EVA I - Department of Theoretical Computer Science and...
Transcript of EVA I - Department of Theoretical Computer Science and...
EVAINAIL025–2016/17RomanNerudaENGLISHVERSION–13-01-2017
INTRODUCTIONTopics,sources,outlines.
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Literature
• Mitchell,M.:Introduc)ontoGene)cAlgorithms.MITPress,1996.
• Eiben,A.EandSmith,J.E.:Introduc)ontoEvolu)onaryCompu)ng,Springer,2007.
• MichalewiczZ.:Gene)cAlgorithms+DataStructures=Evolu)onPrograms(3ed),Springer,1996
• Holland,J.:Adapta)oninNaturalandAr)ficialSystems,MITPress,1992(2nded).
• Goldberg,D.:Gene)cAlgorithmsinSearch,Op)miza)onandMachineLearning,Addison-Wesley,1989.
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Topics• Evolu\onmodels,popula\on,recombina\on.• Gene\calgorithms.encoding,operators,selec\on,crossover,
muta\on.• Naturalselec\on,simula\on,objec\vefunc\on,roule_ewheel,
tournament,eli\sm.• Representa\onalschemata,schematatheorem,buildingblocks
hypothesis.• Prisonner‘sdilemma,strategies,equilibria,evolu\onarystability.• Evolu\onstrategies,coopera\on,meta-parameters.• Differen\alevolu\on,CMA-ES.• EAandcombinatorialproblems,NP-hardtasks,TSP,...• Machinelearninganddatamining,evolu\onofrule-basedsystems,
Michiganvs.Pi_sburgh.• Learningclassifiersystems,bucketbrigadealgorithm,Q-learning.
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EVOLUTIONARYALGORITHMSBiologicalmo\va\on,basicparts
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Darwinevolu\ontheory• 1859–Ontheoriginof
species• Limitedenvironment
resources• Reproduc\onisthekey
tolife• Be_erfi_ed(adapted)
individualshavebiggerchancestoreproduce
• Successfulphenotypetraitsarereproduced,modified,recombined
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Mendelgene\cs• 1856-Versucheüber
Pflanzenhybriden• Geneasabasichereditaryunit• Everydiploidindividualhas
twopairsofallels,oneistransmi_edtooffspringindependentlyofothers.
• It‘scomplicated:– Polygeny–moregenes
influenceonetrait– Pleiotropy–onegene
influencesmoretraits– MitochondrialDNA– Epigene\cs
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DNA• 1953–Watson&Crick–double
helixstructureofDNA• Molecular-biologicalview:
– Howisthegene\cinforma\onstoredinalivingorganism
– Howisitinheri_ed• DNAconsistsof4nucleo\des/
bases–adenin,guanin,cytosin,thymin
• Codon–atrippletofnucleo\desencoding1outof23aminoacids(redundancy)
• These23aminoacidsarethebasicbuildingstructureofcarbohydratesinalllivingorganisms
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Moleculargene\cs• Crossover• Muta\on• Transcrip\on:DNA->RNA• Transla\on:RNA->protein• GENOTYPE->PHENOTYPE• One-direc\on,complex
mapping• Lamarckism:
– Thereisaninversemappingfromphenotypetogenotype
– Acquiredtraitscanbeinherited
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EA-summary
• Naturalevolu\on:environment,individuals,fitness
• Ar\ficialevolu\on:problem,candidatesolu\ons,qualityofasolu\onmeasure
• Easarepopula\on-basedstochas\csearchalgorithms
• Recombina\onandmuta\oncreatevariability• Selek\onleadsthesearchintherightdirec\on
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GeneralEA
• EAsarerobustmeta-algorithms
• Nofreelunchtheorem–thereisnoonebestalgorithm
• Itpaystocreatedomain-specificvariantsofEAs– Representa\on– Operators
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GeneralEA• Createini\alpopula\on
P(0)atrandom• InacyclecreateP(t+1)
fromP(t):– Parentalselec\on– Recombina\on,andmuta\on
– NewindividualsP‘(t+1)arecreated
– Environmentalselec\onchoosesP(t+1)basedonP(t)aP‘(t+1)
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Gene\calgorithms
• 1975-Holland• Binaryencodedindividuals• Roule_e-wheelselec\on• 1-pointcrossover• Bitwisemuta\ons• Inversion• SchamatatheorytoexplainthemechanismhowGAswork
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Evolu\onaryprogramming
• 1965–Fogel,OwensaWalsh• Evolu\onoffiniteautomata• Nodis\nc\onbetweengenotypeandphenotype
• Focusonmuta\ons• Nocrossover,usually• Tournamentselec\on
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Evolu\onatystrategies
• 1964-Rechenberg,Schwefel• Op\miza\onofrealnumbervectorsindifficultcomputa\onalmathproblems
• Floa\ngpointencodingofindividuals• Muta\onisthebasicoperator• Themuta\onstepisheuris\callycontrolledorudergoesanadapta\on(evolving)
• Determinis\cenvironmentalselec\on
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Gene\cprogramming
• 1992–Koza• Evolu\onofindividualsrepresen\ng(LISP)trees
• Used(notonly)toevolvecomputerprograms• Specificoperatorsofcrossover,muta\on,ini\aliza\on
• Furtherapplica\ons(neuroevolu\on,evolvinghw,…)
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SIMPLEGENETICALGORITHMHollandSGA,binaryreprezenta\on,operatorsandtheirvariants
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GA
• Gene\calgorithms–70sUSA,Holland,DeJong,Goldberg,…
• TheoriginalproposalisnowadayscalledSGA(simpleGA)– Minimalsetofoperators,thesimplestindividualencoding,researchoftheore\calproper\es
• Gradually,theSGAhasbeenenrichedof–ortransformedto–furtheroperators,encodings,waysofdealingwithpopula\ons,etc.
