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What Can Evolutionary
    Computation Do For You?

    Xin Yao (http://www.cs.bham.ac.uk/~xin)
CERCIA, School of Computer Science, University of Birmingham, UK

                  http://www.cercia.ac.uk
Er …


 Nothing (if you are not in this field)?
 A lot (if you are in this field)?
 Sometimes it can be very useful (for
  most people).
 But what “times”?
 Maybe we should look at a broader
  picture …
What Existing Computers
   Still Can’t Do Well

 Brittle
 Doesn’t learn
 Hopeless in dealing with noisy and
  inaccurate information
 Never grow up
 Unable to adapt
 Turning us into slaves
 but also give us jobs …
Inspiration: Mother Nature
What Is Evolutionary Computation


  It is the study of computational systems
   which use ideas and get inspirations
   from natural evolution.
  Evolutionary computation (EC)
   techniques can be used in optimisation,
   learning and creative design.
  EC techniques do not require rich
   domain knowledge to use. However,
   domain knowledge can be incorporated
   into EC techniques.
Outline of This Talk


 Adaptive Optimisation
 Data Mining and Machine Learning
Case Study I:
Modelling: Both Structures
       and Parameters
Discovering `New’ Physical Laws in
Astrophysics --- Modelling Radial Brightness
     Distributions in Elliptical Galaxies

    Empirical laws are widely used in astrophysics.

    However, as the observational data increase,
     some of these laws do not seem to describe
     the data very well.

    Can we discover new empirical laws that
     describe the data better?
Monochromatic (Negative) Images of Galaxies




                              bulge                             disk




   A typical elliptical galaxy        A typical spiral galaxy
Current Approach

      Select a functional form in advance
        Drawbacks: ad hoc, difficult to determine and may only suit a
           smaller number of profiles

      Apply fitting algorithms to find suitable
       parameters for the function. Usually adopt
       the non-linear reduced c2 minimization
                                  1         [ I mo d el (i )  I o b s (i )] 2
                      c2 =
                                 
                                       i                   2
where Iobs(i) is the individual observed profile value, Imodel(i) is the value calculated from the
fitting function,  is the number of degrees of freedom, and  is the standard deviation of the
data.
Drawbacks: difficult to set initial values and easily trapped in local minima
Our Evolutionary Approach


(1) Find functional forms using GP (Genetic Programming) :
                A data-driven process without assuming a functional form in
                 advance
                A bottom up process which suits modelling a large number of
                 galaxy profiles without any prior knowledge of them
(2) Fit parameters in the form found using FEP (Fast
      Evolutionary Programming):
                Not sensitive to initial setting values
                More likely to find global minima

J. Li, X. Yao, C. Frayn, H. G. Khosroshahi, S. Raychaudhury, ``An Evolutionary Approach to
          Modeling Radial Brightness Distributions in Elliptical Galaxies,'' Proc. of the 8th
          International Conference on Parallel Problem Solving from Nature (PPSN VIII), Lecture
          Notes in Computer Science, Vol. 3242, pp.591-601, Springer, September 2004.
Case Study II:
Material Modelling
Determining Unified Creep Damage Constitutive
Equations in Aluminium Alloy Modelling


   Creep behaviours of different materials are
    often described by physically based unified
    creep damage constitutive equations.
   Such equations are extremely complex.
   They often contain undecided constants
    (parameters).
   Traditional approaches are unable to find good
    near optima for these parameters.
   Evolutionary algorithms (EAs) have been shown
    to be very effective.
Example Equations
Evolutionary Parameter
  Calibration and Optimisation

 Classical evolutionary programming
  (CEP), fast EP (FEP) and improved
  fast EP (IFEP) can be used to find
  parameters in a complex and non-
  differentiable space.

B. Li, J. Lin and X. Yao, “A novel evolutionary algorithm
   for determining unified creep damage constitutive
   equations,” International Journal of Mechanical
   Sciences, 44 (2002): 987–1002.
Model with Evolved Parameters by IFEP
Real World Impact

 Used by Corus / Tata Corus.
Case Study III:
Constraint Handling
Constraint Handling


 Real-world problem has many
  constraints, e.g., linear, nonlinear,
  equality, inequality, …
Evolutionary Constraint Handling


  It works better than other methods because
       More effective;
       Good at dealing with non-differentiable
        and nonlinear problems;
       Avoid unnecessary and unrealistic
        assumptions.
Stochastic Ranking


 It is a simple yet effective constraint
  handling method.
 It exploits the characteristics of
  evolutionary algorithms.

