2,264 research outputs found
The Right Mutation Strength for Multi-Valued Decision Variables
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
. More precisely, we regard a variety of
problem classes requesting the component-wise minimization of the distance to
an unknown target vector . 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 , 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 . If we change each selected position
by either or (random choice), the optimization time reduces to
. If we use a random mutation strength with probability inversely proportional to and change
the selected position by either or (random choice), then the
optimization time becomes , bringing down
the dependence on 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
Analysis of Ant Colony Optimization and Population-Based Evolutionary Algorithms on Dynamic Problems
Optimality of Universal Bayesian Sequence Prediction for General Loss and Alphabet
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 at time , given past
observations can be computed with the chain rule if the true
generating distribution of the sequences is known. If
is unknown, but known to belong to a countable or continuous class \M
one can base ones prediction on the Bayes-mixture defined as a
-weighted sum or integral of distributions \nu\in\M. The cumulative
expected loss of the Bayes-optimal universal prediction scheme based on
is shown to be close to the loss of the Bayes-optimal, but infeasible
prediction scheme based on . 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 and give an
Occam's razor argument that the choice for the weights
is optimal, where is the length of the shortest program describing
. 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
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
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
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
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
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