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Other population-based metaheuristicsdaniela.zaharie/ma2019/... · Metaheuristics - Lecture 8 7...

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Metaheuristics - Lecture 8 1 Other population-based metaheuristics IS - Immune Systems DE – Differential Evolution PMB - Probabilistic Model Building Algorithms MA – Memetic Algorithms
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  • Metaheuristics - Lecture 8 1

    Other population-based metaheuristics

    IS - Immune Systems

    DE – Differential Evolution

    PMB - Probabilistic Model Building Algorithms

    MA – Memetic Algorithms

  • Metaheuristics - Lecture 8 2

    Immune Systems

    Short history:• mid 1980 - first models

    • 1990 – Ishida proposes a first application of immune models in problem solving

    • mid 1990:– Forrest et al: applications in computer security– Hunt et al: applications in data analysis

    • Current tendency: back to the biological model

  • Metaheuristics - Lecture 8 3

    Applications

    Anomaly detection and information systems security

    Data analysis (classification, pattern recognition, clusteringetc)

    Optimization;

    Self-organization and autonomous control;

  • Metaheuristics - Lecture 8 4

    Natural Immune SystemsThe natural immune system contains two main components:

    - innate (inherited from the parents) – based on granulocytes (neutrophils, eosinophils si basophils) and macrophages

    - Adaptive – based on lymphocytes (B cells and T cells)

  • Metaheuristics - Lecture 8 5

    Natural immune systemParticularity: active at different levels

    Phagocyte

    Adaptive immune

    response

    Lymphocytes

    Innate immune

    response

    Biochemical barriers

    Skin

    Pathogens

    First level

    Second level

    Third level

    Phagocyte

    Skin

    Biochemical barriers

    Innate immune response

    Lymphocytes

    Adaptive immune response

    Pathogens

  • Metaheuristics - Lecture 8 6

    Natural immune systemsThe adaptive component of the immune system is able to:- Memorize (ability to recall previous contacts with pathogens and to react

    quickly)

    - Learn (ability to identify/recognize unknown pathogens)

    a) Active elements: lymphocytes

    - They contain specific receptors able to recognize the antigens (the organisms usually contain a library of millions of receptors)

    - There are two types of lymphocytes: - B cells

    - Synthesized in the bone marrow- Contain receptors called antibodies – the recognition process is

    based on the complementarity between the binding region of the B cell and the epitope of the antigen

    - T cells: Synthesized by thymus

  • Metaheuristics - Lecture 8 7

    Natural immune systemMain mechanismsNegative selection: censoring the T cells which recognize the self

    components (they define the normal behaviour)

    Clonal selection: proliferation and differentiation of cells which recognized an antigen (learning and generalization)

    Affinity maturation: the affinity of B cells which recognized an antigen is reinforced by

    • Mutation on the receptors (the mutation probability inversely correlated with the affinity)

    • The storage of cells with high affinity in a memory (cells pool)• Removal of the cells with incorrect behavior

  • Metaheuristics - Lecture 8 8

    Natural immune systemMain mechanisms:

    Foreign antigens

    Proliferation(Cloning)

    Differentiation

    Plasma cells

    Memory cellsSelection

    M

    M

    Antibody

    Self-antigen

    Self-antigen

    Clonal deletion(negative selection)

    Clonal deletion(negative selection)

    M

    Memory cells

    Plasma cells

    M

    Differentiation

    Clonal deletion

    (negative selection)

    Selection

    Proliferation

    (Cloning)

    Foreign antigens

    Clonal deletion

    (negative selection)

    Self-antigen

    Self-antigen

    Antibody

  • Metaheuristics - Lecture 8 9

    Natural immune systemMain steps:

    ( II )

    ( VII )

    ( VI )

    ( V )

    ( IV )

    ( III )

    ( I )

    Activated B-cell

    (plasma cell)

    B-cell

    Activated T-cell

    T-cell

    Peptide

    MHC proteinAntigen

    APC

  • Metaheuristics - Lecture 8 10

    Natural immune systemPrimary and secondary reaction

    Antigen Ag1 Antigens Ag1, Ag2

    Primary Response Secondary Response

    Lag

    Response to Ag1

    Antib

    ody

    Con

    cent

    ratio

    n

    Time

    Lag

    Response to Ag2

    Response to Ag1

    ...

    ...

    Cross-Reactive Response

    ...

    ...

    Antigen Ag1 + Ag3

    Response to Ag1 + Ag3

    Lag

    Primary reaction: first answer at the contact with an antigen

    Secondary reaction: rapid answer

    ...

    ...

    Lag

    ...

    ...

