Analysing knowledge transfer in SHADE via complex network

In this research paper a hybridization of two computational intelligence fields, which are evolutionary computation techniques and complex networks (CNs), is presented. During the optimization run of the success-history based adaptive differential evolution (SHADE) a CN is built and its feature, node degree centrality, is extracted for each node. Nodes represent here the individual solutions from the SHADE population. Edges in the network mirror the knowledge transfer between individuals in SHADE's population, and therefore, the node degree centrality can be used to measure knowledge transfer capabilities of each individual. The correlation between individual's quality and its knowledge transfer capability is recorded and analyzed on the CEC2015 benchmark set in three different dimensionality settings-10D, 30D and 50D. Results of the analysis are discussed, and possible directions for future research are suggested.Ministry of Education, Youth and Sports of the Czech Republic within the National Sustainability Programme [LO1303 (MSMT-7778/2014)]; Internal Grant Agency of Tomas Bata University [IGA/CebiaTech/2018/003]; COST (European Cooperation in Science & Technology), Improving Applicability of NatureInspired Optimisation by Joining Theory and Practice (ImAppNIO) [CA15140]; COST (European Cooperation in Science & Technology), HighPerformance Modelling and Simulation for Big Data Applications (cHiPSet) [IC1406]; European Regional Development Fund under the Project CEBIA-Tech [CZ.1.05/2.1.00/03.0089

Clustering Analysis of the Population in Db_SHADE Algorithm

This paper provides an analysis of the population clustering in a novel Success-History based Adaptive Differential Evolution algorithm with Distance based adaptation (Db_SHADE) in order to analyze the exploration and exploitation abilities of the algorithm. The comparison with the original SHADE algorithm is performed on the CEC2015 benchmark set in two dimensional settings (10D and 30D). The clustering analysis helps to answer the question about prolonged exploration phase of the Db_SHADE algorithm. Possible future research directions are drawn in the discussion and conclusion

Differential Evolution and Deterministic Chaotic Series: A Detailed Study

This research represents a detailed insight into the modern and popular hybridization of deterministic chaotic dynamics and evolutionary computation. It is aimed at the influence of chaotic sequences on the performance of four selected Differential Evolution (DE) variants. The variants of interest were: original DE/Rand/1/ and DE/Best/1/ mutation schemes, simple parameter adaptive jDE, and the recent state of the art version SHADE. Experiments are focused on the extensive investigation of the different randomization schemes for the selection of individuals in DE algorithm driven by the nine different two-dimensional discrete deterministic chaotic systems, as the chaotic pseudorandom number generators. The performances of DE variants and their chaotic/non-chaotic versions are recorded in the one-dimensional settings of 10D and 15 test functions from the CEC 2015 benchmark, further statistically analyzed

A NOVEL METAHEURISTIC ALGORITHM: DYNAMIC VIRTUAL BATS ALGORITHM FOR GLOBAL OPTIMIZATION

A novel nature-inspired algorithm called the Dynamic Virtual Bats Algorithm (DVBA) is presented in this thesis. DVBA is inspired by a bat’s ability to manipulate frequency and wavelength of the emitted sound waves when hunting. A role based search has been developed to improve the diversification and intensification capability of standard Bat Algorithm (BA). Although DVBA is inspired from bats, like BA, it is conceptually very different from BA. BA needs a huge number of population size; however, DVBA employs just two bats to handle the ”exploration and exploitation” conflict which is known as a real challenge for all optimization algorithms. Firstly, we study bat’s echolocation ability and next, the most known bat-inspired algorithm and its modified versions are analyzed. The contributions of this thesis start reading and imitating bat’s hunting strategies with different perspectives. In the DVBA, there are only two bats: explorer and exploiter bat. While the explorer bat explores the search space, the exploiter bat makes an intensive search of the local with the highest probability of locating the desired target. Depending on their location, bats exchange the roles dynamically. The performance of the DVBA is extensively evaluated on a suite of 30 bound-constrained optimization problems from Congress of Evolutionary Computation (CEC) 2014 and compared with 4 classical optimization algorithm, 4 state-of-the-art modified bat algorithms, and 5 algorithms from a special session at CEC2014. In addition, DVBA is tested on supply chain cost problem to see its performance on a complicated real world problem. The experimental results demonstrated that the proposed DVBA outperform, or is comparable to, its competitors in terms of the quality of final solution and its convergence rates.Epoka Universit

