Machine learning into metaheuristics: A survey and taxonomy of data-driven metaheuristics

During the last years, research in applying machine learning (ML) to design efficient, effective and robust metaheuristics became increasingly popular. Many of those data driven metaheuristics have generated high quality results and represent state-of-the-art optimization algorithms. Although various appproaches have been proposed, there is a lack of a comprehensive survey and taxonomy on this research topic. In this paper we will investigate different opportunities for using ML into metaheuristics. We define uniformly the various ways synergies which might be achieved. A detailed taxonomy is proposed according to the concerned search component: target optimization problem, low-level and high-level components of metaheuristics. Our goal is also to motivate researchers in optimization to include ideas from ML into metaheuristics. We identify some open research issues in this topic which needs further in-depth investigations

Incorporating ancestors' influence in genetic algorithms

A new criterion of fitness evaluation for Genetic Algorithms is introduced where the fitness value of an individual is determined by considering its own fitness as well as those of its ancestors. Some guidelines for selecting the weighting coefficients for quantifying the importance to be given to the fitness of the individual and its ancestors are provided. This is done both heuristically and automatically under fixed and adaptive frameworks. The Schema Theorem corresponding to the proposed concept is derived. The effectiveness of this new methodology is demonstrated extensively on the problems of optimizing complex functions including a noisy one and selecting optimal neural network parameters

Using Prior Knowledge and Learning from Experience in Estimation of Distribution Algorithms

Estimation of distribution algorithms (EDAs) are stochastic optimization techniques that explore the space of potential solutions by building and sampling explicit probabilistic models of promising candidate solutions. One of the primary advantages of EDAs over many other stochastic optimization techniques is that after each run they leave behind a sequence of probabilistic models describing useful decompositions of the problem. This sequence of models can be seen as a roadmap of how the EDA solves the problem. While this roadmap holds a great deal of information about the problem, until recently this information has largely been ignored. My thesis is that it is possible to exploit this information to speed up problem solving in EDAs in a principled way. The main contribution of this dissertation will be to show that there are multiple ways to exploit this problem-specific knowledge. Most importantly, it can be done in a principled way such that these methods lead to substantial speedups without requiring parameter tuning or hand-inspection of models

A literature review on the application of evolutionary computing to credit scoring

The last years have seen the development of many credit scoring models for assessing the creditworthiness of loan applicants. Traditional credit scoring methodology has involved the use of statistical and mathematical programming techniques such as discriminant analysis, linear and logistic regression, linear and quadratic programming, or decision trees. However, the importance of credit grant decisions for financial institutions has caused growing interest in using a variety of computational intelligence techniques. This paper concentrates on evolutionary computing, which is viewed as one of the most promising paradigms of computational intelligence. Taking into account the synergistic relationship between the communities of Economics and Computer Science, the aim of this paper is to summarize the most recent developments in the application of evolutionary algorithms to credit scoring by means of a thorough review of scientific articles published during the period 2000–2012.This work has partially been supported by the Spanish Ministry of Education and Science under grant TIN2009-14205 and the Generalitat Valenciana under grant PROMETEO/2010/028

Particle Swarm Optimization: Basic Concepts, Variants and Applications in Power Systems

Many areas in power systems require solving one or more nonlinear optimization problems. While analytical methods might suffer from slow convergence and the curse of dimensionality, heuristics-based swarm intelligence can be an efficient alternative. Particle swarm optimization (PSO), part of the swarm intelligence family, is known to effectively solve large-scale nonlinear optimization problems. This paper presents a detailed overview of the basic concepts of PSO and its variants. Also, it provides a comprehensive survey on the power system applications that have benefited from the powerful nature of PSO as an optimization technique. For each application, technical details that are required for applying PSO, such as its type, particle formulation (solution representation), and the most efficient fitness functions are also discussed

Improving resiliency using graph based evolutionary algorithms

Resiliency is an important characteristic of any system. It signifies the ability of a system to survive and recover from unprecedented disruptions. Various characteristics exist that indicate the level of resiliency in a system. One of these attributes is the adaptability of the system. This adaptability can be enhanced by redundancy present within the system. In the context of system design, redundancy can be achieved by having a diverse set of good designs for that particular system. Evolutionary algorithms are widely used in creating designs for engineering systems, as they perform well on discontinuous and/or high dimensional problems. One method to control the diversity of solutions within an evolutionary algorithm is the use of combinatorial graphs, or graph based evolutionary algorithms. This diversity of solutions is key factor to enhance the redundancy of a system design. In this work, the way how graph based evolutionary algorithms generate diverse solutions is investigated by examining the influence of representation and mutation. This allows for greater understanding of the exploratory nature of each representation and how they can control the number of solution generated within a trial. The results of this research are then applied to the Travelling [sic] Salesman Problem, a known NP hard problem often used as a surrogate for logistic or network design problems. When the redundancy in system design is improved, adaptability can be achieved by placing an agent to initiate a transfer to other good solutions in the event of a disruption in network connectivity, making it possible to improve the resiliency of the system --Abstract, page iii

AFIT UAV Swarm Mission Planning and Simulation System

The purpose of this research is to design and implement a comprehensive mission planning system for swarms of autonomous aerial vehicles. The system integrates several problem domains including path planning, vehicle routing, and swarm behavior. The developed system consists of a parallel, multi-objective evolutionary algorithm-based path planner, a genetic algorithm-based vehicle router, and a parallel UAV swarm simulator. Each of the system\u27s three primary components are developed on AFIT\u27s Beowulf parallel computer clusters. Novel aspects of this research include: integrating terrain following technology into a swarm model as a means of detection avoidance, combining practical problems of path planning and routing into a comprehensive mission planning strategy, and the development of a swarm behavior model with path following capabilities

Evolutionary Algorithms for Reinforcement Learning

There are two distinct approaches to solving reinforcement learning problems, namely, searching in value function space and searching in policy space. Temporal difference methods and evolutionary algorithms are well-known examples of these approaches. Kaelbling, Littman and Moore recently provided an informative survey of temporal difference methods. This article focuses on the application of evolutionary algorithms to the reinforcement learning problem, emphasizing alternative policy representations, credit assignment methods, and problem-specific genetic operators. Strengths and weaknesses of the evolutionary approach to reinforcement learning are presented, along with a survey of representative applications

Model-Based Problem Solving through Symbolic Regression via Pareto Genetic Programming.

Pareto genetic programming methodology is extended by additional generic model selection and generation strategies that (1) drive the modeling engine to creation of models of reduced non-linearity and increased generalization capabilities, and (2) improve the effectiveness of the search for robust models by goal softening and adaptive fitness evaluations. In addition to the new strategies for model development and model selection, this dissertation presents a new approach for analysis, ranking, and compression of given multi-dimensional input-response data for the purpose of balancing the information content of undesigned data sets.