    Response

    to Ag1

    Secondary Response

    Cross-Reactive Response

    Response

    to Ag2

    Time

    Antigen

    Ag1 + Ag3

    Response to

    Ag1 + Ag3

    Response to Ag1

    Antigens

    Ag1, Ag2

    Primary Response

    Lag

    Antibody Concentration

    Lag

    Antigen Ag1

  • Metaheuristics - Lecture 8 11

    AIS = Artificial Immune System

    Idea of AIS based problem solving:

    Problem to be solved = environment

    Solution (unknown) = antigen

    Approximation of the solution (population element) = antibody

    Measure of the quality of an element = affinity

  • Metaheuristics - Lecture 8 12

    AIS = Artificial Immune SystemMain idea of AIS [DeCastro, Timmis, 2002]

    Algorithms

    Affinity

    Representation

    Problem

    Solution

    Binary values

    Discrete values

    Real values

    Symbolic values

  • Metaheuristics - Lecture 8 13

    AIS = Artificial Immune SystemMain idea of AIS[DeCastro, Timmis, 2002]

    Algorithms

    Affinity

    Representation

    Problem

    Solution

    Correlated to a distance (dissimilarity)•Euclidean•Manhattan•Hamming

  • Metaheuristics - Lecture 8 14

    AIS = Artificial Immune SystemMain idea of AIS [DeCastro, Timmis, 2002]

    Algorithms

    Affinity

    Representation

    Application

    Solution

    Clonal SelectionNegative SelectionImmune Network ModelsPositive SelectionBone Marrow Algorithms

  • Metaheuristics - Lecture 8 15

    AIS = Artificial Immune System

    InitializationREPEAT

    Antigenic presentation a. Affinity evaluation b. Clonal selection and expansion c. Affinity maturation d. Metadynamics

    UNTIL “stopping condition”

    CLONALG (Clonal Selection)

  • Metaheuristics - Lecture 8 16

    AIS = Artificial Immune System

    InitializationREPEAT

    Antigenic presentationa. Affinity evaluationb. Clonal selection and expansionc. Affinity maturationd. Metadynamics

    UNTIL “stopping condition”

    • Creates a population of antibodies

    • CLONALG (Clonal Selection)

  • Metaheuristics - Lecture 8 17

    AIS = Artificial Immune System

    InitializationREPEAT

    Antigenic presentationa. Affinity evaluation b. Clonal selection and expansion c. Affinity maturation d. Metadynamics

    UNTIL “stopping condition”

    For each data (antigen) the steps 1-d are executed

    CLONALG (Clonal Selection)

  • Metaheuristics - Lecture 8 18

    AIS = Artificial Immune System

    InitializationREPEAT

    Antigenic presentation a. Affinity evaluationb. Clonal selection and expansionc. Affinity maturationd. Metadynamics

    UNTIL “stopping condition”Compute the affinitya) Data mining pb: affinity is higher if the

    similarity is higherb) Optimization pb: affinity is higher if the fitness

    is higher (the fitness is correlated with the objective function value)

    CLONALG (Clonal Selection)

  • Metaheuristics - Lecture 8 19

    AIS = Artificial Immune System

    InitializationREPEAT

    Antigenic presentation a. Affinity evaluation b. Clonal selection and expansion c. Affinity maturationd. Metadynamics

    UNTIL “stopping condition”• Select n elements from P in decreasing

    order of affinity• Generate for each selected element a

    number (proportional to the affinity) of clones

    CLONALG (Clonal Selection)

  • Metaheuristics - Lecture 8 20

    AIS = Artificial Immune System

    InitializationREPEAT

    Antigenic presentationa. Affinity evaluationb. Clonal selection and expansionc. Affinity maturation d. Metadynamics

    UNTIL “stopping condition”

    • Apply mutation to each clone• The mutation rate is inverse proportional to the affinity• Add the new element to the population• Evaluate the affinity for new elements and store the best

    element

    CLONALG (Clonal Selection)

  • Metaheuristics - Lecture 8 21

    AIS = Artificial Immune System• CLONALG (Clonal Selection) InitializationREPEAT

    Antigenic presentation a. Affinity evaluation b. Clonal selection and expansion c. Affinity maturationd. Metadynamics

    UNTIL “stopping condition”

    • Some of the elements of the population having small affinity are replaced with random elements

  • Metaheuristics - Lecture 8 22

    AIS = Artificial Immune SystemApplications of CLONALG

    - Pattern recognition = generate “detectors” for the recognition of characters specified by bitmaps

    Rmk: affinity is measured using the Hamming distance

    =

    =

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    4

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    2

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  • Metaheuristics - Lecture 8 23

    AIS = Artificial Immune SystemApplications of CLONALG

    - Multi-modal optimization = identify all optima (local and global) of a function

  • Metaheuristics - Lecture 8 24

    AIS = Artificial Immune SystemProperties of CLONALG

    - The general structure is similar to the structure of an evolutionary algorithm (instead of fitness is used the affinity)

    - The specific elements refer to :- The cloning process is controlled by the value of the affinity- The mutation probability is inverse proportional to the affinity- The low affinity elements are replaced with random elements

  • Metaheuristics - Lecture 8 25

    AIS = Artificial Immune SystemNegative selection algorithm

    - It is based on the pronciple of the discrimination between self and non-self

    - The self elements are considered to be representations of the normal behavior of a system

    - The aim of the algorithm is to generate a set of detectors which are different from the set S of self elements (they would be detectors of non-self elements – would correspond to anomalous behavior)

    - The algorithm will monitor the system functioning and will detect elements similar to non-self.

