Module 10

Evolutionary Algorithms
Optimization Tasks
Adaptive Walk
in a “fitness landscape”

Start Global optimum

Fitness
Xn
End Local optimum

X2

X1 X1
X2
 Types of fitness landscapes
Fitness

The Dream The Nightmare

 Local Neighborhood search

Start
B
A
q C

Neighborhood N Local
x optimum

• fixed N
• variable (“adaptive”) N
 Local Neighborbood Strategies

Local (neighborhood) search

Any-ascent/Stochastic Steepest/First-ascent Population-based

Population-based
hill-climbing hill-climbing

Simulated Threshold-accepting Genetic

Genetic Evolution
Evolution Evolutionary
Evolutionary
annealing algorithms
algorithms strategies
strategies programming
programming

Tabu search
 Elements of artificial adaptive systems (Koza)

• Structures that undergo adaptation

• Initial structures (starting solutions)
• Fitness measure that evaluates the structures
• Operations to modify the structures
• State (memory) of the system at each stage
• Method for designating a result
• Method for terminating the process
• Parameters that control the proces
Learning from Nature ...

• Genetic algorithms
• Evolution strategies
• Particle Swarm Optimization (PSO)
• Ant Colony Optimization (ACO)
Which search strategy should be applied?

Global & local search techniques guided by

• Random parameter variation
• Stepwise systematic parameter variation
• Gradients in the fitness landscape ...

There is no one best method.

Evolutionary algorithms are

• easily implemented
• robust
• able to cope with high-dimensional optimization tasks
Searching in real and artificial fitness landscapes

Quality “Fitness” Idealized path

(experimental) (calculated)

Neural network model

of peptide antibody recognition
 n
xi2 n
x  n
f ( x) = ∑ − ∏ cos i  + 1 (
f ( x) = 10 ⋅ n + ∑ xi2 − 10 ⋅ cos(2 ⋅ π ⋅ xi ) )
i =1 4000 i =1  i i =1

a) Griewangk Funktion b) Rastrigin Funktion c) De Jong‘s Sphere Funktion

n
f ( x) = ∑ xi2
i =1

globales Minimum globales Minimum

d) Schaffer F6 Funktion e) Rosenbrock Funktion

globales Minimum

sin 2 x 2 + y 2 − 0.5 n −1 2
f ( x) = 0.5 +
(1 + 0.001⋅ ( x 2
+ y2 ) )
2 (
f ( x) = ∑100 ⋅ xi +1 − x
2 2
i ) + (1 − x ) i
i =1
 Operators of Evolutionary Optimization

• Mutation Adds new information to a population

Variation
• Crossover Exploits information within a population

• Selection
Genetic Algorithms: Chromosome Representation

Descriptors Real Binary Gray

clogP 5.19 100 110
cMW 404 011 010
O O+N 5 100 110
S
O
NH
H-donors 2 001 001
Surfpolar [Å2] 59.9 010 011
H
N O

100011100001010
110010110001011
genes

chromosome
 Principle of Evolutionary Searching

Step 2 and following:

Step 1: Random search “Local hill climbing”

Optimum

Best value

Generate a diverse set of parameter Generate localized distributions

values and hope for a hit of parameter values
and improve steadily
Adaptive neighborhood
 λ) Evolution Strategy
The (µ,λ (Rechenberg, 1973)
 λ) Evolution Strategy
Algorithm of the (1,λ
Stepsize

Variables Quality (“Fitness”)

ξP,σ
Initialize parent (ξ σP,QP);
For each generation:
Generate λ variants (ξ σV,QV) around the parent:
ξV,σ
σ V = σP • G;
ξV = ξP + σV • G;
calculate fitness QV;
Select best variant by QV ;
ξP,σ
Set (ξ σP,QP) ≡ (ξ
ξV,σ
σV,QV)best ;

Box-Muller: G(i , j ) = − 2 ln(i ) ⋅ sin(2π j )

i,j: pseudo-random numbers in ]0,1]
Evolutionary Optimization: Protein backbone folding

Variables: Coordinates of “Beads on a string”

Fitness function: Empirical potential

„Folding“ of the ribonucleasese A backbone

X-ray structure (1rtb)

 Multiobjective (MO) Optimization (MO)

One possibility: weighted Fitness Function

f(property) = w1 * property1 + w2 * property2 + …

Disadvantages:

• The setting of the weights is non-intuitive

• Regions of the search space may be excluded due to
the chosen weight setting
• Objectives may be correlated
• Only a single solution is found
 MOGA – Multiobjective Genetic Algorithm

• Most optimization algorithms can only cope with a single

objective
• Evolutionary Algorithms use a population of solutions

MOGA (Fonseca and Fleming 1993):

• Maps out the hypersurface in the search space where all
solutions are tradeoffs between the different objectives
• Searches for a set of non-dominated solutions
• The ranking of solutions is based on dominance instead
of a fitness function (Pareto ranking)
 Multiobjective Optimization (MO)

