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A Simple Real-Coded ECGA



    Luca Fossati, Pier Luca Lanzi, Kumara Sastry,
    David E. Goldberg, Osvaldo Gomez

    Politecnico di Milano, Italy
    Illinois Genetic Algorithms Laboratory,
    University of Illinois at Urbana Champaign, USA



    OBUPM GECCO'07, July 7--11, 2007, London, UK.
Real-coded EDAs
 are complex and difficult to analyze

          What is our goal?

The simplest real-coded EDA possible

 Elementary discretization + Ο‡ECGA
ECGA

                                       New
             Selection
Population                           Population
                         MPM Model
Simple Real Coded ECGA
              Restrict Tournament Replacement (RTR)


Real-Valued                                       New Real-Valued
 Population       Selection                         Population




                                   Intervals
                                      Ii,j


                                    Ο‡ECGA
         X-ary                                                New X-ary
                                        …
     Population                                               Population
Simple Real Coded ECGA
                        k = # of intervals
                        rp = real population
                        dp = discrete population
 1: procedure RECGA(k)
                        Ii,j is the j-th interval for gene i
 2:   rp ← random();
 3:   Generate a random population rp
 4:   Evaluate the fitness in rp
 5:   while stop criterion not true do
 6:     Undergo tournament selection at a rate S
 7:     Discretize rp into dp using k and generate Ii,j
 8:     Model dp using a greedy MPM search
 9:     If the model has converged, stop
10:     Generate a new dp+1 using the model
11:     Generate a new rp+1 from dp+1 using Ii,j
12:     rp ← ApplyRTR(rp+1,rp)
13:     Evaluate the fitness in rp
14:   end while
15: end procedure
Number of Evaluations for k=5
Population Size for k=5
Number of Evaluations for k=10
Population Size for k=10
Number of Evaluations
as Function of k
Population Size
as Function of k
Class of additively separable problems

       The population size scales
   sub-quadratically with problem size

The number of function evaluations scales
     sub-cubically with problem size

Simple, amenable for further empirical and
           theoretical analysis

     First step towards a systematic
       analysis of real-coded ECGA
What next?

      More experiments

      Scalability analysis

Relation between discretization
       and performance

     … virtual alphabets?
Virtual Alphabets
(Goldberg, 1991)
 Theory of convergence for real-coded GAs

 Selection
   Dominates early GA performance
   Restricts subsequent search to intervals
   with above average fitness
   It does it, dimension by dimension

 Intervals form the characters of a virtual
 alphabet, searched during recombination
Virtual Alphabets
Blocking




           x1
Simple Real-Coded ECGA
Explicitly builds the alphabet

Virtual alphabets & RECGA?

Blocking & Model Building?
Thank you!
Any question?

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Gecco2007 Recga

  • 1. A Simple Real-Coded ECGA Luca Fossati, Pier Luca Lanzi, Kumara Sastry, David E. Goldberg, Osvaldo Gomez Politecnico di Milano, Italy Illinois Genetic Algorithms Laboratory, University of Illinois at Urbana Champaign, USA OBUPM GECCO'07, July 7--11, 2007, London, UK.
  • 2. Real-coded EDAs are complex and difficult to analyze What is our goal? The simplest real-coded EDA possible Elementary discretization + Ο‡ECGA
  • 3. ECGA New Selection Population Population MPM Model
  • 4. Simple Real Coded ECGA Restrict Tournament Replacement (RTR) Real-Valued New Real-Valued Population Selection Population Intervals Ii,j Ο‡ECGA X-ary New X-ary … Population Population
  • 5. Simple Real Coded ECGA k = # of intervals rp = real population dp = discrete population 1: procedure RECGA(k) Ii,j is the j-th interval for gene i 2: rp ← random(); 3: Generate a random population rp 4: Evaluate the fitness in rp 5: while stop criterion not true do 6: Undergo tournament selection at a rate S 7: Discretize rp into dp using k and generate Ii,j 8: Model dp using a greedy MPM search 9: If the model has converged, stop 10: Generate a new dp+1 using the model 11: Generate a new rp+1 from dp+1 using Ii,j 12: rp ← ApplyRTR(rp+1,rp) 13: Evaluate the fitness in rp 14: end while 15: end procedure
  • 10. Number of Evaluations as Function of k
  • 12. Class of additively separable problems The population size scales sub-quadratically with problem size The number of function evaluations scales sub-cubically with problem size Simple, amenable for further empirical and theoretical analysis First step towards a systematic analysis of real-coded ECGA
  • 13. What next? More experiments Scalability analysis Relation between discretization and performance … virtual alphabets?
  • 14. Virtual Alphabets (Goldberg, 1991) Theory of convergence for real-coded GAs Selection Dominates early GA performance Restricts subsequent search to intervals with above average fitness It does it, dimension by dimension Intervals form the characters of a virtual alphabet, searched during recombination
  • 16. Blocking x1
  • 17. Simple Real-Coded ECGA Explicitly builds the alphabet Virtual alphabets & RECGA? Blocking & Model Building?