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An Artificial Immune Network for  Multimodal Function Optimization on Dynamic Environments Fabricio Olivetti de França LBiC/DCA/FEEC State University of Campinas (Unicamp) PO Box 6101, 13083-970  Campinas/SP, Brazil Phone: +55 19 3788-3885 [email_address] Fernando J. Von Zuben LBiC/DCA/FEEC State University of Campinas (Unicamp) PO Box 6101, 13083-970  Campinas/SP, Brazil Phone: +55 19 3788-3885 [email_address] Leandro Nunes de Castro Research and Graduate Program in Computer Science,  Catholic University of Santos, Brazil. Phone/Fax: +55 13 3226 0500 [email_address]
Multimodal Optimization ,[object Object],[object Object]
Multimodal Optimization
Multimodal Optimization
Local Search Algorithms ,[object Object],[object Object]
Meta-heuristics ,[object Object],[object Object],[object Object],[object Object],[object Object]
Immuno-inspired Algorithms ,[object Object],[object Object]
Immuno-inspired Algorithms ,[object Object],[object Object]
Immuno-inspired Algorithms ,[object Object],[object Object],[object Object],[object Object],[object Object]
opt-aiNet ,[object Object]
opt-aiNet ,[object Object]
Disadvantage ,[object Object]
Solution ,[object Object]
Line Search: Golden Section ,[object Object],[object Object]
But…
… what should go here…
… may land here
How to deal with it ,[object Object],[object Object]
Another mutation disadvantage ,[object Object],[object Object]
Solution ,[object Object]
One Dimensional Mutation ,[object Object],[object Object]
Gene Duplication ,[object Object]
Suppression ,[object Object],[object Object]
opt-aiNet ,[object Object]
problem
Solution: Cell-line Suppression
Solution: Cell-line Suppression
Solution: Cell-line Suppression
Nothing is Perfect
Solution ,[object Object]
Waste of Memory ,[object Object]
Two Solutions ,[object Object],[object Object]
Two Solutions ,[object Object]
Two Solutions ,[object Object],[object Object]
dopt-aiNet ,[object Object]
dopt-aiNet ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
What makes an algorithm able to solve dynamic problems? ,[object Object],[object Object],[object Object],[object Object]
Dynamic Environment ,[object Object],[object Object],[object Object],[object Object],Marco Farina, Kalyanmoy Deb, Paolo Amato:  Dynamic Multiobjective Optimization Problems: Test Cases, Approximation, and Applications . EMO 2003: 311-326
Dynamic Environment
Type I
Type II
Type III
Type IV
dopt-aiNet ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Numerical Experiments
Numerical Experiments
Numerical Experiments
Numerical Experiments Function Initialization Range Problem Dimension (N) f 1 [-500, 500] N 30 f 2 [-5.12, 5.12] N 30 f 3 [-32, 32] N 30 f 4 [-600, 600] N 30 f 5 [0,   ] N 30 f 6 [-5, 5] N 100 f 7 [-5, 10] N 30 f 8 [-100, 100] N 30 f 9 [-10, 10] N 30 f 10 [-100, 100] N 30 f 11 [-100, 100] N 30
Static Environment Function Known Global Value Mean Objective Function Value Mean no. of Function Evaluations    std dopt-ainet opt-aiNet dopt-ainet opt-aiNet f 2 0 0 153.54±13.58 3379.3±1040.8 5500000 f 4 0 0 340±61.94 7276±2072.5 5500000 f 7 0 0 0.2192±0.085   81296±5801.8 5500000 f 8 0 0 0 6182.6±1693.4 3109986±362220
Static Environment Function Known Global Value Mean Objective Function Value Mean no. of Function Evaluations    std dopt-ainet OGA/Q CGA dopt-ainet OGA/Q CGA f 1  12569.5  18286  12569.5  8444.75 4168.7±4250.9 302166 458653 f 2 0 0 0 22.97 3379.3±1040.8 224710 335993 f 3 0 0 4.440  10  6 2.69 5563.7±1112.3 112421 336481 f 4 0 0 0 1.26 7276±2072.5 134000 346971 f 5  99.27  99.27  92.83  83.27 2318.7±1901.4 302773 338417 f 6  78.33  78.33  78.30  59.05 428460±34992  245930 268286 f 7 0 0 0.752 150.79   81296±5801.8 167863 1651448 f 8 0 0 0 4.96 6182.6±1693.4 112559 181445 f 9 0 0 0 0.79 406150±22774  112612 170955 f 10 0 0 0 18.83 10113±3050.1 112576 203143 f 11 0 0 0 2.62 119840±6052.8 112893 185373
