In the field of evolutionary multi-criterion optimization, the hypervolume indicator is the only single set quality measure that is known to be strictly monotonic with regard to Pareto dominance: whenever a Pareto set approximation entirely dominates another one, then the indicator value of the dominant set will also be better. This property is of high interest and relevance for problems involving a large number of objective functions. However, the high computational effort required for hypervolume calculation has so far prevented the full exploitation of this indicator's potential; current hypervolume-based search algorithms are limited to problems with only a few objectives.

This paper addresses this issue and proposes a fast search algorithm that uses Monte Carlo simulation to approximate the exact hypervolume values. The main idea is not that the actual indicator values are important, but rather that the rankings of solutions induced by the hypervolume indicator. In detail, we present HypE, a hypervolume estimation algorithm for multi-objective optimization, by which the accuracy of the estimates and the available computing resources can be traded off; thereby, not only do many-objective problems become feasible with hypervolume-based search, but also the runtime can be flexibly adapted. Moreover, we show how the same principle can be used to statistically compare the outcomes of different multi-objective optimizers with respect to the hypervolume----so far, statistical testing has been restricted to scenarios with few objectives. The experimental results indicate that HypE is highly effective for many-objective problems in comparison to existing multi-objective evolutionary algorithms.

HypE is available for download at http://www.tik.ee.ethz.ch/sop/download/supplementary/hype/ .

