Differential evolution (DE) is arguably one of the most powerful stochastic real-parameter optimization algorithms in current use. DE operates through similar computational steps as employed by a standard evolutionary algorithm (EA). However, unlike traditional EAs, the DE-variants perturb the current-generation population members with the scaled differences of randomly selected and distinct population members. Therefore, no separate probability distribution has to be used for generating the offspring. Since its inception in 1995, DE has drawn the attention of many researchers all over the world resulting in a lot of variants of the basic algorithm with improved performance. This paper presents a detailed review of the basic concepts of DE and a survey of its major variants, its application to multiobjective, constrained, large scale, and uncertain optimization problems, and the theoretical studies conducted on DE so far. Also, it provides an overview of the significant engineering applications that have benefited from the powerful nature of DE.

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Differential Evolution: A Survey of the State-of-the-Art

An overview of the self-organizing map algorithm, on which the papers in this issue are based, is presented in this article.

The Self-Organizing Map

A unified view of metaheuristics This book provides a complete background on metaheuristics and shows readers how to design and implement efficient algorithms to solve complex optimization problems across a diverse range of applications, from networking and bioinformatics to engineering design, routing, and scheduling. It presents the main design questions for all families of metaheuristics and clearly illustrates how to implement the algorithms under a software framework to reuse both the design and code. Throughout the book, the key search components of metaheuristics are considered as a toolbox for: Designing efficient metaheuristics (e.g. local search, tabu search, simulated annealing, evolutionary algorithms, particle swarm optimization, scatter search, ant colonies, bee colonies, artificial immune systems) for optimization problems Designing efficient metaheuristics for multi-objective optimization problems Designing hybrid, parallel, and distributed metaheuristics Implementing metaheuristics on sequential and parallel machines Using many case studies and treating design and implementation independently, this book gives readers the skills necessary to solve large-scale optimization problems quickly and efficiently. It is a valuable reference for practicing engineers and researchers from diverse areas dealing with optimization or machine learning; and graduate students in computer science, operations research, control, engineering, business and management, and applied mathematics.

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Metaheuristics: From Design to Implementation

Personalized web services strive to adapt their services (advertisements, news articles, etc.) to individual users by making use of both content and user information. Despite a few recent advances, this problem remains challenging for at least two reasons. First, web service is featured with dynamically changing pools of content, rendering traditional collaborative filtering methods inapplicable. Second, the scale of most web services of practical interest calls for solutions that are both fast in learning and computation.In this work, we model personalized recommendation of news articles as a contextual bandit problem, a principled approach in which a learning algorithm sequentially selects articles to serve users based on contextual information about the users and articles, while simultaneously adapting its article-selection strategy based on user-click feedback to maximize total user clicks.The contributions of this work are three-fold. First, we propose a new, general contextual bandit algorithm that is computationally efficient and well motivated from learning theory. Second, we argue that any bandit algorithm can be reliably evaluated offline using previously recorded random traffic. Finally, using this offline evaluation method, we successfully applied our new algorithm to a Yahoo! Front Page Today Module dataset containing over 33 million events. Results showed a 12.5% click lift compared to a standard context-free bandit algorithm, and the advantage becomes even greater when data gets more scarce.

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A contextual-bandit approach to personalized news article recommendation

Concept drift primarily refers to an online supervised learning scenario when the relation between the input data and the target variable changes over time. Assuming a general knowledge of supervised learning in this article, we characterize adaptive learning processes; categorize existing strategies for handling concept drift; overview the most representative, distinct, and popular techniques and algorithms; discuss evaluation methodology of adaptive algorithms; and present a set of illustrative applications. The survey covers the different facets of concept drift in an integrated way to reflect on the existing scattered state of the art. Thus, it aims at providing a comprehensive introduction to the concept drift adaptation for researchers, industry analysts, and practitioners.

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A survey on concept drift adaptation

Exponentially weighted moving average charts for detecting concept drift

Differential evolution is a very popular optimization algorithm and considerable research has been devoted to the development of efficient search operators. Motivated by the different manner in which various search operators behave, we propose a novel framework based on the proximity characteristics among the individual solutions as they evolve. Our framework incorporates information of neighboring individuals, in an attempt to efficiently guide the evolution of the population toward the global optimum, without sacrificing the search capabilities of the algorithm. More specifically, the random selection of parents during mutation is modified, by assigning to each individual a probability of selection that is inversely proportional to its distance from the mutated individual. The proposed framework can be applied to any mutation strategy with minimal changes. In this paper, we incorporate this framework in the original differential evolution algorithm, as well as other recently proposed differential evolution variants. Through an extensive experimental study, we show that the proposed framework results in enhanced performance for the majority of the benchmark problems studied.

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Enhancing Differential Evolution Utilizing Proximity-Based Mutation Operators

Parallel processing has emerged as a key enabling technology in modern computing. Recent software advances have allowed collections of heterogeneous computers to be used as a concurrent computational resource. In this work we explore how differential evolution can be parallelized, using a ring-network topology, so as to improve both the speed and the performance of the method. Experimental results indicate that the extent of information exchange among subpopulations assigned to different processor nodes, bears a significant impact on the performance of the algorithm. Furthermore, not all the mutation strategies of the differential evolution algorithm are equally sensitive to the value of this parameter.

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Parallel differential evolution

The analysis of data streams requires methods which can cope with a very high volume of data points. Under the requirement that algorithms must have constant computational complexity and a fixed amount of memory, we develop a framework for detecting changes in data streams when the distributional form of the stream variables is unknown. We consider the general problem of detecting a change in the location and/or scale parameter of a stream of random variables, and adapt several nonparametric hypothesis tests to create a streaming change detection algorithm. This algorithm uses a test statistic with a null distribution independent of the data. This allows a desired rate of false alarms to be maintained for any stream even when its distribution is unknown. Our method is based on hypothesis tests which involve ranking data points, and we propose a method for calculating these ranks online in a manner which respects the constraints of data stream analysis.

Nonparametric Monitoring of Data Streams for Changes in Location and Scale

A parallel, multi-population differential evolution algorithm for multiobjective optimization is introduced. The algorithm is equipped with a domination selection operator to enhance its performance by favouring non-dominated individuals in the populations. Preliminary experimental results on widely used test problems are promising. Comparisons with the VEGA approach are provided and discussed.

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Dimitris K. Tasoulis

Papers

Exponentially weighted moving average charts for detecting concept drift

Enhancing Differential Evolution Utilizing Proximity-Based Mutation Operators

Parallel differential evolution

Nonparametric Monitoring of Data Streams for Changes in Location and Scale

Vector evaluated differential evolution for multiobjective optimization