Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Chapter 9.

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Presentation transcript:

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Chapter 9

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Motivation 1: Multimodality Most interesting problems have more than one locally optimal solution. 2 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Motivation 2: Genetic Drift Finite population with global (panmictic) mixing and selection eventually convergence around one optimum Often might want to identify several possible peaks This can aid global optimisation when sub-optimum has the largest basin of attraction 3 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Biological Motivation 1: Speciation In nature different species adapt to occupy different environmental niches, which contain finite resources, so the individuals are in competition with each other Species only reproduce with other members of the same species (Mating Restriction) These forces tend to lead to phenotypic homogeneity within species, but differences between species 4 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Biological Motivation 2: Punctuated Equilbria Theory that periods of stasis are interrupted by rapid growth when main population is “invaded” by individuals from previously spatially isolated group of individuals from the same species The separated sub-populations (demes) often show local adaptations in response to slight changes in their local environments 5 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Implications for Evolutionary Optimisation Two main approaches to diversity maintenance: Implicit approaches: Impose an equivalent of geographical separation Impose an equivalent of speciation Explicit approaches Make similar individuals compete for resources (fitness) Make similar individuals compete with each other for survival 6 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Implicit 1: “Island” Model Parallel EAs Periodic migration of individual solutions between populations EA 7 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Island Model EAs contd: Run multiple populations in parallel, in some kind of communication structure (usually a ring or a torus). After a (usually fixed) number of generations (an Epoch), exchange individuals with neighbours Repeat until ending criteria met Partially inspired by parallel/clustered systems 8 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Island Model Parameters 1 Could use different operators in each island How often to exchange individuals ? too quick and all pops converge to same solution too slow and waste time most authors use range~ generations can do it adaptively (stop each pop when no improvement for (say) 25 generations) 9 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Island Model Parameters 2 How many, which individuals to exchange ? usually ~2-5, but depends on population size. more sub populations usually gives better results but there can be a “critical mass” i.e. minimum size of each sub population needed Martin et al found that better to exchange randomly selected individuals than best can select random/worst individuals to replace 10 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Implicit 2: Diffusion Model Parallel EAs Impose spatial structure (usually grid) in 1 pop Current individual Neighbours 11 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Diffusion Model EAs Consider each individual to exist on a point on a (usually rectangular toroid) grid Selection (hence recombination) and replacement happen using concept of a neighbourhood a.k.a. deme Leads to different parts of grid searching different parts of space, good solutions diffuse across grid over a number of gens 12 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Diffusion Model Example Assume rectangular grid so each individual has 8 immediate neighbours Equivalent of 1 generation is: pick individual in pop at random pick one of its neighbours using roulette wheel crossover to produce 1 child, mutate replace individual if fitter circle through population until done 13 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Implicit 3: Automatic Speciation Either only mate with genotypically/ phenotypically similar members or Add bits (tags) to problem representation that are initially randomly set subject to recombination and mutation when selecting partner for recombination, only pick members with a good match can also use tags to perform fitness sharing (see later) to try and distribute members amongst niches 14 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Explicit 1: Fitness Sharing Restricts the number of individuals within a given niche by “sharing” their fitness, so as to allocate individuals to niches in proportion to the niche fitness need to set the size of the niche  share in either genotype or phenotype space run EA as normal but after each generation set 15 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Explicit 1: Fitness Sharing cont’d Note: if we used sh(d) = 1 for d <  share then the sum that reduces the fitness would simply count the number of neighbours, i.e., individuals closer than  share This creates an advantage of being alone in the neighbourhood Using 1 – d/  share instead of 1 implies that we count distant neighbours less 16 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Explicit 2: Crowding Attempts to distribute individuals evenly amongst niches relies on the assumption that offspring will tend to be close to parents uses a distance metric in ph/genotype space randomly shuffle and pair parents, produce 2 offspring set up the parent vs. child tournaments such that the intertournament distances are minimal 17 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Explicit 2: Crowding cont’d That is, number the two p’s (parents )and the two o’s (offspring) such that d(p1,o1)+d(p2,o2) < d(p1,o2) + d(p2,o1) and let o1 compete with p1 and o2 compete with p2 18 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Fitness Sharing vs. Crowding Observe the number of individuals per niche 19 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing Multi-Objective Problems (MOPs) Wide range of problems can be categorised by the presence of a number of n possibly conflicting objectives: buying a car: speed vs. price vs. reliability engineering design: lightness vs. strength Two problems: finding set of good solutions choice of best for particular application 20 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing MOPs 1: Conventional approaches rely on using a weighting of objective function values to give a single scalar objective function which can then be optimised: to find other solutions have to re-optimise with different w i. 21 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing MOPs 2: Dominance we say x dominates y if it is at least as good on all criteria and better on at least one Dominated by x f1f1 f2f2 Pareto front x 22 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing MOPs 3: Advantages of EC approach Population-based nature of search means you can simultaneously search for set of points approximating Pareto front Don’t have to make guesses about which combinations of weights might be useful Makes no assumptions about shape of Pareto front - can be convex / discontinuous etc 23 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing MOPs 4: Requirements of EC approach Way of assigning fitness, usually based on dominance Preservation of diverse set of points similarities to multi-modal problems Remembering all the non-dominated points you have seen usually using elitism or an archive 24 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing MOPs 5: Fitness Assignment Could use aggregating approach and change weights during evolution no guarantees Different parts of pop use different criteria e.g. VEGA, but no guarantee of diversity Dominance ranking or depth based fitness related to whole population 25 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing MOPs 6: Diversity Maintenance Usually done by niching techniques such as: fitness sharing adding amount to fitness based on inverse distance to nearest neighbour (minimisation) (adaptively) dividing search space into boxes and counting occupancy All rely on some distance metric in genotype / phenotype space 26 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing MOPs 7: Remembering Good Points Could just use elitist algorithm e.g. (  + ) replacement Common to maintain an archive of non- dominated points some algorithms use this as second population that can be in recombination etc others divide archive into regions too e.g. PAES 27 / 28

Multimodal Problems and Spatial Distribution A.E. Eiben and J.E. Smith, Introduction to Evolutionary Computing MOP - summary MO problems occur very frequently EAs are very good in solving MO problems MOEAs are one of the most successful EC subareas 28 / 28