  • Metaheuristics - Lecture 8 26

    AIS = Artificial Immune SystemNegative selection algorithm

    Generating the set of detectors

    System monitoring

    Applications: computer security (intruders detection) – limited applicability

    Selfstrings (S)

    Generaterandom strings

    (R0)Match Detector

    Set (R)

    Reject

    No

    Yes

    No

    Yes

    Detector Set(R)

    ProtectedStrings (S) Match

    Non-selfDetected

    Generate random strings

    (R0)

    Reject

    No

    Detector

    Set (R)

    Self

    strings (S)

    Yes

    Match

    Strings (

    Detected

    Non-self

    Match

    )

    S

    Protected

    )

    R

    (

    Set

    Detector

    Yes

    No

  • Metaheuristics - Lecture 8 27

    AIS = Artificial Immune SystemNegative selection algorithm

    J.Timmis, P. Andrews, N. Owens, E. Clark – An Interdisciplinary Perspective of Artificial Immune Systems, Evolutionary Intelligence, Volume 1, Number 1, 5-26, 2008

  • Metaheuristics - Lecture 8 28

    AIS = Artificial Immune SystemaiNET AlgorithmInitializationREPEAT• Antigenic presentation

    a. Affinity evaluation b. Clonal selection and expansion c. Affinity maturationd. Metadynamicse. Clonal suppression

    • Network interactions (analysis of interactions between network antibodies = computation of affinity between pairs of antibodies)

    • Network suppression (eliminate the antibodies which are similar to other antibodies)

    • Diversity (insertion of random antibodies)UNTIL “stopping condition”

  • Metaheuristics - Lecture 8 29

    AIS = Artificial Immune SystemProperties of aiNET:

    • aiNET is similar to CLONALG but it uses a suppression mechanism based on the affinity between the population elements

    • aiNET was initially used for data clustering (but it has difficulty in the case of arbitrary distributed data)

    • aiNET was successfully applied in solving multimodal optimization problems

  • Metaheuristics - Lecture 8 30

    AIS = Artificial Immune SystemaiNET - clustering

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    Training Patterns

    Training Pattern Result immune network

    Training Patterns

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  • Metaheuristics - Lecture 8 31

    AIS = Artificial Immune SystemaiNET - multimodal optimization

    Initial population

    Final population

  • Metaheuristics - Lecture 8 32

    Differential Evolution (DE)Creators: Rainer Storn & Kenneth Price (1995)

    Aim: continuous optimization

    Idea: for each element of the current population:• Randomly select 3 elements

    • The mutation is based on the computation of the difference between two elements; the difference (multiplied by a scale factor) is added to the third element. The obtained element is called mutant

    • The mutant element is recombined with the current element leading to the so-called trial element

    • If the trial element is better than the current element then it replaces it

  • Metaheuristics - Lecture 8 33

    Differential Evolution (DE)Problem: maximization of f:DRn→R

    r2

    r3

    r1

    -F x+

    i

    candidate (Y)

    Selection of the best element

    Random elements

    ]10( ]20(m}{1,..., from indices random

    1y probabilitwith ,y probabilitwith ),(

    population new– candidates of population–

    populationcurrent –

    321

    1

    1

    1

    321

    ,p,,F,r,rr

    pxpxxFx

    y

    },z,{zZ},y,{yY},x,{xX

    ji

    jr

    jr

    jrj

    i

    m

    m

    m

    ∈∈=

    −−⋅+

    =

    …=…=…=

    ≤>

    =)()(,)()(,

    iii

    iiii yfxfy

    yfxfxz

  • Metaheuristics - Lecture 8 34

    Differential Evolution (DE)Variants

    population theofelement best

    1y probabilitwith ,y probabilitwith ),()1(

    *

    * 321

    =

    −−⋅+−+

    =

    x

    pxpxxFxx

    y ji

    jr

    jr

    jr

    jj

    i

    λλ

    −⋅−⋅+

    =px

    pNxxFxy j

    i

    jr

    jr

    jrj

    i 1y probabilitwith ,y probabilitwith ),1,0()(

    321

    −−⋅+−⋅+

    =px

    pxxFxxFxy j

    i

    jr

    jr

    jr

    jr

    jrj

    i 1y probabilitwith ,y probabilitwith ),()(

    54321 21

    Taxonomy: DE/base element/number of differences/crossover type(e.g. DE/rand/1/bin, DE/rand/2/bin, DE/best/1/bin etc.)

