metaheuristics 44
On the Equivalence between Herding and Conditional Gradient Algorithms
29 days ago by shivak
"We show that the herding procedure of Welling (2009) takes exactly the form of a standard convex optimization algorithm--namely a conditional gradient algorithm minimizing a quadratic moment discrepancy. This link enables us to invoke convergence results from convex optimization and to consider faster alternatives for the task of approximating integrals in a reproducing kernel Hilbert space. We study the behavior of the different variants through numerical simulations. The experiments indicate that while we can improve over herding on the task of approximating integrals, the original herding algorithm tends to approach more often the maximum entropy distribution, shedding more light on the learning bias behind herding."
optimization
metaheuristics
papers
29 days ago by shivak
[1112.6178] A general framework for online audio source separation
january 2012 by Vaguery
We consider the problem of online audio source separation. Existing algorithms adopt either a sliding block approach or a stochastic gradient approach, which is faster but less accurate. Also, they rely either on spatial cues or on spectral cues and cannot separate certain mixtures. In this paper, we design a general online audio source separation framework that combines both approaches and both types of cues. The model parameters are estimated in the Maximum Likelihood (ML) sense using a Generalised Expectation Maximisation (GEM) algorithm with multiplicative updates. The separation performance is evaluated as a function of the block size and the step size and compared to that of an offline algorithm.
signal-processing
audio-segmentation
statistics
algorithms
metaheuristics
nudge-targets
january 2012 by Vaguery
Essentials of Metaheuristics
april 2011 by miikka
Lecture notes on metaheuristics algorithms.
book
programming
optimization
metaheuristics
april 2011 by miikka
The 11-multiplexer Problem
september 2010 by Vaguery
"The task of the 11-bit boolean multiplexer is to decode a 3-bit binary address (000, 001, 010, 011, 100, 101, 110, 111) and return the value of the corresponding data register (d0, d1, d2, d3, d4, d5, d6, d7). Thus, the boolean 11-multiplexer is a function of 11 arguments: three, a0 to a2, determine the address, and eight, d0 to d7, determine the answer. As GEP uses single-character chromosomes, T = {a, b, c, 1, 2, 3, 4, 5, 6, 7, 8} which correspond, respectively, to {a0, a1, a2, d0, d1, d2, d3, d4, d5, d6, d7}."
nudge-targets
toy-problems
genetic-programming
demonstration
metaheuristics
grammatical-evolution
september 2010 by Vaguery
[1007.3880] $\sqrt{n}$-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
july 2010 by Vaguery
"We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic solution to it usually does not exist. Consequently, straightforward estimation methods like the ordinary least squares method depend on repetitive use of numerical integration in order to determine the solution of the system for each of the parameter values considered, and to find subsequently the parameter estimate that minimises the objective function. This induces a huge computational load to such estimation methods. We propose an estimator that is defined as a minimiser of an appropriate distance between a nonparametrically estimated derivative of the solution and the right-hand side of the system applied to a nonparametrically estimated solution.…"
numerical-methods
models
metaheuristics
algorithms
july 2010 by Vaguery
[1006.1031] Multiobjective decomposition of integer matrices: application to radiotherapy
july 2010 by Vaguery
"… The aim is to find efficient decompositions that simultaneously minimize the irradiation time, the cardinality of the decomposition and the setup-time to configure the multi-leaf collimator at each step of the decomposition. We propose for this NP-hard multiobjective combinatorial problem a heuristic, based on the adaptation of the two-phase Pareto local search. Experiments are carried out on different size instances and the results are reported."
operations-research
multiobjective-optimization
search-algorithms
radiology
nudge-targets
metaheuristics
july 2010 by Vaguery
[1007.4063] The multiobjective multidimensional knapsack problem: a survey and a new approach
july 2010 by Vaguery
"The knapsack problem (KP) and its multidimensional version (MKP) are basic problems in combinatorial optimization. In this paper we consider their multiobjective extension (MOKP and MOMKP), for which the aim is to obtain or to approximate the set of efficient solutions. In a first step, we classify and describe briefly the existing works, that are essentially based on the use of metaheuristics. In a second step, we propose the adaptation of the two-phase Pareto local search (2PPLS) to the resolution of the MOMKP. With this aim, we use a very-large scale neighborhood (VLSN) in the second phase of the method, that is the Pareto local search. We compare our results to state-of-the-art results and we show that we obtain results never reached before by heuristics, for the biobjective instances. Finally we consider the extension to three-objective instances."
