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

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

A review on probabilistic graphical models in evolutionary computation

Thanks to their inherent properties, probabilistic graphical models are one of the prime candidates for machine learning and decision making tasks especially in uncertain domains. Their capabilities, like representation, inference and learning, if used effectively, can greatly help to build intelligent systems that are able to act accordingly in different problem domains. Evolutionary algorithms is one such discipline that has employed probabilistic graphical models to improve the search for optimal solutions in complex problems. This paper shows how probabilistic graphical models have been used in evolutionary algorithms to improve their performance in solving complex problems. Specifically, we give a survey of probabilistic model building-based evolutionary algorithms, called estimation of distribution algorithms, and compare different methods for probabilistic modeling in these algorithms

Adaptive algorithms for history matching and uncertainty quantification

Numerical reservoir simulation models are the basis for many decisions in regard to predicting, optimising, and improving production performance of oil and gas reservoirs. History matching is required to calibrate models to the dynamic behaviour of the reservoir, due to the existence of uncertainty in model parameters. Finally a set of history matched models are used for reservoir performance prediction and economic and risk assessment of different development scenarios. Various algorithms are employed to search and sample parameter space in history matching and uncertainty quantification problems. The algorithm choice and implementation, as done through a number of control parameters, have a significant impact on effectiveness and efficiency of the algorithm and thus, the quality of results and the speed of the process. This thesis is concerned with investigation, development, and implementation of improved and adaptive algorithms for reservoir history matching and uncertainty quantification problems. A set of evolutionary algorithms are considered and applied to history matching. The shared characteristic of applied algorithms is adaptation by balancing exploration and exploitation of the search space, which can lead to improved convergence and diversity. This includes the use of estimation of distribution algorithms, which implicitly adapt their search mechanism to the characteristics of the problem. Hybridising them with genetic algorithms, multiobjective sorting algorithms, and real-coded, multi-model and multivariate Gaussian-based models can help these algorithms to adapt even more and improve their performance. Finally diversity measures are used to develop an explicit, adaptive algorithm and control the algorithm’s performance, based on the structure of the problem. Uncertainty quantification in a Bayesian framework can be carried out by resampling of the search space using Markov chain Monte-Carlo sampling algorithms. Common critiques of these are low efficiency and their need for control parameter tuning. A Metropolis-Hastings sampling algorithm with an adaptive multivariate Gaussian proposal distribution and a K-nearest neighbour approximation has been developed and applied

Discovering the Elite Hypervolume by Leveraging Interspecies Correlation

Evolution has produced an astonishing diversity of species, each filling a different niche. Algorithms like MAP-Elites mimic this divergent evolutionary process to find a set of behaviorally diverse but high-performing solutions, called the elites. Our key insight is that species in nature often share a surprisingly large part of their genome, in spite of occupying very different niches; similarly, the elites are likely to be concentrated in a specific "elite hypervolume" whose shape is defined by their common features. In this paper, we first introduce the elite hypervolume concept and propose two metrics to characterize it: the genotypic spread and the genotypic similarity. We then introduce a new variation operator, called "directional variation", that exploits interspecies (or inter-elites) correlations to accelerate the MAP-Elites algorithm. We demonstrate the effectiveness of this operator in three problems (a toy function, a redundant robotic arm, and a hexapod robot).Comment: In GECCO 201

Machine Learning for Fluid Mechanics

The field of fluid mechanics is rapidly advancing, driven by unprecedented volumes of data from field measurements, experiments and large-scale simulations at multiple spatiotemporal scales. Machine learning offers a wealth of techniques to extract information from data that could be translated into knowledge about the underlying fluid mechanics. Moreover, machine learning algorithms can augment domain knowledge and automate tasks related to flow control and optimization. This article presents an overview of past history, current developments, and emerging opportunities of machine learning for fluid mechanics. It outlines fundamental machine learning methodologies and discusses their uses for understanding, modeling, optimizing, and controlling fluid flows. The strengths and limitations of these methods are addressed from the perspective of scientific inquiry that considers data as an inherent part of modeling, experimentation, and simulation. Machine learning provides a powerful information processing framework that can enrich, and possibly even transform, current lines of fluid mechanics research and industrial applications.Comment: To appear in the Annual Reviews of Fluid Mechanics, 202

A review of population-based metaheuristics for large-scale black-box global optimization: Part A

Scalability of optimization algorithms is a major challenge in coping with the ever growing size of optimization problems in a wide range of application areas from high-dimensional machine learning to complex large-scale engineering problems. The field of large-scale global optimization is concerned with improving the scalability of global optimization algorithms, particularly population-based metaheuristics. Such metaheuristics have been successfully applied to continuous, discrete, or combinatorial problems ranging from several thousand dimensions to billions of decision variables. In this two-part survey, we review recent studies in the field of large-scale black-box global optimization to help researchers and practitioners gain a bird’s-eye view of the field, learn about its major trends, and the state-of-the-art algorithms. Part of the series covers two major algorithmic approaches to large-scale global optimization: problem decomposition and memetic algorithms. Part of the series covers a range of other algorithmic approaches to large-scale global optimization, describes a wide range of problem areas, and finally touches upon the pitfalls and challenges of current research and identifies several potential areas for future research

TEDA: A Targeted Estimation of Distribution Algorithm

This thesis discusses the development and performance of a novel evolutionary algorithm, the Targeted Estimation of Distribution Algorithm (TEDA). TEDA takes the concept of targeting, an idea that has previously been shown to be effective as part of a Genetic Algorithm (GA) called Fitness Directed Crossover (FDC), and introduces it into a novel hybrid algorithm that transitions from a GA to an Estimation of Distribution Algorithm (EDA). Targeting is a process for solving optimisation problems where there is a concept of control points, genes that can be said to be active, and where the total number of control points found within a solution is as important as where they are located. When generating a new solution an algorithm that uses targeting must first of all choose the number of control points to set in the new solution before choosing which to set. The hybrid approach is designed to take advantage of the ability of EDAs to exploit patterns within the population to effectively locate the global optimum while avoiding the tendency of EDAs to prematurely converge. This is achieved by initially using a GA to effectively explore the search space before transitioning into an EDA as the population converges on the region of the global optimum. As targeting places an extra restriction on the solutions produced by specifying their size, combining it with the hybrid approach allows TEDA to produce solutions that are of an optimal size and of a higher quality than would be found using a GA alone without risking a loss of diversity. TEDA is tested on three different problem domains. These are optimal control of cancer chemotherapy, network routing and Feature Subset Selection (FSS). Of these problems, TEDA showed consistent advantage over standard EAs in the routing problem and demonstrated that it is able to find good solutions faster than untargeted EAs and non evolutionary approaches at the FSS problem. It did not demonstrate any advantage over other approaches when applied to chemotherapy. The FSS domain demonstrated that in large and noisy problems TEDA’s targeting derived ability to reduce the size of the search space significantly increased the speed with which good solutions could be found. The routing domain demonstrated that, where the ideal number of control points is deceptive, both targeting and the exploitative capabilities of an EDA are needed, making TEDA a more effective approach than both untargeted approaches and FDC. Additionally, in none of the problems was TEDA seen to perform significantly worse than any alternative approaches