A comparative study of immune system based genetic algorithms in dynamic environments

Copyright @ 2006 ACMDiversity and memory are two major mechanisms used in biology to keep the adaptability of organisms in the ever-changing environment in nature. These mechanisms can be integrated into genetic algorithms to enhance their performance for problem optimization in dynamic environments. This paper investigates several GAs inspired by the ideas of biological immune system and transformation schemes for dynamic optimization problems. An aligned transformation operator is proposed and combined to the immune system based genetic algorithm to deal with dynamic environments. Using a series of systematically constructed dynamic test problems, experiments are carried out to compare several immune system based genetic algorithms, including the proposed one, and two standard genetic algorithms enhanced with memory and random immigrants respectively. The experimental results validate the efficiency of the proposed aligned transformation and corresponding immune system based genetic algorithm in dynamic environments

Learning behavior in abstract memory schemes for dynamic optimization problems

This is the post-print version of this article. The official article can be accessed from the link below - Copyright @ 2009 Springer VerlagIntegrating memory into evolutionary algorithms is one major approach to enhance their performance in dynamic environments. An abstract memory scheme has been recently developed for evolutionary algorithms in dynamic environments, where the abstraction of good solutions is stored in the memory instead of good solutions themselves to improve future problem solving. This paper further investigates this abstract memory with a focus on understanding the relationship between learning and memory, which is an important but poorly studied issue for evolutionary algorithms in dynamic environments. The experimental study shows that the abstract memory scheme enables learning processes and hence efficiently improves the performance of evolutionary algorithms in dynamic environments.The work by S. Yang was supported by the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/1

A general framework of multi-population methods with clustering in undetectable dynamic environments

Copyright @ 2011 IEEETo solve dynamic optimization problems, multiple population methods are used to enhance the population diversity for an algorithm with the aim of maintaining multiple populations in different sub-areas in the fitness landscape. Many experimental studies have shown that locating and tracking multiple relatively good optima rather than a single global optimum is an effective idea in dynamic environments. However, several challenges need to be addressed when multi-population methods are applied, e.g., how to create multiple populations, how to maintain them in different sub-areas, and how to deal with the situation where changes can not be detected or predicted. To address these issues, this paper investigates a hierarchical clustering method to locate and track multiple optima for dynamic optimization problems. To deal with undetectable dynamic environments, this paper applies the random immigrants method without change detection based on a mechanism that can automatically reduce redundant individuals in the search space throughout the run. These methods are implemented into several research areas, including particle swarm optimization, genetic algorithm, and differential evolution. An experimental study is conducted based on the moving peaks benchmark to test the performance with several other algorithms from the literature. The experimental results show the efficiency of the clustering method for locating and tracking multiple optima in comparison with other algorithms based on multi-population methods on the moving peaks benchmark

Artificial Immune Systems - Models, algorithms and applications

Copyright © 2010 Academic Research Publishing Agency.This article has been made available through the Brunel Open Access Publishing Fund.Artificial Immune Systems (AIS) are computational paradigms that belong to the computational intelligence family and are inspired by the biological immune system. During the past decade, they have attracted a lot of interest from researchers aiming to develop immune-based models and techniques to solve complex computational or engineering problems. This work presents a survey of existing AIS models and algorithms with a focus on the last five years.This article is available through the Brunel Open Access Publishing Fun

Adaptive Investment Strategies For Periodic Environments

In this paper, we present an adaptive investment strategy for environments with periodic returns on investment. In our approach, we consider an investment model where the agent decides at every time step the proportion of wealth to invest in a risky asset, keeping the rest of the budget in a risk-free asset. Every investment is evaluated in the market via a stylized return on investment function (RoI), which is modeled by a stochastic process with unknown periodicities and levels of noise. For comparison reasons, we present two reference strategies which represent the case of agents with zero-knowledge and complete-knowledge of the dynamics of the returns. We consider also an investment strategy based on technical analysis to forecast the next return by fitting a trend line to previous received returns. To account for the performance of the different strategies, we perform some computer experiments to calculate the average budget that can be obtained with them over a certain number of time steps. To assure for fair comparisons, we first tune the parameters of each strategy. Afterwards, we compare the performance of these strategies for RoIs with different periodicities and levels of noise.Comment: Paper submitted to Advances in Complex Systems (November, 2007) 22 pages, 9 figure

Tracking moving optima using Kalman-based predictions

The dynamic optimization problem concerns finding an optimum in a changing environment. In the field of evolutionary algorithms, this implies dealing with a timechanging fitness landscape. In this paper we compare different techniques for integrating motion information into an evolutionary algorithm, in the case it has to follow a time-changing optimum, under the assumption that the changes follow a nonrandom law. Such a law can be estimated in order to improve the optimum tracking capabilities of the algorithm. In particular, we will focus on first order dynamical laws to track moving objects. A vision-based tracking robotic application is used as testbed for experimental comparison