a self-organized criticality mutation operator for dynamic optimization problems

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GECCO08 - Atlanta andes, Merelo, Ramos and Rosa – “Sandpile Mutation GA” A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems Carlos Fernandes 1,2 J.J. Merelo 2 Vitorino Ramos 1 Agostinho C. Rosa 1 1 LaSEEB-ISR-IST, Technical Univ. of Lisbon (IST), Portugal 2 Department of Architecture and Computer Technology, University of Granada, Spain

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The Sandpile Genetic Algorithm, in Atlanta, 2008. Genetic and Evolutionary Computation Conference. GECCO'08. Mixing Genetic Algorithms and the Self-Organized Criticality Theory.

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Page 1: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

A Self-Organized Criticality Mutation Operator for Dynamic Optimization

Problems

Carlos Fernandes1,2

J.J. Merelo2

Vitorino Ramos1

Agostinho C. Rosa1

1LaSEEB-ISR-IST, Technical Univ. of Lisbon (IST), Portugal2 Department of Architecture and Computer Technology, University of Granada, Spain

Page 2: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Motivation and Objectives

•Develop an adaptive mutation operator to deal with Dynamic Optimization Problems (DOPs).

We aim at designing a mutation operator which may be able to give rise to small and large mutation rates in a self-regulated manner, non-deterministic.

Mutation operator should be able to react to changes, without detecting those changes. (When a change occurs, mutation should increase.)

Keep it simple! Avoid new parameters or complex parameter control.

DOPs require diversity. It is not mandatory that the algorithm finds the optimum, but, at least, to track it.

Page 3: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Self-Organized Criticality•Self-Organized Criticality was identified by Bak, Tang and Wiesenfeld in 1987. “The Sandpile” model.

*Image taken from Kauffman’s Investigations

•Cellular automaton.

•“Sand” is randomly dropped on a lattice (2D). When the slope exceeds a specific threshold (zc = 4), the cell colapses and transfers the sand to the adjacent cells.

Page 4: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Self-Organized Criticality•SOC: fractal, scale-invariant, 1/f noise, power-laws

*Image taken from Kauffman’s Investigations

Considerer a lattice (x,y) and a function z(x,y) which represents the number o grains in the cells.Starting with a flat surface z(x,y) = 0 for all x and y:Add a grain of sand: if z(x,y) > zc then an avalanche occurs

if z(x, y±1) = 4 or z(x±1, y) = 4Update z recursively

Sandpile: likehood of an avalanche is in power-law proportion to its size.

Page 5: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Previous Related Work

•Tinós, R. and Yang, S. 2007. A self-organizing random immigrants genetic algorithm for dynamic optimization problems. Genetic Programming and Evolvable Machines 8, 255-286. SORIGA

• Krink, T., Rickers P., René T. 2000. Applying self-organised criticality to evolutionary algorithms. Proceedings of the 6th International Conference on Parallel Problem Solving from Nature, 375-384.

•Boettcher, S., Percus A.G. 2003. Optimization with extremal dynamics. Complexity 8(2), 57-62.

SORIGA introduces SOC in a GA by simulating a Bak-Sneppen model.

Page 6: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

The Sandpile MutationThe 2D lattice is “connected” with the population (NxL size, where N is population size and L is chromosome size)

In each generation g grains are dropped into the lattice.

Individuals are ranked. This create a kind of slope for the sandpile, with sand collapsing with higher probability towards the worst chromosomes.

If the number of grains in a cell exceed 4, then an avalanche may occur depending on the fitness of the chromosome.

Page 7: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

The Sandpile Mutationfor g grains do drop grain at random if zc = 4 compute normalized fitness:

Note: if bestFitness = worstFitness, fn is set to 0.5 (1.0?)  if randomValue(0, 1.0) > fn and cell (n, l) not active mutate avalanche

and update lattice z recursively

Page 8: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Test Set Severity of change: This criterion establishes how strongly the problem is changing

Speed of change: This criterion establishes how often the environment changes

•Yang and Yao’s dynamic problems generator*

•By using a binary mask, dynamic environments are created by applying the mask to each solution before its evaluation.

•Severity of change is controlled by setting the number of 1’s in the mask.

•Speed of change is controlled by defining the number of generations between the application of a different mask.