   T. P. Runarsson and X. Yao, “Stochastic Ranking for Constrained
    Evolutionary Optimization,” IEEE Transactions on Evolutionary
    Computation, 4(3):284-294, September 2000.
   T. Runarsson and X. Yao, “Search Bias in Constrained
    Evolutionary Optimization,” IEEE Transactions on Systems, Man,
    and Cybernetics, Part C, 35(2):233-243, May 2005.
Impact Outside Evolutionary
          Computation

 It’s used so often that people made it a C library
  so that everyone can use it easily:
    Xinglai Ji 1 and Ying Xu 2, “libSRES: a C library for stochastic
     ranking evolution strategy for parameter estimation”
     Bioinformatics, 22(1):124-126, 2006.
        1Computational Biology Institute, Oak Ridge National Laboratory Oak
         Ridge, TN 37831, USA
         2Department of Biochemistry and Molecular Biology and Institute of

         Bioinformatics, University of Georgia Athens, GA 30602-7229, USA

 Also in civil, mechanical, electrical and electronic
  engineering.
Real World Is Dynamic


 Real world is complex and changes
  all the time.
   E.g., customers make new orders or cancel existing
    orders all the time. How can I optimise my objectives?
Case Study IV:
Dynamic Optimisation
Route Optimisation for Gritting Trucks


     Optimisation Problem:
          Multiple trucks with
           different capacities
          Multiple depots
          Complex routing
           constraints
          Dynamic
     Evolutionary algorithms
      outperformed all other
      existing algorithms
Real-World Applications
Further Information


 Application:
    H. Handa, L. Chapman and Xin Yao, ``Robust route
     optimisation for gritting/salting trucks: A CERCIA
     experience,'' IEEE Computational Intelligence
     Magazine, 1(1):6-9, February 2006.
 Theory:
    P. Rohlfshagen, P. K. Lehre and X. Yao, “Dynamic
     evolutionary optimisation: An analysis of frequency
     and magnitude of change,” In Proceedings of the
     2009 Genetic and Evolutionary Computation
     Conference, pages 1713-1720, 2009. (best paper
     award)
Case Study V:
Multi-objective Optimisation
Ubiquity of Multi-objective
Problem Solving: in Hardware

 A practical example:
    X. Yao and T. Schnier, “HARDWARE DESIGN
     USING EVOLUTION ALGORITHMS,” European
     Patent EP1388123. Held by Ericsson (formerly
     Marconi).
 Underpinning research:
    T. Schnier, X. Yao and P. Liu, ``Digital filter design
     using multiple pareto fronts,'' Soft Computing,
     8(5):332-343, April 2004.
Ubiquity of Multi-objective Problem
       Solving: in Software

 K. Praditwong, M. Harman and X. Yao, “Software
  Module Clustering as a Multi-Objective Search
  Problem,” IEEE Transactions on Software
  Engineering, 37(2):264-282, March/April 2011.
 Z. Wang, K. Tang and X. Yao, “Multi-objective
  Approaches to Optimal Testing Resource
  Allocation in Modular Software Systems,” IEEE
  Transactions on Reliability, 59(3):563-575,
  September 2010.
Outline

 Adaptive Optimisation

 Data Mining and Machine Learning
Evolutionary Computation Helps
  Population-based Thinking

  Such a new way of thinking can lead
   to interesting connections to other
   research fields, e.g., machine learning.
  One example is ensemble learning, i.e.,
   “a population of heads are better than
   one”:
     X. Yao and Y. Liu, “Making use of population
      information in evolutionary artificial neural
      networks,” IEEE Trans. on Systems, Man, and
      Cybernetics, Part B: Cybernetics, 28(3):417-425,
      June 1998.
Case Study VI:
Ensemble Learning
Negative Correlation Learning

