3,460 research outputs found
An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models
We develop an evolutionary algorithm to estimate Threshold Vector Error Correction models (TVECM) with more than two cointegrated variables. Since disregarding a threshold in cointegration models renders standard approaches to the estimation of the cointegration vectors inefficient, TVECM necessitate a simultaneous estimation of the cointegration vector(s) and the threshold. As far as two cointegrated variables are considered this is commonly achieved by a grid search. However, grid search quickly becomes computationally unfeasible if more than two variables are cointegrated. Therefore, the likelihood function has to be maximized using heuristic approaches. Depending on the precise problem structure the evolutionary approach developed in the present paper for this purpose saves 90 to 99 per cent of the computation time of a grid search.evolutionary strategy, genetic algorithm, TVECM
The Dynamics of a Genetic Algorithm for a Simple Learning Problem
A formalism for describing the dynamics of Genetic Algorithms (GAs) using
methods from statistical mechanics is applied to the problem of generalization
in a perceptron with binary weights. The dynamics are solved for the case where
a new batch of training patterns is presented to each population member each
generation, which considerably simplifies the calculation. The theory is shown
to agree closely to simulations of a real GA averaged over many runs,
accurately predicting the mean best solution found. For weak selection and
large problem size the difference equations describing the dynamics can be
expressed analytically and we find that the effects of noise due to the finite
size of each training batch can be removed by increasing the population size
appropriately. If this population resizing is used, one can deduce the most
computationally efficient size of training batch each generation. For
independent patterns this choice also gives the minimum total number of
training patterns used. Although using independent patterns is a very
inefficient use of training patterns in general, this work may also prove
useful for determining the optimum batch size in the case where patterns are
recycled.Comment: 28 pages, 4 Postscript figures. Latex using IOP macros ioplppt and
iopl12 which are included. To appear in Journal of Physics A. Also available
at ftp://ftp.cs.man.ac.uk/pub/ai/jls/GAlearn.ps.gz and
http://www.cs.man.ac.uk/~jl
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
Learning in a model of economic growth and development
We study a model of economic growth and development with a threshold externality. The model has one steady state with a low and stagnant level of income per capita and another steady state with a high and growing level of income per capita. Both of these steady states are locally stable under the perfect foresight assumption. We introduce learning into this environment. Learning acts as an equilibrium selection criterion and provides an interesting transition dynamic between steady states. We find that for sufficiently low initial values of human capital-values that would tend to characterize preindustrial economies-the system under learning spends a long period of time (an epoch) in the neighborhood of the low income steady state before finally transitioning to a neighborhood of the high income steady state. We urge that this type of transition dynamic provides a good characterization of the economic growth and development patterns that have been observed across countries.Economic development ; Economics
A Field Guide to Genetic Programming
xiv, 233 p. : il. ; 23 cm.Libro ElectrónicoA Field Guide to Genetic Programming (ISBN 978-1-4092-0073-4) is an introduction to genetic programming (GP). GP is a systematic, domain-independent method for getting computers to solve problems automatically starting from a high-level statement of what needs to be done. Using ideas from natural evolution, GP starts from an ooze of random computer programs, and progressively refines them through processes of mutation and sexual recombination, until solutions emerge. All this without the user having to know or specify the form or structure of solutions in advance. GP has generated a plethora of human-competitive results and applications, including novel scientific discoveries and patentable inventions. The authorsIntroduction --
Representation, initialisation and operators in Tree-based GP --
Getting ready to run genetic programming --
Example genetic programming run --
Alternative initialisations and operators in Tree-based GP --
Modular, grammatical and developmental Tree-based GP --
Linear and graph genetic programming --
Probalistic genetic programming --
Multi-objective genetic programming --
Fast and distributed genetic programming --
GP theory and its applications --
Applications --
Troubleshooting GP --
Conclusions.Contents
xi
1 Introduction
1.1 Genetic Programming in a Nutshell
1.2 Getting Started
1.3 Prerequisites
1.4 Overview of this Field Guide I
Basics
2 Representation, Initialisation and GP
2.1 Representation
2.2 Initialising the Population
2.3 Selection
2.4 Recombination and Mutation Operators in Tree-based
3 Getting Ready to Run Genetic Programming 19
3.1 Step 1: Terminal Set 19
3.2 Step 2: Function Set 20
3.2.1 Closure 21
3.2.2 Sufficiency 23
3.2.3 Evolving Structures other than Programs 23
3.3 Step 3: Fitness Function 24
3.4 Step 4: GP Parameters 26
3.5 Step 5: Termination and solution designation 27
4 Example Genetic Programming Run
4.1 Preparatory Steps 29
4.2 Step-by-Step Sample Run 31
4.2.1 Initialisation 31
4.2.2 Fitness Evaluation Selection, Crossover and Mutation Termination and Solution Designation Advanced Genetic Programming