*Yang, S. and Yao, X. 2005. Experimental study on PBIL algorithms for dynamic optimization problems. Soft Computing 9(11), 815-834.

Page 9: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Test Set

•Royal Road function

•Deceptive functions

•As in: Tinós, R. and Yang, S. 2007. A self-organizing random immigrants genetic algorithm for dynamic optimization problems. Genetic Programming and Evolvable Machines 8, 255-286

•Massively Multimodal Deceptive Problem (MMDP)

Speed was set to = 10, 100, 1000 (generations)𝜏Severity was set to ρ = 0.05, 0.6 and 0.95

9 different scenarios

Page 10: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Test SetTwo-point crossover, pc = 0.7

N = 120

Tournament Selection (Kts = 0.9)

Sand pile Mutation Genetic Algorithm (SMGA)

SMGA: g = 10xL

SMGA (deceptive): g = 50xL

Performance is measured by the mean best-of-generation values, i.e., best fitness averaged over all generations, and then over all runs

30 runs for each configuration

Compared SMGA with Standard Generational GA (SGA: pm = 1/L) and Random Immigrants GA (RIGA: rr = 3, rr = 12)

Page 11: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Results – Avalanches and Mutation

Avalanches Mutations

L = 24

L = 90

MMDP

Page 12: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Results

Royal Road Deceptive 1 Deceptive 2

τ ρ SGA RIGA 1 RIGA 2 SMGA SGA RIGA 1 RIGA 2 SMGA* SGA RIGA1 RIGA2 SMGA*

10 0.05 (~) (~) (~) 31.41 (+) (+) (+) 0.855 (~) (+) (+) 0.752

10 0.60 (+) (+) (+) 13.40 (~) (~) (~) 0.793 (+) (+) (~) 0.594

10 0.95 (~) (~) (~) 17.12 (−) (−) (−) 0,922 (+) (~) (−) 0.558

200 0.05(−) (−) (−)

57.80 (+) (+) (+)

0.957(−) (+) (+)

0.7973

200 0.60 (+) (+) (+)

42.15 (+) (+) (+)

0.908 (+) (+) (+)

0.7832

200 0.95 (+) (+) (+)

46.43 (−) (−) (−)

0.939 (+) (+) (+)

0.7808

1000

0.05 (~) (~) (~)

62.36 (+) (+) (+)

0.994 (−) (+) (+)

0.79947

1000

0.60 (~) (~) (~)

54.85 (+) (+) (+)

0.984 (+) (+) (+)

0.79670

1000

0.95 (+) (+) (+)

56.62 (+) (+) (+)

0.988 (~) (+) (+)

0.79623

Page 13: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Results

ρ = 0.05 ρ = 0.6 ρ = 0.95

Comparing SGA and SMGA’s dynamic behavior on Royal Road. 𝜏 = 200

Page 14: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Results – Mutation rate

ρ = 0.05 ρ = 0.6 ρ = 0.95

𝜏 = 10

Page 15: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Results – SMGA and SORIGA3-trap functions (between deception and non-deception): 10 traps, 30 bits

Uniform crossover

pc = 1.0

Binary tournament

Several pm and g values

SORIGA: rr = 3

Speed was set to 2400, 24000, 48000 evaluations

Population size N = 30 and N = 240

Severity was set to ρ = 0.05, 0.3, 0.6 and 0.95

12 different scenarios

Page 16: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Results – SMGA and SORIGA

N = 240

N = 30

Page 17: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Results – SMGA and SORIGAN = 30

Page 18: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Results – SMGA and SORIGA

Page 19: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Conclusions

SMGA is capable of outperforming SGA and RIGA on a wide range of problem settings, namely when severity is high.

It is at least competitive with the state-of-the-art SORIGA.

SMGA reacts to changes by increasing mutation rate (the occurrence of large avalanches is due to a sudden decrease in the average fitness).

Self-regulated (SOC?), non-deterministic.

Parameter g replaces pm

Page 20: A Self-Organized Criticality Mutation Operator for Dynamic Optimization Problems

GECCO08 - AtlantaFernandes, Merelo, Ramos and Rosa – “Sandpile Mutation GA”

Future work

Change sandpile structure. Small-world, scale-free

Compare SMGA with SORIGA

Study SMGA response to different g.

Design different DOPs.