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SGA-basics• t=0;Generateatrandom
ini\alpopulationP(0)ofnl-bitgenes(individuals)
• StepfromP(t)toP(t+1):– Computef(x)foreachxfromP(t)
– Repeatn/2times:• Selectapairx,yfromP(t)• Crossoverx,ywithprobabilitypC
• MutateeverybitofxandywithprobabilitypM
• Insertx,ytoP(t+1)
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Selec\on
• RouleGewheelselec)on:– Selec\onmechanismisbasedontheindividualfitnessvalue
– Expectednumberofindividualselec\onsočekávanýshouldbepropor\onalonthera\oofitsfitnessandanaveragefitnessofthepopula\on
– Roulettewheelselec\on:eachindividualhasanallocatedsliceofaroule_ewheelcorrespondingtoitsfitness,thewheelisspunn-times
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Křížení
• VGAjekříženíhlavnímoperátorem• Rekombinujevlastnos\rodičů• Doufáme,žerekombinacepovedeklepšífitness
• Jednobodovékřížení:– náhodnězvolímebodkřížení,– vyměnímeodpovídajícíčás\jedinců– PravděpodobnostpCtypickyvrozsahudese\n
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Muta\on
• InsimpleGA,muta\onoperatorislessimportant,actsasamechanismagainststuckinlocalextrema
• (Onthecontrary,inEPneboearlyES,muta\onistheonlysourceofvariability)
• Bit-stringmuta\on:– WithprobabilitypM,everybitoftheindividualischanged
– pMissmall(eg.tochange1bitinindividualonaverage)
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Inversionandother
• TheoriginalHolland’sSGAproposalcontainsanothergene\coperator–inversion
• Inversion– Reversingapartofthebitstring– BUTwithkeepingthemeaningofbits– Morecomplicatedtechnically– Inspira\oninnature– Didnotproventobebeneficial
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SCHEMATHEORYSchematheorem,buildingblockshypothesis,implicitparalelism,k-armbandit
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Schemata• Individualisawordinalphabet{0,1}• Schemaisawordinalphabet{0,1,*}– (*=don'tcare)
• Schemarepresentsasetofindividuals• Schemawithr*represents2rindividuals• Individualwithlengthmisrepresentedby2mschemata
• Thereis3mschemataoflengthm• Inpopula\onofnindividualsthereisbetween2mandn.2mschematarepresented
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Proper\esofschemata
• OrderofschemaS:o(S)– Numberof0and1(fixedposi\ons)
• DefininiglengthofschemaS:d(S)– Distancebetweenthefirstandthelastfixedposi\on
• FitnessoftheschemaS:F(S)– Averagefitnessoftheindividualsinapopula\onthatcorrespondtotheschemaS
– NotethatfitnessofSdependsonthecontextofapopula\on.
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Theschematheorem• Short(w.r.t.defininglength),above-average(w.r.t.fitness),low-orderschemataincreaseexponen)allyinsuccessivegenera)onsofGA.(Holland)
• Buildingblocshypothesis:– GAseekssubop\malsolu\onofthegivenproblembyrecombina\onofshort,low-orderabove-averageschemata(calledbuildingblocks).
– “justasachildcreatesmagnificentfortressthrougharrangementofsimpleblocksofwood,sodoesaGAseeknearop\malperformance...”
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ProofofTST
• Popula\onP(t),P(t+1),...nindividualsoflengthm
• Whathappenstoapar\cularschemaSduring:– Selection– Crossover– Muta\on
• C(S,t)...Numberofindividualsrepresen\ngschemaSinpopulationP(t)
• Wewilles\mateC(S,t+1)inthreesteps
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ProofofTST
• Selec\on:– Anindividualprobabilityofselec\onis:ps(v)=F(v)/F(t),whereF(t)=ΣF(u),{uinP(t)}– Probabilityofselec\onodschemaS:ps(S)=F(S)/F(t)– Thus:C(S,t+1)=C(S,t)nps(S)– Orequivalently:C(S,t+1)=C(S,t)F(S)/Fprum(t)WhereFprum(t)=F(t)/n…isaveragefitnessinP(t)
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ProofofTST
• ...S\llselec\on:– So,wehave:C(S,t+1)=C(S,t)F(S)/Fprum(t)– Iftheschemawere“above-average”ofe%:– F(S,t)=Fprum(t)+eFprum(t),fort=0,...– C(S,t+1)=C(S,t)(1+e)– C(S,t+1)=C(S,0)(1+e)t– I.e.thenumberofabove-averageschematagrowsexponen\ally(inconsecu\vepopula\ons(andwithselec\ononly)).
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ProofofTST
• Crossover:– Probabilitythataschemawillbedestroyed/surviveacrossover:
– pd(S)=d(S)/(m-1) – ps(S)=1–d(S)/(m-1)– Crossingoverwithprobabilitypc:– ps(S)>=1–pc.d(S)/(m-1)
• Selec\onandcrossovertogether:– C(S,t+1)>=C(S,t).F(S)/Fprum(t)[1-pc.d(S)/(m-1)]
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ProofofTST• Muta\on:– 1bitwillnotsurvive:pm– 1bitwillsurvive:1–pm– ASchemawillsurvive(pm<<1):– ps(S)=(1–pm)o(S)– ps(S)=…roughly…=1–pm.o(S),forsmallpm
• Selec\on,crossoverandmuta\ontogether:• C(S,t+1)>=C(S,t).F(S)/Fprum(t)[1-pc.d(S)/(m-1)-pm.o(S)]
• QED.
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ConsequencesofTSTandBBH
• Encodingma_ers• Sizema_ers• Prematureconvergenceharms• WhenGAsucks:– (111*******),(********11)areabove-average– ButF(111*****11)<<F(000*****00)– Idealis(1111111111);GAhashard\mesfindingit– Theselec\oncondi\onmightbeimproved
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Implicitparalelism
• GAworkswithindividuals,butimplicitlyitevolvesmuchmoreschemata:2mton.2m.
• Buthowmanyschemataisprocessedefficiently:– Holland(andothers):(Undercertaincircumstances,suchasn=2m,schematastayabove-average,...)Numberofschematathatreallygrowexponen\allyisintheorderofn3.
• Itwasjokinglycommentedastheonlycasewherecombinatorialexplosionisonourside.
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Explora\onvs.Exploita\on
• OriginalHollandmo\vace:GAis“adap\veplan”lookingforequilibriumbetween:– explora)on(findingnewareasforsearch)– exploita)on(u\lizingcurrentknowledge)
• Justexplora\on:randomwalks,notu\lizingpreviousknowledge
• Justexploita\on:stuckinginlocalop\ma,rigidity
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1-armedbandit
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2-armedbandit
• Ncoins,2-armedbandit(armspayoffshaveexpectedvaluesm1,m2andvariancess1,s2).N-ncoinsisallocatedtothebe_erarm,ncoinstotheworseone.
