Genetic Algorithms for Real

Parameter Optimization

Written by Alden H. Wright

Department of Computer Science
University of Montana

Presented by Tony Morelli

11/01/2004
 Background

●
Usual method of applying GAs to real-parameter
is to encode each parameter using binary coding or
Gray coding
– Parameters are concatenated together to create a
chromosome.
– Each Bit position corresponds to a gene
– Each Bit value corresponds to an allele
●
This paper's approach
– Chromosome – Vector of real parameters
– Gene – A real number
– Allele – A real value
 Binary Coding

●
Binary Coding
– Break valid range into segments and associate value
based on segment
●
If 0 < x < 4 and 5 bits are used
– 32 Segments
– Each segment = 1/8 (.125)
– 3/8 = 00011 and 7/16 = 00011
 Gray Coding

●
Gray Encoding
– Increase of 1 step changes only 1 bit.
– Example:
●
0 0000
●
1 0001
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2 0011
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3 0010
●
4 0110
– Convert Bin-Gray: Gray-Bin:
 Crossover

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One Point Binary Crossover
– 1 Crossover point is selected
– Bits from 1 parent and to the left of the crossover point
are combined with bits from the other parent and to the
right of the crossover point
– Crossing over 5/32 (00101) and 27/32 (11011)
between bits 3 and 4 yields 7/32 (00111) and 25/32
(11001)
 Mutation

●
Binary Coded GA
– Probability of mutation is low
– If mutation occurs, bit changes from 1 to 0 or 0 to 1
– If change from 0 to 1
●
Binary coding – Change is in the positive direction
●
Gray coding – Change in either direction
– If change from 1 to 0
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Binary coding – Change is in the negative direction
●
Gray coding – Change is in either direction
 Schemata

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Similarity Template
●
Describes a subset of the space of chromosomes
– {01*} = {010, 011}
●
Connected schemata are the most meaningful
– They capture locality info about the function
 A Real Coded Genetic Algorithm

●
Standard GA
– 1. A method for choosing the initial population
– 2. A Scaling function that creates a nonnegative
fitness function
– 3. Find the sampling rate of an individual
– 4. Pick which individuals are allowed to reproduce
– 5. Reproduction operators to produce new individuals
– 6. A method for choosing which reproduction operator
to apply
 A Real Coded Genetic Algorithm

●
Standard GA, only steps 5 and 6 require bitwise
manipulation.
●
Real crossover is almost the same is in binary
– Take the list of real numbers from one parent, combine
them with a list from the other parent
– {5,6,7,8},{1,2,3,4} combine at crossover point
between 2 and 3 to create children {5,6,3,4} and
{1,2,7,8}
 A Real Coded Genetic Algorithm

●
Real Mutation
– Mutation is performed if chromosome is selected
– Direction is then chosen (50/50 either positive or
negative
– Amount of mutation is determined
●
Original parameter is x, range [a,b], mutation size M
●
Direction is positive
– Mutated parameter is uniformly chosen from [x,min(M,b)]
 A Real Coded Genetic Algorithm

• Problems with real crossover

 A Real Coded Genetic Algorithm

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Linear Crossover
– From 2 parent points, 3 new points are generated:
●
(1/2)p1 + (1/2)p2, (3/2)p1 - (1/2)p2, (-1/2)p1+(3/2)p2
– (1/2)p1 + (1/2)p2 is the midpoint of p1 and p2
– The others are on the line determined by p1 and p2
– The best 2 of the 3 points are sent to the next
generation
– Disadvantage - Highly disrupted of schemata and is
not compatible with the schema theorem described in
the next slide.
Schemata Analysis for Real-Allele
Genetic Algorithms
●
Restrict some or all of the parameters to
subintervals of their possible ranges
●
Ii denotes the interval
●
If parameter space is [-1,1]x[-1,1]x[-1,1] and
schema is [-1,1]x[0,1]x[-1,0], the m-tuple would
be *I2I3
●
The probability of an individual being selected for
reproduction is the ration of its fitness to the
average fitness of the entire population
 Schemata Analysis for Real-Allele
Genetic Algorithms
• The expected proportion of individuals of
schema s that are selected after reproduction is
shown by:
 Experimental Results

• Tested on DeJongs 5 problems, 2 other problems

(Schaffer, Caruana, Eshelman, and Das)
 Experimental Results
●
2 Point Crossover
●
The Elitist Strategy
●
Bakers Selection Procedure
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Population size of 20
●
Crossover rate of 0.8
●
Gray coding was used for Binary-Coded
●
GA was run for 1000 trials, except for one of the
cases which was run for 5000
●
Best Performance – Min value over all trials
●
Best Offline Performance – Average over function
evaluations of the best value obtained up to that
function evaluation
 Experimental Results

●
Multiple runs were done to tune parameters
●
Binary
– 1000 experiments at each mutation rate from 0.005 to
0.05 in steps of 0.005
●
Real
– 1000 experiments were done at each combination of a
mutation size and mutation rate
●
Mutation sizes 0.1-0.3 steps of 0.1
●
Mutation rate from 0.05 to 0.3 steps of 0.05
– 50% real crossover and 50% linear crossover
Experimental Results
 Experimental Results
Summary
●
Real Coded algorithm with 50% real crossover
and 50% linear crossover performed better than
100% real crossover on all problems
●
Real-Coded with both types of crossover
performed better than the binary-coded on 7/9
problems
●
Real-Coded algorithm with real crossover
performed better than the binary-coded on 5/9
problems.
 Experimental Results
Summary
●
On problems F4 and F7 the mixed crossover real-
coded did much better than the other 2
●
On F5 (Shekel's Foxholes) the binary coded
algorithm did much better than the real-coded
algorithms.
– This problem is well suited for binary GAs
– When it was rotated 30 degrees, the difference between
the real-coded and the binary was less, but the binary
GA still outperformed.
 Conclusions

●
Results showed that the real-coded GA based on a
mixture of real and linear crossover gave superior
results to binary-coded GAs on most test problems
●
Real-Coded GA with both linear and real
crossover outperformed the GA with only 1 of
them.
●
Strengths of a real-coded GA
– 1. Increased Effeciency (No need to convert bit
strings)
– 2. Increased Precision (Using real numbers)
– 3. Can use different mutation and crossover techniques
 Questions/Comments

●
Word of the day: ENVISAGE
– en·vis·age
– 1. To conceive an image or a picture of, especially
as a future possibility: envisaged a world at peace.
– 2. To consider or regard in a certain way.