5 Alternative Initialisations and Operators in
5.1 Constructing the Initial Population
5.1.1 Uniform Initialisation
5.1.2 Initialisation may Affect Bloat
5.1.3 Seeding
5.2 GP Mutation
5.2.1 Is Mutation Necessary?
5.2.2 Mutation Cookbook
5.3 GP Crossover
5.4 Other Techniques 32
5.5 Tree-based GP 39
6 Modular, Grammatical and Developmental Tree-based GP 47
6.1 Evolving Modular and Hierarchical Structures 47
6.1.1 Automatically Defined Functions 48
6.1.2 Program Architecture and Architecture-Altering 50
6.2 Constraining Structures 51
6.2.1 Enforcing Particular Structures 52
6.2.2 Strongly Typed GP 52
6.2.3 Grammar-based Constraints 53
6.2.4 Constraints and Bias 55
6.3 Developmental Genetic Programming 57
6.4 Strongly Typed Autoconstructive GP with PushGP 59
7 Linear and Graph Genetic Programming 61
7.1 Linear Genetic Programming 61
7.1.1 Motivations 61
7.1.2 Linear GP Representations 62
7.1.3 Linear GP Operators 64
7.2 Graph-Based Genetic Programming 65
7.2.1 Parallel Distributed GP (PDGP) 65
7.2.2 PADO 67
7.2.3 Cartesian GP 67
7.2.4 Evolving Parallel Programs using Indirect Encodings 68
8 Probabilistic Genetic Programming
8.1 Estimation of Distribution Algorithms 69
8.2 Pure EDA GP 71
8.3 Mixing Grammars and Probabilities 74
9 Multi-objective Genetic Programming 75
9.1 Combining Multiple Objectives into a Scalar Fitness Function 75
9.2 Keeping the Objectives Separate 76
9.2.1 Multi-objective Bloat and Complexity Control 77
9.2.2 Other Objectives 78
9.2.3 Non-Pareto Criteria 80
9.3 Multiple Objectives via Dynamic and Staged Fitness Functions 80
9.4 Multi-objective Optimisation via Operator Bias 81
10 Fast and Distributed Genetic Programming 83
10.1 Reducing Fitness Evaluations/Increasing their Effectiveness 83
10.2 Reducing Cost of Fitness with Caches 86
10.3 Parallel and Distributed GP are Not Equivalent 88
10.4 Running GP on Parallel Hardware 89
10.4.1 Master–slave GP 89
10.4.2 GP Running on GPUs 90
10.4.3 GP on FPGAs 92
10.4.4 Sub-machine-code GP 93
10.5 Geographically Distributed GP 93
11 GP Theory and its Applications 97
11.1 Mathematical Models 98
11.2 Search Spaces 99
11.3 Bloat 101
11.3.1 Bloat in Theory 101
11.3.2 Bloat Control in Practice 104
III
Practical Genetic Programming
12 Applications
12.1 Where GP has Done Well
12.2 Curve Fitting, Data Modelling and Symbolic Regression
12.3 Human Competitive Results – the Humies
12.4 Image and Signal Processing
12.5 Financial Trading, Time Series, and Economic Modelling
12.6 Industrial Process Control
12.7 Medicine, Biology and Bioinformatics
12.8 GP to Create Searchers and Solvers – Hyper-heuristics xiii
12.9 Entertainment and Computer Games 127
12.10The Arts 127
12.11Compression 128
13 Troubleshooting GP
13.1 Is there a Bug in the Code?
13.2 Can you Trust your Results?
13.3 There are No Silver Bullets
13.4 Small Changes can have Big Effects
13.5 Big Changes can have No Effect
13.6 Study your Populations
13.7 Encourage Diversity
13.8 Embrace Approximation
13.9 Control Bloat
13.10 Checkpoint Results
13.11 Report Well
13.12 Convince your Customers
14 Conclusions
Tricks of the Trade
A Resources
A.1 Key Books
A.2 Key Journals
A.3 Key International Meetings
A.4 GP Implementations
A.5 On-Line Resources 145
B TinyGP 151
B.1 Overview of TinyGP 151
B.2 Input Data Files for TinyGP 153
B.3 Source Code 154
B.4 Compiling and Running TinyGP 162
Bibliography 167
Inde
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