• Goal:tomaximizeoutcome/tominimalizeloss.• Analy\calsolu\on:toallocateexponen\allymoretrialstothecurrentlywinningarm
• N-n*=O(exp(cn*));– cdependsonm1,m2,s1,s2;andn*istheop\malvalue
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BanditandSGA
• GAalsoallocatesexponen\allymoretrials(slotsinpopula\on)tothemoresuccessfulschemata
• Itthussolvestheexplora\onvs.exploita\onproblemintheop\malway
• Schemataplaysmanymul\-armedbanditgames– Thewinningprizeisnumberofslotsinpopupla\on– Itishardtoes\matethefitnessofascheme– FirstpeoplethoughtthatSGAplays3m–armedbandit,– Whereallschemataarecompe\ngarms…
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…butit’scomplicated• Actually,muchmoregamesisplayedinparallel• Schemata“compete”for“conflic\ng”fixedposi\onsinagene
• Schemataoforderkalwayscompeteforthosekfixedposi\ons–theyplay2k–armedbandit
• So,thebestofthosegamesgettheexponen\alslotsinpopula\on
• But,itdependsifwecanes\matethefitnessofaschemeinapar\cularpopula\onwell(whichcanbeaproblem)
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Thus,abadtaskforSGAis...• =2;forx~111*...*• f(x)=1;forx~0*...*• =0;otherwise.• Forschematawenowhave:– F(1*...*)=1/2;– F(0*...*)=1
• But,theSGAes\matesF(1*...*)~2,• Becauseschemata111*...*willbemuchmorecommoninapopula\on
• SGAheredoesnotsampleschemataindependently,soitdoesnotes\matetheirrealfitness.
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Problems
• Thearmsinbanditareindependent,buttheSGAdoesnotsampleschemataindependently
• Selec\ondoesnotworkideally,asintheTST,itisdynamicandithassta\s\calerrors.
• SGAmaximizesitson-lineperformance,theyshouldbesuitableforadap\vetasks(Itisapi_ytostoparunningSGA;-)
• (Paradoxically,maybe)themostcommonapplica\onofGAistoletthem“only”findtheonebestsolu\on.
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Sta\cBBH
• GrafensteGe,91:PeopleconsiderthatGAconvergestosolu)onswithactualsta)s)caveragefitness;andnot(asitreallyhappens)tothosethatexistinpopula)ons,i.e.withthebestobservedfitness
• Then,peoplecanbedisappointed:– Collateralconvergence– Largefitnessvariance
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Collateralconvergence
• WhenGAconvergessomewhere,theschemataarenolongersampleduniformly,butwithabias
• If,e.g.asheme111***...*isgood,itwillspreadinapopula\ona�erfewgenera\ons,i.e.almostallindividualswillhavethisprefix.
• Butthen,almosteverysampleofascheme***000...*arealsosamplesofascheme111000*...*.
• Thus,theGAwillnotes\mateF(***000*...*)correctly.
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Largefitnessvariance
• GAwillnotes\matefitnessofaschemewellinthecaseifthesta\caveragefitnesshasalargevariance.
• Suchasthescheme1*...*fromourevilexample.• Thevarianceofitsfitnessislarge,sotheGAwillprobablyconvergetothosepartsofasearchspacewherethefitnessisbig.
• Whichinturnwillbiasfurthersamplingofthescheme.So,thesta\cfitnessisnotes\matedwell,again.
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REPRESENTATIONANDOPERATORSIntegerandfloa\ngpointrepresenta\onsoperators,selec\on
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Encoding• Binary– Classic(Holland)– Therearenicetheore\calresults(be_erthanschematatheory,wewillseenextsemestr)
– Hollandargumen:binarystringsoflength100arebeGerthandecimalofleghth30becausetheyencoderoughlythesameinforma)onbuthavemoreschemta(2100>230).
– ButweknowschemataarenotthatimportantasHollandthought
– Theimportantfactoristhatbinarzencodingissome\mesunnaturalforagivenproblem.
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Otherencodings• Alphabetswithmoresymbols• Integers• Floa\ngpoint
• Yetanotherexamples:– Permuta\ons,– Trees(programs),– Matrices,– Neuralnetworks(differentways),– Finiteautomata– Graphs,– A-lifeagents…
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Selec\on-overview• Roule>e-wheelselecDon– tradi\onal,fitness-propor\onal
• SUS(stochasDcuniversalsampling)– Justonerandomposi\oninaroule_ewheel,otherposi\onsareshi�soverangle1/n
– „morefairroule_e“–why?• Turnament– k-tournament– comparingkrandomlyselectedindividuals,thewinnerischosenbyselec\on
– Typically,kisasmallnumber,like2,3,5– Canbeusedincaseswherefitnessisnotexplicitlygiven(agameisplayed,orasimula\onisinvolved)
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Integerencoding• Muta\on:– „unbiased“–newrandomvaluefromthewholedomain
– „biased“–newvaluerepresentsarandomshi�(normaldistribu\on)fromtheoriginalvalue
• Crossover:– One-point,mul\pe-point,…– Uniform–ineverygenewethrowacoinfromwhichparentthevalueischosen
– Bewareofordinalrepresenta\onsincaseswheretheorderdoesnotmakesense(then,probably,thebiasedmuta\ondoesnotmakesense)
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Floa\ngpointencoding
• Historically,thefirsta_emptswereencodingrealnumbersintobit-stringrepresenta\ons
• Notusedo�entoday,exceptforthecaseswhenalimitedprecisionmakesgoodsense(compressionofasearchspace,explicitcontrolovertheaccuracyoftherepresenta\on)
• Commonprac\cetodayistoencoderealvaluesasfloa\ngpointrepresenta\on,andtheoperatorstakethisintoaccount
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Floa\ngpointoperators
• Muta\on– biased– Unbiased
• Crossover– Structural
• One-point,uniform,...
– Arithme\c• Combina\onofvalues
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Arithme\ccrossover
• Simpleaverageofparents‘values• Variants:– Someotherconvexcombina\on:
• z=a*x+(1-a)*y,where0<a<1– Howmanyvaluesfromanindividualtocross:
• Typicallyallofthem• Some\mesjustonechosenatrandom• Some\mesacombina\onwith1-pointcrossover
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EVOLUTIONOFCOOPERATIONPrisonersandtheirdilemma,Nash,vonNeumann,Axelrod,Dawkins
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Altruismvs.darwinism?• Darwinismisinherentlycompe\\v–survivalofthefi_est
– socialdarwinism– backingthelaissez-faire(„letitbe“)capitalism– AndrewCarnegie,TheGospelofWealth,1900Whilethelawofcompe))on
maybesome)meshardfortheindividual,itisbestfortherace,becauseitensuresthesurvivalofthefiGestineverydepartment.Weacceptandwelcome,therefore,ascondi)onstowhichwemustaccommodateourselves,greatinequalityofenvironment;theconcentra)onofbusiness,industrialandcommercial,inthehandsofthefew;andthelawofcompe))onbetweenthese,asbeingnotonlybeneficial,butessen)altothefutureprogressoftherace.
