Compact Optimization Algorithms with Re-sampled Inheritance

The file attached to this record is the author's final peer reviewed version.Compact optimization algorithms are a class of Estimation of Distribution Algorithms (EDAs) characterized by extremely limited memory requirements (hence they are called \compact"). As all EDAs, compact algorithms build and update a probabilistic model of the distribution of solutions within the search space, as opposed to population-based algorithms that instead make use of an explicit population of solutions. In addition to that, to keep their memory consumption low, compact algorithms purposely employ simple probabilistic models that can be described with a small number of parameters. Despite their simplicity, compact algorithms have shown good performances on a broad range of benchmark functions and real-world problems. However, compact algorithms also come with some drawbacks, i.e. they tend to premature convergence and show poorer performance on non-separable problems. To overcome these limitations, here we investigate a possible algorithmic scheme obtained by combining compact algorithms with a non-disruptive restart mechanism taken from the literature, named Re-Sampled Inheritance (RI). The resulting compact algorithms with RI are tested on the CEC 2014 benchmark functions. The numerical results show on the one hand that the use of RI consistently enhances the performances of compact algorithms, still keeping a limited usage of memory. On the other hand, our experiments show that among the tested algorithms, the best performance is obtained by compact Differential Evolution with RI

A Clustering System for Dynamic Data Streams Based on Metaheuristic Optimisation

open access articleThis article presents the Optimised Stream clustering algorithm (OpStream), a novel approach to cluster dynamic data streams. The proposed system displays desirable features, such as a low number of parameters and good scalability capabilities to both high-dimensional data and numbers of clusters in the dataset, and it is based on a hybrid structure using deterministic clustering methods and stochastic optimisation approaches to optimally centre the clusters. Similar to other state-of-the-art methods available in the literature, it uses “microclusters” and other established techniques, such as density based clustering. Unlike other methods, it makes use of metaheuristic optimisation to maximise performances during the initialisation phase, which precedes the classic online phase. Experimental results show that OpStream outperforms the state-of-the-art methods in several cases, and it is always competitive against other comparison algorithms regardless of the chosen optimisation method. Three variants of OpStream, each coming with a different optimisation algorithm, are presented in this study. A thorough sensitive analysis is performed by using the best variant to point out OpStream’s robustness to noise and resiliency to parameter changes

An Optimisation-Driven Prediction Method for Automated Diagnosis and Prognosis

open access articleThis article presents a novel hybrid classification paradigm for medical diagnoses and prognoses prediction. The core mechanism of the proposed method relies on a centroid classification algorithm whose logic is exploited to formulate the classification task as a real-valued optimisation problem. A novel metaheuristic combining the algorithmic structure of Swarm Intelligence optimisers with the probabilistic search models of Estimation of Distribution Algorithms is designed to optimise such a problem, thus leading to high-accuracy predictions. This method is tested over 11 medical datasets and compared against 14 cherry-picked classification algorithms. Results show that the proposed approach is competitive and superior to the state-of-the-art on several occasions

On Restricting Real-Valued Genotypes in Evolutionary Algorithms

Real-valued genotypes together with the variation operators, mutation and crossover, constitute some of the fundamental building blocks of Evolutionary Algorithms. Real-valued genotypes are utilized in a broad range of contexts, from weights in Artificial Neural Networks to parameters in robot control systems. Shared between most uses of real-valued genomes is the need for limiting the range of individual parameters to allowable bounds. In this paper we will illustrate the challenge of limiting the parameters of real-valued genomes and analyse the most promising method to properly limit these values. We utilize both empirical as well as benchmark examples to demonstrate the utility of the proposed method and through a literature review show how the insight of this paper could impact other research within the field. The proposed method requires minimal intervention from Evolutionary Algorithm practitioners and behaves well under repeated application of variation operators, leading to better theoretical properties as well as significant differences in well-known benchmarks

A Neuroevolutionary Approach to Stochastic Inventory Control in Multi-Echelon Systems

Stochastic inventory control in multi-echelon systems poses hard problems in optimisation under uncertainty. Stochastic programming can solve small instances optimally, and approximately solve larger instances via scenario reduction techniques, but it cannot handle arbitrary nonlinear constraints or other non-standard features. Simulation optimisation is an alternative approach that has recently been applied to such problems, using policies that require only a few decision variables to be determined. However, to find optimal or near-optimal solutions we must consider exponentially large scenario trees with a corresponding number of decision variables. We propose instead a neuroevolutionary approach: using an artificial neural network to compactly represent the scenario tree, and training the network by a simulation-based evolutionary algorithm. We show experimentally that this method can quickly find high-quality plans using networks of a very simple form

Three variants of three Stage Optimal Memetic Exploration for handling non-separable fitness landscapes

The file attached to this record is the authors final peer reviewed version. The publisher's final version can be found by following the DOI link.Three Stage Optimal Memetic Exploration (3SOME) is a recently proposed algorithmic framework which sequentially perturbs a single solution by means of three operators. Although 3SOME proved to be extremely successful at handling high-dimensional multi-modal landscapes, its application to non-separable fitness functions present some flaws. This paper proposes three possible variants of the original 3SOME algorithm aimed at improving its performance on non-separable problems. The first variant replaces one of the 3SOME operators, namely the middle distance exploration, with a rotation-invariant Differential Evolution (DE) mutation scheme, which is applied on three solutions sampled in a progressively shrinking search space. In the second proposed mechanism, a micro-population rotation-invariant DE is integrated within the algorithmic framework. The third approach employs the search logic (1+1)-Covariance Matrix Adaptation Evolution Strategy, aka (1+1)-CMA-ES. In the latter scheme, a Covariance Matrix adapts to the landscape during the optimization in order to determine the most promising search directions. Numerical results show that, at the cost of a higher complexity, the three approaches proposed are able to improve upon 3SOME performance for non-separable problems without an excessive performance deterioration in the other problems

The SOS Platform: Designing, Tuning and Statistically Benchmarking Optimisation Algorithms

open access articleWe present Stochastic Optimisation Software (SOS), a Java platform facilitating the algorithmic design process and the evaluation of metaheuristic optimisation algorithms. SOS reduces the burden of coding miscellaneous methods for dealing with several bothersome and time-demanding tasks such as parameter tuning, implementation of comparison algorithms and testbed problems, collecting and processing data to display results, measuring algorithmic overhead, etc. SOS provides numerous off-the-shelf methods including: (1) customised implementations of statistical tests, such as the Wilcoxon rank-sum test and the Holm–Bonferroni procedure, for comparing the performances of optimisation algorithms and automatically generating result tables in PDF and formats; (2) the implementation of an original advanced statistical routine for accurately comparing couples of stochastic optimisation algorithms; (3) the implementation of a novel testbed suite for continuous optimisation, derived from the IEEE CEC 2014 benchmark, allowing for controlled activation of the rotation on each testbed function. Moreover, we briefly comment on the current state of the literature in stochastic optimisation and highlight similarities shared by modern metaheuristics inspired by nature. We argue that the vast majority of these algorithms are simply a reformulation of the same methods and that metaheuristics for optimisation should be simply treated as stochastic processes with less emphasis on the inspiring metaphor behind them