Fitness sharing and niching methods revisited

Interest in multimodal optimization function is expanding rapidly since real-world optimization problems often require the location of multiple optima in the search space. In this context, fitness sharing has been used widely to maintain population diversity and permit the investigation of many peaks in the feasible domain. This paper reviews various strategies of sharing and proposes new recombination schemes to improve its efficiency. Some empirical results are presented for high and a limited number of fitness function evaluations. Finally, the study compares the sharing method with other niching techniques

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

Empirical Investigations of Reference Point Based Methods When Facing a Massively Large Number of Objectives: First Results

EMO 2017: 9th International Conference on Evolutionary Multi-Criterion Optimization, 19-22 March 2017, Münster, GermanyThis is the author accepted manuscript. The final version is available from Springer Verlag via the DOI in this record.Multi-objective optimization with more than three objectives has become one of the most active topics in evolutionary multi-objective optimization (EMO). However, most existing studies limit their experiments up to 15 or 20 objectives, although they claimed to be capable of handling as many objectives as possible. To broaden the insights in the behavior of EMO methods when facing a massively large number of objectives, this paper presents some preliminary empirical investigations on several established scalable benchmark problems with 25, 50, 75 and 100 objectives. In particular, this paper focuses on the behavior of the currently pervasive reference point based EMO methods, although other methods can also be used. The experimental results demonstrate that the reference point based EMO method can be viable for problems with a massively large number of objectives, given an appropriate choice of the distance measure. In addition, sufficient population diversity should be given on each weight vector or a local niche, in order to provide enough selection pressure. To the best of our knowledge, this is the first time an EMO methodology has been considered to solve a massively large number of conflicting objectives.This work was partially supported by EPSRC (Grant No. EP/J017515/1

An adaptive hybrid genetic-annealing approach for solving the map problem on belief networks

Genetic algorithms (GAs) and simulated annealing (SA) are two important search methods that have been used successfully in solving difficult problems such as combinatorial optimization problems. Genetic algorithms are capable of wide exploration of the search space, while simulated annealing is capable of fine tuning a good solution. Combining both techniques may result in achieving the benefits of both and improving the quality of the solutions obtained. Several attempts have been made to hybridize GAs and SA. One such attempt was to augment a standard GA with simulated annealing as a genetic operator. SA in that case acted as a directed or intelligent mutation operator as opposed to the random, undirected mutation operator of GAs. Although using this technique showed some advantages over GA used alone, one problem was to find fixed global annealing parameters that work for all solutions and all stages in the search process. Failing to find optimum annealing parameters affects the quality of the solution obtained and may degrade performance. In this research, we try to overcome this weakness by introducing an adaptive hybrid GA - SA algorithm, in which simulated annealing acts as a special case of mutation. However, the annealing operator used in this technique is adaptive in the sense that the annealing parameters are evolved and optimized according to the requirements of the search process. Adaptation is expected to help guide the search towards optimum solutions with minimum effort of parameter optimization. The algorithm is tested in solving an important NP-hard problem, which is the MAP (Maximum a-Posteriori) assignment problem on BBNs (Bayesian Belief Networks). The algorithm is also augmented with some problem specific information used to design a new GA crossover operator. The results obtained from testing the algorithm on several BBN graphs with large numbers of nodes and different network structures indicate that the adaptive hybrid algorithm provides an improvement of solution quality over that obtained by GA used alone and GA augmented with standard non-adaptive simulated annealing. Its effect, however, is more profound for problems with large numbers of nodes, which are difficult for GA alone to solve

Parallel Multi-Objective Evolutionary Algorithms: A Comprehensive Survey

Multi-Objective Evolutionary Algorithms (MOEAs) are powerful search techniques that have been extensively used to solve difficult problems in a wide variety of disciplines. However, they can be very demanding in terms of computational resources. Parallel implementations of MOEAs (pMOEAs) provide considerable gains regarding performance and scalability and, therefore, their relevance in tackling computationally expensive applications. This paper presents a survey of pMOEAs, describing a refined taxonomy, an up-to-date review of methods and the key contributions to the field. Furthermore, some of the open questions that require further research are also briefly discussed

Cultural Learning in a Dynamic Environment: an Analysis of Both Fitness and Diversity in Populations of Neural Network Agents

Evolutionary learning is a learning model that can be described as the iterative Darwinian process of fitness-based selection and genetic transfer of information leading to populations of higher fitness. Cultural learning describes the process of information transfer between individuals in a population through non-genetic means. Cultural learning has been simulated by combining genetic algorithms and neural networks using a teacher/pupil scenario where highly fit individuals are selected as teachers and instruct the next generation. This paper examines the effects of cultural learning on the evolutionary process of a population of neural networks. In particular, the paper examines the genotypic and phenotypic diversity of a population as well as its fitness. Using these measurements, it is possible to examine the effects of cultural learning on the population's genetic makeup. Furthermore, the paper examines whether cultural learning provides a more robust learning mechanism in the face of environmental changes. Three benchmark tasks have been chosen as the evolutionary task for the population: the bit-parity problem, the game of tic-tac-toe and the game of connect-four. Experiments are conducted with populations employing evolutionary learning alone and populations combining evolutionary and cultural learning in an environment that changes dramatically.Cultural Learning, Dynamic Environments, Diversity, Multi-Agent Systems, Artificial Life