Performance Assessment of Recursive Probability Matching for Adaptive Operator Selection in Differential Evolution

Probability Matching is one of the most successful methods for adaptive operator selection (AOS), that is, online parameter control, in evolutionary algorithms. In this paper, we propose a variant of Probability Matching, called Recursive Probability Matching (RecPM-AOS), that estimates reward based on progress in past generations and estimates quality based on expected quality of possible selection of operators in the past. We apply RecPM-AOS to the online selection of mutation strategies in differential evolution (DE) on the bbob benchmark functions. The new method is compared with two AOS methods, namely, PM-AdapSS, which utilises probability matching with relative fitness improvement, and F-AUC, which combines the concept of area under the curve with a multi-arm bandit algorithm. Experimental results show that the new tuned RecPM-AOS method is the most effective at identifying the best mutation strategy to be used by DE in solving most functions in bbob among the AOS methods

Learning to Control Differential Evolution Operators

Evolutionary algorithms are widely used for optimsation by researchers in academia and industry. These algorithms have parameters, which have proven to highly determine the performance of an algorithm. For many decades, researchers have focused on determining optimal parameter values for an algorithm. Each parameter configuration has a performance value attached to it that is used to determine a good configuration for an algorithm. Parameter values depend on the problem at hand and are known to be set in two ways, by means of offline and online selection. Offline tuning assumes that the performance value of a configuration remains same during all generations in a run whereas online tuning assumes that the performance value varies from one generation to another. This thesis presents various adaptive approaches each learning from a range of feedback received from the evolutionary algorithm. The contributions demonstrate the benefits of utilising online and offline learning together at different levels for a particular task. Offline selection has been utilised to tune the hyper-parameters of proposed adaptive methods that control the parameters of evolutionary algorithm on-the-fly. All the contributions have been presented to control the mutation strategies of the differential evolution. The first contribution demonstrates an adaptive method that is mapped as markov reward process. It aims to maximise the cumulative future reward. Next chapter unifies various adaptive methods from literature that can be utilised to replicate existing methods and test new ones. The hyper-parameters of methods in first two chapters are tuned by an offline configurator, irace. Last chapter proposes four methods utilising deep reinforcement learning model. To test the applicability of the adaptive approaches presented in the thesis, all methods are compared to various adaptive methods from literature, variants of differential evolution and other state-of-the-art algorithms on various single objective noiseless problems from benchmark set, BBOB

Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)

The implicit objective of the biennial "international - Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST) is to foster collaboration between international scientific teams by disseminating ideas through both specific oral/poster presentations and free discussions. For its second edition, the iTWIST workshop took place in the medieval and picturesque town of Namur in Belgium, from Wednesday August 27th till Friday August 29th, 2014. The workshop was conveniently located in "The Arsenal" building within walking distance of both hotels and town center. iTWIST'14 has gathered about 70 international participants and has featured 9 invited talks, 10 oral presentations, and 14 posters on the following themes, all related to the theory, application and generalization of the "sparsity paradigm": Sparsity-driven data sensing and processing; Union of low dimensional subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph sensing/processing; Blind inverse problems and dictionary learning; Sparsity and computational neuroscience; Information theory, geometry and randomness; Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?; Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website: http://sites.google.com/site/itwist1

Evolutionary algorithm for particle trajectory reconstruction within inhomogeneous magnetic field in the NA61/SHINE experiment at CERN SPS

In this paper, a novel probabilistic tracking method is proposed. It combines two competing models: (i) a discriminative one for background classification; and (ii) a generative one as a track model. The model competition, along with a combinatorial data association, shows good signal and background noise separation. Furthermore, a stochastic and derivative-free method is used for parameter optimization by means of the Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES). Finally, the applicability and performance of the particle trajectories reconstruction are shown. The algorithm is developed for NA61/SHINE data reconstruction purpose and therefore the method was tested on simulation data of the NA61/SHINE experiment

Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Meta-learning computational intelligence architectures

In computational intelligence, the term \u27memetic algorithm\u27 has come to be associated with the algorithmic pairing of a global search method with a local search method. In a sociological context, a \u27meme\u27 has been loosely defined as a unit of cultural information, the social analog of genes for individuals. Both of these definitions are inadequate, as \u27memetic algorithm\u27 is too specific, and ultimately a misnomer, as much as a \u27meme\u27 is defined too generally to be of scientific use. In this dissertation the notion of memes and meta-learning is extended from a computational viewpoint and the purpose, definitions, design guidelines and architecture for effective meta-learning are explored. The background and structure of meta-learning architectures is discussed, incorporating viewpoints from psychology, sociology, computational intelligence, and engineering. The benefits and limitations of meme-based learning are demonstrated through two experimental case studies -- Meta-Learning Genetic Programming and Meta- Learning Traveling Salesman Problem Optimization. Additionally, the development and properties of several new algorithms are detailed, inspired by the previous case-studies. With applications ranging from cognitive science to machine learning, meta-learning has the potential to provide much-needed stimulation to the field of computational intelligence by providing a framework for higher order learning --Abstract, page iii

Computational Intelligence for Modeling, Control, Optimization, Forecasting and Diagnostics in Photovoltaic Applications

This book is a Special Issue Reprint edited by Prof. Massimo Vitelli and Dr. Luigi Costanzo. It contains original research articles covering, but not limited to, the following topics: maximum power point tracking techniques; forecasting techniques; sizing and optimization of PV components and systems; PV modeling; reconfiguration algorithms; fault diagnosis; mismatching detection; decision processes for grid operators