• Butthereisalotofcoopera\onbothinnatureandsociety• Themainproblemofevolu\onary(social)biology:• HowcanaltruisDcbehaviorbeevolved,whenit(by
definiDon)decreasesafitnessofanindividual?
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Theoriesofevolu\onofaltruism• Groupselec\on
– Evolu\oncanworkongroupsofindividuals(Darwin)– Howtoexplainindividualswhocheatanddonothelp
• Kinselec\on– Preserva\onofalmostiden\calgenesincloserela\ves– Howtoexplainaltruismofstrangers,evenotherspecies
• Dawkins,selfishgene– Theunitofevolu\onisagene,notanindividual– Wilson:„theorganismisonlyDNA'swayofmakingmoreDNA.“
• Trivers,1971:reciprocalaltruism– Mutualbenefitsforbothorganisms(evendifferentspecies)– Shadowofthefuture,paralellwithiteratedprisonersdilemma
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Prisoner’sdilema
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i/j D C
D 2/2 0/5
C 5/0 3/3
i/j D C
D P/P S/T
C T/S R/R
• Tempta)on>Reward>Penalty>Suckerspayoff• R>P:mutualcoopera)onisbeGerthanmutualdecep)on• T>RaP>S:decep)onisadominantstrategyforbothplayers• (50s-RANDcorp.)
Nash
• Astrategysisdominantforagenti,ifitgivesbe_erorthesameresultthananyotherstrategyofanagentiagainstallstrategiesofagentj
• StrategiessiandsjareinNashequilibrium,if:– Ifagentiplaysstrategysi,agentjdoesbestwithstrategysj– Ifjplayssj,idoesbestwithsi
• Or,siandsjarethebestmutualanswerstoeachother• ThisisNashequilibriumofpurestrategies
• ButnoteverygamehasaNashequilibriuminpurestrategies• AndsomegameshavemoreNashequilibria
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NashandPareto• Mixedstrategies–random
selec\onamongpurestrategies– Nashtheorem:Everygamewith
finitenumberofstrategieshaveNashequilibriuminmixedstrategies.
• Thesolu\onisPareto-op)mal/efficient– Ifthereisnootherstrategywhich
wouldimproveagentoutcomewithoutworseningsomeotheragentoutcome
– Thesolu\onisnotPareto-efficinet:ifanoutcomeofoneagentcenbeimprovedwithoutdecreasingotheragent‘soutcome
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Thus…
• Forra\onalagentsthereisnodilemma/oristhere?– DDisNashequiilibrium– DDistheonlysolu\onthatisnotPareto-op\mal– CCisasolu\onmaximizingcommonoutcome
• Tragedyofthecommons• Whatisra\onal,andarepeoplera\onal?• Shadowoffuture–iteratedversion–Axelrod
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Iteratedprisoner‘sdilemma• Playersplaymoregames,
theyremembertheresults/acitonsoftheoponent,andcanmodifytheirstrategiesaccordingtothehistory
• T>R>P>S,• 2R>T+S–itdoesnotpayoff
toalternateCandD• IfthegameisplayedN-
\mes(andtheplayersknowtheN)itcanbeprovedbyinduc\on,thebeststrategyis„deceiveallthe\me“.
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Axelrodtournaments• Thefirsttournament:
– 14strategiesplusRANDOM,200games,everybodyplayedwitheverybody(ncludititself),5xrepeat
• TFT=TitForTatstrategy– Startcooperate,thencopyoponent‘smoves
• Thesecondtournament:– 62strategiíes–everybodyknewtheresultsofprevioustournament–TFT
winsagain
• Thethird„ecological“tournament– Resemblingthegenera\onsofGA,ini\alpopula\onwasthesecond
tournamentstrategies,therewere1000genera\ons– Thenumberofindividualsinthenextgenera\onwaspropor\onalto
numberofvictoriesinthepreviousgenera\on– Aaaaand,theTFTwinsagain!
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Whatdoesitmeanforstrategies?• 4importantproper\esofsuccessfulstrategies:– Niceness–donotdeceivefirst– Provocability–quicklypunishdecep\on– Forgiveness–butquicklycalmdown– Clarity–besimple,soothersunderstandyou
• Thereisnotasinglestrategythatwouldwinagainstallstrategies
• Itisnecessarytobesuccessfulagainstverydiversestrategies(ALL-D,TFTT,RANDOM,TRIGGER)
• Itisalsogoodtolearnplaywellagainstitself• A_emptstobeatTFTbymoredecep\ondidnothelp
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Whatdoesitmeanforcoopera\on?
