Optimization
When will a Genetic Algorithm Outperform Hill Climbing
Mitchell, Melanie, Holland, John H., Forrest, Stephanie
We analyze a simple hill-climbing algorithm (RMHC) that was previously shown to outperform a genetic algorithm (GA) on a simple "Royal Road" function. We then analyze an "idealized" genetic algorithm (IGA) that is significantly faster than RMHC and that gives a lower bound for GA speed. We identify the features of the IGA that give rise to this speedup, and discuss how these features can be incorporated into a real GA. 1 INTRODUCTION Our goal is to understand the class of problems for which genetic algorithms (GA) are most suited, and in particular, for which they will outperform other search algorithms. Several studies have empirically compared GAs with other search and optimization methods such as simple hill-climbing (e.g., Davis, 1991), simulated annealing (e.g., Ingber & Rosen, 1992), linear, nonlinear, and integer programming techniques, and other traditional optimization techniques (e.g., De Jong, 1975). However, such comparisons typically compare one version of the GA with a second algorithm on a single problem or set of problems, often using performance criteria which may not be appropriate.
The "Softmax" Nonlinearity: Derivation Using Statistical Mechanics and Useful Properties as a Multiterminal Analog Circuit Element
Elfadel, I. M., J. L. Wyatt, Jr.
In this paper, we show a reciprocal implementation of the "softmax" nonlinearity that is usually used to enforce local competition between neurons [Peterson, 1989]. We show that the circuit is passive and incrementally passive, and we explicitly compute its content and co-content functions. This circuit adds a new element to the library of the analog circuit designer that can be combined with reciprocal constraint boxes [Harris, 1988] and nonlinear resistive fuses [Harris, 1989] to form fast, analog VLSI optimization networks.
Convergence of Stochastic Iterative Dynamic Programming Algorithms
Jaakkola, Tommi, Jordan, Michael I., Singh, Satinder P.
Increasing attention has recently been paid to algorithms based on dynamic programming (DP) due to the suitability of DP for learning problems involving control. In stochastic environments where the system being controlled is only incompletely known, however, a unifying theoretical account of these methods has been missing. In this paper we relate DPbased learning algorithms to the powerful techniques of stochastic approximation via a new convergence theorem, enabling us to establish a class of convergent algorithms to which both TD("\) and Q-Iearning belong. 1 INTRODUCTION Learning to predict the future and to find an optimal way of controlling it are the basic goals of learning systems that interact with their environment. A variety of algorithms are currently being studied for the purposes of prediction and control in incompletely specified, stochastic environments. Here we consider learning algorithms defined in Markov environments. There are actions or controls (u) available for the learner that affect both the state transition probabilities, and the probability distribution for the immediate, state dependent costs (Ci(u)) incurred by the learner.
Using Local Trajectory Optimizers to Speed Up Global Optimization in Dynamic Programming
Dynamic programming provides a methodology to plan trajectories and design controllers and estimators for nonlinear systems. However, general dynamic programming is computationally intractable. We have developed procedures that allow more complex planning problems to be solved. We have modified the State Increment Dynamic Programming approach of Larson (1968) in several ways: 1. In State Increment DP, a constant action is integrated to form a trajectory segment from the center of a cell to its boundary. We use second order local trajectory optimization (Differential Dynamic Programming) to generate an optimal trajectory and form an optimal policy in a tube surrounding the optimal trajectory within a cell. The trajectory segment and local policy are globally optimal, up to the resolution of the representation of the value function on the boundary of the cell.
When will a Genetic Algorithm Outperform Hill Climbing
Mitchell, Melanie, Holland, John H., Forrest, Stephanie
We analyze a simple hill-climbing algorithm (RMHC) that was previously shown to outperform a genetic algorithm (GA) on a simple "Royal Road" function. We then analyze an "idealized" genetic algorithm (IGA) that is significantly faster than RMHC and that gives a lower bound for GA speed. We identify the features of the IGA that give rise to this speedup, and discuss how these features can be incorporated into a real GA. 1 INTRODUCTION Our goal is to understand the class of problems for which genetic algorithms (GA) are most suited, and in particular, for which they will outperform other search algorithms. Several studies have empirically compared GAs with other search and optimization methods such as simple hill-climbing (e.g., Davis, 1991), simulated annealing (e.g., Ingber & Rosen, 1992), linear, nonlinear, and integer programming techniques, and other traditional optimization techniques (e.g., De Jong, 1975). However, such comparisons typically compare one version of the GA with a second algorithm on a single problem or set of problems, often using performance criteria which may not be appropriate.
Two-Dimensional Object Localization by Coarse-to-Fine Correlation Matching
Lu, Chien-Ping, Mjolsness, Eric
Chien-Ping Lu and Eric Mjolsness Department of Computer Science Yale University New Haven, CT 06520-8285 Abstract We present a Mean Field Theory method for locating twodimensional objectsthat have undergone rigid transformations. The resulting algorithm is a form of coarse-to-fine correlation matching. We first consider problems of matching synthetic point data, and derive a point matching objective function. A tractable line segment matching objective function is derived by considering each line segment as a dense collection of points, and approximating itby a sum of Gaussians. The algorithm is tested on real images from which line segments are extracted and matched. 1 Introduction Assume that an object in a scene can be viewed as an instance of the model placed in space by some spatial transformation, and object recognition is achieved by discovering aninstance of the model in the scene.
Convergence of Stochastic Iterative Dynamic Programming Algorithms
Jaakkola, Tommi, Jordan, Michael I., Singh, Satinder P.
Increasing attention has recently been paid to algorithms based on dynamic programming (DP) due to the suitability of DP for learning problemsinvolving control. In stochastic environments where the system being controlled is only incompletely known, however, a unifying theoretical account of these methods has been missing. In this paper we relate DPbased learning algorithms to the powerful techniquesof stochastic approximation via a new convergence theorem, enabling us to establish a class of convergent algorithms to which both TD("\) and Q-Iearning belong. 1 INTRODUCTION Learning to predict the future and to find an optimal way of controlling it are the basic goals of learning systems that interact with their environment. A variety of algorithms are currently being studied for the purposes of prediction and control in incompletely specified, stochastic environments. Here we consider learning algorithms definedin Markov environments. There are actions or controls (u) available for the learner that affect both the state transition probabilities, and the probability distributionfor the immediate, state dependent costs (Ci( u)) incurred by the learner.