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+\title{Evolutamine: Evolutionary Computing\\
+ \small Computational Science - Vrije Universiteit Amsterdam}
+ Martijn van Beest\\
+ \small{fbt600@student.vu.nl}\\
+ \small{1620746}
+ \and
+ Rahiel Kasim\\
+ \small{rkm700@student.vu.nl}\\
+ \small{2184532}
+\date{20 October 2017}
+We were given three 10-dimensional functions and were tasked with designing and implementing an
+algorithm to find their global maxima. Each function has a domain consisting of 10 real numbers:
+$x_1, x_2, \ldots x_{10}$ where $x_i \in [-5, 5] \subset \mathbb{R}$. The functions return a value
+in $[0, 10] \subset \mathbb{R}$ that signifies the closeness to the maximum where a larger value is
+closer and a value of 10 corresponds with the maximum. This problem as described is a constrained
+optimisation problem (COP). For every function there is an evaluation limit: the maximum number of
+times the function is allowed to be evaluated by the algorithm.
+Finding the maxima by brute-force is infeasible: because the inputs are real numbers, the number of
+possible inputs are uncountably infinite. Given such an enormous search space we desire an algorithm
+that terminates within polynomial time and finds a ``good enough'' solution i.e. close enough to the
+maximum. These requirements can be fulfilled by an evolutionary algorithm (EA).
+In this report we describe the design and implementation of our EA. Our main reference was the
+The provided functions are Bent Cigar, Katsuura and Schaffers F7. An interesting property that both
+the Katsuura and the Schaffers F7 function posses is multimodality. After a description of our
+methodology in section \ref{sec:methodology} we will expand on the multimodality property in section
+Because there is no single EA that works perfectly for all problems, our approach was to start with
+a simple EA and to experiment with the individual components. In general an EA has a set number of
+components that differ between algorithms: parent selection, recombination, mutation and survivor
+selection. We have tried different methods for each of these components and eventually settled on
+the combination of methods that produced the best results.
+The first step in designing an EA is deciding on a representation of individuals. For our problem
+there is a very natural mapping between phenotypes and genotypes. Our phenotypes are tuples of 10
+real numbers ($x_1, x_2, \ldots x_{10}$) that comprise the input to a function. Real numbers have
+infinite precision while numbers represented on computers usually have finite precision. There are
+methods so computers can compute with numbers of arbitrary precision, but this will be large trade
+of performance for precision. We've instead chosen to represent the real numbers as double-precision
+floating-point numbers. This format is standardized by the IEEE and double-precision floating-point
+arithmetic is supported by most common processors, so it is fast \cite{floats}.
+Note that this encoding of phenotypes to genotypes is surjective but not injective: (infinitely)
+many phenotypes are mapped to the same genotype. We don't consider this an issue as the precision of
+doubles is at around 15 decimal digits for numbers in the range $[-5, 5]$ \cite{wiki:floats}.
+For the initialization of the EA we start with a population of some size and provide each individual
+with 10 uniformly sampled doubles (genes) in the range $[-5, 5]$. The evolution of the population is
+described in the following sections.
+\subsection{Parent Selection}
+Our first step in the evolutionary cycle is the selection of individuals that will reproduce to
+create offspring. Most of the methods we have implemented base the selection on the fitness of the
+individuals. We calculate the fitness of individuals with the provided fitness function.
+\subsubsection{Fitness Proportional Selection}
+In a first attempt to write an EA, \emph{fitness proportional selection} (FPS) was used. This
+method calculates a probability for each individual to be selected for the mating pool by dividing
+the individuals fitness by the total fitness of the entire population. Hence, the fittest
+individual is most likely to be chosen for reproduction. The parents are then sampled
+independently. A known drawback of FPS is \emph{premature convergence}, where a few fit individuals
+take over the entire population. This phenomenon immediately occurred in our population. Since our
+initial population is random, their fitness is very bad. There is however always an individual that
+is bad, but still significantly better than the other individuals. This
+individual gets sampled for the mating pool every time, due to its probability close to 1. Without
+advanced recombination or mutation, the population does not even change anymore.
+\subsubsection{Ranking Selection}
+To overcome the problem of premature convergence, we implemented \emph{ranking selection} (RS).
+This method still samples individuals with some probability, but the probability does not depend on
+the absolute fitness of the individual anymore. The probability is rather based on the rank of the
+individual in the population. Ranks are distributed by sorting the population based on their
+fitness. The fittest individual acquires rank 1, the least fit individual acquires rank $n$, where
+$n$ is the population size. The rank is then mapped to a probability by either a linear
+\eqref{eq:linrs} or an exponential ranking function \ref{eq:exprs}.
