Evolutionary algorithm-based analysis of gravitational microlensing lightcurves

A new algorithm developed to perform autonomous fitting of gravitational microlensing lightcurves is presented. The new algorithm is conceptually simple, versatile and robust, and parallelises trivially; it combines features of extant evolutionary algorithms with some novel ones, and fares well on the problem of fitting binary-lens microlensing lightcurves, as well as on a number of other difficult optimisation problems. Success rates in excess of 90% are achieved when fitting synthetic though noisy binary-lens lightcurves, allowing no more than 20 minutes per fit on a desktop computer; this success rate is shown to compare very favourably with that of both a conventional (iterated simplex) algorithm, and a more state-of-the-art, artificial neural network-based approach. As such, this work provides proof of concept for the use of an evolutionary algorithm as the basis for real-time, autonomous modelling of microlensing events. Further work is required to investigate how the algorithm will fare when faced with more complex and realistic microlensing modelling problems; it is, however, argued here that the use of parallel computing platforms, such as inexpensive graphics processing units, should allow fitting times to be constrained to under an hour, even when dealing with complicated microlensing models. In any event, it is hoped that this work might stimulate some interest in evolutionary algorithms, and that the algorithm described here might prove useful for solving microlensing and/or more general model-fitting problems.Comment: 14 pages, 3 figures; accepted for publication in MNRA

Prescriptive formalism for constructing domain-specific evolutionary algorithms

It has been widely recognised in the computational intelligence and machine learning communities that the key to understanding the behaviour of learning algorithms is to understand what representation is employed to capture and manipulate knowledge acquired during the learning process. However, traditional evolutionary algorithms have tended to employ a fixed representation space (binary strings), in order to allow the use of standardised genetic operators. This approach leads to complications for many problem domains, as it forces a somewhat artificial mapping between the problem variables and the canonical binary representation, especially when there are dependencies between problem variables (e.g. problems naturally defined over permutations). This often obscures the relationship between genetic structure and problem features, making it difficult to understand the actions of the standard genetic operators with reference to problem-specific structures. This thesis instead advocates m..

A comprehensive survey on cultural algorithms

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Searching for improvement

Engineering design can be thought of as a search for the best solutions to engineering problems. To perform an effective search, one must distinguish between competing designs and establish a measure of design quality, or fitness. To compare different designs, their features must be adequately described in a well-defined framework, which can mean separating the creative and analytical parts of the design process. By this we mean that a distinction is drawn between coming up with novel design concepts, or architectures, and the process of detailing or refining existing design architecture. In the case of a given design architecture, one can consider the set of all possible designs that could be created by varying its features. If it were possible to measure the fitness of all designs in this set, then one could identify a fitness landscape and search for the best possible solution for this design architecture. In this Chapter, the significance of the interactions between design features in defining the metaphorical fitness landscape is described. This highlights that the efficiency of a search algorithm is inextricably linked to the problem structure (and hence the landscape). Two approaches, namely, Genetic Algorithms (GA) and Robust Engineering Design (RED) are considered in some detail with reference to a case study on improving the design of cardiovascular stents

Robust Optimization in Simulation: Taguchi and Response Surface Methodology

Optimization of simulated systems is tackled by many methods, but most methods assume known environments. This article, however, develops a 'robust' methodology for uncertain environments. This methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by Response Surface Methodology (RSM). George Box originated RSM, and Douglas Montgomery recently extended RSM to robust optimization of real (non-simulated) systems. We combine Taguchi's view with RSM for simulated systems, and apply the resulting methodology to classic Economic Order Quantity (EOQ) inventory models. Our results demonstrate that in general robust optimization requires order quantities that differ from the classic EOQ.Pareto frontier;bootstrap;Latin hypercube sampling

Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG

This paper shows that, in case of an econometric model with a high sensitivity to data, using stochastic optimization algorithms is better than using classical gradient techniques. In addition, we showed that the Repetitive Stochastic Guesstimation (RSG) algorithm –invented by Charemza-is closer to Simulated Annealing (SA) than to Genetic Algorithms (GAs), so we produced hybrids between RSG and SA to study their joint behavior. The evaluation of all algorithms involved was performed on a short form of the Romanian macro model, derived from Dobrescu (1996). The subject of optimization was the model’s solution, as function of the initial values (in the first stage) and of the objective functions (in the second stage). We proved that a priori information help “elitist “ algorithms (like RSG and SA) to obtain best results; on the other hand, when one has equal believe concerning the choice among different objective functions, GA gives a straight answer. Analyzing the average related bias of the model’s solution proved the efficiency of the stochastic optimization methods presented.underground economy, Laffer curve, informal activity, fiscal policy, transitionmacroeconomic model, stochastic optimization, evolutionary algorithms, Repetitive Stochastic Guesstimation

OPTIMAL WATER QUALITY MANAGEMENT STRATEGIES FOR URBAN WATERSHEDS USING MACRO-LEVEL SIMULATION MODELS LINKED WITH EVOLUTIONARY ALGORITHMS

Urban watershed management poses a very challenging problem due to the varioussources of pollution and there is a need to develop optimal management models that canfacilitate the process of identifying optimal water quality management strategies. Ascreening level, comprehensive, and integrated computational methodology is developedfor the management of point and non-point sources of pollution in urban watersheds. Themethodology is based on linking macro-level water quality simulation models withefficient nonlinear constrained optimization methods for urban watershed management.The use of macro-level simulation models in lieu of the traditional and complexdeductive simulation models is investigated in the optimal management framework forurban watersheds. Two different types of macro-level simulation models are investigatedfor application to watershed pollution problems namely explicit inductive models andsimplified deductive models. Three different types of inductive modeling techniques areused to develop macro-level simulation models ranging from simple regression methodsto more complex and nonlinear methods such as artificial neural networks and geneticfunctions. A new genetic algorithm (GA) based technique of inductive modelconstruction called Fixed Functional Set Genetic Algorithm (FFSGA) is developed andused in the development of macro-level simulation models. A novel simplified deductivemodel approach is developed for modeling the response of dissolved oxygen in urbanstreams impaired by point and non-point sources of pollution. The utility of this inverseloading model in an optimal management framework for urban watersheds isinvestigated.In the context of the optimization methods, the research investigated the use of parallelmethods of optimization for use in the optimal management formulation. These includedan evolutionary computing method called genetic optimization and a modified version ofthe direct search method of optimization called the Shuffled Box Complex method ofconstrained optimization. The resulting optimal management model obtained by linkingmacro-level simulation models with efficient optimization models is capable ofidentifying optimal management strategies for an urban watershed to satisfy waterquality and economic related objectives. Finally, the optimal management model isapplied to a real world urban watershed to evaluate management strategies for waterquality management leading to the selection of near-optimal strategies

Computer vision and optimization methods applied to the measurements of in-plane deformations

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