• Inenvironmentsthatsupportcoopera\on…– Payoffsfavorcoopera\on,– ThereisabigprobabilityofiteratedPD(shadowofthefuture)
• …thecoopera\onisusuallyevolved– Butnotalways,suchasintheALL-Dworld
• Ra\onality,intelligence,consciousnes,…isnotnecessaryforcoopera\on,justbiggerfitnessvalues
• Ini\alcoopera\oncanemergeatrandom,andthenitcansurvive
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Twentyyearsa�er• Inenvironmentswithnoise,thePavlovstrategy(win-stay,lose-shi�)issuccessfu
• IfthepayoffRorP=>C,• ifTorS=>D
• A�er20yearsthetournamentwasrepeatedwithmorestrategiesfromeachteam
• Thewinningstrategieswerecoopera\ngasateam• Fewmoves(10)tahůtorecognizetheoponent,thenallstrategieshelpedonefatherstrategyfromtheteamtogetbe_erscore
• Theteamswereevenfigh\ngtheorganizers(falseteamstogetmoreslotsinthetournament…)
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EVOLUTIONARYSTRATEGIESMo\va\on,popula\oncycle,floa\ngpointmuta\ons,meta-evolu\on
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Evolu\onatystrategies• Rechenberg,Schwefel,60s• Op\miza\onofrealfunc\onofmanyparameters• 'evolu\onofevolu\on'• Evolvedindividual:– Gene)cparameters-affec\ngthebehavior– Strategicparameters-affec\ngevolu\on
• Newindividualisacceptedonlyifitisbe_er• Moreindividualsasparents• Todaysmostsuccessful(andcomplex)isCMA-ES(correla\onmatrixadapta\on-ES)
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ESnota\on• Importantparameters:– Mnumberindividualsinpopula\on– Lnumberofnewindividuals– Rpočet'rodičů'
• Specialselec\onrelatednota\on:– (M+L)ES–Mindividualstoanewgenera\onisselectedfromM+Loldandnewindividuals
– (M,L)ES–Mindividualstoanewgenera\onisselectedonlyfromLnewindividuals• Usually,the(M,L)strategiesaremorerobust– lesspronetostuckinlocalop\ma
• Theindividual:C(i)=[Gn(i),Sk(i)],k=1,orn,or2n
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ESpopula\oncycle
• n=0;Ini\alizeatrandomapopula\onPnofMindividuals
• EvaluatethefitnessvaluesofindividualsinPn• Un\lthesolu\onisnotgoodenough:– RepeatL\mes:
• chooseRparents,• Crossthemover,mutate,evaluatethenewindividual
– ChooseMnewindividuals(dependingontheEStype)– ++n
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ESindividualandmuta\on• C(i)=[Gn(i),Sk(i)]• Skarestandarddevia\onsofbiasedfloa\ngpointmuta\ons• k=1:
– OnecommonstddevforallevolvedparametersG’s• k=n:
– Non-correlatedmuta\ons,nindividualnormaldistribu\ons– Eachparameterhasitsownstddev– Geometricly,themuta\onsarewithinanellipseparalleltoaxes
• k=2n:– Rota\onsarealsoincluded,theellipseisnotparalleltoaxes– correlatedmuta\ons,theycorrespondtomuta\onsfromn-
dimensionalnormaldistribu\on– nparametersforrota\ons,nforstddevs2n
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ESmuta\ons• Gene\cparameters:
– Addingrandomnumberfromnormaldistrbu\onwithcorrespondingdevia\on,androta\on,respec\velly
• Standarddevia\ons:– Increaseordecreaseaccordingtothesuccessofthemuta\on– Originally,theso-called1/5rule(heuris\c,„thebestcaseiswhenthemuta\onhas20%successrate“,thus,thestddevisincreasedforlowersuccessrates,anddecreasedwhenthesuccessrateishigher
– MorecommonnowistoaddarandomnumberdrawnfromN(0,1)
• Rota\on:– AddarandomnumberdrawnfromN(0,1)
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EScrossover
• Uniform• „Gangbang“ofmoreparents– Local(R=2)– Global(R=M)
• Twoversions:– Discrete– Arithme\c(average)
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DIFFERENTIALEVOLUTIONAlterna\ve,geometricallymo\vatedEVA
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DE–schemeandini\aliza\on
• InicializaDon:randomparametervalues• MutaDon:„shi�“accordingtotheothers• Crossover:uniform„withasafeguard“• SelecDon:comparisonandpossiblereplacementbyabe_eroffspring
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DE – schéma a inicializace
• Inicializace: náhodné hodnoty parametrů• Mutace: „posun“ podle ostatních• Křížení: uniformní „s pojistkou“• Selekece: porovnání a případné nahrazení
lepším potomkem
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Mutace Křížení SelekceInicializace
Muta\on
• Everyindividualinapopula\onundergoesmuta\on,crossover,andselec\on
• Foranindividualxi,pwechoosethreedifferentindividualsxa,p,xb,p,xc,patrandom
• Defineadonorv:vi,p+1=xa,p+F.(xb,p-xc,p)• Fisamuta\onparameter,avaluefrominterval<0;2>
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Crossover
• Uniformcrowwoveroforiginalindividualwithadonor
• ParameterCcontrolstheprobabilityofachange• Atleastoneelementmustcomefromadonor• Probevectorui,p+1:• uj,i,p+1=vj,i,p+1;iffrandji<=Corj=Irand• uj,i,p+1=xj,i,p+1;iffrandji>CandjǂIrand• randjiispseudorandomnumberfrom<0;1>• Irandpseudorandomintegerfrom<1;2;...;D>
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Selec\on
• Comparefitnessofxandv,selectthebe_er:– xi,p+1=ui,p+1;ifff(ui,p+1)<=f(xi,p)– xi,p+1=xi,p;otherwise– fori=1,2,...,N
• Muta\on,crossover,andselec\onisrepeatedun\lsometermina\oncriterionissa\sfied(typically,thefitnessofthebestindividualisgoodenough)
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PARTICLESWARMOPTIMIZATIONIndividualisapar\clefloa\nginaswarminthefitnesslandscape
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PSO• Popula\on-basedsearchheuris\c• Eberhart,Kennedy,1995• Inspira\onofswarmsofinsect/fish• Individualistypicallyafloa\ngpointvector• Itiscalledapar/cle• Nocrossover• Nomuta\onasweknowit• Individualsaremovinginaswarmthroughtheirparameter
space• Thealgorithmisusinglocalandglobalmemory:
– pBest– eachpar\cleremembersaposi\onwiththebestfitness– gBest– bestpBestamongallpar\cles
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PSOalgorithm• Ini\alizeeachpar\cle• Do• Foreachpar\cle• Computefitnessofpar\cle• Ifthefitnessisbe_erthanthebestfitnessseensofar(pBest)• pBest:=fitness;• End
• SetgBesttothebestpBest• Foreachpar\cle• computethespeedofpar\clebyequa\on(a)• updateposi\onofpar\clebyequa\on(b)• End• Whilemaximumitera\onsorminimumerrornotsa\sfied
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PSOmovementequa\ons
• v:=v++c1*rand()*(pbest-present)++c2*rand()*(gbest-present)(a)
• present=persent+v(b)• vispar\clespeed,presentispar\cleposi\on• pbestbestposi\onofapar\cleinhistory• gbestbestglobalposi\oninhistory• rand()randomnumberfrom(0,1).• c1,c2constants(learningrates)o�enc1=c2=2.