+\label{eq:linrs}P_{\text{lin-rank}} &= \frac{(2-s)}{\mu} + \frac{2i(s-1)}{\mu(\mu-1)}\\
+\label{eq:exprs}P_{\text{exp-rank}} &= \frac{1-e^{-i}}{c}
+\subsection{Recombination} \label{sec:recombination}
+We've experimented with all of the recombination methods described in section ``4.4.3 Recombination
+Operators for Real-Valued Representation'' of the book by Eiben and Smith
+\cite{eiben2003introduction}. In the following the arithmetic average of $x$ and $y$ means $\alpha x
++ (1 - \alpha) y$ with some chosen $\alpha$. In our experiments the value of $\alpha$ was uniformly
+chosen from $[0, 1]$ for each recombination.
+The first method is called ``Simple Arithmetic Recombination''. Given two equal length vectors of
+size $n$, we choose a recombination point $k \in [1, n - 1]$. Child 1 inherits the first $k$ values
+of parent 1 and the following $(n - k)$ values are the arithmetic averages of the parents. Child 2
+receives its first $k$ values from parent 2 and the rest is the same as for child 1.
+The second method ``Single Arithmetic Recombination'' is simpler. We pick a random position $k \in
+[1, n - 1]$ and the children receive the arithmetic average of their parents' value at position $k$.
+The values at all other positions are directly inherited from their parents (child 1 gets the values
+of parent 1 and child 2 of parent 2).
+The method we ended up using is called ``Whole Arithmetic Recombination''. Here all the values of
+the children are the arithmetic averages of the values of the parents. Note that the children are
+not identical unless $\alpha = 0.5$ (or if the parents are identical).
+The final method discussed in this section is the ``Blend Crossover''. Here the idea is that with
+usual recombination, the value of the children is somewhere between the values of the parents. While
+with this crossover the children can obtain values outside of the range of their parents. This
+provides more exploration for an EA. After implementing this method we saw no (significant) increase
+in the score, so we opted to use the simpler ``Whole Arithmetic Recombination'' method instead.
+\subsection{Mutation} \label{sec:mutation}
+For mutation we've evaluated the methods described in the section ``4.4 Real-Valued or
+Floating-Point representation'' of the \book. As the
+methods described in this section increased in complexity as the text continued, so did the EA
+achieve better results for our problem. We've implemented all the mutations except ``Correlated
+Mutations'' and selected ``Uncorrelated Mutation with $n$ Step Sizes'' due to its superior results.
+The section starts out with a simple method called ``Uniform Mutation'' where the idea is to reset a
+value with a new uniformly drawn number. This method is quite destructive as any correlation with
+the previous value is lost. A more gentle method with better results is ``Nonuniform Mutation'',
+here the value is drawn from a Gaussian distribution with a standard deviation or mutation step size
+$\sigma$ with zero mean. The new values are normally close to the previous values, but larger
+deviations are still possible.
+A better method still is ``Uncorrelated Mutation with One Step Size'', where the mutation rate
+itself becomes a parameter subject to evolution. In this mutation mechanism first the mutation rate
+is mutated and then this new rate is used for the mutation of the actual values of interest. This
+order is important: by using the new mutation rate in the mutation the following fitness test of the
+new individual is also a fitness test of the new mutation rate. In this method the same mutation
+rate $\sigma$ is used for all dimensions.
+The last improvement towards our final method employs a different $\sigma_i$ for each dimension
+$x_i$ in the method called ``Uncorrelated Mutation with $n$ Step Sizes''. Here each individual has
+$2n$ parameters in evolution: its $n$ values $x_i$ and the related $n$ mutation rates $\sigma_i$.
+The insight here is that different dimensions don't necessarily correlate, so they are provisioned
+with independent mutation rates.
