4,758 research outputs found

    An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models

    Get PDF
    We develop an evolutionary algorithm to estimate Threshold Vector Error Correction models (TVECM) with more than two cointegrated variables. Since disregarding a threshold in cointegration models renders standard approaches to the estimation of the cointegration vectors inefficient, TVECM necessitate a simultaneous estimation of the cointegration vector(s) and the threshold. As far as two cointegrated variables are considered this is commonly achieved by a grid search. However, grid search quickly becomes computationally unfeasible if more than two variables are cointegrated. Therefore, the likelihood function has to be maximized using heuristic approaches. Depending on the precise problem structure the evolutionary approach developed in the present paper for this purpose saves 90 to 99 per cent of the computation time of a grid search.evolutionary strategy, genetic algorithm, TVECM

    Evolvability signatures of generative encodings: beyond standard performance benchmarks

    Full text link
    Evolutionary robotics is a promising approach to autonomously synthesize machines with abilities that resemble those of animals, but the field suffers from a lack of strong foundations. In particular, evolutionary systems are currently assessed solely by the fitness score their evolved artifacts can achieve for a specific task, whereas such fitness-based comparisons provide limited insights about how the same system would evaluate on different tasks, and its adaptive capabilities to respond to changes in fitness (e.g., from damages to the machine, or in new situations). To counter these limitations, we introduce the concept of "evolvability signatures", which picture the post-mutation statistical distribution of both behavior diversity (how different are the robot behaviors after a mutation?) and fitness values (how different is the fitness after a mutation?). We tested the relevance of this concept by evolving controllers for hexapod robot locomotion using five different genotype-to-phenotype mappings (direct encoding, generative encoding of open-loop and closed-loop central pattern generators, generative encoding of neural networks, and single-unit pattern generators (SUPG)). We observed a predictive relationship between the evolvability signature of each encoding and the number of generations required by hexapods to adapt from incurred damages. Our study also reveals that, across the five investigated encodings, the SUPG scheme achieved the best evolvability signature, and was always foremost in recovering an effective gait following robot damages. Overall, our evolvability signatures neatly complement existing task-performance benchmarks, and pave the way for stronger foundations for research in evolutionary robotics.Comment: 24 pages with 12 figures in the main text, and 4 supplementary figures. Accepted at Information Sciences journal (in press). Supplemental videos are available online at, see http://goo.gl/uyY1R

    Bias and variance in continuous EDA

    Get PDF
    International audienceEstimation of Distribution Algorithms are based on statistical estimates. We show that when combining classical tools from statistics, namely bias/variance decomposition, reweighting and quasi-randomization, we can strongly improve the convergence rate. All modiïŹcations are easy, compliant with most algorithms, and experimentally very eïŹƒcient in particular in the parallel case (large oïŹ€springs)

    Information-geometric optimization with natural selection

    Full text link
    Evolutionary algorithms, inspired by natural evolution, aim to optimize difficult objective functions without computing derivatives. Here we detail the relationship between population genetics and evolutionary optimization and formulate a new evolutionary algorithm. Optimization of a continuous objective function is analogous to searching for high fitness phenotypes on a fitness landscape. We summarize how natural selection moves a population along the non-euclidean gradient that is induced by the population on the fitness landscape (the natural gradient). Under normal approximations common in quantitative genetics, we show how selection is related to Newton's method in optimization. We find that intermediate selection is most informative of the fitness landscape. We describe the generation of new phenotypes and introduce an operator that recombines the whole population to generate variants that preserve normal statistics. Finally, we introduce a proof-of-principle algorithm that combines natural selection, our recombination operator, and an adaptive method to increase selection. Our algorithm is similar to covariance matrix adaptation and natural evolutionary strategies in optimization, and has similar performance. The algorithm is extremely simple in implementation with no matrix inversion or factorization, does not require storing a covariance matrix, and may form the basis of more general model-based optimization algorithms with natural gradient updates.Comment: changed titl

    Self-adaptive GA, quantitative semantic similarity measures and ontology-based text clustering

    Get PDF
    As the common clustering algorithms use vector space model (VSM) to represent document, the conceptual relationships between related terms which do not co-occur literally are ignored. A genetic algorithm-based clustering technique, named GA clustering, in conjunction with ontology is proposed in this article to overcome this problem. In general, the ontology measures can be partitioned into two categories: thesaurus-based methods and corpus-based methods. We take advantage of the hierarchical structure and the broad coverage taxonomy of Wordnet as the thesaurus-based ontology. However, the corpus-based method is rather complicated to handle in practical application. We propose a transformed latent semantic analysis (LSA) model as the corpus-based method in this paper. Moreover, two hybrid strategies, the combinations of the various similarity measures, are implemented in the clustering experiments. The results show that our GA clustering algorithm, in conjunction with the thesaurus-based and the LSA-based method, apparently outperforms that with other similarity measures. Moreover, the superiority of the GA clustering algorithm proposed over the commonly used k-means algorithm and the standard GA is demonstrated by the improvements of the clustering performance
    • 

    corecore