Evolutionary Systems
Adjust-free adversarial example generation in speech recognition using evolutionary multi-objective optimization under black-box condition
This paper proposes a black-box adversarial attack method to automatic speech recognition systems. Some studies have attempted to attack neural networks for speech recognition; however, these methods did not consider the robustness of generated adversarial examples against timing lag with a target speech. The proposed method in this paper adopts Evolutionary Multi-objective Optimization (EMO)that allows it generating robust adversarial examples under black-box scenario. Experimental results showed that the proposed method successfully generated adjust-free adversarial examples, which are sufficiently robust against timing lag so that an attacker does not need to take the timing of playing it against the target speech.
Rapidly adapting robot swarms with Swarm Map-based Bayesian Optimisation
Bossens, David M., Tarapore, Danesh
Rapid performance recovery from unforeseen environmental perturbations remains a grand challenge in swarm robotics. To solve this challenge, we investigate a behaviour adaptation approach, where one searches an archive of controllers for potential recovery solutions. To apply behaviour adaptation in swarm robotic systems, we propose two algorithms: (i) Swarm Map-based Optimisation (SMBO), which selects and evaluates one controller at a time, for a homogeneous swarm, in a centralised fashion; and (ii) Swarm Map-based Optimisation Decentralised (SMBO-Dec), which performs an asynchronous batch-based Bayesian optimisation to simultaneously explore different controllers for groups of robots in the swarm. We set up foraging experiments with a variety of disturbances: injected faults to proximity sensors, ground sensors, and the actuators of individual robots, with 100 unique combinations for each type. We also investigate disturbances in the operating environment of the swarm, where the swarm has to adapt to drastic changes in the number of resources available in the environment, and to one of the robots behaving disruptively towards the rest of the swarm, with 30 unique conditions for each such perturbation. The viability of SMBO and SMBO-Dec is demonstrated, comparing favourably to variants of random search and gradient descent, and various ablations, and improving performance up to 80% compared to the performance at the time of fault injection within at most 30 evaluations.
A Comprehensive Guide To Genetic Algorithms -- The ELI5 Way
Genetic Algorithms are based on Charles Darwin's theory of natural selection and are often used to solve problems in research and machine learning. In this article, we'll be looking at the fundamentals of Genetic Algorithms (GA) and how to solve optimization problems using them. Genetic algorithms were developed by John Henry Holland and his students and collaborators at the University of Michigan in the 1970s and 1980s. It is a subset of evolutionary algorithms, and it mimics the process of natural selection in which the fittest individuals survive and are chosen for cross-over to reproduce offsprings of the next-generation. The natural selection process also involves the addition of small randomness to the offsprings in the form of mutation.
Evolutionary Algorithms for Fuzzy Cognitive Maps
Fuzzy Cognitive Maps (FCMs) is a complex systems modeling technique which, due to its unique advantages, has lately risen in popularity. They are based on graphs that represent the causal relationships among the parameters of the system to be modeled, and they stand out for their interpretability and flexibility. With the late popularity of FCMs, a plethora of research efforts have taken place to develop and optimize the model. One of the most important elements of FCMs is the learning algorithm they use, and their effectiveness is largely determined by it. The learning algorithms learn the node weights of an FCM, with the goal of converging towards the desired behavior. The present study reviews the genetic algorithms used for training FCMs, as well as gives a general overview of the FCM learning algorithms, putting evolutionary computing into the wider context.
A hybrid MGA-MSGD ANN training approach for approximate solution of linear elliptic PDEs
Dehghani, Hamidreza, Zilian, Andreas
We introduce a hybrid "Modified Genetic Algorithm-Multilevel Stochastic Gradient Descent" (MGA-MSGD) training algorithm that considerably improves accuracy and efficiency of solving 3D mechanical problems described, in strong-form, by PDEs via ANNs (Artificial Neural Networks). This presented approach allows the selection of a number of locations of interest at which the state variables are expected to fulfil the governing equations associated with a physical problem. Unlike classical PDE approximation methods such as finite differences or the finite element method, there is no need to establish and reconstruct the physical field quantity throughout the computational domain in order to predict the mechanical response at specific locations of interest. The basic idea of MGA-MSGD is the manipulation of the learnable parameters' components responsible for the error explosion so that we can train the network with relatively larger learning rates which avoids trapping in local minima. The proposed training approach is less sensitive to the learning rate value, training points density and distribution, and the random initial parameters. The distance function to minimise is where we introduce the PDEs including any physical laws and conditions (so-called, Physics Informed ANN). The Genetic algorithm is modified to be suitable for this type of ANN in which a Coarse-level Stochastic Gradient Descent (CSGD) is exploited to make the decision of the offspring qualification. Employing the presented approach, a considerable improvement in both accuracy and efficiency, compared with standard training algorithms such as classical SGD and Adam optimiser, is observed. The local displacement accuracy is studied and ensured by introducing the results of Finite Element Method (FEM) at sufficiently fine mesh as the reference displacements. A slightly more complex problem is solved ensuring its feasibility.
Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction
Ito, Katsuya, Minami, Kentaro, Imajo, Kentaro, Nakagawa, Kei
Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However, there are several challenges in financial markets hindering practical applications of machine learning-based models. First, in financial markets, there is no single model that can consistently make accurate prediction because traders in markets quickly adapt to newly available information. Instead, there are a number of ephemeral and partially correct models called "alpha factors". Second, since financial markets are highly uncertain, ensuring interpretability of prediction models is quite important to make reliable trading strategies. To overcome these challenges, we propose the Trader-Company method, a novel evolutionary model that mimics the roles of a financial institute and traders belonging to it. Our method predicts future stock returns by aggregating suggestions from multiple weak learners called Traders. A Trader holds a collection of simple mathematical formulae, each of which represents a candidate of an alpha factor and would be interpretable for real-world investors. The aggregation algorithm, called a Company, maintains multiple Traders. By randomly generating new Traders and retraining them, Companies can efficiently find financially meaningful formulae whilst avoiding overfitting to a transient state of the market. We show the effectiveness of our method by conducting experiments on real market data.
Are we Forgetting about Compositional Optimisers in Bayesian Optimisation?
Grosnit, Antoine, Cowen-Rivers, Alexander I., Tutunov, Rasul, Griffiths, Ryan-Rhys, Wang, Jun, Bou-Ammar, Haitham
Bayesian optimisation presents a sample-efficient methodology for global optimisation. Within this framework, a crucial performance-determining subroutine is the maximisation of the acquisition function, a task complicated by the fact that acquisition functions tend to be non-convex and thus nontrivial to optimise. In this paper, we undertake a comprehensive empirical study of approaches to maximise the acquisition function. Additionally, by deriving novel, yet mathematically equivalent, compositional forms for popular acquisition functions, we recast the maximisation task as a compositional optimisation problem, allowing us to benefit from the extensive literature in this field. We highlight the empirical advantages of the compositional approach to acquisition function maximisation across 3958 individual experiments comprising synthetic optimisation tasks as well as tasks from Bayesmark. Given the generality of the acquisition function maximisation subroutine, we posit that the adoption of compositional optimisers has the potential to yield performance improvements across all domains in which Bayesian optimisation is currently being applied.
Solving the Travelling Thief Problem based on Item Selection Weight and Reverse Order Allocation
Yang, Lei, Zhang, Zitong, Jia, Xiaotian, Kang, Peipei, Zhang, Wensheng, Wang, Dongya
The Travelling Thief Problem (TTP) is a challenging combinatorial optimization problem that attracts many scholars. The TTP interconnects two well-known NP-hard problems: the Travelling Salesman Problem (TSP) and the 0-1 Knapsack Problem (KP). Increasingly algorithms have been proposed for solving this novel problem that combines two interdependent sub-problems. In this paper, TTP is investigated theoretically and empirically. An algorithm based on the score value calculated by our proposed formulation in picking items and sorting items in the reverse order in the light of the scoring value is proposed to solve the problem. Different approaches for solving the TTP are compared and analyzed; the experimental investigations suggest that our proposed approach is very efficient in meeting or beating current state-of-the-art heuristic solutions on a comprehensive set of benchmark TTP instances.
Squirrel: A Switching Hyperparameter Optimizer
Awad, Noor, Shala, Gresa, Deng, Difan, Mallik, Neeratyoy, Feurer, Matthias, Eggensperger, Katharina, Biedenkapp, Andre', Vermetten, Diederick, Wang, Hao, Doerr, Carola, Lindauer, Marius, Hutter, Frank
In this short note, we describe our submission to the NeurIPS 2020 BBO challenge. Motivated by the fact that different optimizers work well on different problems, our approach switches between different optimizers. Since the team names on the competition's leaderboard were randomly generated "alliteration nicknames", consisting of an adjective and an animal with the same initial letter, we called our approach the Switching Squirrel, or here, short, Squirrel. The challenge mandated to suggest 16 successive batches of 8 hyperparameter configurations at a time. We chose to only use one optimizer for a given batch, warmstarted with all previous observations.
Quality-Diversity Optimization: a novel branch of stochastic optimization
Chatzilygeroudis, Konstantinos, Cully, Antoine, Vassiliades, Vassilis, Mouret, Jean-Baptiste
Traditional optimization algorithms search for a single global optimum that maximizes (or minimizes) the objective function. Multimodal optimization algorithms search for the highest peaks in the search space that can be more than one. Quality-Diversity algorithms are a recent addition to the evolutionary computation toolbox that do not only search for a single set of local optima, but instead try to illuminate the search space. In effect, they provide a holistic view of how high-performing solutions are distributed throughout a search space. The main differences with multimodal optimization algorithms are that (1) Quality-Diversity typically works in the behavioral space (or feature space), and not in the genotypic (or parameter) space, and (2) Quality-Diversity attempts to fill the whole behavior space, even if the niche is not a peak in the fitness landscape. In this chapter, we provide a gentle introduction to Quality-Diversity optimization, discuss the main representative algorithms, and the main current topics under consideration in the community. Throughout the chapter, we also discuss several successful applications of Quality-Diversity algorithms, including deep learning, robotics, and reinforcement learning.