metaheuristics
multiobjective-optimization
algorithms
operations-research
nudge-targets
july 2010 by Vaguery
[1007.3706] Cooperative Convex Optimization in Networked Systems: Augmented Lagrangian Algorithms with Directed Gossip Communication
july 2010 by Vaguery
"We study distributed optimization in networked systems, where nodes cooperate to find the optimal quantity of common interest, x = x^\star. The objective function of the corresponding optimization problem is the sum of private (known only by a node,) convex, nodes' objectives and each node imposes a private convex constraint on the allowed values of x. We solve this problem for generic connected network topologies with asymmetric random link failures with a novel distributed, decentralized algorithm."
search-algorithms
algorithms
metaheuristics
networks
gossip-algorithms
july 2010 by Vaguery
[1006.5008] Detecting Danger: The Dendritic Cell Algorithm
july 2010 by Vaguery
"The Dendritic Cell Algorithm (DCA) is inspired by the function of the dendritic cells of the human immune system. In nature, dendritic cells are the intrusion detection agents of the human body, policing the tissue and organs for potential invaders in the form of pathogens. In this research, and abstract model of DC behaviour is developed and subsequently used to form an algorithm, the DCA. The abstraction process was facilitated through close collaboration with laboratory- based immunologists, who performed bespoke experiments, the results of which are used as an integral part of this algorithm. The DCA is a population based algorithm, with each agent in the system represented as an 'artificial DC'. Each DC has the ability to combine multiple data streams and can add context to data suspected as anomalous.…"
metaheuristics
agent-based
biologically-inspired
july 2010 by Vaguery
[1003.5330] Lin-Kernighan Heuristic Adaptations for the Generalized Traveling Salesman Problem
june 2010 by Vaguery
"The Lin-Kernighan heuristic is known to be one of the most successful heuristics for the Traveling Salesman Problem (TSP). It has also proven its efficiency in application to some other problems. In this paper we discuss possible adaptations of TSP heuristics for the Generalized Traveling Salesman Problem (GTSP) and focus on the case of the Lin-Kernighan algorithm. At first, we provide an easy-to-understand description of the original Lin-Kernighan heuristic. Then we propose several adaptations, both trivial and complicated. Finally, we conduct a fair competition between all the variations of the Lin-Kernighan adaptation and some other GTSP heuristics. It appears that our adaptation of the Lin-Kernighan algorithm for the GTSP reproduces the success of the original heuristic. Different variations of our adaptation outperform all other heuristics in a wide range of trade-offs between solution quality and running time, making Lin-Kernighan the state-of-the-art GTSP local search."
nudge-targets
traveling-salesman
operations-research
optimization
algorithms
computational-complexity
metaheuristics
heuristics
june 2010 by Vaguery
[1006.4949] Artificial Immune Systems (2010)
june 2010 by Vaguery
"The human immune system has numerous properties that make it ripe for exploitation in the computational domain, such as robustness and fault tolerance, and many different algorithms, collectively termed Artificial Immune Systems (AIS), have been inspired by it. Two generations of AIS are currently in use, with the first generation relying on simplified immune models and the second generation utilising interdisciplinary collaboration to develop a deeper understanding of the immune system and hence produce more complex models. Both generations of algorithms have been successfully applied to a variety of problems, including anomaly detection, pattern recognition, optimisation and robotics.…"
review
artificial-immune-systems
complexology
metaheuristics
adaptive-control
emergent-design
june 2010 by Vaguery
[1005.5631] Experimental Comparisons of Derivative Free Optimization Algorithms
june 2010 by Vaguery
"In this paper, the performances of the quasi-Newton BFGS algorithm, the NEWUOA derivative free optimizer, the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), the Differential Evolution (DE) algorithm and Particle Swarm Optimizers (PSO) are compared experimentally on benchmark functions reflecting important challenges encountered in real-world optimization problems. Dependence of the performances in the conditioning of the problem and rotational invariance of the algorithms are in particular investigated."