A Novel Memetic Framework for Enhancing Differential Evolution Algorithms via Combination With Alopex Local Search

Differential evolution (DE) represents a class of population-based optimization techniques that uses differences of vectors to search for optimal solutions in the search space. However, promising solutions/regions are not adequately exploited by a traditional DE algorithm. Memetic computing has been popular in recent years to enhance the exploitation of global algorithms via incorporation of local search. This paper proposes a new memetic framework to enhance DE algorithms using Alopex Local Search (MFDEALS). The novelty of the proposed MFDEALS framework lies in that the behavior of exploitation (by Alopex local search) can be controlled based on the DE global exploration status (population diversity and search stage). Additionally, an adaptive parameter inside the Alopex local search enables smooth transition of its behavior from exploratory to exploitative during the search process. A study of the important components of MFDEALS shows that there is a synergy between them. MFDEALS has been integrated with both the canonical DE method and the adaptive DE algorithm L-SHADE, leading to the MDEALS and ML-SHADEALS algorithms, respectively. Both algorithms were tested on the benchmark functions from the IEEE CEC’2014 Conference. The experiment results show that Memetic Differential Evolution with Alopex Local Search (MDEALS) not only improves the original DE algorithm but also outperforms other memetic DE algorithms by obtaining better quality solutions. Further, the comparison between ML-SHADEALS and L-SHADE demonstrates that applying the MFDEALS framework with Alopex local search can significantly enhance the performance of L-SHADEThis research was supported by grants from both Swedish Research Council (project number 2016-05431) and Spanish Ministry of Science TIN2016- 8113-R

Adaptive bio-inspired firefly and invasive weed algorithms for global optimisation with application to engineering problems

The focus of the research is to investigate and develop enhanced version of swarm intelligence firefly algorithm and ecology-based invasive weed algorithm to solve global optimisation problems and apply to practical engineering problems. The work presents two adaptive variants of firefly algorithm by introducing spread factor mechanism that exploits the fitness intensity during the search process. The spread factor mechanism is proposed to enhance the adaptive parameter terms of the firefly algorithm. The adaptive algorithms are formulated to avoid premature convergence and better optimum solution value. Two new adaptive variants of invasive weed algorithm are also developed seed spread factor mechanism introduced in the dispersal process of the algorithm. The working principles and structure of the adaptive firefly and invasive weed algorithms are described and discussed. Hybrid invasive weed-firefly algorithm and hybrid invasive weed-firefly algorithm with spread factor mechanism are also proposed. The new hybridization algorithms are developed by retaining their individual advantages to help overcome the shortcomings of the original algorithms. The performances of the proposed algorithms are investigated and assessed in single-objective, constrained and multi-objective optimisation problems. Well known benchmark functions as well as current CEC 2006 and CEC 2014 test functions are used in this research. A selection of performance measurement tools is also used to evaluate performances of the algorithms. The algorithms are further tested with practical engineering design problems and in modelling and control of dynamic systems. The systems considered comprise a twin rotor system, a single-link flexible manipulator system and assistive exoskeletons for upper and lower extremities. The performance results are evaluated in comparison to the original firefly and invasive weed algorithms. It is demonstrated that the proposed approaches are superior over the individual algorithms in terms of efficiency, convergence speed and quality of the optimal solution achieved

Evolutionary Computation 2020

Intelligent optimization is based on the mechanism of computational intelligence to refine a suitable feature model, design an effective optimization algorithm, and then to obtain an optimal or satisfactory solution to a complex problem. Intelligent algorithms are key tools to ensure global optimization quality, fast optimization efficiency and robust optimization performance. Intelligent optimization algorithms have been studied by many researchers, leading to improvements in the performance of algorithms such as the evolutionary algorithm, whale optimization algorithm, differential evolution algorithm, and particle swarm optimization. Studies in this arena have also resulted in breakthroughs in solving complex problems including the green shop scheduling problem, the severe nonlinear problem in one-dimensional geodesic electromagnetic inversion, error and bug finding problem in software, the 0-1 backpack problem, traveler problem, and logistics distribution center siting problem. The editors are confident that this book can open a new avenue for further improvement and discoveries in the area of intelligent algorithms. The book is a valuable resource for researchers interested in understanding the principles and design of intelligent algorithms

Evolving machine learning and deep learning models using evolutionary algorithms

Despite the great success in data mining, machine learning and deep learning models are yet subject to material obstacles when tackling real-life challenges, such as feature selection, initialization sensitivity, as well as hyperparameter optimization. The prevalence of these obstacles has severely constrained conventional machine learning and deep learning methods from fulfilling their potentials. In this research, three evolving machine learning and one evolving deep learning models are proposed to eliminate above bottlenecks, i.e. improving model initialization, enhancing feature representation, as well as optimizing model configuration, respectively, through hybridization between the advanced evolutionary algorithms and the conventional ML and DL methods. Specifically, two Firefly Algorithm based evolutionary clustering models are proposed to optimize cluster centroids in K-means and overcome initialization sensitivity as well as local stagnation. Secondly, a Particle Swarm Optimization based evolving feature selection model is developed for automatic identification of the most effective feature subset and reduction of feature dimensionality for tackling classification problems. Lastly, a Grey Wolf Optimizer based evolving Convolutional Neural Network-Long Short-Term Memory method is devised for automatic generation of the optimal topological and learning configurations for Convolutional Neural Network-Long Short-Term Memory networks to undertake multivariate time series prediction problems. Moreover, a variety of tailored search strategies are proposed to eliminate the intrinsic limitations embedded in the search mechanisms of the three employed evolutionary algorithms, i.e. the dictation of the global best signal in Particle Swarm Optimization, the constraint of the diagonal movement in Firefly Algorithm, as well as the acute contraction of search territory in Grey Wolf Optimizer, respectively. The remedy strategies include the diversification of guiding signals, the adaptive nonlinear search parameters, the hybrid position updating mechanisms, as well as the enhancement of population leaders. As such, the enhanced Particle Swarm Optimization, Firefly Algorithm, and Grey Wolf Optimizer variants are more likely to attain global optimality on complex search landscapes embedded in data mining problems, owing to the elevated search diversity as well as the achievement of advanced trade-offs between exploration and exploitation

Evolutionary Algorithms and Computational Methods for Derivatives Pricing

This work aims to provide novel computational solutions to the problem of derivative pricing. To achieve this, a novel hybrid evolutionary algorithm (EA) based on particle swarm optimisation (PSO) and differential evolution (DE) is introduced and applied, along with various other state-of-the-art variants of PSO and DE, to the problem of calibrating the Heston stochastic volatility model. It is found that state-of-the-art DEs provide excellent calibration performance, and that previous use of rudimentary DEs in the literature undervalued the use of these methods. The use of neural networks with EAs for approximating the solution to derivatives pricing models is next investigated. A set of neural networks are trained from Monte Carlo (MC) simulation data to approximate the closed form solution for European, Asian and American style options. The results are comparable to MC pricing, but with offline evaluation of the price using the neural networks being orders of magnitudes faster and computationally more efficient. Finally, the use of custom hardware for numerical pricing of derivatives is introduced. The solver presented here provides an energy efficient data-flow implementation for pricing derivatives, which has the potential to be incorporated into larger high-speed/low energy trading systems