  • Metaheuristics - Lecture 8 35

    Differential Evolution (DE)Control parameters:

    Scale factor (F):- range: (0,2) - small values: exploitation of the search space (local search)

    can lead to premature convergence - large values: exploration of the search space

    Crossover probability:- small values (0.5): appropriate for nonseparable problems

  • Metaheuristics - Lecture 8 36

    Differential Evolution (DE)Self-adapting [jDE - Brest, 2006]

    - Each individual is extended with two components corresponding to the control parameters (F and p)

    - At each generation the parameters are randomly changed

    Best performance: JADE, SHADE etc

  • Metaheuristics - Lecture 8 37

    Probabilistic Model Building Algorithms

    Particularity: class of algorithms which search the solution space by estimating and simulating some probability distributions

    Variants: - Estimation of Distribution Algorithms (EDA) [Mühlenbein & Paass, 1996]- Iterated Density Estimation Algorithms (IDEA) [Bosman & Thierens, 2000]- Bayesian Optimization Algorithms (BOA) [Pelikan, Goldberg, & Cantu-Paz, 1998]

    Idea: the mutation and crossover operators are replaced with a process for the estimation of the probability distribution of selected elements and a process of sampling new elements using this distribution

    Remark: the sampled values should be promising elements

  • Metaheuristics - Lecture 8 38

    Probabilistic Model Building Algorithms

    Illustration [M.Pelikan – Probabilistic Model Building GA Tutorial]

  • Metaheuristics - Lecture 8 39

    Probabilistic Model Building Algorithms

    General structure.

    Step 1: Population initialization (m elements)Step 2: REPEAT

    – select m’

  • Metaheuristics - Lecture 8 40

    Probabilistic Model Building Algorithms

    Remarks• The main difficulty is to estimate the probability distribution

    (especially when the components of individuals are correlated)

    • A simplified variant is based on the assumption that the components are independent; therefore the corresponding probabilities can be estimated separately.

    Variants based on the independence assumption:- UMDA (Univariate Marginal Distribution Algorithm)- PBIL (Probabilistic Based Incremental Learning)

  • Metaheuristics - Lecture 8 41

    Probabilistic Model Building Algorithms

    UMDA (Mühlenbein, Paass, 1996)

    iposition on lue va thecontainselement selectedjth theif 1))1(|(

    1iteration at selected population theis 1

    icomponent ofy probabilit '

    ))1(|()(

    '

    1

    i

    iij

    m

    jiij

    it

    xtSxX

    )(t-)S(t-m

    tSxXxP

    =−=

    −==∑=

    δ

    δ

    PBIL (Baluja, 1995)

    ]1,0(

    '

    ))1(|()()1()(

    '

    1)1(

    −=+−=∑=−

    α

    δαα

    m

    tSxXxPxP

    m

    jiij

    it

    it

  • Metaheuristics - Lecture 8 42

    Memetic AlgorithmsCreator: Pablo Moscato (1989)

    Particularity: hybridization of EAs with local search techniques

    Name: “memetic” comes “meme”, a term coined by Richard Dawkins to specify the transfer unit of different entities (biological, cultural etc) between generations

    Variants: Hybrid Evolutionary Algorithms, Baldwinian Evolutionary Algorithms, Lamarckian Evolutionary Algorithms, Cultural Algorithms or Genetic Local Search

  • Metaheuristics - Lecture 8 43

    Memetic AlgorithmsGeneral structure:Step 1: Population InitializationStep 2: WHILE

    – Evaluate the elements of the population – Generate new elements using the variation operators (mutation

    and crossover)– Select a subpopulation on which are applied some local search

    operators (e.g. SA, TS etc)Remarks:1. The local search can be based on a set of operators – the

    operators to be applied are probabilistically selected 2. The elements which define the local search operators can be

    evolved.

    Other population-based metaheuristicsImmune SystemsApplicationsNatural Immune SystemsNatural immune systemNatural immune systemsNatural immune systemNatural immune systemNatural immune systemNatural immune systemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemAIS = Artificial Immune SystemDifferential Evolution (DE)Differential Evolution (DE)Differential Evolution (DE)Differential Evolution (DE)Differential Evolution (DE)Probabilistic Model Building AlgorithmsProbabilistic Model Building AlgorithmsProbabilistic Model Building AlgorithmsProbabilistic Model Building AlgorithmsProbabilistic Model Building AlgorithmsMemetic AlgorithmsMemetic Algorithms


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