A multi-agent based evolutionary algorithm in non-stationary environments

This article is posted here with permission of IEEE - Copyright @ 2008 IEEEIn this paper, a multi-agent based evolutionary algorithm (MAEA) is introduced to solve dynamic optimization problems. The agents simulate living organism features and co-evolve to find optimum. All agents live in a lattice like environment, where each agent is fixed on a lattice point. In order to increase the energy, agents can compete with their neighbors and can also acquire knowledge based on statistic information. In order to maintain the diversity of the population, the random immigrants and adaptive primal dual mapping schemes are used. Simulation experiments on a set of dynamic benchmark problems show that MAEA can obtain a better performance in non-stationary environments in comparison with several peer genetic algorithms.This work was suported by the Key Program of National Natural Science Foundation of China under Grant No. 70431003, the Science Fund for Creative Research Group of the National Natural Science Foundation of China under Grant No. 60521003, the National Science and Technology Support Plan of China under Grant No. 2006BAH02A09, and the Engineering and Physical Sciences Research Council of the United Kingdom under Grant No. EP/E060722/1

Hyper-learning for population-based incremental learning in dynamic environments

This article is posted here here with permission from IEEE - Copyright @ 2009 IEEEThe population-based incremental learning (PBIL) algorithm is a combination of evolutionary optimization and competitive learning. Recently, the PBIL algorithm has been applied for dynamic optimization problems. This paper investigates the effect of the learning rate, which is a key parameter of PBIL, on the performance of PBIL in dynamic environments. A hyper-learning scheme is proposed for PBIL, where the learning rate is temporarily raised whenever the environment changes. The hyper-learning scheme can be combined with other approaches, e.g., the restart and hypermutation schemes, for PBIL in dynamic environments. Based on a series of dynamic test problems, experiments are carried out to investigate the effect of different learning rates and the proposed hyper-learning scheme in combination with restart and hypermutation schemes on the performance of PBIL. The experimental results show that the learning rate has a significant impact on the performance of the PBIL algorithm in dynamic environments and that the effect of the proposed hyper-learning scheme depends on the environmental dynamics and other schemes combined in the PBIL algorithm.The work by Shengxiang Yang was supported by the Engineering and Physical Sciences Research Council (EPSRC) of the United Kingdom under Grant EP/E060722/1

An Unsupervised Neural Network for Real-Time Low-Level Control of a Mobile Robot: Noise Resistance, Stability, and Hardware Implementation

We have recently introduced a neural network mobile robot controller (NETMORC). The controller is based on earlier neural network models of biological sensory-motor control. We have shown that NETMORC is able to guide a differential drive mobile robot to an arbitrary stationary or moving target while compensating for noise and other forms of disturbance, such as wheel slippage or changes in the robot's plant. Furthermore, NETMORC is able to adapt in response to long-term changes in the robot's plant, such as a change in the radius of the wheels. In this article we first review the NETMORC architecture, and then we prove that NETMORC is asymptotically stable. After presenting a series of simulations results showing robustness to disturbances, we compare NETMORC performance on a trajectory-following task with the performance of an alternative controller. Finally, we describe preliminary results on the hardware implementation of NETMORC with the mobile robot ROBUTER.Sloan Fellowship (BR-3122), Air Force Office of Scientific Research (F49620-92-J-0499

Adaptive Investment Strategies For Periodic Environments

In this paper, we present an adaptive investment strategy for environments with periodic returns on investment. In our approach, we consider an investment model where the agent decides at every time step the proportion of wealth to invest in a risky asset, keeping the rest of the budget in a risk-free asset. Every investment is evaluated in the market via a stylized return on investment function (RoI), which is modeled by a stochastic process with unknown periodicities and levels of noise. For comparison reasons, we present two reference strategies which represent the case of agents with zero-knowledge and complete-knowledge of the dynamics of the returns. We consider also an investment strategy based on technical analysis to forecast the next return by fitting a trend line to previous received returns. To account for the performance of the different strategies, we perform some computer experiments to calculate the average budget that can be obtained with them over a certain number of time steps. To assure for fair comparisons, we first tune the parameters of each strategy. Afterwards, we compare the performance of these strategies for RoIs with different periodicities and levels of noise.Comment: Paper submitted to Advances in Complex Systems (November, 2007) 22 pages, 9 figure