 Negative Correlation Learning is a very
  simple ensemble learning algorithm
  inspired by evolutionary computation.
   Y. Liu and X. Yao, ``Ensemble learning via
    negative correlation,'' Neural Networks,
    12(10):1399-1404, December 1999.
 It has many applications.
   Xin Yao, Gavin Brown, Bernhard Sendhoff
    and Heiko Wersing, “Exploiting ensemble
    diversity for automatic feature extraction,”
    European Patent EP1378855. (Held by
    Honda).
Multi-objective Ensemble
                Learning

   Multiple objectives can be easily
    accommodated in ensemble learning:
        H. Chen and X. Yao, ``Multiobjective Neural Network
         Ensembles based on Regularized Negative
         Correlation Learning,'' IEEE Transactions on
         Knowledge and Data Engineering, 22(12):1738-1751,
         December 2010.
        A. Chandra and X. Yao, “Ensemble learning using
         multi-objective evolutionary algorithms,” Journal of
         Mathematical Modelling and Algorithms, 5(4):417-445,
         December 2006.
   Ensembles + Multi-objective + Cloud = Piero
Many More Applications


 The six case studies presented represent only
  a tiny set of all applications of EC.
 Applications are interesting, but where are the
  challenges for the future?
Challenge: Theoretical Foundations


   Theories of evolutionary computation have
    lagged behind applications, although recent
    progresses in computational time complexity
    analysis have been substantial.
   We need to understand when an EA is expected
    to perform well on what types of problems.
   What makes a problem hard/easy for an EA?
Challenge: Scalability


 At present, large scale optimisation in EC deals
  with one or two thousand variables at most.
  We need efficient EAs that can optimise
  problems with tens or even hundreds of
  thousands of variables.
Challenge: Dealing with
  Dynamics and Uncertainty

 We do not have a static and predictable world.
  Problems are changing even when they are
  being solved. Constraints are changing with
  time too.
 How can we optimise more effectively and
  efficiently in such a dynamic and uncertain
  environment?
Challenge: Learn to Optimise


  Optimisation has been treated mathematically.
   It has been very rare for any optimisation
   algorithm to consider its previous experience
   in solving other, often similar, problems.
  Why not? We, human beings, do learn to solve
   a problem better by applying previous
   experiences.
Enjoy Some of the Challenges?


 Why not join the Birmingham team?
 Available now:
   Fully funded PhD in evolutionary
    computation
   Two job vacancies (postdoctoral research
    fellows): 3 and 4 years, respectively. Both in
    evolutionary computation.
 Also available:
   MRes in Natural Computation
Conclusions


 Evolutionary computation has both
  interesting applications and challenging
  theories.
 It can do far more than one might initially
  have thought.
 There are golden opportunities in the
  research and applications of evolutionary
  computation.

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Xin Yao: "What can evolutionary computation do for you?"

  • 1. What Can Evolutionary Computation Do For You? Xin Yao (http://www.cs.bham.ac.uk/~xin) CERCIA, School of Computer Science, University of Birmingham, UK http://www.cercia.ac.uk
  • 2. Er …  Nothing (if you are not in this field)?  A lot (if you are in this field)?  Sometimes it can be very useful (for most people).  But what “times”?  Maybe we should look at a broader picture …
  • 3. What Existing Computers Still Can’t Do Well  Brittle  Doesn’t learn  Hopeless in dealing with noisy and inaccurate information  Never grow up  Unable to adapt  Turning us into slaves  but also give us jobs …
  • 5. What Is Evolutionary Computation  It is the study of computational systems which use ideas and get inspirations from natural evolution.  Evolutionary computation (EC) techniques can be used in optimisation, learning and creative design.  EC techniques do not require rich domain knowledge to use. However, domain knowledge can be incorporated into EC techniques.
  • 6. Outline of This Talk  Adaptive Optimisation  Data Mining and Machine Learning
  • 7. Case Study I: Modelling: Both Structures and Parameters
  • 8. Discovering `New’ Physical Laws in Astrophysics --- Modelling Radial Brightness Distributions in Elliptical Galaxies  Empirical laws are widely used in astrophysics.  However, as the observational data increase, some of these laws do not seem to describe the data very well.  Can we discover new empirical laws that describe the data better?
  • 9. Monochromatic (Negative) Images of Galaxies bulge disk A typical elliptical galaxy A typical spiral galaxy
  • 10. Current Approach  Select a functional form in advance Drawbacks: ad hoc, difficult to determine and may only suit a smaller number of profiles  Apply fitting algorithms to find suitable parameters for the function. Usually adopt the non-linear reduced c2 minimization 1 [ I mo d el (i )  I o b s (i )] 2 c2 =   i 2 where Iobs(i) is the individual observed profile value, Imodel(i) is the value calculated from the fitting function,  is the number of degrees of freedom, and  is the standard deviation of the data. Drawbacks: difficult to set initial values and easily trapped in local minima
  • 11. Our Evolutionary Approach (1) Find functional forms using GP (Genetic Programming) :  A data-driven process without assuming a functional form in advance  A bottom up process which suits modelling a large number of galaxy profiles without any prior knowledge of them (2) Fit parameters in the form found using FEP (Fast Evolutionary Programming):  Not sensitive to initial setting values  More likely to find global minima J. Li, X. Yao, C. Frayn, H. G. Khosroshahi, S. Raychaudhury, ``An Evolutionary Approach to Modeling Radial Brightness Distributions in Elliptical Galaxies,'' Proc. of the 8th International Conference on Parallel Problem Solving from Nature (PPSN VIII), Lecture Notes in Computer Science, Vol. 3242, pp.591-601, Springer, September 2004.
  • 13. Determining Unified Creep Damage Constitutive Equations in Aluminium Alloy Modelling  Creep behaviours of different materials are often described by physically based unified creep damage constitutive equations.  Such equations are extremely complex.  They often contain undecided constants (parameters).  Traditional approaches are unable to find good near optima for these parameters.  Evolutionary algorithms (EAs) have been shown to be very effective.
  • 15. Evolutionary Parameter Calibration and Optimisation  Classical evolutionary programming (CEP), fast EP (FEP) and improved fast EP (IFEP) can be used to find parameters in a complex and non- differentiable space. B. Li, J. Lin and X. Yao, “A novel evolutionary algorithm for determining unified creep damage constitutive equations,” International Journal of Mechanical Sciences, 44 (2002): 987–1002.
  • 16. Model with Evolved Parameters by IFEP
  • 17. Real World Impact  Used by Corus / Tata Corus.
  • 19. Constraint Handling  Real-world problem has many constraints, e.g., linear, nonlinear, equality, inequality, …
  • 20. Evolutionary Constraint Handling It works better than other methods because  More effective;  Good at dealing with non-differentiable and nonlinear problems;  Avoid unnecessary and unrealistic assumptions.
  • 21. Stochastic Ranking  It is a simple yet effective constraint handling method.  It exploits the characteristics of evolutionary algorithms.  T. P. Runarsson and X. Yao, “Stochastic Ranking for Constrained Evolutionary Optimization,” IEEE Transactions on Evolutionary Computation, 4(3):284-294, September 2000.  T. Runarsson and X. Yao, “Search Bias in Constrained Evolutionary Optimization,” IEEE Transactions on Systems, Man, and Cybernetics, Part C, 35(2):233-243, May 2005.
  • 22. Impact Outside Evolutionary Computation  It’s used so often that people made it a C library so that everyone can use it easily:  Xinglai Ji 1 and Ying Xu 2, “libSRES: a C library for stochastic ranking evolution strategy for parameter estimation” Bioinformatics, 22(1):124-126, 2006.  1Computational Biology Institute, Oak Ridge National Laboratory Oak Ridge, TN 37831, USA 2Department of Biochemistry and Molecular Biology and Institute of Bioinformatics, University of Georgia Athens, GA 30602-7229, USA  Also in civil, mechanical, electrical and electronic engineering.
  • 23. Real World Is Dynamic  Real world is complex and changes all the time.  E.g., customers make new orders or cancel existing orders all the time. How can I optimise my objectives?
  • 24. Case Study IV: Dynamic Optimisation
  • 25. Route Optimisation for Gritting Trucks  Optimisation Problem:  Multiple trucks with different capacities  Multiple depots  Complex routing constraints  Dynamic  Evolutionary algorithms outperformed all other existing algorithms
  • 27. Further Information  Application:  H. Handa, L. Chapman and Xin Yao, ``Robust route optimisation for gritting/salting trucks: A CERCIA experience,'' IEEE Computational Intelligence Magazine, 1(1):6-9, February 2006.  Theory:  P. Rohlfshagen, P. K. Lehre and X. Yao, “Dynamic evolutionary optimisation: An analysis of frequency and magnitude of change,” In Proceedings of the 2009 Genetic and Evolutionary Computation Conference, pages 1713-1720, 2009. (best paper award)
  • 29. Ubiquity of Multi-objective Problem Solving: in Hardware  A practical example:  X. Yao and T. Schnier, “HARDWARE DESIGN USING EVOLUTION ALGORITHMS,” European Patent EP1388123. Held by Ericsson (formerly Marconi).  Underpinning research:  T. Schnier, X. Yao and P. Liu, ``Digital filter design using multiple pareto fronts,'' Soft Computing, 8(5):332-343, April 2004.
  • 30. Ubiquity of Multi-objective Problem Solving: in Software  K. Praditwong, M. Harman and X. Yao, “Software Module Clustering as a Multi-Objective Search Problem,” IEEE Transactions on Software Engineering, 37(2):264-282, March/April 2011.  Z. Wang, K. Tang and X. Yao, “Multi-objective Approaches to Optimal Testing Resource Allocation in Modular Software Systems,” IEEE Transactions on Reliability, 59(3):563-575, September 2010.
  • 31. Outline  Adaptive Optimisation  Data Mining and Machine Learning
  • 32. Evolutionary Computation Helps Population-based Thinking  Such a new way of thinking can lead to interesting connections to other research fields, e.g., machine learning.  One example is ensemble learning, i.e., “a population of heads are better than one”:  X. Yao and Y. Liu, “Making use of population information in evolutionary artificial neural networks,” IEEE Trans. on Systems, Man, and Cybernetics, Part B: Cybernetics, 28(3):417-425, June 1998.
  • 34. Negative Correlation Learning  Negative Correlation Learning is a very simple ensemble learning algorithm inspired by evolutionary computation.  Y. Liu and X. Yao, ``Ensemble learning via negative correlation,'' Neural Networks, 12(10):1399-1404, December 1999.  It has many applications.  Xin Yao, Gavin Brown, Bernhard Sendhoff and Heiko Wersing, “Exploiting ensemble diversity for automatic feature extraction,” European Patent EP1378855. (Held by Honda).
  • 35. Multi-objective Ensemble Learning  Multiple objectives can be easily accommodated in ensemble learning:  H. Chen and X. Yao, ``Multiobjective Neural Network Ensembles based on Regularized Negative Correlation Learning,'' IEEE Transactions on Knowledge and Data Engineering, 22(12):1738-1751, December 2010.  A. Chandra and X. Yao, “Ensemble learning using multi-objective evolutionary algorithms,” Journal of Mathematical Modelling and Algorithms, 5(4):417-445, December 2006.  Ensembles + Multi-objective + Cloud = Piero
  • 36. Many More Applications  The six case studies presented represent only a tiny set of all applications of EC.  Applications are interesting, but where are the challenges for the future?
  • 37. Challenge: Theoretical Foundations  Theories of evolutionary computation have lagged behind applications, although recent progresses in computational time complexity analysis have been substantial.  We need to understand when an EA is expected to perform well on what types of problems.  What makes a problem hard/easy for an EA?
  • 38. Challenge: Scalability  At present, large scale optimisation in EC deals with one or two thousand variables at most. We need efficient EAs that can optimise problems with tens or even hundreds of thousands of variables.
  • 39. Challenge: Dealing with Dynamics and Uncertainty  We do not have a static and predictable world. Problems are changing even when they are being solved. Constraints are changing with time too.  How can we optimise more effectively and efficiently in such a dynamic and uncertain environment?
  • 40. Challenge: Learn to Optimise  Optimisation has been treated mathematically. It has been very rare for any optimisation algorithm to consider its previous experience in solving other, often similar, problems.  Why not? We, human beings, do learn to solve a problem better by applying previous experiences.
  • 41. Enjoy Some of the Challenges?  Why not join the Birmingham team?  Available now:  Fully funded PhD in evolutionary computation  Two job vacancies (postdoctoral research fellows): 3 and 4 years, respectively. Both in evolutionary computation.  Also available:  MRes in Natural Computation
  • 42. Conclusions  Evolutionary computation has both interesting applications and challenging theories.  It can do far more than one might initially have thought.  There are golden opportunities in the research and applications of evolutionary computation.