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PSOdiscussion
• CommonwithGA:– Startwithrandomconfigura\on,haveafitness,usestochas\cupdatemethods
• DifferentfromGA:– Nogene\coperators– Par\cleshavememories– Theexchangeofinforma\ongoesonlyfromthebe_erpar\clestotherest
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EVOLUTIONARYMACHINELEARNINGMichiganvs.Pi_sburg,machinelearning,reinforcmentlearning
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Machinelearning–asubset• Learnrulesbasedonthetrainingexamples– Datamining– Expertsystems– Agent,robotslearning(reinforcementlearning)
• Basicevolu\onaryapproaches:– Michigan(Holland):individualisonerule
• HollandLCS:learningclassifiersystems
– Pi>sburgh:individualisasetofrules
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Michigan• Hollandin80s:learningclassifiersystems• Theindividualisarule• Thewholepopula\onworksasanexpertorcontrolsystem
• Therulesaresimple:– Le�-handside:featureistrue/not/don‘tcare(0/1/*)– Right-handside:ac\oncodeorclassifica\oncategory
• Ruleshaveweights(reflec\ngtheirsuccess)• Theweightmakestheirfitness• Theevolu\ondoesnothavetobegenera\onalROMANNERUDA:EVA1-2014/15
Michigan-LCS• Evolu\onhappensonlyfrom\meto\meand/oronpartofpopula\on
• Theproblemofreac\vness(lackofinnermemory)– Theright-handsideoftherulecontains–besidestheac\on/classifica\oncode–otherinnerfeatures,called„messages“
– Thele�-handsideoftherulehasspecialfeaturestointerceptthemessages,called„receptors“
– Thesystemhasabufferofmessagesandithastorealizeanalgorithmtodistributearewardamongchainsofrules
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LCS–bucketbrigade• Onlysomerulesleadtoac\ons
thattriggerrewardfromtheenvironment,
• Therewardshouldbedistributedtothechainofsuccessfulrulesleadingtothereward
• Ruleshavetogiveuppartoftheirstrenght(likepayingmoneytotakepartintheac\on)iftheycompeteforachancetobeapplied
• ThetechnicalwayitisdoneiscalledBucketbrigadealgoritm
• Inprac\ceitisdifficulttoballancetheeconomyofrules,hardlyusedtoday
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LCS – bucket brigade• Jen některá pravidla vedou
k akci, za kterou následuje odměna/trest od prostředí,
• Rozdělění odměny – pro celý řetěz úspěšných pravidel
• Pravidla musejí dát část své síly (jakoby peněz), když chtějí soupeřit o možnost být v cestě k řešení
• Bucket brigade algoritm, v praxi komplikované a těžkopádné, ekonomika odměn se těžko vyvažuje
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Prostředí
Detektory Efektory
Matchující pravidla Množina akcí
Populace pravidel
GA BucketBrigade
Buffer zprávExterní stavy | Interní zprávy | Akce
Výběr akce
Odměna
Z(ero)CS
• (Wilson,1994)simplifyLCS– Nointernalmessages– Nocomplicatedmechanismofrewardredistribu\on
• Rulesarejustbitmap(and*)representa\ons:– IF(inputs)THEN(outputs)
• Coveroperator:– Ifthereisnoruleforcurrentsitua\on/example,itisgeneratedadhoc
– Randomlysome*areaddedandarandomoutputisselected
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ZCScontd.
• Howtherewardisdisr\buted/thestrengthofrulesismodified:– Rulesnotapplicabletogivensitua\on:nothing– Rulesapplicabletoinputbutwithdifferentoutput:decresethestrenghtbymul\plyingbyconstant0<T<1
– Allrules’strenghtsaredecreasedbyasmallconstantB– Thisamountiddistributeduniformlyamongtherulesthatansweredcorrectlyinthepreviousstep(decreasedbyafactor0<G<1)
– Finally,theanswerofthesystemisdecreasedbyBanduniformelydistributedamongrulesthatanswerdcorrectlyinthisstep
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XCS–improvedZCS
• ConsofZCS:– ZCSdoesnottendtoevolveacompleterulesystemcoveringallcases
– Rulesatthebeginningofthechainsareseldomrewardedandtheyarenotsurviving
– Rulesleadingtoac\onswithsmallrewardscandieofftoo,althoughtheyareimportant
• XCS:– Separatefitnessfromexpectedoutcome/rewardoftherule
– Basefitnessonthespecificityoftherule
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Pi_
• Individualsaresetsofrules,completesystems• Theevalua\onismorecompicated– Rulepriori\es,conflicts– Falseposi\ves,falsenega\ves
• Gene\coperatorsaremorecomplicated– Typically,dozenormoreoperatorsworkingossetsofrules,individualrules,termsintherules,...
• Emphasisonrichdomainrepresenta\on(sets,enumera\ons,intervals,...)
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GIL,exampleofPi_aproach• Binaryclassifica\ontasks• Theindividualclassifiesimplicitlytooneclass(noright-handsideoftherules)
• Eachindividualisadisjunc\onofcomplexes• Complexisconjunc\onofselectors(from1variable)
• Selectorisadisjunc\onofvaluesfromthevariabledomain
• Representa\onbyabitmap:• ((X=A1)AND(Z=C3))OR((X=A2)AND(Y=B2))• [001|11|0011OR010|10|1111]
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GILcontd.• Operatorsontheindividuallevel:– Swapofrules,copyofrules,generaliza\onofrule,dele\onofrule,specializa\onofrule,inclusionofoneposi\veexampletotherule
• Operatorsonthecomplexlevel:– Splitofcomplexon1selector,generaliza\onofselector(replacingby11...1),specializa\onofgeneralizedselector,inclusionofonenega\veexample
• Operatorsonselectors:– Muta\on0<->1,extension0->1,reduc\on1->0,
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MULTI-OBJECTIVEOPTIMIZATIONMul\-Objec\veEvolu\onaryAlgorithms(MOEA),Paretovafronta,NSGAII
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Problem• Insteadofonefitness(objec\vefunc\on),thereisavector
ofthemfi,i=1...n• Forthesakeofsimplicity,weconsiderminimiza\oncase,
sowetrytoachieveminimalvaluesofallfi,whichisdifficult
• Defini\onsofdominance(ofindividual,orasolu\on):– Individualxweaklydominatesindividualy,ifffi(x)<=fi(y),proi=1..n
– xdominatesy,iffitweaklydominateshim,andthereexistsj:n(x)<n(y)
– xandyareuncomparable,whenneitherxdominatesy,norydominatesx
– xdoesnotdominatey,ifeitherweaklydominatesx,ortheyareuncomparable
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Paretofront
• Paretofrontisasetofindividualsnotdominatedbyanyotheridividual
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Thesimpleway
• HowtosolveMOEAinasimple(simplis\c?)way:• Aggregatethefitness:– i.e.weightedsumofallfi,resul\nginonevalueoff– Andsolveitasastandardone-objec\veop\miza\on– Thisoneissome\mes,inthecontextofMOEA,calledSOEA(singleobjec\veEA),butisisnothingnewtous,actuallyweweredoingonlySOEAsofar
• Nevertheless,wedonotknowhowtosetweightsforindividualfi‘s.
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VEGA(VectorEvaluatedGA)• OneofthefirstMOEAs,1985• Idea:– Popula\onofNindividualsissortedaccordingtoeachofthenobjec\vefunc\ons
– ForeachiweselectN/nbestindividualsw.r.t.fi– Thesearecrossedover,mutatedandselectedtonextgenera\on
• Thisapproachinfact,haslotsofdisadvantages:– Itisdifficulttopreserveadiversityofthepopula\on– Ittendstoconvergetoop\malsolu\onsforindividualobjec\vesfi
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NSGA(non-dominatedsor\ngGA)• 1994,anideaofdominanceisusedforfitness• Thiss\lldoesnotguaranteesufficientspredofpopula\on,itmustbedealtwithsomeotherway(niching)
• Algorhitm:– Popula\onPisdividedintoconsequentlycontructedfrontsF1,F2,...• F1isasetofallnon-dominatedindividualsfromP• F2isasetofallnon-dominatedindividualsfromP-F1• F3…fromP-(F1disjunctedwithF2)• ...
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NSGAcontd.• Foreachindividualwecomputeanichingfaktor,asasum
ofsh(i,j)overallindividualsjfromthesamefront,where:– sh(i,j)=1-[d(i,j)/dshare]^2,ford(i,j)<dshare– sh(i,j)=0otherwise
• d(i,j)isdistanceifromj• dshareisaparameterofthealgorithm
• Individualsfromthefirstfrontreceivesome„dummy“fitness,thatisdividedbyanichingfactor
• Individualsfromthesecondfrontrecieveadummyfitnesssmallerthatthefitnessoftheworstindividualfromthefirstfront,anditisagaindividedbytheirnichingfactor
• ...Forallfronts
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NSGAII
• 2000,repairingsomedrawbacksofNSGA:– Necessitytosettherightdsharevalue– Non-existenceofeli\sm
• Niching– Dshareanichecountisreplacedbyacrowdingdistance:– Thisisasumofdistancestothenearestneighbours– Thebestindividualsw.r.t.eachfi‘shavecrowdingdistancesettoinfinity
• EliDsmus– Oldandnewpopula\onsarejoined,sorted,thebe_erpartgoestonextgenera\on
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NSGAIIcontd.
• Fitness:– Eachindividualhasanumberofnon-dominatedfrontitisin,andacrowdingdistance
– Whencomparingtwoindividuals,firstafrontisconsidered(smallerisbe_er),andincaseofthesamefront,theircrowdingdistanceisconsidered(biggerisbe_er)
– Andinfact,nofitnessisreallycomputed,justthesetwonumbersarecomparedinatournamentselec\on
• Andnowwehaveanimprovement–NSGAIIIROMANNERUDA:EVA1-2014/15
COMBINATORIALOPTIMIZATIONEVAsolvesNP-hardproblems,TSP,permutaionrepresenta\ons
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EVAsolveshardtasks
• 0-1knapsackproblem– Simpleencoding– Problema\cfitness– Standardoperators
• TravellingSalesmanproblem(TSP)– Simplefitness– Problema\cencodingandopertators(crowwover,really)
• Scheduling,planning,transporta\onproblems...
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Knapsack
• Given:– AknapsackofcapacityCMAX– Nitems,– eachhaveapricev(i)– andavolumec(i)
• Thetaskistochooseitemssuchthat:– Maximizeasumv(i)– Atthesame\mewesqueezethemintoaknapsack,i.e.Sumofc(i)<=CMAX
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Knapsack
• Encoding–abitmap:– 0110010–takeitems2,3and6– Trivialalmost– Buttheindividualsmightnotsa\sfytheCMAXcondi\on
• Operators:– Simplecrossover,muta\on,selec\on
• Fitness:hastwoparts:– max[sumofv(i)]vs.min[CMAX–sumofc(i)]
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Knapsack
• So,wehaveamul\-objec\veop\miza\on:– Eitherweightemandaddem– OruseyourfavouriteMOEAfrompreviouschapter
– Or,changetheencodinginacleverway:• 1means:PUTtheitemintheknapsackUNLESSthecapacityisnotexceeded• Thiswayweachieveanicepropertythatwithsuchadecoderallstringsinfactrepresentavalidsolu\on
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Travellingsalesman
• Nci\es,tourthemwithminimalcost• Fitnessisclearcostofthetrip• Reprezenta\onsaremany– Variantsofvertex-based– Edge-based,...
• Operatorsareheavilydependentonrepresenta\on– Crossoverallowstouseheuris\cswemighthavetosolvetheTSP
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Adjacencyrepresenta\on• Pathisalistofci\es,cityjisatposi\onIiffthereisanedgefromitoj
• Ex:– (248397156)correspondsto1-2-4-3-8-5-9-6-7
• Eachpathhas1representa\on,somelistsdonotgeneratevalidpaths
• Notveryintui\ve• Classicalcrowwoverdoesnotwork• Butschematado:– E.g.(*3*...)meansallpathswith2-3edge
• Donotuseit.
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Ordinal(orbuffer)representa\on
• Mo\vova\onwastousethestandard1-pointcrossover– Letushaveabufferofver\ces,maybejustordered,theencodingisinfactaposi\onofacityinthisbuffer
– Whenacityisused,itisdeletedfromabuffer
• Ex:– Buffer(123456789),andpath1-2-4-3-8-5-9-6-7isrepesentedas(112141311)
• Donotuseiteither.
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Path(orpermuta\on)representa\on
• Probablyafirstideaofmostpeople• Permuta\onrepresenta\onisimportantasnaturalformanyothertasks,aswell.– path5-1-7-8-9-4-6-2-3isrepresentedas(517894623)
• Thecrossoverdoesnotwork• So,themainproblemwiththisrepresenta\onistoproposeacrossoveroperatorthatproducescorrectindividuals,andrepresentssomeideaabouthowagoodsolu\onshouldlooklike.– PMX,CX,OX,...
