Genetic algorithms with memory- and elitism-based immigrants in dynamic environments

Copyright @ 2008 by the Massachusetts Institute of TechnologyIn recent years the genetic algorithm community has shown a growing interest in studying dynamic optimization problems. Several approaches have been devised. The random immigrants and memory schemes are two major ones. The random immigrants scheme addresses dynamic environments by maintaining the population diversity while the memory scheme aims to adapt genetic algorithms quickly to new environments by reusing historical information. This paper investigates a hybrid memory and random immigrants scheme, called memory-based immigrants, and a hybrid elitism and random immigrants scheme, called elitism-based immigrants, for genetic algorithms in dynamic environments. In these schemes, the best individual from memory or the elite from the previous generation is retrieved as the base to create immigrants into the population by mutation. This way, not only can diversity be maintained but it is done more efficiently to adapt genetic algorithms to the current environment. Based on a series of systematically constructed dynamic problems, experiments are carried out to compare genetic algorithms with the memory-based and elitism-based immigrants schemes against genetic algorithms with traditional memory and random immigrants schemes and a hybrid memory and multi-population scheme. The sensitivity analysis regarding some key parameters is also carried out. Experimental results show that the memory-based and elitism-based immigrants schemes efficiently improve the performance of genetic algorithms in dynamic environments.This work was supported by the Engineering and Physical Sciences Research Council (EPSRC) of the United Kingdom under Grant EP/E060722/01

Evolutionary computation in dynamic and uncertain environments

This book can be accessed from the link below - Copyright @ 2007 Springer-Verla

A simple two-module problem to exemplify building-block assembly under crossover

Theoretically and empirically it is clear that a genetic algorithm with crossover will outperform a genetic algorithm without crossover in some fitness landscapes, and vice versa in other landscapes. Despite an extensive literature on the subject, and recent proofs of a principled distinction in the abilities of crossover and non-crossover algorithms for a particular theoretical landscape, building general intuitions about when and why crossover performs well when it does is a different matter. In particular, the proposal that crossover might enable the assembly of good building-blocks has been difficult to verify despite many attempts at idealized building-block landscapes. Here we show the first example of a two-module problem that shows a principled advantage for cross-over. This allows us to understand building-block assembly under crossover quite straightforwardly and build intuition about more general landscape classes favoring crossover or disfavoring it

Learning short multivariate time series models through evolutionary and sparse matrix computation

Multivariate time series (MTS) data are widely available in different fields including medicine, finance, bioinformatics, science and engineering. Modelling MTS data accurately is important for many decision making activities. One area that has been largely overlooked so far is the particular type of time series where the data set consists of a large number of variables but with a small number of observations. In this paper we describe the development of a novel computational method based on Natural Computation and sparse matrices that bypasses the size restrictions of traditional statistical MTS methods, makes no distribution assumptions, and also locates the associated parameters. Extensive results are presented, where the proposed method is compared with both traditional statistical and heuristic search techniques and evaluated on a number of criteria. The results have implications for a wide range of applications involving the learning of short MTS models

Explicit memory schemes for evolutionary algorithms in dynamic environments

Copyright @ 2007 Springer-VerlagProblem optimization in dynamic environments has atrracted a growing interest from the evolutionary computation community in reccent years due to its importance in real world optimization problems. Several approaches have been developed to enhance the performance of evolutionary algorithms for dynamic optimization problems, of which the memory scheme is a major one. This chapter investigates the application of explicit memory schemes for evolutionary algorithms in dynamic environments. Two kinds of explicit memory schemes: direct memory and associative memory, are studied within two classes of evolutionary algorithms: genetic algorithms and univariate marginal distribution algorithms for dynamic optimization problems. Based on a series of systematically constructed dynamic test environments, experiments are carried out to investigate these explicit memory schemes and the performance of direct and associative memory schemes are campared and analysed. The experimental results show the efficiency of the memory schemes for evolutionary algorithms in dynamic environments, especially when the environment changes cyclically. The experimental results also indicate that the effect of the memory schemes depends not only on the dynamic problems and dynamic environments but also on the evolutionary algorithm used

Population-based incremental learning with associative memory for dynamic environments

Copyright © 2007 IEEE. Reprinted from IEEE Transactions on Evolutionary Computation. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In recent years there has been a growing interest in studying evolutionary algorithms (EAs) for dynamic optimization problems (DOPs) due to its importance in real world applications. Several approaches, such as the memory and multiple population schemes, have been developed for EAs to address dynamic problems. This paper investigates the application of the memory scheme for population-based incremental learning (PBIL) algorithms, a class of EAs, for DOPss. A PBIL-specific associative memory scheme, which stores best solutions as well as corresponding environmental information in the memory, is investigated to improve its adaptability in dynamic environments. In this paper, the interactions between the memory scheme and random immigrants, multi-population, and restart schemes for PBILs in dynamic environments are investigated. In order to better test the performance of memory schemes for PBILs and other EAs in dynamic environments, this paper also proposes a dynamic environment generator that can systematically generate dynamic environments of different difficulty with respect to memory schemes. Using this generator a series of dynamic environments are generated and experiments are carried out to compare the performance of investigated algorithms. The experimental results show that the proposed memory scheme is efficient for PBILs in dynamic environments and also indicate that different interactions exist between the memory scheme and random immigrants, multi-population schemes for PBILs in different dynamic environments

Robustness analysis of evolutionary controller tuning using real systems

A genetic algorithm (GA) presents an excellent method for controller parameter tuning. In our work, we evolved the heading as well as the altitude controller for a small lightweight helicopter. We use the real flying robot to evaluate the GA's individuals rather than an artificially consistent simulator. By doing so we avoid the ldquoreality gaprdquo, taking the controller from the simulator to the real world. In this paper we analyze the evolutionary aspects of this technique and discuss the issues that need to be considered for it to perform well and result in robust controllers

Real-time evolution of an embedded controller for an autonomous helicopter

In this paper we evolve the parameters of a proportional, integral, and derivative (PID) controller for an unstable, complex and nonlinear system. The individuals of the applied genetic algorithm (GA) are evaluated on the actual system rather than on a simulation of it, thus avoiding the ldquoreality gaprdquo. This makes implicit a formal model identification for the implementation of a simulator. This also calls for the GA to be approached in an unusual way, where we need to consider new aspects not normally present in the usual situations using an unnaturally consistent simulator for fitness evaluation. Although elitism is used in the GAs, no monotonic increase in fitness is exhibited by the algorithm. Instead, we show that the GApsilas individuals converge towards more robust solutions

Improved sampling of the pareto-front in multiobjective genetic optimizations by steady-state evolution: a Pareto converging genetic algorithm

Previous work on multiobjective genetic algorithms has been focused on preventing genetic drift and the issue of convergence has been given little attention. In this paper, we present a simple steady-state strategy, Pareto Converging Genetic Algorithm (PCGA), which naturally samples the solution space and ensures population advancement towards the Pareto-front. PCGA eliminates the need for sharing/niching and thus minimizes heuristically chosen parameters and procedures. A systematic approach based on histograms of rank is introduced for assessing convergence to the Pareto-front, which, by definition, is unknown in most real search problems. We argue that there is always a certain inheritance of genetic material belonging to a population, and there is unlikely to be any significant gain beyond some point; a stopping criterion where terminating the computation is suggested. For further encouraging diversity and competition, a nonmigrating island model may optionally be used; this approach is particularly suited to many difficult (real-world) problems, which have a tendency to get stuck at (unknown) local minima. Results on three benchmark problems are presented and compared with those of earlier approaches. PCGA is found to produce diverse sampling of the Pareto-front without niching and with significantly less computational effort