+The ``Correlated Mutations'' method takes the self-adaptation of the mutation even further by having
+the direction of mutation in the phase space as evolvable parameters. This is accomplished by
+introducing $n_\alpha= \frac{n \cdot (n - 1)}{2}$ parameters $\alpha_i$ that specify the mutual
+angles between all $n$ dimensions. The total number of parameters under evolution would then be:
+$2n+ \frac{n \cdot (n - 1)}{2} = \frac{n^2 + 3n}{2}$. This is a substantial increase in variables to
+evolve, and here one has to really consider if it is worth. Because if we have more evolution
+parameters, the algorithm has more options to consider and so more evaluations are needed to adapt
+to the fitness function. This is a disadvantage given our evaluation limit. More importantly, this
+method samples random vectors from a n-dimensional Gaussian, an algorithm absent from Java's
+standard library. We were unable to import the \mintinline{java}{MultivariateNormalDistribution}
+class from the Apache Commons library \cite{wiki:commons} due to unfamiliarity with the Java
+ecosystem and thus we could not implement this mutation mechanism.
+\subsection{Survivor Selection}
+In our first approach we used a generational model as a replacement strategy. This was the simplest
+way to complete a full evolutionary cycle. In later versions, we switched to a more sophisticated
+fitness-based method to select surviving individuals. Both ($\mu+\lambda$) and ($\mu,\lambda$)
+selection were considered, but since we had to work with a limited number of evaluations, we
+decided to create just one child for every parent (i.e. $\mu = \lambda$). The ($\mu,\lambda$)
+strategy typically uses
+$\lambda > \mu$ (more offspring than parents), which resulted in our choice for the ($\mu+\lambda$)
+strategy (although we would
+have preferred to use $\lambda > \mu$ here as well, to induce
+selection pressure).
+We have not changed the replacement strategy after we
+implemented ($\mu+\lambda$) selection. On hindsight,
+we should have given it another look when we implemented self-adaptive mutation and our method to
+overcome multimodality, given the advantages of ($\mu,\lambda$) over ($\mu+\lambda$) in these
+situations listed at the end of section 5.3 of the \book. It is very likely our algorithm suffered
+from these drawbacks. We did however implement a tournament selection strategy, but only used it in
+the implementation of a \emph{crowding} strategy, which will be discussed in section
+Representation & Real-Valued Vector\\
+Parent Selection & Linear Ranking\\
+Recombination & Whole Arithmetic\\
+& Recombination\\
+Mutation & Gaussian Perturbation\\
+Survivor Selection & Fitness-based replacement\\
+& by $(\mu+\lambda)$\\
+Initialisation & Random\\
+Termination condition & Limited number of \\
+&fitness evaluations\\
+Specialty & - Self-adaptation of \\
+& mutation step sizes\\
+& - Time-dependent lower \\
+& bound on mutation \\
+&step sizes\\
+\caption{EA configuration}\label{tab:configuration}
+As we have mentioned in the introduction, the Katsuura and Schaffers function are multimodal.
+However, the methods described in section \ref{sec:methodology} turned out to be good enough to
+yield a fairly good
+score ($> 8$) for the Schaffers function. On the Katsuura function on the other hand, our EA
+performed only slightly better than a random
+search. The problem with multimodal functions is that the EA can get stuck
+in a local maximum. The rest of the
+search space will not be explored. Our EA clearly suffered from this. It was therefore important to
+maintain diversity in our
+population to be able to uncover new high-fitness regions in the search space. The \book describes
+several methods to
+address this issue. We will describe the methods we have implemented in the following subsections.
+Our first attempt to preserve diversity was the implementation of \emph{deterministic crowding}, an
+improvement by Mahfoud \cite{mahfoud1992crowding} over the original approach. The general idea of
+deterministic crowding is that offspring competes with similar parents for survival, such that
+individuals stay distributed over the search space. It works as follows:
+ \item Each parent in the population is randomly paired with another parent.
+ \item The pair produces two children via recombination.
+ \item The offspring is mutated and evaluated
+ \item Some distance metric between the four possible parent-offspring pairs is calculated.
+ Since we are working with Real-Valued genotypes, we used the Euclidean distance
+ \cite{wiki:eucl-distance}.
+ \item Labeling the parents $p_1$ and $p_2$ and the offspring $o_1$ and $o_2$, the
+ ``combined-pair-distance'' is minimized such that $d(p_1, o_1) + d(p_2, o_2) < d(p_1, o_2) +
+ d(p_2, o_1)$. Then, $o_1$ competes in a tournament for survival with $p_1$, $o_2$ competes with
+ $p_2$. If the other pairing turns out to be minimal in distance, they compete in that
+ configuration.
+The result of this is that offspring tends to compete with the most similar parent. Thus,
+replacement is done locally and individuals that explore an area are replaced by individuals
+that explore the same area. Assuming the initial population is well-spread over the search
+space, this preserves diversity. Unfortunately, deterministic crowding did not yield an improved
+performance for our EA.
