Genetic Optimization Using Derivatives: The rgenoud Package for R

genoud is an R function that combines evolutionary algorithm methods with a derivative-based (quasi-Newton) method to solve difficult optimization problems. genoud may also be used for optimization problems for which derivatives do not exist. genoud solves problems that are nonlinear or perhaps even discontinuous in the parameters of the function to be optimized. When the function to be optimized (for example, a log-likelihood) is nonlinear in the model's parameters, the function will generally not be globally concave and may have irregularities such as saddlepoints or discontinuities. Optimization methods that rely on derivatives of the objective function may be unable to find any optimum at all. Multiple local optima may exist, so that there is no guarantee that a derivative-based method will converge to the global optimum. On the other hand, algorithms that do not use derivative information (such as pure genetic algorithms) are for many problems needlessly poor at local hill climbing. Most statistical problems are regular in a neighborhood of the solution. Therefore, for some portion of the search space, derivative information is useful. The function supports parallel processing on multiple CPUs on a single machine or a cluster of computers.

Design and Performance Analysis of Genetic Algorithms for Topology Control Problems

In this dissertation, we present a bio-inspired decentralized topology control mechanism, called force-based genetic algorithm (FGA), where a genetic algorithm (GA) is run by each autonomous mobile node to achieve a uniform spread of mobile nodes and to provide a fully connected network over an unknown area. We present a formal analysis of FGA in terms of convergence speed, uniformity at area coverage, and Lyapunov stability theorem. This dissertation emphasizes the use of mobile nodes to achieve a uniform distribution over an unknown terrain without a priori information and a central control unit. In contrast, each mobile node running our FGA has to make its own movement direction and speed decisions based on local neighborhood information, such as obstacles and the number of neighbors, without a centralized control unit or global knowledge. We have implemented simulation software in Java and developed four different testbeds to study the effectiveness of different GA-based topology control frameworks for network performance metrics including node density, speed, and the number of generations that GAs run. The stochastic behavior of FGA, like all GA-based approaches, makes it difficult to analyze its convergence speed. We built metrically transitive homogeneous and inhomogeneous Markov chain models to analyze the convergence of our FGA with respect to the communication ranges of mobile nodes and the total number of nodes in the system. The Dobrushin contraction coefficient of ergodicity is used for measuring convergence speed for homogeneous and inhomogeneous Markov chain models of our FGA. Furthermore, convergence characteristic analysis helps us to choose the nearoptimal values for communication range, the number of mobile nodes, and the mean node degree before sending autonomous mobile nodes to any mission. Our analytical and experimental results show that our FGA delivers promising results for uniform mobile node distribution over unknown terrains. Since our FGA adapts to local environment rapidly and does not require global network knowledge, it can be used as a real-time topology controller for commercial and military applications

Simulation and inference algorithms for stochastic biochemical reaction networks: from basic concepts to state-of-the-art

Stochasticity is a key characteristic of intracellular processes such as gene regulation and chemical signalling. Therefore, characterising stochastic effects in biochemical systems is essential to understand the complex dynamics of living things. Mathematical idealisations of biochemically reacting systems must be able to capture stochastic phenomena. While robust theory exists to describe such stochastic models, the computational challenges in exploring these models can be a significant burden in practice since realistic models are analytically intractable. Determining the expected behaviour and variability of a stochastic biochemical reaction network requires many probabilistic simulations of its evolution. Using a biochemical reaction network model to assist in the interpretation of time course data from a biological experiment is an even greater challenge due to the intractability of the likelihood function for determining observation probabilities. These computational challenges have been subjects of active research for over four decades. In this review, we present an accessible discussion of the major historical developments and state-of-the-art computational techniques relevant to simulation and inference problems for stochastic biochemical reaction network models. Detailed algorithms for particularly important methods are described and complemented with MATLAB implementations. As a result, this review provides a practical and accessible introduction to computational methods for stochastic models within the life sciences community