search-algorithms
algorithms
optimization
metaheuristics
heuristics
numerical-methods
nudge-targets
june 2010 by Vaguery
[1005.4446] Genetic algorithms and the art of Zen
june 2010 by Vaguery
"In this paper we present a novel genetic algorithm (GA) solution to a simple yet challenging commercial puzzle game known as the Zen Puzzle Garden (ZPG). We describe the game in detail, before presenting a suitable encoding scheme and fitness function for candidate solutions. We then compare the performance of the genetic algorithm with that of the A* algorithm. Our results show that the GA is competitive with informed search in terms of solution quality, and significantly out-performs it in terms of computational resource requirements. We conclude with a brief discussion of the implications of our findings for game solving and other "real world" problems."
puzzles
mathematical-recreations
algorithms
genetic-algorithm
metaheuristics
nudge-targets
june 2010 by Vaguery
[1006.0252] Population Annealing: An Effective Monte Carlo Method for Rough Free Energy Landscapes
june 2010 by Vaguery
"The population annealing algorithm introduced by Hukushima and Iba is described. Population annealing combines simulated annealing and Boltzmann weighted differential reproduction within a population of replicas to sample equilibrium states. Population annealing gives direct access to the free energy. It is shown that unbiased measurements of observables can be obtained by weighted averages over many runs with weight factors related to the free energy estimate from the run. Population annealing is well suited to parallelization and may be a useful alternative to parallel tempering for systems with rough free energy landscapes such as spin glasses. The method is demonstrated for spin glasses."
metaheuristics
algorithms
optimization
search-algorithms
june 2010 by Vaguery
[0911.5657] 2D multi-objective placement algorithm for free-form components
june 2010 by Vaguery
"This article presents a generic method to solve 2D multi-objective placement problem for free-form components. The proposed method is a relaxed placement technique combined with an hybrid algorithm based on a genetic algorithm and a separation algorithm. The genetic algorithm is used as a global optimizer and is in charge of efficiently exploring the search space. The separation algorithm is used to legalize solutions proposed by the global optimizer, so that placement constraints are satisfied. A test case illustrates the application of the proposed method. Extensions for solving the 3D problem are given at the end of the article."
nudge-targets
multiobjective-optimization
bin-packing
algorithms
optimization
metaheuristics
geometry
june 2010 by Vaguery
[1005.5490] On the Utility of Directional Information for Repositioning Errant Probes in Central Force Optimization
june 2010 by Vaguery
"Central Force Optimization is a global search and optimization algorithm that searches a decision space be flying "probes" whose trajectories are deterministically computed using two equations of motion. Because it is possible for a probe to fly outside the domain of feasible solutions, a simple errant probe retrieval method has been used previously that does not include the directional information contained in a probe's acceleration vector. This note investigates the effect of adding directionality to the "repositioning factor" approach. As a general proposition, it appears that doing so does not improve convergence speed or accuracy. In fact, adding directionality to the original errant probe retrieval scheme appears to be highly inadvisable. Nevertheless, there may be alternative probe retrieval schemes that do benefit from directional information, and the results reported here may assist in or encourage their development."
metaheuristics
nudge
particle-swarm
optimization
problem-solving
june 2010 by Vaguery
[1004.2242] Group Leaders Optimization Algorithm
may 2010 by Vaguery
"Complexity of global optimization algorithms makes implementation of the algorithms difficult and leads the algorithms to require more computer resources for the optimization process. The ability to explore the whole solution space without increasing the complexity of algorithms has a great importance to not only get reliable results but so also make the implementation of these algorithms more convenient for higher dimensional and complex-real world problems in science and engineering. In this paper, we present a new global optimization algorithm in which the influence of the leaders in social groups is used as an inspiration for the evolutionary technique that is designed into a group architecture similar to the architecture of Cooperative Coevolutionary Algorithms.…"
metaheuristics
yet-another
search
optimization
nudge
may 2010 by Vaguery
[1005.2908] Engineering Optimisation by Cuckoo Search
may 2010 by Vaguery
"…The optimal solutions obtained by CS are far better than the best solutions obtained by an efficient particle swarm optimiser. We will discuss the unique search features used in CS and the implications for fur- ther research."
metaheuristics
algorithms
search
not-unlike-my-own-shark-jumping-metaheuristic
may 2010 by Vaguery
Copy this bookmark: