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(3)
( )
, 1 , 1
:
argmin
j i
i t j t
j p N
l f b
+ +
e
(4)
In the most common case of a topology formed by a fully connected graph the
rule (4) becomes:
( )
1 , 1
1
argmin
t i t
i n
l f b
+ +
s s
(5)
Finally, note that sometimes the particles can go outside the feasible search
space O. In our work, in order to solve this problem, we restart the out-of-bounds
5
components of a particle in a position randomly chosen between the old position
and the exceeded bound [17].
3 Adaptive Memetic PSO
Adative Memetic PSO (AMPSO) introduced in this section is an hybrid algorithm
that combines PSO with the evolution of local search memetic operators which
adapt to the objective function landscape.
AMPSO evolution can be seen as the combination of two co-evolving popula-
tions: the particles and the memes. The PSO particles represent the candidate solu-
tions and evolve using the usual PSO laws. The memes represent the local search
operators applicable to the particles. In AMPSO memes are also evolved by a PSO
scheme modified by an innovative technique designed to deal with the discrete
domains present in the meme representation.
Another difference with respect to standard PSO scheme is the introduction of
a diversity control mechanism that prevents the premature convergence of the par-
ticles population in a local minimum.
In the following the general AMPSO scheme (Section 3.1), the particles evolu-
tion behavior with the diversity control mechanism (Sections 3.2 and 3.3), the
memes representation (Section 3.4), memes evolution (Section 3.5) and the novel
technique for managing discrete components in memes PSO (Section 3.6), are pre-
sented and described.
3.1 AMPSO Scheme
In the AMPSO general scheme, a population of n particles, i.e. P = { p
1
, , p
n
},
navigates the search space following PSO dynamics while trying to find the mini-
mum of a given fitness function f. At each iteration a local search is possibly ap-
plied to a subset of the particles in order to improve the best value of f. This phase
is realized by a meme population, i.e. M = { m
1
, , m
n
}, of local search operators.
Each m
i
is associated to particle p
i
, and is evolved by a PSO-like approach. The it-
erations of the particles PSO stop when the particles converge to the optimal or
other termination conditions are met.
Particles in P are encoded using the usual m-dimensional vectors of the PSO
scheme, where m is the problem dimensionality. At each iteration t the particle po-
sition vector x
p,t
, the velocity vector v
p,t
, the personal best vector b
p,t
, and the glob-
al best particle l
p,t
are maintained.
Memes are encoded in a similar way, by hybrid vectors x
m,t
, v
m,t
, b
m,t
, l
m,t
, i.e.
vectors which combine both discrete and continuous component as described in
Section 3.4.
6
The general scheme of AMPSO is described by the pseudo-code reported in
Figure 1a.
Fig. 1 Pseudo-code of (a) AMPSO and (b) PSO_MEME.
The population of particles P and memes M are randomly initialized in their re-
spective feasible regions. In the main loop each particle is evolved following rules
(1) and (2) for position and velocity update, and rules (3) and (5) for personal and
global best update. Note that the parameters in (2) have been set according to [18]
and [19], i.e. e = 0.729,
1
=
2
= 1.49445.
LOCAL_SEARCH(,|) activates the memetic part of AMPSO. The local
search operators defined by the memes are applied probabilistically: m
i
is applied
to the personal best position of particle m
i
with a probability every | iterations of
the particles PSO algorithm, the local search application is denoted by m
i
(p
i
) or
equivalently by x
m,i
(b
p,i
). Moreover, every iteration local search is applied to global
best particle in position l
t
, the global best particle and its meme are also indicated
by p
g
and m
g
. Before being applied, the memes are evolved by the PSO_MEME
evolution scheme described in Section 3.4. If the meme application leads to a fit-
ness improvement, i.e. if f(x
m,i
(b
p,i
)) < f(b
p,i
), then the new candidate solution ob-
tained replaces both the personal best that the particle current position, i.e.
b
p,i
x
m,i
(b
p,i
) and x
p,i
b
p,i
. The global best is also updated accordingly.
It is worth noticing that this phase of AMPSO depends only on parameters: fre-
quency | and probability of local search application and swarm size n.
3.2 Diversity Control
A diversity control mechanism is implemented in order to avoid a premature
convergence to a local minimum. When a premature converge is detected,
7
DIVERSITY_CONTROL() determines a set of particles D whose positions will be
reinitialized. The method consist of two main components: a diversity measure o
and a diversity restore mechanism invoked when the population diversity becomes
too low according to the measure o.
The diversity measure employed is the following:
( )
,
( ) std ( )
p i
P f x o
(6)
where std is the standard deviation function computed using the fitness values
of the particles composing population P. Although genotypic distances between
particles seem to be in principle more appropriate than fitness values, it has exper-
imentally observed that the use of the latter indicators provides a good diversity
measure with the additional property that the computation becomes more efficient.
The diversity measure o(P
0
) of the initial random population P
0
is used to com-
pute the threshold value t = 0.2o(P
0
) that will be used in the next iterations for
comparison purposes. This threshold value is computed basing on the particles
population at time 0 since they are generated in a purely random way.
At each iteration DIVERSITY_CONTROL() compares the current population di-
versity o(P
t
) with the threshold t and if o(P
t
) < t the diversity restore procedure is
invoked. This procedure randomly restarts the positions of the worst 50% popula-
tion according to current fitness values. Note that only particle current positions
x
p,t
are restarted, while particle personal best b
p,t
. and velocity v
p,t
remain un-
changed.
3.3 Memes Representation
The local search operators adopted in AMPSO are a generalization of the Random
Walk (RW) technique [20].
RW is an iterative and stochastic local optimization method. Let x
(t)
be a candi-
date (local) minimum at the t-th iteration, then the new value x
(t+1)
, at the (t+1)-th
iteration, is computed according to:
( ) ( ) ( ) ( ) ( )
( 1)
( )
if ( ) ( )
otherwise
t t t t t
t
t
x wz f x wz f x
x
x
+
+ + <
(7)
where w is a given scalar step-length, and z
(t)
is a unit-length random vector. The
step-length w is initialized to a given value w
init
and it is halved if the fitness is not
improved. The process is repeated until a given number of iteration q is reached.
In our generalization, other than the previously described parameters w
init
and
q, two other parameters are introduced: the ramification factor b and the number
8
of chosen successors k (with k s b). Briefly, the idea is to expand the RW in a (b-
k-bounded) breadth instead of the pure deep-first (DF) search of original RW. Ini-
tially k copies of the starting point of the local search are generated. b new points
are generated from these k points like in DF-RW. From these new intermediates
points the best k are chosen and the process continues until the deepening parame-
ter q is reached.
In this way we can represent a meme with four parameters: a real w
init
and three
integers b, k, q. For each one a range of admissible values is required. These rang-
es have been established experimentally as w
init
e[0.5,4], be[1,8], ke[1,b],
qe[4,16].
3.4 Memes Evolution
A meme can be represented by a 4-ple m = (w
init
, b, k, q) in the hybrid meme
space. Memes PSO evolution proceeds in an asynchronous way with respect to the
particles evolution, this is because the memes are evolved only before they are ap-
plied according to the probability and frequency | described above.
Memes, like particles, are characterized by a current position x
m,t
, i.e. the repre-
sentation of the meme in the meme space, a velocity v
m,t
, a personal best position
b
m,t
, and a global best meme l
t
. Two alternative functions have been considered as
memes fitness: (1) the absolute fitness f of the particle p
i
associated to meme m
i
and (2) the fitness improvement Af realized with the application of meme m
i
to
particle p
i
. Experiments have shown that the two approaches do not significatively
differ.
Memes are evolved by a classical PSO scheme modified to manage meme vec-
tors with hybrid continuous/discrete components. The PSO_MEME scheme distin-
guishes the evolution of continuous components (according to updating rules (1),
(2), (3), and (5)) and that of discrete components where a probabilistic technique,
presented in the next subsection, is applied. The PSO_MEME pseudo-code is re-
ported in Figure 1b.
3.5 PSO for Discrete Domains
The meme discrete components are managed using a probabilistic technique
that simulates the usual PSO behavior for continuous domains exploiting the total
order of the discrete domain.
For each meme m and for each discrete component domain D
j
= { d
j,1
, , d
j,r
},
an appropriate probability distribution P
Dj,m
over the values of D
j
is built (rule 8),
then a randomized tournament is made among the values in D
j
where P
Dj,m
(d
j,i
)
represents the probability of d
j,i
being selected. The selected value in the random
9
tournament will be the new position of the particle component x
j
(rule 9). Hence,
the probability distribution plays the role of the velocity vector and together with
the randomized tournament realizes most of the properties of the classical contin-
uous PSO.
(Rule 8) Probability distribution on discrete component.
Let d
x
, d
b
, d
l
e D
j
be the values of the given component j for the current meme po-
sition, the meme personal best position, and the global best meme position. Then
the distribution is defined as:
P
Dj,m
(d
x
)= (1+e)
/r 1/N
Dj
P
Dj,m
(d
b
)= (1+
1
)/r 1/N
Dj
P
Dj,m
(d
l
)= (1+
2
)/r 1/N
Dj
where r = |D
j
| and N
Dj,m
is the normalization factor explained in the following.
The probability for the other values deD
j
with de{d
b
,d
p
,d
l
} is obtained by
smoothing the probabilities in the contour of the centers d
p
, d
b
, and d
l
. Initially, a
quantity 1/r is assigned to each value d
i
and then the values in the centers and in
the points to their left and to their right are incrementally amplified. Let
o e {1+e, 1+
1
, 1+
2
} the amplification factor for a center d
k
and let | = o/(+1)
where 2 is the amount of values centered in d
k
whose probability will be ampli-
fied with smoothness |. All the values d
ks
(d
k+s
) at the left (right) of index k will
be amplified with parameter o = | |+1s|, this process is iterated for every cen-
ter d
p
, d
b
, and d
l
, finally these quantities are normalized using an appropriate N
Dj
which sum up all the amplified and not amplified values in order to obtain the
probability distribution P
Dj,m
. The parameter determines the interval of features
values where the (1+o) amplification is applied, it is easy to see that values near
the global optimum, local optimum, and current particle values tend to be pre-
ferred, while the initial distribution 1/r ensures that each domain value has a non
zero probability of being selected.
(Rule 9) Discrete position update.
The new position of a discrete component x
j
of the particle is computed by a ran-
dom tournament which use the probability distribution above.
A random number r uniformly distributed in [0,1] is extracted, then x
j
= d
j,k
where d
j,k
e D
j
and k such that
( ) ( )
, ,
1
, ,
0 0 j m j m
k k
D j i D j i
i i
P d r P d
= =
s s
where by
definition
( )
,
1
,
0
0
j m
D j i
i
P d
=
=
.
The technique for discrete component based on probability distribution values
can be interpreted as considering all the values equiprobable, except d
b
, d
p
, d
l
whereas the amplification factors e,
1
, and
2
gives a greater probability to d
b
, d
p
,
and d
l
. The smoothness factor | also amplifies the probabilities of their neighbors,
i.e. values close to the centers.
In other words the amplification and smoothness factors, and their use in meme
position update, implement for the discrete components the probabilistic counter-
parts of typical behavior of PSO velocity, i.e. the tendency to remain in the current
10
position (inertial factor e), and the tendency to move toward the local best (cogni-
tive factor
1
) or the global best position (social factor
2
).
4 Experiments
The performances of Adaptive Memetic PSO have been evaluated on a set of
standard benchmark functions, reported below in equations (10-14), which differ
each other for the properties of modality, symmetry around the optimum and regu-
larity.
2
1
1
( )
D
i
i
f x x
=
=
(10)
2
2
1 1
( ) cos 1
4000
D D
i i
i i
x x
f x
i = =
| |
= +
|
\ .
[
(11)
( )
( ) ( )
2 2 2
1 2
3 2
2 2
1 2
sin 0.5
( ) 0.5
1 0.001
x x
f x
x x
+
= +
+ +
(12)
2
1 1
4
cos(2 )
( ) 20exp 0.02 exp 20
D D
i i
i i
x x
f x e
D D
t
= =
| |
| |
|
|
= + +
|
|
|
\ .
\ .
(13)
2
4
5
2
1
0.15( 0.05sign( )) if 0.05
( )
otherwise
i i i i i
i
i i
z z d x z
f x
d x
=
<
=
(14)
Termination conditions has been defined for convergence and maximum com-
putational resources. An execution is regarded convergent if f(x)f(x*)<c. On the
other hand, the execution has been considered terminated unsuccessfully if the
number of function evaluations (NFE) exceeds the allowed cap of 100,000. The
feasible domain, the dimensionality, and value c values, used for each benchmark
are reported in Figure 2.
11
Fig. 2 Parameters for the Benchmark Functions.
Three different swarm size (denoted as SS) have been considered, namely 15,
30, and 60, following the setup of [14]. The other PSO parameters were set to the
standard values suggested in [18], i.e. e=0.7,
1
=
2
=1.49.
The domain ranges defining the meme space, where the AMPSO memes
evolve, were: b,ke[1,8], qe[1,16], we[0.5,4], while an amplification width =4
has been used for the evolution of memes discrete features.
For each swarm size configuration a series of 50 executions has been held to
eliminate the randomness of the statistical results. In each execution series, the
convergence probability P
c
(i.e. the number of convergent executions above the
total number of executions), the average NFE of all convergent executions C
avg
,
with the NFE of the best and the worst convergent execution (C
best
and C
worst
re-
spectively) are reported. Moreover the quality measure Q
m
=C
avg
/P
c
introduced in
[21] and suggested in [22] is also reported in the tables.
Functions f
1
, f
2
, and f
4
have been investigated with dimensionality 30. Instead,
functions f
3
, and f
5
(that do not admit a generalization of the dimensionality) have
been investigated with their proper number of dimensions, that is 2 and 4 respec-
tively.
Fig. 3 Experimental Results of (a) AMPSO, (b) CPSO, (c) SMPSO.
All these previously described indexes, P
c
, C
avg
, C
best
, C
worst
, and
Q
m
are report-
ed in Figures 3a, 3b, and 3c, respectively for AMPSO, Classical PSO (CPSO) and
12
Static Memetic PSO (SMPSO), i.e. a PSO with local RW search and no memes
evolution [14] which is the only comparable memetic algorithm in PSO frame-
work.
Figure 3 clearly shows that adaptive memetic AMPSO approach greatly im-
proves the convergence probability of the classical CPSO and SMPSO. It must be
noted in particular that AMPSO converges almost everywhere, and it has a re-
markable worst case convergence probability of 95%. On the other hand SMPSO
and CPSO have a low convergence performance, where SMPSO is as low as 57%
and 50% and CPSO was much worse and not converging at all on two cases of
function f
4
, with small particle sizes. Convergence speed of AMPSO is compara-
ble to SMPSO, however, as expected, in the more simple cases, i.e. f
1
and f
5
, the
convergence speed of AMPSO is worst than CPSO because of the NFEs overhead
introduced by the local search.
Fig. 4 Converge Graphs on functions (a) f
1
, (b) f
2
, (c) f
3
, (d) f
4
, (e) f
5
, and (f) meme conver-
gence
13
Figures 4a-4e plot the behavior of AMPSO convergence with respect to swarm
size, where x axis reports the number of fitness evaluation NFEs and y axis the dis-
tance from the optimal solution f(x) f(x*). AMPSO appears quite monotonic with
respect to swarm size and a low number of particles seem to be generally prefera-
ble.
Finally a measure of memes convergence has been shown in Figure 4f, which
shows the memes standard deviation (Memes STD) when NFEs increases during
optimization of function f
4
. Memes convergence is fast in the early stage and, as
expected, it remains fairly constant, with little adaptation, during the rest of the
computation. The meme convergence curve together with the quality measure and
the convergence probability show the effectiveness of AMPSO and its ability to
adapt to the function landscape.
5 Conclusion
AMPSO, a local search PSO algorithm characterized by two co-evolving popu-
lation of particles and memes, in the framework of memetic meta-heuristics, has
been presented. The memes are evolved by using a generalization of a Random
Walk local search operator.
To best of our knowledge this is the first work where a Memetic PSO algorithm
with memes co-evolution has been proposed.
A novel technique of probabilistic PSO evolution has been designed to manage
discrete components in meme representation, the technique preserves the typical
PSO behavior of cognitive, social and momentum dynamics.
Experimental results on benchmark problems show that AMPSO outperforms
the convergence probability of both classical PSO, and non evolutionary static
memetic PSO, while its convergence speed is affected by some overhead due to
the local search. The effectiveness of the method also relies on the ability to dy-
namically adapt the local search operators, i.e. the memes, to the features of the
optimizing function landscape. From this perspective a static local search method
like in [14], although tailored on the function to be optimized, is not comparable to
dynamical AMPSO approach since the function landscape can be different in dif-
ferent regions of the search space, thus requiring memes with local characteristics.
Future work will regard the investigation of different models for memes opera-
tors and the design of self-regulating mechanisms for swarm size and other
AMPSO parameters.
14
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