Merging Data Sources to Predict Remaining Useful Life – An Automated Method to Identify Prognostic Parameters

The ultimate goal of most prognostic systems is accurate prediction of the remaining useful life (RUL) of individual systems or components based on their use and performance. This class of prognostic algorithms is termed Degradation-Based, or Type III Prognostics. As equipment degrades, measured parameters of the system tend to change; these sensed measurements, or appropriate transformations thereof, may be used to characterize degradation. Traditionally, individual-based prognostic methods use a measure of degradation to make RUL estimates. Degradation measures may include sensed measurements, such as temperature or vibration level, or inferred measurements, such as model residuals or physics-based model predictions. Often, it is beneficial to combine several measures of degradation into a single parameter. Selection of an appropriate parameter is key for making useful individual-based RUL estimates, but methods to aid in this selection are absent in the literature. This dissertation introduces a set of metrics which characterize the suitability of a prognostic parameter. Parameter features such as trendability, monotonicity, and prognosability can be used to compare candidate prognostic parameters to determine which is most useful for individual-based prognosis. Trendability indicates the degree to which the parameters of a population of systems have the same underlying shape. Monotonicity characterizes the underlying positive or negative trend of the parameter. Finally, prognosability gives a measure of the variance in the critical failure value of a population of systems. By quantifying these features for a given parameter, the metrics can be used with any traditional optimization technique, such as Genetic Algorithms, to identify the optimal parameter for a given system. An appropriate parameter may be used with a General Path Model (GPM) approach to make RUL estimates for specific systems or components. A dynamic Bayesian updating methodology is introduced to incorporate prior information in the GPM methodology. The proposed methods are illustrated with two applications: first, to the simulated turbofan engine data provided in the 2008 Prognostics and Health Management Conference Prognostics Challenge and, second, to data collected in a laboratory milling equipment wear experiment. The automated system was shown to identify appropriate parameters in both situations and facilitate Type III prognostic model development

Quantifying the Evolutionary Self Structuring of Embodied Cognitive Networks

We outline a possible theoretical framework for the quantitative modeling of networked embodied cognitive systems. We notice that: 1) information self structuring through sensory-motor coordination does not deterministically occur in Rn vector space, a generic multivariable space, but in SE(3), the group structure of the possible motions of a body in space; 2) it happens in a stochastic open ended environment. These observations may simplify, at the price of a certain abstraction, the modeling and the design of self organization processes based on the maximization of some informational measures, such as mutual information. Furthermore, by providing closed form or computationally lighter algorithms, it may significantly reduce the computational burden of their implementation. We propose a modeling framework which aims to give new tools for the design of networks of new artificial self organizing, embodied and intelligent agents and the reverse engineering of natural ones. At this point, it represents much a theoretical conjecture and it has still to be experimentally verified whether this model will be useful in practice.

Steady-state expression of self-regulated genes

Motivation: Regulatory gene networks contain generic modules such as feedback loops that are essential for the regulation of many biological functions. The study of the stochastic mechanisms of gene regulation is instrumental for the understanding of how cells maintain their expression at levels commensurate with their biological role, as well as to engineer gene expression switches of appropriate behavior. The lack of precise knowledge on the steady-state distribution of gene expression requires the use of Gillespie algorithms and Monte-Carlo approximations. Methodology: In this study, we provide new exact formulas and efficient numerical algorithms for computing/modeling the steady-state of a class of self-regulated genes, and we use it to model/compute the stochastic expression of a gene of interest in an engineered network introduced in mammalian cells. The behavior of the genetic network is then analyzed experimentally in living cells. Results: Stochastic models often reveal counter-intuitive experimental behaviors, and we find that this genetic architecture displays a unimodal behavior in mammalian cells, which was unexpected given its known bimodal response in unicellular organisms. We provide a molecular rationale for this behavior, and we implement it in the mathematical picture to explain the experimental results obtained from this network. Contact: [email protected], [email protected] Supplementary information: Supplementary data are available at Bioinformatics onlin