On the locality of Representations

Darstellungsschich

Covers

This paper introduces the theory of covers for functions defined over binary variables. Covers formalize the notion of decomposability. Large complex problems are decomposed into subproblems each containing fewer variables, which can then be solved in parallel. Practical applications of the benefits from decomposition include the parallel architecture of supercomputers, the divisionalization of firms, and the decentralization of economic activity. In this introductory paper, we show how covers also shed light on the choice among public projects with complementarities. Further, covers provide a measure of complexity/decomposability with respect to contour sets, allowing for nonlinear effects which occur near the optimum to receive more weight than nonlinear effects arbitrarily located in the domain. Finally, as we demonstrate, covers can be used to analyze and to calibrate search algorithms

Analysis of combinatorial search spaces for a class of NP-hard problems, An

2011 Spring.Includes bibliographical references.Given a finite but very large set of states X and a real-valued objective function ƒ defined on X, combinatorial optimization refers to the problem of finding elements of X that maximize (or minimize) ƒ. Many combinatorial search algorithms employ some perturbation operator to hill-climb in the search space. Such perturbative local search algorithms are state of the art for many classes of NP-hard combinatorial optimization problems such as maximum k-satisfiability, scheduling, and problems of graph theory. In this thesis we analyze combinatorial search spaces by expanding the objective function into a (sparse) series of basis functions. While most analyses of the distribution of function values in the search space must rely on empirical sampling, the basis function expansion allows us to directly study the distribution of function values across regions of states for combinatorial problems without the need for sampling. We concentrate on objective functions that can be expressed as bounded pseudo-Boolean functions which are NP-hard to solve in general. We use the basis expansion to construct a polynomial-time algorithm for exactly computing constant-degree moments of the objective function ƒ over arbitrarily large regions of the search space. On functions with restricted codomains, these moments are related to the true distribution by a system of linear equations. Given low moments supplied by our algorithm, we construct bounds of the true distribution of ƒ over regions of the space using a linear programming approach. A straightforward relaxation allows us to efficiently approximate the distribution and hence quickly estimate the count of states in a given region that have certain values under the objective function. The analysis is also useful for characterizing properties of specific combinatorial problems. For instance, by connecting search space analysis to the theory of inapproximability, we prove that the bound specified by Grover's maximum principle for the Max-Ek-Lin-2 problem is sharp. Moreover, we use the framework to prove certain configurations are forbidden in regions of the Max-3-Sat search space, supplying the first theoretical confirmation of empirical results by others. Finally, we show that theoretical results can be used to drive the design of algorithms in a principled manner by using the search space analysis developed in this thesis in algorithmic applications. First, information obtained from our moment retrieving algorithm can be used to direct a hill-climbing search across plateaus in the Max-k-Sat search space. Second, the analysis can be used to control the mutation rate on a (1+1) evolutionary algorithm on bounded pseudo-Boolean functions so that the offspring of each search point is maximized in expectation. For these applications, knowledge of the search space structure supplied by the analysis translates to significant gains in the performance of search

Landscapes and Effective Fitness

The concept of a fitness landscape arose in theoretical biology, while that of effective fitness has its origin in evolutionary computation. Both have emerged as useful conceptual tools with which to understand the dynamics of evolutionary processes, especially in the presence of complex genotype-phenotype relations. In this contribution we attempt to provide a unified discussion of these two approaches, discussing both their advantages and disadvantages in the context of some simple models. We also discuss how fitness and effective fitness change under various transformations of the configuration space of the underlying genetic model, concentrating on coarse-graining transformations and on a particular coordinate transformation that provides an appropriate basis for illuminating the structure and consequences of recombination

What makes a problem hard for a genetic algorithm? Some anomalous results and their explanation

What makes a problem easy or hard for a genetic algorithm (GA)? This question has become increasingly important as people have tried to apply the GA to ever more diverse types of problems. Much previous work on this question has studied the relationship between GA performance and the structure of a given fitness function when it is expressed as a Walsh polynomial . The work of Bethke, Goldberg, and others has produced certain theoretical results about this relationship. In this article we review these theoretical results, and then discuss a number of seemingly anomalous experimental results reported by Tanese concerning the performance of the GA on a subclass of Walsh polynomials, some members of which were expected to be easy for the GA to optimize. Tanese found that the GA was poor at optimizing all functions in this subclass, that a partitioning of a single large population into a number of smaller independent populations seemed to improve performance, and that hillelimbing outperformed both the original and partitioned forms of the GA on these functions. These results seemed to contradict several commonly held expectations about GAs.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/46892/1/10994_2004_Article_BF00993046.pd