• Many practical optimization applications are

characterized by more than one objective
• Optimal performance in one objective often correlates
with low performance in another one
• Strong need for a compromise
• Search for solutions that offer acceptable performance
in all objectives
 MOGA – Multiobjective Genetic Algorithm

Potential solutions in a two-objective (f1 and f2) minimization problem:

0
f2 2
4

0
number of times the
0
solution is dominated
1

0 dominated solution
0

f1
non-dominated solution
(Pareto solution)
 Particle Swarm Optimization (PSO)

• Biological motivated optimization paradigm

• Individuals move through a fitness landscape
• Particles can change their movement direction and
velocities
• “Social” interactions between individuals of a population
• Each particle knows about its own best position and all
particles know about the overall best position
Particle Swarm Optimization (PSO) – cont.

T. Krink, University of Aarhus

 PSO in a virtual fitness landscape

y = f(x1,x2) min. Trajectory of a particle

Fitness
-2

-4

-4 -2 0 2 4

y = f ( x) = x 2 − 10 ⋅ cos(2 ⋅ π ⋅ x)
Rastrigin function
 PSO Algorithmus

begin
Positionen und Geschwindigkeiten der Partikel initialisieren
Fitness evaluieren
Gedächtnisse initialisieren
while (Abbruchbedingung ≠ true)
neue Geschwindigkeiten berechnen
Positionen neu berechnen
Fitness evaluieren
Gedächtnisse auffrischen
end
end
PSO: Update Regel 1 (Standard Typ)

Individuelles Soziales
Gedächtnis Gedächtnis

v i (t + 1) = v i (t ) + 2 ⋅ r1 ⋅ ( p i − xi (t )) + 2 ⋅ r2 ⋅ ( p b − x i (t ))

v: Geschwindigkeitsvektor des Partikels

x: Ortsvektor des Partikels
i: Dimension
t: Epochenzahl
r1 und r2: Zufallszahlen zwischen 0 und 1
pi und pb: die besten Postionen aus dem individuellen und sozialen Gedächtnis
 PSO: Update Regel 2 (Inertia Weight Typ)

Inertia Individuelles Soziales

Weight Gedächtnis Gedächtnis

v i (t + 1) = w ⋅ v i (t ) + n1 ⋅ r1 ⋅ ( p i − x i (t )) + n 2 ⋅ r2 ⋅ ( p b − x i (t ))
v: Geschwindigkeitsvektor des Partikels
x: Ortsvektor des Partikels w − wend
w: Trägheitsgewicht (inertia weight) w = wstart − start ⋅ Epochs
i: Dimension MaxEpochs
t: Epochenzahl
n1 und n2: individuelle und soziale Konstante
r1 und r2: Zufallszahlen zwischen 0 und 1
pi und pb: die besten Postionen aus dem individuellen und sozialen Gedächtnis
PSO: Individuelles und soziales Gedächtnis

Konvergenzverhalten von PSO bei der Minimierung

der Griewangk-Funktion nach 100 Epochen für
unterschiedliche Werte für n1 und n2

globales
Minimum

n1 = 1 n1 = 2
n2 = 2 n2 = 1

Höhere Gewichtung des

sozialen Gedächtnisses
 PSO: Update Regel 3 (Constriction Typ)

Constriction Individuelles Soziales

Constant Gedächtnis Gedächtnis

v i (t + 1) = K ⋅ ( v i (t ) + n1 ⋅ r2 ⋅ ( pi − xi (t )) + n2 ⋅ r2 ⋅ ( pb − xi (t )))

v: Geschwindigkeitsvektor des Partikels 2

x: Ortsvektor des Partikels K=
K: Constriction Constant | 2 − ϕ − ϕ 2 − 4ϕ |
i: Dimension
t: Epochenzahl ϕ = n1 + n 2 , ϕ > 4
n1 und n2: individuelle und soziale Konstante
r1 und r2: Zufallszahlen zwischen 0 und 1
pi und pb: die besten Postionen aus dem individuellen und sozialen Gedächtnis
Der Constriction Factor reguliert in zweierlei Hinsicht das
Schwarmverhalten (Kennedy & Eberhart, 2001):

• Er führt nach einer bestimmten Zeit zu einer Konvergenz des Schwarms.

• Wird ein neues lokales Optimum gefunden, wenn der Schwarm bereits
fortgeschritten konvergiert ist, so hat er trotzdem die Fähigkeit, wieder
größere Bewegungen auszuführen und sich somit anzupassen.

globales globales
Minimum Minimum

Rosenbrock Funktion

Constriction-Typ Schwarm Standard-Schwarm

(jeweils nach 100 Epochen)

Visualisierung des Pfades der besten gefundene Positionen

• Der Partikelschwarm verschiedene lokale Minima besucht,

bevor das globale Minimum gefunden wurde

links: Seitenansicht der Funktion

rechts: Unterseite der Funktion
Das war‘s für‘s Erste!

… doch es geht weiter.