Static Environment Function Known Global Value Mean Objective Function Value Mean no. of Function Evaluations    std dopt-ainet FES ESA PSO EO dopt-ainet FES ESA PSO EO f 1  12569.5  18286  12556.4 --- --- --- 4168.7±4250.9 900030 --- --- --- f 2 0 0 0.16 --- 47.1345 46.4689 3379.3±1040.8 500030 --- 250000 250000 f 3 0 0 0.012 --- --- --- 5563.7±1112.3 150030 --- --- --- f 4 0 0 0.037 --- 0.4498 0.4033 7276±2072.5 200030 --- 250000 250000 f 6  78.33  78.33 --- --- 11.175 9.8808 428460  34992 250000 250000 f 7 0 0 --- 17.1 --- ---   81296±5801.8 --- 188227 --- ---
Static Environment Function Known Global Value Mean Objective Function Value Mean no. of Function Evaluations    std dopt-ainet opt-aiNet BCA HGA dopt-ainet opt-aiNet BCA HGA f 12  1,12  1,12  1,12  1,08±04  1,12 103.4±26.38 6717±538 3016±2252 6081±4471 f 13  12,06  12,06  12,03  12,03  12,03 110±0 41419±25594 1219±767 3709±2397 f 14 0,4 0,4 0,39 0,4  0,4 302.4±99.19 6346±4656 4921±31587 30583±28378 f 15  186,73  186,73  180,83  186,73  186,73 1742.7±1412.3 363528±248161 46433±31587 78490±6344 f 16  186,73  186,73  173,16  186,73  186,73 1227.6±976.21 346330±255980 426360±32809 76358±11187 f 17  0,35  0,35  0,26  0,91 0,99 442.8±141.82 54703±29701 2862±351 12894±9235 f 18  186,73  186,73  186,73  186,73  186 349.2±67.15 50875±45530 14654±5277 52581±19095
Dynamic Experiments ,[object Object],[object Object], k  =   k  +      k  =   k  +  N (1,0)   (b) Circular (c) Gaussian (a) Linear
Dynamic Experiments (errors)
Dynamic Experiments  (errors)
Dynamic Experiments  (errors)
Dynamic Experiments  (errors)
New Dynamic Experiments – Step Displacement
New Dynamic Experiments – Ramp Displacement
New Dynamic Experiments – Quadratic Displacement
Quadratic Displacement - Griewank dopt-aiNet
Quadratic Displacement - Griewank PSO
Quadratic Displacement - Griewank BCA
Quadratic Displacement – Griewank (x 0  versus x 0 *) dopt-aiNet – best var
Quadratic Displacement – Griewank (x 0  versus x 0 *) dopt-aiNet – worst var
Quadratic Displacement – Griewank (x 0  versus x 0 *) dopt-aiNet – avg var
Quadratic Displacement – Griewank (x0 versus x0*) PSO – best var
Quadratic Displacement – Griewank (x0 versus x0*) PSO – worst var
Quadratic Displacement – Griewank (x0 versus x0*) PSO – avg var
Quadratic Displacement – Griewank (x0 versus x0*) BCA – best var
Quadratic Displacement – Griewank (x0 versus x0*) BCA – worst var
Quadratic Displacement – Griewank (x0 versus x0*) BCA – avg var
dopt-aiNet PSO Quadratic Displacement – Griewank (x 0  versus x 0 *) zoomed
Dynamic Environment Tracking
Conclusion: advantages of dopt-aiNet ,[object Object],[object Object],[object Object],[object Object]
Future Work ,[object Object],[object Object],[object Object],[object Object],[object Object]
Discussions

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An Artificial Immune Network for Multimodal Function Optimization on Dynamic Environments

  • 1. An Artificial Immune Network for Multimodal Function Optimization on Dynamic Environments Fabricio Olivetti de França LBiC/DCA/FEEC State University of Campinas (Unicamp) PO Box 6101, 13083-970 Campinas/SP, Brazil Phone: +55 19 3788-3885 [email_address] Fernando J. Von Zuben LBiC/DCA/FEEC State University of Campinas (Unicamp) PO Box 6101, 13083-970 Campinas/SP, Brazil Phone: +55 19 3788-3885 [email_address] Leandro Nunes de Castro Research and Graduate Program in Computer Science, Catholic University of Santos, Brazil. Phone/Fax: +55 13 3226 0500 [email_address]
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  • 16. … what should go here…
  • 17. … may land here