+\subsection{Fitness Sharing}
+Figure \ref{fitness-sharing-vs-crowding} illustrates the difference between fitness-sharing and
+crowding ({\small This figure and its caption are directly taken from the \book ({\footnotesize
+Fitness sharing tries to distribute the individuals proportional to the peaks they are exploring
+where crowding tries to distribute evenly among peaks. Fitness sharing calculates the distance
+between every pair $(i, j)$ in the population (including self-pairings) and adjusts the fitness for
+every individual $i$ by:
+\label{eq:fitness-sharing}F'(i) = \frac{F(i)}{\sum_{j}sh(d(i, j))}.
+ \centering
+ \includegraphics[width=0.45\textwidth]{images/fitness-sharing-vs-crowding}
+ \caption{Idealised population distributions under fitness sharing (top)
+ and crowding (bottom).
+ There are five peaks in the landscape with fitnesses (5,4,3,2,1) and the population size is 15.
+ Fitness sharing allocates individuals to peaks in proportion to their fitness, whereas crowding
+ distributes the population evenly amongst the peaks.}\label{fitness-sharing-vs-crowding}
+Here, $d$ is the distance for which we re-used our Euclidean distance function. Details on the
+sharing function $sh$ can be found in chapter 5.5.3 of the \book. There was a big drawback for our
+EA using fitness sharing. As can be seen in \eqref{eq:fitness-sharing}, we need to calculate the
+distance for each possible pairing in our population. For a population of size $n$, this requires
+$n^2$ calculations. We can exploit the symmetry of the distance property, but that still leaves
+$\tfrac{1}{2}n^2$ calculations, which can be a performance issue when $n$ becomes large. Because
+the first results were hardly any better than a random search, we decided that this time
+performance penalty (which seemed to matter for the online contest) was not worth the effort of
+optimizing the fitness sharing method. Hence, we implemented a third method to overcome
+\subsection{Island Model}
+As a last approach, we implemented the \emph{island model} described in chapter 5.5.6 of the \book.
+The main idea is very simple. Instead of keeping a single population, one keeps several
+subpopulations in parallel. Ideally, every subpopulation explores a different region of the search
+space. Every so many generations, a small number of individuals is exchanged amongst the islands,
+to increase exploration when recombination happens between newcomers and inhabitants. When the
+are migrated, they replace the worst individuals on the island of destination. Between
+exchanges, the populations use the methods described in section \ref{sec:methodology} to exploit
+their particular region of the search space. Table
+\ref{tab:island-configuration} shows the configuration of our Island Model. Our EA improved
+significantly on the Katsuura function. Instead of slightly outperforming a random search, this
+method scored around $3$. We have experimented
+with distinct settings for the different islands, but this did not improve the
+performance further.
+ \centering
+ \begin{tabular}{|l|l|}
+ \hline
+ Islands & 5\\
+ \hline
+ Epoch length & 50 generations\\
+ \hline
+ Migration size & 5\\
+ \hline
+ Migration selection & Copy Best\\
+ \hline
+ Migration type & Effective Move\\
+ \hline
+ \end{tabular}
+ \caption{Island Model configuration}\label{tab:island-configuration}
+\section{Further Improvements}\label{sec:further-improvements}
+Once the desired methods were implemented, the focus shifted to the parameters we used. The right
+values for your parameters are very important for the performance of your EA. Some parameters, like
+the epoch length and the migration size in the island model, were chosen based on the literature,
+in this case the \book. Other parameter values were found by tuning.
+\subsection{Parameter Tuning}
+The most important parameters in our EA turned out to be the population size, and the mutation
+parameters $\tau$, $\tau'$ and $\epsilon$. Since we had a limited number of evaluations, the bigger
+the population the fewer generations we could create. We kept the population size therefore between
+20-50 for each function, depending on the limit. The appropriate way to find the right values for
+the remaining parameters would be through a grid search. However, due to time pressure we performed
+most of
+the tuning manually and recorded the results, keeping the best settings. We moved the mutation
+parameters from their respective mutation functions to the global settings to be able the
+distinguish between functions. The mutation parameters $\tau$ and $\tau'$ turned out to be tricky.
+According to the literature we should set the $\tau$ values in our uncorrelated mutation with $n$
+step sizes as follows: $\tau' \propto \frac{1}{\sqrt{2n}}$ and $\tau \propto
+Interestingly, when we experimented with proportionally different values, we acquired better
+results. With the contest in mind, we decided to use the tuned parameter values: $\tau' \propto
+\frac{1}{n}$ and $\tau \propto \frac{n}{10}$.