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PMX• Par\allymappedcrossover(Goldberg)• Preserveasmanyci\esontheirposi\onsfromtheindividualsasyoucan.
• 2-point• (123|4567|89)PMX(452|1876|93):– (...|1876|..)(...|4567|..)– andamapping1-48-57-66-7– Canbeaddedd(.23|1876|.9)(..2|4567|93)– Accordingtothemapping
• (423|1876|59)(182|4567|93)
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OX
• Ordercrossover(Davis)• Preserverela\veorderofci\esintheindividuals• (123|4567|89)OX(452|1876|93):– (...|1876|..)(...|4567|..)rearrangethepathfromthesecondcrossoverpoint
– 9-3-4-5-2-1-8-7-6– Deletecrossedoverci\esfrom1,remains:9-3-2-1-8– Fillthefirstchild:(218|4567|93)– Similarly,thesecondchild:(345|1876|92)
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CX
• Cycliccrossover(Oliver)• Preservetheabsoluteposi\oninthepath• (123456789)CX(412876935)– Firstposi\onatrandom,maybefromthfirstparent:P1=(1........),
– Nowwehavetotake4,P1=(1..4....),then8,3a2– P1=(1234...8.),can’tcon\nue,wefillfromthesecondparent
– P1=(123476985)– SimilarlyP2=(412856739)
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ER
• Edgerecombina\on(Whitleyetal)• Observa\on:allpreviouscrossoverspreserveonlyabout60%ofedgesfrombothparents
• TheERtriestopreserveasmanyedgesaspossible.– Foreachcitymakealistofedges– Startsomewhere(thefirstcity),– Chooseci\eswithlessedges,– Incaseofthesamenumberofedges,chooserandomly
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(123456789)ER(412876935)
• 1:924• 2:138• 3:2495• 4:351• 5:463• 6:579• 7:68• 8:792• 9:8163
• Startin1,successorsare9,2,4• 9looses,has4succ.,from2and4
choosingatrandom4• succ.of4are3and5,take5,• Nowwehave(145......),andcon\nue• ...(145678239)• Itispossiblethatwecannotchoosean
edgeandthealgorithmfails,butitisveryrare(1-1.5%případů)
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(123456789)ER2(412876935)
• 1:9#24• 2:#138• 3:2495• 4:3#51• 5:#463• 6:5#79• 7:#6#8• 8:#792• 9:8163
• ER2–improvingER• Preservingmorecommonedges• Markedgesthatexisttwiceby-#• Theyarepriori\zedwhenchoosing
wheretogo.
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Ini\aliza\onforTSP
• Nearestneighbours:– Startwitharanodmcity,– Choosenextastheclosestfromthenotchosenyet
• Edgeinser\on:– ToapathT(startwithanedge)choosethenearestcitycnotinT
– Findanedgek-jinTsoitminimizesthedifferencebetweenk-c-jandk-j
– Deletek-j,insertk-candc-jtoT
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Muta\onforTSP
• Inversion(!)• Insertacityintoapath• Shi�subpath• Swap2ci\es• Swapsubpaths• Heuris\cssuchas2-optetc.
• Taketwoedges,fourci\es,chooseothertwoedgesconnec\ngthese4ci\es
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Otherapproaches
• (Binary)matrixrepresenta\on:• Either1onposi\on(i,j)meansanedgefromitoj• Oritmeansthatiisbeforejinapath(morecommon)
– Specificoperatorsofmatrixcrossover:• Conjunc\on–bitwiseANDandrandominser\onofedges• Disjunc\on–dissectintoquadrants,2ofthemdelete,removecontradic\ons,insertedgesatrandom
• Combina\onwithlocalheuris\cs– Evolu\onarystrategywhichimprovespathsby“smartmuta\ons”–heuris\cslike2-opt,3-opt
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Othertasks-scheduling
• SchedulingisNP-hard:– Individualisasechedule,directmatrixencoding
• Rowsareteachers,columnsclasses,valuesarecodesofsubjects• Muta\on–mixthesubjects• Crossover–swapbe_errowsfromindividuals
– Fitness• Fitnessofarow(howateacherissa\sfied)• Otherso�criteriaandconstrainsabouttheschedulequality
– Hardconstrains• Mustrespectinoperators,otherwisetoomanyinadmissablesolu\onsaregenerated
• Teachersconstrains,when,wherewhattoteach,…
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Othertasks–jobshopscheduling• Produc\onplanning
• productso1…oN,frompartsp1…pK,foreachpartmoreplanshowtoproduceitonmachinesm1…mM,machineshavedifferent\mesforsetuptoadifferentproduct
• Fitness–produc\on\me• Encodingiscri\cal:– Permuta\on–planisjustapermuta\nofproductsorder.Decodermustchooseplansforparts.Simplerepresenta\on,canuseTSP-inspiredcrossovers.Butshowsnotveryefficient,decodersolvesthecomplicatedpart,TSPoperatorsnotsuitable.
– Directrepresenta\onofindividualasthecompleteplan–specializedandcomplexevolu\onaryoperators.
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NEUROEVOLUTIONJustanintroduc\on,thecoolapproachesareintheEVAII
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LearnneuralnetworksbyEVA
• Firstexperimentsin80s• Learntheparameters(weights)• Learnthestructure(architecture,connec\ons)• Learnweightsandstructuretogether• Reinforcementlearningtasks–whenthereisnosupervisedalgorithm(robo\cs)
• Hybridmethods–combina\onofEVAwithlocalsearchetc
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Learntheweights• Direct:– Encodetheweightstoa(floa\ngpoint)vector,– floa\ngpointGA,standardoperators– Evolu\onarystrategies,…
• Usuallyslowerthanspecializedgradientbasedlocalalgorithms,butcanberobust
• Useminibatches• Canbeparallelizedeasily• Canbeusedforreinforcementlearningwheretheresnogradient(robo\cs)
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Learnthestructure
• Fitness=buildthenetwork,ini\alizeatrandom,train,several\mes
• Directencoding– Representthestructureasbinarymatrix– Linearizetherelevantpartofthematrixintoabinaryvector
• Grama\calencoding,Kitano– Individualisarepresenta\onof2Dformalgrammarthatareaprogramtocreatethebinarymatrixrepresen\ngthestrucrureoftheneuralnet
– Boldbuttoheavy-weightsolu\on,notusedinprac\ce
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