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  • 48. Numerical Experiments Function Initialization Range Problem Dimension (N) f 1 [-500, 500] N 30 f 2 [-5.12, 5.12] N 30 f 3 [-32, 32] N 30 f 4 [-600, 600] N 30 f 5 [0,  ] N 30 f 6 [-5, 5] N 100 f 7 [-5, 10] N 30 f 8 [-100, 100] N 30 f 9 [-10, 10] N 30 f 10 [-100, 100] N 30 f 11 [-100, 100] N 30
  • 49. Static Environment Function Known Global Value Mean Objective Function Value Mean no. of Function Evaluations  std dopt-ainet opt-aiNet dopt-ainet opt-aiNet f 2 0 0 153.54±13.58 3379.3±1040.8 5500000 f 4 0 0 340±61.94 7276±2072.5 5500000 f 7 0 0 0.2192±0.085   81296±5801.8 5500000 f 8 0 0 0 6182.6±1693.4 3109986±362220
  • 50. Static Environment Function Known Global Value Mean Objective Function Value Mean no. of Function Evaluations  std dopt-ainet OGA/Q CGA dopt-ainet OGA/Q CGA f 1  12569.5  18286  12569.5  8444.75 4168.7±4250.9 302166 458653 f 2 0 0 0 22.97 3379.3±1040.8 224710 335993 f 3 0 0 4.440  10  6 2.69 5563.7±1112.3 112421 336481 f 4 0 0 0 1.26 7276±2072.5 134000 346971 f 5  99.27  99.27  92.83  83.27 2318.7±1901.4 302773 338417 f 6  78.33  78.33  78.30  59.05 428460±34992  245930 268286 f 7 0 0 0.752 150.79   81296±5801.8 167863 1651448 f 8 0 0 0 4.96 6182.6±1693.4 112559 181445 f 9 0 0 0 0.79 406150±22774  112612 170955 f 10 0 0 0 18.83 10113±3050.1 112576 203143 f 11 0 0 0 2.62 119840±6052.8 112893 185373
  • 51. Static Environment Function Known Global Value Mean Objective Function Value Mean no. of Function Evaluations  std dopt-ainet FES ESA PSO EO dopt-ainet FES ESA PSO EO f 1  12569.5  18286  12556.4 --- --- --- 4168.7±4250.9 900030 --- --- --- f 2 0 0 0.16 --- 47.1345 46.4689 3379.3±1040.8 500030 --- 250000 250000 f 3 0 0 0.012 --- --- --- 5563.7±1112.3 150030 --- --- --- f 4 0 0 0.037 --- 0.4498 0.4033 7276±2072.5 200030 --- 250000 250000 f 6  78.33  78.33 --- --- 11.175 9.8808 428460  34992 250000 250000 f 7 0 0 --- 17.1 --- ---   81296±5801.8 --- 188227 --- ---
  • 52. Static Environment Function Known Global Value Mean Objective Function Value Mean no. of Function Evaluations  std dopt-ainet opt-aiNet BCA HGA dopt-ainet opt-aiNet BCA HGA f 12  1,12  1,12  1,12  1,08±04  1,12 103.4±26.38 6717±538 3016±2252 6081±4471 f 13  12,06  12,06  12,03  12,03  12,03 110±0 41419±25594 1219±767 3709±2397 f 14 0,4 0,4 0,39 0,4  0,4 302.4±99.19 6346±4656 4921±31587 30583±28378 f 15  186,73  186,73  180,83  186,73  186,73 1742.7±1412.3 363528±248161 46433±31587 78490±6344 f 16  186,73  186,73  173,16  186,73  186,73 1227.6±976.21 346330±255980 426360±32809 76358±11187 f 17  0,35  0,35  0,26  0,91 0,99 442.8±141.82 54703±29701 2862±351 12894±9235 f 18  186,73  186,73  186,73  186,73  186 349.2±67.15 50875±45530 14654±5277 52581±19095
  • 53.
  • 58. New Dynamic Experiments – Step Displacement
  • 59. New Dynamic Experiments – Ramp Displacement
  • 60. New Dynamic Experiments – Quadratic Displacement
  • 61. Quadratic Displacement - Griewank dopt-aiNet
  • 62. Quadratic Displacement - Griewank PSO
  • 63. Quadratic Displacement - Griewank BCA
  • 64. Quadratic Displacement – Griewank (x 0 versus x 0 *) dopt-aiNet – best var
  • 65. Quadratic Displacement – Griewank (x 0 versus x 0 *) dopt-aiNet – worst var
  • 66. Quadratic Displacement – Griewank (x 0 versus x 0 *) dopt-aiNet – avg var
  • 67. Quadratic Displacement – Griewank (x0 versus x0*) PSO – best var
  • 68. Quadratic Displacement – Griewank (x0 versus x0*) PSO – worst var
  • 69. Quadratic Displacement – Griewank (x0 versus x0*) PSO – avg var
  • 70. Quadratic Displacement – Griewank (x0 versus x0*) BCA – best var
  • 71. Quadratic Displacement – Griewank (x0 versus x0*) BCA – worst var
  • 72. Quadratic Displacement – Griewank (x0 versus x0*) BCA – avg var
  • 73. dopt-aiNet PSO Quadratic Displacement – Griewank (x 0 versus x 0 *) zoomed
  • 75.
  • 76.