+\subsection{Time dependent variables}
+Another major change was the dependency on time for parameters. In the first generations one wants
+to explore the search space, but after some time one might rather exploit the uncover high-fitness
+regions. We used a self-adaptive mutation step size $\sigma$ which is bounded by some $\epsilon$
+such that
+ \sigma < \epsilon \implies \sigma = \epsilon.
+We implemented a time dependency for the lower bound on the mutation step size. The result of this
+is that in early stages mutation can be large so there is a lot of exploration, but in later stages
+close to the evaluation limit the reduced lower bound allows for smaller mutations, such that the
+high-fitness region can be exploited. This improvement bumped our performance on Katsuura to a
+score of $8.5$. We planned to make the selection pressure time dependent as well, but we were not
+able to implement this in time. We strongly believe this would have been a big improvement.
+In this section we will give a brief overview of the java specific choices that we made regarding
+the implementation. All our code is available at our online repository \cite{github}.
+\noindent We wanted to keep the main class as clean as possible. Therefore we created an
+\mintinline{java}{Individual} class to store a candidate. We also created a seperate
+\mintinline{java}{Population} class to store multiple \mintinline{java}{Individual}s. The
+\mintinline{java}{Population} class also contains all the functions that implement the components
+of the EA, except for mutation. The mutation operator works on individuals, so it made sense to put
+all the mutation functions in the \mintinline{java}{Individual} class. Since we planned from the
+beginning to implement a lot of different methods per EA component, we created an
+\mintinline{java}{Options} class which can be passed to a \mintinline{java}{Population} object. The
+\mintinline{java}{Options} class contains several \mintinline{java}{Enum} types to differentiate
+between component methods, as well as some default parameter settings. This allowed us to easily
+switch between methods. Lastly, we implemented a
+separate \mintinline{java}{IslandModel} class, which in turn contains an array of
+\mintinline{java}{Population} objects. To be as flexible as possible in our main class, both the
+\mintinline{java}{Population} class and the \mintinline{java}{IslandModel} class implement a custom
+\mintinline{java}{EAPopulation} interface, which specifies the basic EA components.
+\section{Results \& Conclusion}
+In figure \ref{fig:plot} you can see the results of our EA. The algorithm achieves a score of
+$9.999977801879053 \pm 2.050283620022662\mathrm{e}{-05}$ on BentCigar, $8.893163092810429 \pm
+0.38613823273700193$ on Katsuura and $9.783751107206767 \pm 0.5746303080312153$ on the Schaffers
+function. These scores are the average over 25 runs, and the errors the corresponding standard
+deviation. It shows our EA works well on the BentCigar and Schaffers functions, but less so on
+Katsuura. From the boxplot its also clear that there is a much bigger variation in the scores
+achieved on Katsuura. A possible cause is the multimodality of Katsuura: our probabilistic algorithm
+has trouble finding the global maximum. This is also seen in the results for the Schaffers function:
+the crystals shown in figure \ref{fig:plot} are the outliers.
+\caption{A boxplot of the scores achieved by the EA on the three functions.}
+While experimenting with the recombination methods from section \ref{sec:recombination} we always
+chose the recombination parameter $\alpha$ uniformly from $[0, 1]$. It would be interesting to also
+experiment with constant values for $\alpha$, such as the commonly uses $\alpha = 0.5$.
+As mentioned in section \ref{sec:mutation} we have an incomplete implementation of the ``Correlated
+Mutations'' method where the only missing part is an import of a class from an external package. We
+used a makefile to manage compiling the program. It could be worthwhile to learn how to use Maven, a
+build tool specially crafted for use with Java programs \cite{wiki:maven}. We expect that this build
+tool alleviates the problems one stumble upon when trying to use an external Java package.
+Another recommendation is to have an extensive grid search for the optimal parameter values. Since
+tuned mostly manually, we probably haven't found the best settings, which might be a reason why we
+have not found the function maxima.
+More sophisticated adaptation of variables as we did with the bound on the mutation step size woulc
+probably have lead to better scores. An adaptive selection pressure would have been a very nice
+An idea left unexplored is prohibiting incest. The possible defects in offspring from incestuous
+relations have been researched \cite{wiki:inbreeding}. It would be amusing to see if prohibiting
+incest in our program would also lead to fitter individuals.