2,264 research outputs found

    The Right Mutation Strength for Multi-Valued Decision Variables

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    The most common representation in evolutionary computation are bit strings. This is ideal to model binary decision variables, but less useful for variables taking more values. With very little theoretical work existing on how to use evolutionary algorithms for such optimization problems, we study the run time of simple evolutionary algorithms on some OneMax-like functions defined over Ω={0,1,,r1}n\Omega = \{0, 1, \dots, r-1\}^n. More precisely, we regard a variety of problem classes requesting the component-wise minimization of the distance to an unknown target vector zΩz \in \Omega. For such problems we see a crucial difference in how we extend the standard-bit mutation operator to these multi-valued domains. While it is natural to select each position of the solution vector to be changed independently with probability 1/n1/n, there are various ways to then change such a position. If we change each selected position to a random value different from the original one, we obtain an expected run time of Θ(nrlogn)\Theta(nr \log n). If we change each selected position by either +1+1 or 1-1 (random choice), the optimization time reduces to Θ(nr+nlogn)\Theta(nr + n\log n). If we use a random mutation strength i{0,1,,r1}ni \in \{0,1,\ldots,r-1\}^n with probability inversely proportional to ii and change the selected position by either +i+i or i-i (random choice), then the optimization time becomes Θ(nlog(r)(log(n)+log(r)))\Theta(n \log(r)(\log(n)+\log(r))), bringing down the dependence on rr from linear to polylogarithmic. One of our results depends on a new variant of the lower bounding multiplicative drift theorem.Comment: an extended abstract of this work is to appear at GECCO 201

    Optimality of Universal Bayesian Sequence Prediction for General Loss and Alphabet

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    Various optimality properties of universal sequence predictors based on Bayes-mixtures in general, and Solomonoff's prediction scheme in particular, will be studied. The probability of observing xtx_t at time tt, given past observations x1...xt1x_1...x_{t-1} can be computed with the chain rule if the true generating distribution μ\mu of the sequences x1x2x3...x_1x_2x_3... is known. If μ\mu is unknown, but known to belong to a countable or continuous class \M one can base ones prediction on the Bayes-mixture ξ\xi defined as a wνw_\nu-weighted sum or integral of distributions \nu\in\M. The cumulative expected loss of the Bayes-optimal universal prediction scheme based on ξ\xi is shown to be close to the loss of the Bayes-optimal, but infeasible prediction scheme based on μ\mu. We show that the bounds are tight and that no other predictor can lead to significantly smaller bounds. Furthermore, for various performance measures, we show Pareto-optimality of ξ\xi and give an Occam's razor argument that the choice wν2K(ν)w_\nu\sim 2^{-K(\nu)} for the weights is optimal, where K(ν)K(\nu) is the length of the shortest program describing ν\nu. The results are applied to games of chance, defined as a sequence of bets, observations, and rewards. The prediction schemes (and bounds) are compared to the popular predictors based on expert advice. Extensions to infinite alphabets, partial, delayed and probabilistic prediction, classification, and more active systems are briefly discussed.Comment: 34 page

    A time series classifier

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    A time series is a sequence of data measured at successive time intervals. Time series analysis refers to all of the methods employed to understand such data, either with the purpose of explaining the underlying system producing the data or to try to predict future data points in the time series...An evolutionary algorithm is a non-deterministic method of searching a solution space, and modeled after biological evolutionary processes. A learning classifier system (LCS) is a form of evolutionary algorithm that operates on a population of mapping rules. We introduce the time series classifier TSC, a new type of LCS that allows for the modeling and prediction of time series data, derived from Wilson\u27s XCSR, an LCS designed for use with real-valued inputs. Our method works by modifying the makeup of the rules in the LCS so that they are suitable for use on a time series...We tested TSC on real-world historical stock data --Abstract, page iii

    NATURAL ALGORITHMS IN DIGITAL FILTER DESIGN

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    Digital filters are an important part of Digital Signal Processing (DSP), which plays vital roles within the modern world, but their design is a complex task requiring a great deal of specialised knowledge. An analysis of this design process is presented, which identifies opportunities for the application of optimisation. The Genetic Algorithm (GA) and Simulated Annealing are problem-independent and increasingly popular optimisation techniques. They do not require detailed prior knowledge of the nature of a problem, and are unaffected by a discontinuous search space, unlike traditional methods such as calculus and hill-climbing. Potential applications of these techniques to the filter design process are discussed, and presented with practical results. Investigations into the design of Frequency Sampling (FS) Finite Impulse Response (FIR) filters using a hybrid GA/hill-climber proved especially successful, improving on published results. An analysis of the search space for FS filters provided useful information on the performance of the optimisation technique. The ability of the GA to trade off a filter's performance with respect to several design criteria simultaneously, without intervention by the designer, is also investigated. Methods of simplifying the design process by using this technique are presented, together with an analysis of the difficulty of the non-linear FIR filter design problem from a GA perspective. This gave an insight into the fundamental nature of the optimisation problem, and also suggested future improvements. The results gained from these investigations allowed the framework for a potential 'intelligent' filter design system to be proposed, in which embedded expert knowledge, Artificial Intelligence techniques and traditional design methods work together. This could deliver a single tool capable of designing a wide range of filters with minimal human intervention, and of proposing solutions to incomplete problems. It could also provide the basis for the development of tools for other areas of DSP system design

    Evolutionary Computing and Second generation Wavelet Transform optimization: Current State of the Art

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    The Evolutionary Computation techniques are exposed to number of domains to achieve optimization. One of those domains is second generation wavelet transformations for image compression. Various types of Lifting Schemes are being introduced in recent literature. Since the growth in Lifting Schemes is in an incremental way and new types of Lifting Schemes are appearing continually. In this context, developing flexible and adaptive optimization approaches is a severe challenge. Evolutionary Computing based lifting scheme optimization techniques are a valuable technology to achieve better results in image compression. However, despite the variety of such methods described in the literature in recent years, security tools incorporating anomaly detection functionalities are just starting to appear, and several important problems remain to be solved. In this paper, we present a review of the most well-known EC approaches for optimizing Secondary level Wavelet transformations

    Geometric combinatorics and computational molecular biology: branching polytopes for RNA sequences

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    Questions in computational molecular biology generate various discrete optimization problems, such as DNA sequence alignment and RNA secondary structure prediction. However, the optimal solutions are fundamentally dependent on the parameters used in the objective functions. The goal of a parametric analysis is to elucidate such dependencies, especially as they pertain to the accuracy and robustness of the optimal solutions. Techniques from geometric combinatorics, including polytopes and their normal fans, have been used previously to give parametric analyses of simple models for DNA sequence alignment and RNA branching configurations. Here, we present a new computational framework, and proof-of-principle results, which give the first complete parametric analysis of the branching portion of the nearest neighbor thermodynamic model for secondary structure prediction for real RNA sequences.Comment: 17 pages, 8 figure

    MMAS Versus Population-Based EA on a Family of Dynamic Fitness Functions

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