Covers

This paper introduces the theory of covers for functions defined over binary variables. Covers formalize the notion of decomposability. Large complex problems are decomposed into subproblems each containing fewer variables, which can then be solved in parallel. Practical applications of the benefits from decomposition include the parallel architecture of supercomputers, the divisionalization of firms, and the decentralization of economic activity. In this introductory paper, we show how covers also shed light on the choice among public projects with complementarities. Further, covers provide a measure of complexity/decomposability with respect to contour sets, allowing for nonlinear effects which occur near the optimum to receive more weight than nonlinear effects arbitrarily located in the domain. Finally, as we demonstrate, covers can be used to analyze and to calibrate search algorithms

Analysis of Linkage-Friendly Genetic Algorithms

Evolutionary algorithms (EAs) are stochastic population-based algorithms inspired by the natural processes of selection, mutation, and recombination. EAs are often employed as optimum seeking techniques. A formal framework for EAs is proposed, in which evolutionary operators are viewed as mappings from parameter spaces to spaces of random functions. Formal definitions within this framework capture the distinguishing characteristics of the classes of recombination, mutation, and selection operators. EAs which use strictly invariant selection operators and order invariant representation schemes comprise the class of linkage-friendly genetic algorithms (lfGAs). Fast messy genetic algorithms (fmGAs) are lfGAs which use binary tournament selection (BTS) with thresholding, periodic filtering of a fixed number of randomly selected genes from each individual, and generalized single-point crossover. Probabilistic variants of thresholding and filtering are proposed. EAs using the probabilistic operators are generalized fmGAs (gfmGAs). A dynamical systems model of lfGAs is developed which permits prediction of expected effectiveness. BTS with probabilistic thresholding is modeled at various levels of abstraction as a Markov chain. Transitions at the most detailed level involve decisions between classes of individuals. The probability of correct decision making is related to appropriate maximal order statistics, the distributions of which are obtained. Existing filtering models are extended to include probabilistic individual lengths. Sensitivity of lfGA effectiveness to exogenous parameters limits practical applications. The lfGA parameter selection problem is formally posed as a constrained optimization problem in which the cost functional is related to expected effectiveness. Kuhn-Tucker conditions for the optimality of gfmGA parameters are derived

Developing Efficient Strategies for Automatic Calibration of Computationally Intensive Environmental Models

Environmental simulation models have been playing a key role in civil and environmental engineering decision making processes for decades. The utility of an environmental model depends on how well the model is structured and calibrated. Model calibration is typically in an automated form where the simulation model is linked to a search mechanism (e.g., an optimization algorithm) such that the search mechanism iteratively generates many parameter sets (e.g., thousands of parameter sets) and evaluates them through running the model in an attempt to minimize differences between observed data and corresponding model outputs. The challenge rises when the environmental model is computationally intensive to run (with run-times of minutes to hours, for example) as then any automatic calibration attempt would impose a large computational burden. Such a challenge may make the model users accept sub-optimal solutions and not achieve the best model performance. The objective of this thesis is to develop innovative strategies to circumvent the computational burden associated with automatic calibration of computationally intensive environmental models. The first main contribution of this thesis is developing a strategy called “deterministic model preemption” which opportunistically evades unnecessary model evaluations in the course of a calibration experiment and can save a significant portion of the computational budget (even as much as 90% in some cases). Model preemption monitors the intermediate simulation results while the model is running and terminates (i.e., pre-empts) the simulation early if it recognizes that further running the model would not guide the search mechanism. This strategy is applicable to a range of automatic calibration algorithms (i.e., search mechanisms) and is deterministic in that it leads to exactly the same calibration results as when preemption is not applied. One other main contribution of this thesis is developing and utilizing the concept of “surrogate data” which is basically a reasonably small but representative proportion of a full set of calibration data. This concept is inspired by the existing surrogate modelling strategies where a surrogate model (also called a metamodel) is developed and utilized as a fast-to-run substitute of an original computationally intensive model. A framework is developed to efficiently calibrate hydrologic models to the full set of calibration data while running the original model only on surrogate data for the majority of candidate parameter sets, a strategy which leads to considerable computational saving. To this end, mapping relationships are developed to approximate the model performance on the full data based on the model performance on surrogate data. This framework can be applicable to the calibration of any environmental model where appropriate surrogate data and mapping relationships can be identified. As another main contribution, this thesis critically reviews and evaluates the large body of literature on surrogate modelling strategies from various disciplines as they are the most commonly used methods to relieve the computational burden associated with computationally intensive simulation models. To reliably evaluate these strategies, a comparative assessment and benchmarking framework is developed which presents a clear computational budget dependent definition for the success/failure of surrogate modelling strategies. Two large families of surrogate modelling strategies are critically scrutinized and evaluated: “response surface surrogate” modelling which involves statistical or data–driven function approximation techniques (e.g., kriging, radial basis functions, and neural networks) and “lower-fidelity physically-based surrogate” modelling strategies which develop and utilize simplified models of the original system (e.g., a groundwater model with a coarse mesh). This thesis raises fundamental concerns about response surface surrogate modelling and demonstrates that, although they might be less efficient, lower-fidelity physically-based surrogates are generally more reliable as they to-some-extent preserve the physics involved in the original model. Five different surface water and groundwater models are used across this thesis to test the performance of the developed strategies and elaborate the discussions. However, the strategies developed are typically simulation-model-independent and can be applied to the calibration of any computationally intensive simulation model that has the required characteristics. This thesis leaves the reader with a suite of strategies for efficient calibration of computationally intensive environmental models while providing some guidance on how to select, implement, and evaluate the appropriate strategy for a given environmental model calibration problem

