16,414 research outputs found
Negatively Correlated Search
Evolutionary Algorithms (EAs) have been shown to be powerful tools for
complex optimization problems, which are ubiquitous in both communication and
big data analytics. This paper presents a new EA, namely Negatively Correlated
Search (NCS), which maintains multiple individual search processes in parallel
and models the search behaviors of individual search processes as probability
distributions. NCS explicitly promotes negatively correlated search behaviors
by encouraging differences among the probability distributions (search
behaviors). By this means, individual search processes share information and
cooperate with each other to search diverse regions of a search space, which
makes NCS a promising method for non-convex optimization. The cooperation
scheme of NCS could also be regarded as a novel diversity preservation scheme
that, different from other existing schemes, directly promotes diversity at the
level of search behaviors rather than merely trying to maintain diversity among
candidate solutions. Empirical studies showed that NCS is competitive to
well-established search methods in the sense that NCS achieved the best overall
performance on 20 multimodal (non-convex) continuous optimization problems. The
advantages of NCS over state-of-the-art approaches are also demonstrated with a
case study on the synthesis of unequally spaced linear antenna arrays
Inheritance-Based Diversity Measures for Explicit Convergence Control in Evolutionary Algorithms
Diversity is an important factor in evolutionary algorithms to prevent
premature convergence towards a single local optimum. In order to maintain
diversity throughout the process of evolution, various means exist in
literature. We analyze approaches to diversity that (a) have an explicit and
quantifiable influence on fitness at the individual level and (b) require no
(or very little) additional domain knowledge such as domain-specific distance
functions. We also introduce the concept of genealogical diversity in a broader
study. We show that employing these approaches can help evolutionary algorithms
for global optimization in many cases.Comment: GECCO '18: Genetic and Evolutionary Computation Conference, 2018,
Kyoto, Japa
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
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