from the literature. The experimental results show the efficiency of the clustering method for locating and tracking multiple optima in comparison with other algorithms based on multi-population methods on the moving peaks benchmark

Multi-population methods with adaptive mutation for multi-modal optimization problems

open access journalThis paper presents an efficient scheme to locate multiple peaks on multi-modal optimization problems by using genetic algorithms (GAs). The premature convergence problem shows due to the loss of diversity, the multi-population technique can be applied to maintain the diversity in the population and the convergence capacity of GAs. The proposed scheme is the combination of multi-population with adaptive mutation operator, which determines two different mutation probabilities for different sites of the solutions. The probabilities are updated by the fitness and distribution of solutions in the search space during the evolution process. The experimental results demonstrate the performance of the proposed algorithm based on a set of benchmark problems in comparison with relevant algorithms

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

Adaptive primal-dual genetic algorithms in dynamic environments

This article is placed here with permission of IEEE - Copyright @ 2010 IEEERecently, there has been an increasing interest in applying genetic algorithms (GAs) in dynamic environments. Inspired by the complementary and dominance mechanisms in nature, a primal-dual GA (PDGA) has been proposed for dynamic optimization problems (DOPs). In this paper, an important operator in PDGA, i.e., the primal-dual mapping (PDM) scheme, is further investigated to improve the robustness and adaptability of PDGA in dynamic environments. In the improved scheme, two different probability-based PDM operators, where the mapping probability of each allele in the chromosome string is calculated through the statistical information of the distribution of alleles in the corresponding gene locus over the population, are effectively combined according to an adaptive Lamarckian learning mechanism. In addition, an adaptive dominant replacement scheme, which can probabilistically accept inferior chromosomes, is also introduced into the proposed algorithm to enhance the diversity level of the population. Experimental results on a series of dynamic problems generated from several stationary benchmark problems show that the proposed algorithm is a good optimizer for DOPs.This work was supported in part by the National Nature Science Foundation of China (NSFC) under Grant 70431003 and Grant 70671020, by the National Innovation Research Community Science Foundation of China under Grant 60521003, by the National Support Plan of China under Grant 2006BAH02A09, by the Engineering and Physical Sciences Research Council (EPSRC) of U.K. under Grant EP/E060722/1, and by the Hong Kong Polytechnic University Research Grants under Grant G-YH60

Metaheuristic design of feedforward neural networks: a review of two decades of research

Over the past two decades, the feedforward neural network (FNN) optimization has been a key interest among the researchers and practitioners of multiple disciplines. The FNN optimization is often viewed from the various perspectives: the optimization of weights, network architecture, activation nodes, learning parameters, learning environment, etc. Researchers adopted such different viewpoints mainly to improve the FNN's generalization ability. The gradient-descent algorithm such as backpropagation has been widely applied to optimize the FNNs. Its success is evident from the FNN's application to numerous real-world problems. However, due to the limitations of the gradient-based optimization methods, the metaheuristic algorithms including the evolutionary algorithms, swarm intelligence, etc., are still being widely explored by the researchers aiming to obtain generalized FNN for a given problem. This article attempts to summarize a broad spectrum of FNN optimization methodologies including conventional and metaheuristic approaches. This article also tries to connect various research directions emerged out of the FNN optimization practices, such as evolving neural network (NN), cooperative coevolution NN, complex-valued NN, deep learning, extreme learning machine, quantum NN, etc. Additionally, it provides interesting research challenges for future research to cope-up with the present information processing era

An Approach to Pattern Recognition by Evolutionary Computation

Evolutionary Computation has been inspired by the natural phenomena of evolution. It provides a quite general heuristic, exploiting few basic concepts: reproduction of individuals, variation phenomena that affect the likelihood of survival of individuals, inheritance of parents features by offspring. EC has been widely used in the last years to effectively solve hard, non linear and very complex problems. Among the others, EC–based algorithms have also been used to tackle classification problems. Classification is a process according to which an object is attributed to one of a finite set of classes or, in other words, it is recognized as belonging to a set of equal or similar entities, identified by a label. Most likely, the main aspect of classification concerns the generation of prototypes to be used to recognize unknown patterns. The role of prototypes is that of representing patterns belonging to the different classes defined within a given problem. For most of the problems of practical interest, the generation of such prototypes is a very hard problem, since a prototype must be able to represent patterns belonging to the same class, which may be significantly dissimilar each other. They must also be able to discriminate patterns belonging to classes different from the one that they represent. Moreover, a prototype should contain the minimum amount of information required to satisfy the requirements just mentioned. The research presented in this thesis, has led to the definition of an EC–based framework to be used for prototype generation. The defined framework does not provide for the use of any particular kind of prototypes. In fact, it can generate any kind of prototype once an encoding scheme for the used prototypes has been defined. The generality of the framework can be exploited to develop many applications. The framework has been employed to implement two specific applications for prototype generation. The developed applications have been tested on several data sets and the results compared with those obtained by other approaches previously presented in the literature

Structural alphabets derived from attractors in conformational space

Background: The hierarchical and partially redundant nature of protein structures justifies the definition of frequently occurring conformations of short fragments as 'states'. Collections of selected representatives for these states define Structural Alphabets, describing the most typical local conformations within protein structures. These alphabets form a bridge between the string-oriented methods of sequence analysis and the coordinate-oriented methods of protein structure analysis.Results: A Structural Alphabet has been derived by clustering all four-residue fragments of a high-resolution subset of the protein data bank and extracting the high-density states as representative conformational states. Each fragment is uniquely defined by a set of three independent angles corresponding to its degrees of freedom, capturing in simple and intuitive terms the properties of the conformational space. The fragments of the Structural Alphabet are equivalent to the conformational attractors and therefore yield a most informative encoding of proteins. Proteins can be reconstructed within the experimental uncertainty in structure determination and ensembles of structures can be encoded with accuracy and robustness.Conclusions: The density-based Structural Alphabet provides a novel tool to describe local conformations and it is specifically suitable for application in studies of protein dynamics. © 2010 Pandini et al; licensee BioMed Central Ltd