Hybrid Intelligent Optimization Methods for Engineering Problems

The purpose of optimization is to obtain the best solution under certain conditions. There are numerous optimization methods because different problems need different solution methodologies; therefore, it is difficult to construct patterns. Also mathematical modeling of a natural phenomenon is almost based on differentials. Differential equations are constructed with relative increments among the factors related to yield. Therefore, the gradients of these increments are essential to search the yield space. However, the landscape of yield is not a simple one and mostly multi-modal. Another issue is differentiability. Engineering design problems are usually nonlinear and they sometimes exhibit discontinuous derivatives for the objective and constraint functions. Due to these difficulties, non-gradient-based algorithms have become more popular in recent decades. Genetic algorithms (GA) and particle swarm optimization (PSO) algorithms are popular, non-gradient based algorithms. Both are population-based search algorithms and have multiple points for initiation. A significant difference from a gradient-based method is the nature of the search methodologies. For example, randomness is essential for the search in GA or PSO. Hence, they are also called stochastic optimization methods. These algorithms are simple, robust, and have high fidelity. However, they suffer from similar defects, such as, premature convergence, less accuracy, or large computational time. The premature convergence is sometimes inevitable due to the lack of diversity. As the generations of particles or individuals in the population evolve, they may lose their diversity and become similar to each other. To overcome this issue, we studied the diversity concept in GA and PSO algorithms. Diversity is essential for a healthy search, and mutations are the basic operators to provide the necessary variety within a population. After having a close scrutiny of the diversity concept based on qualification and quantification studies, we improved new mutation strategies and operators to provide beneficial diversity within the population. We called this new approach as multi-frequency vibrational GA or PSO. They were applied to different aeronautical engineering problems in order to study the efficiency of these new approaches. These implementations were: applications to selected benchmark test functions, inverse design of two-dimensional (2D) airfoil in subsonic flow, optimization of 2D airfoil in transonic flow, path planning problems of autonomous unmanned aerial vehicle (UAV) over a 3D terrain environment, 3D radar cross section minimization problem for a 3D air vehicle, and active flow control over a 2D airfoil. As demonstrated by these test cases, we observed that new algorithms outperform the current popular algorithms. The principal role of this multi-frequency approach was to determine which individuals or particles should be mutated, when they should be mutated, and which ones should be merged into the population. The new mutation operators, when combined with a mutation strategy and an artificial intelligent method, such as, neural networks or fuzzy logic process, they provided local and global diversities during the reproduction phases of the generations. Additionally, the new approach also introduced random and controlled diversity. Due to still being population-based techniques, these methods were as robust as the plain GA or PSO algorithms. Based on the results obtained, it was concluded that the variants of the present multi-frequency vibrational GA and PSO were efficient algorithms, since they successfully avoided all local optima within relatively short optimization cycles