Hype: An algorithm for fast hypervolume-based many-objective optimization

Lecture Notes in Economics and Mathematical Systems

EvoCOMNET Contributions.- New Research in Nature Inspired Algorithms for Mobility Management in GSM Networks.- Adaptive Local Search for a New Military Frequency Hopping Planning Problem.- SS vs PBIL to Solve a Real-World Frequency Assignment Problem in GSM Networks.- Reconstruction of Networks from Their Betweenness Centrality.- A Self-learning Optimization Technique for Topology Design of Computer Networks.- A Comparative Study of Fuzzy Inference Systems, Neural Networks and Adaptive Neuro Fuzzy Inference Systems for Portscan Detection.- EvoFIN Contributions.- Evolutionary Single-Position Automated Trading.- Genetic Programming in Statistical Arbitrage.- Evolutionary System for Generating Investment Strategies.- Horizontal Generalization Properties of Fuzzy Rule-Based Trading Models.- Particle Swarm Optimization for Tackling Continuous Review Inventory Models.- Option Model Calibration Using a Bacterial Foraging Optimization Algorithm.- A SOM and GP Tool for Reducing the Dimensionality of a Financial Distress Prediction Problem.- Quantum-Inspired Evolutionary Algorithms for Financial Data Analysis.- EvoHOT Contributions.- Analysis of Reconfigurable Logic Blocks for Evolvable Digital Architectures.- Analogue Circuit Control through Gene Expression.- Discovering Several Robot Behaviors through Speciation.- Architecture Performance Prediction Using Evolutionary Artificial Neural Networks.- Evolving a Vision-Driven Robot Controller for Real-World Indoor Navigation.- Evolving an Automatic Defect Classification Tool.- Deterministic Test Pattern Generator Design.- An Evolutionary Methodology for Test Generation for Peripheral Cores Via Dynamic FSM Extraction.- Exploiting MOEA to Automatically Geneate Test Programs for Path-Delay Faults in Microprocessors.- EvoIASP Contributions.- Evolutionary Object Detection by Means of Naive Bayes Models Estimation.- An Evolutionary Framework for Colorimetric Characterization of Scanners.- Artificial Creatures for Object Tracking and Segmentation.- Automatic Recognition of Hand Gestures with Differential Evolution.- Optimizing Computed Tomographic Angiography Image Segmentation Using Fitness Based Partitioning.- A GA-Based Feature Selection Algorithm for Remote Sensing Images.- An Evolutionary Approach for Ontology Driven Image Interpretation.- Hybrid Genetic Algorithm Based on Gene Fragment Competition for Polyphonic Music Transcription.- Classification of Seafloor Habitats Using Genetic Programming.- Selecting Local Region Descriptors with a Genetic Algorithm for Real-World Place Recognition.- Object Detection Using Neural Networks and Genetic Programming.- Direct 3D Metric Reconstruction from Multiple Views Using Differential Evolution.- Discrete Tomography Reconstruction through a New Memetic Algorithm.- A Fuzzy Hybrid Method for Image Decomposition Problem.- Triangulation Using Differential Evolution.- Fast Multi-template Matching Using a Particle Swarm Optimization Algorithm for PCB Inspection.- EvoMUSART Contributions.- A Generative Representation for the Evolution of Jazz Solos.- Automatic Invention of Fitness Functions with Application to Scene Generation.- Manipulating Artificial Ecosystems.- Evolved Diffusion Limited Aggregation Compositions.- Scaffolding for Interactively Evolving Novel Drum Tracks for Existing Songs.- AtomSwarm: A Framework for Swarm Improvisation.- Using DNA to Generate 3D Organic Art Forms.- Towards Music Fitness Evaluation with the Hierarchical SOM.- Evolutionary Pointillist Modules: Evolving Assemblages of 3D Objects.- An Artificial-Chemistry Approach to Generating Polyphonic Musical Phrases.- Implicit Fitness Functions for Evolving a Drawing Robot.- Free Flight in Parameter Space: A Dynamic Mapping Strategy for Expressive Free Impro.- Modelling Video Games' Landscapes by Means of Genetic Terrain Programming - A New Approach for Improving Users' Experience.- Virtual Constructive Swarm Compositions and Inspirations.- New-Generation Methods in an Interpolating EC Synthesizer Interface.- Composing Music with Neural Networks and Probabilistic Finite-State Machines.- TransFormer #13: Exploration and Adaptation of Evolution Expressed in a Dynamic Sculpture.- EvoNUM Contributions.- Multiobjective Tuning of Robust PID Controllers Using Evolutionary Algorithms.- Truncation Selection and Gaussian EDA: Bounds for Sustainable Progress in High-Dimensional Spaces.- Scalable Continuous Multiobjective Optimization with a Neural Network-Based Estimation of Distribution Algorithm.- Cumulative Step Length Adaptation for Evolution Strategies Using Negative Recombination Weights.- Computing Surrogate Constraints for Multidimensional Knapsack Problems Using Evolution Strategies.- A Critical Assessment of Some Variants of Particle Swarm Optimization.- An Evolutionary Game-Theoretical Approach to Particle Swarm Optimisation.- A Hybrid Particle Swarm Optimization Algorithm for Function Optimization.- EvoSTOC Contributions.- Memory Based on Abstraction for Dynamic Fitness Functions.- A Memory Enhanced Evolutionary Algorithm for Dynamic Scheduling Problems.- Compound Particle Swarm Optimization in Dynamic Environments.- An Evolutionary Algorithm for Adaptive Online Services in Dynamic Environment.- EvoTHEORY Contributions.- A Study of Some Implications of the No Free Lunch Theorem.- Negative Slope Coefficient and the Difficulty of Random 3-SAT Instances.- EvoTRANSLOG Contributions.- A Memetic Algorithm for the Team Orienteering Problem.- Decentralized Evolutionary Optimization Approach to the p-Median Problem.- Genetic Computation of Road Network Design and Pricing Stackelberg Games with Multi-class Users.- Constrained Local Search Method for Bus Fleet Scheduling Problem with Multi-depot with Line Change.- Evolutionary System with Precedence Constraints for Ore Harbor Schedule Optimization.

Applications of evolutionary computing: EvoWorkshops 2008: EvoCOMNET, EvoFIN, EvoHOT, EvoIASP, EvoMUSART, EvoNUM, EvoSTOC, and EvoTransLog, Naples, Italy, March 26-28, 2008. Proceedings.

The development and application of evolutionary algorithms (EAs) and other metaheuristics for the optimisation of water resources systems has been an active research field for over two decades. Research to date has emphasized algorithmic improvements and individual applications in specific areas (e.g. model calibration, water distribution systems, groundwater management, river-basin planning and management, etc.). However, there has been limited synthesis between shared problem traits, common EA challenges, and needed advances across major applications. This paper clarifies the current status and future research directions for better solving key water resources problems using EAs. Advances in understanding fitness landscape properties and their effects on algorithm performance are critical. Future EA-based applications to real-world problems require a fundamental shift of focus towards improving problem formulations, understanding general theoretic frameworks for problem decompositions, major advances in EA computational efficiency, and most importantly aiding real decision-making in complex, uncertain application contexts.

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Evolutionary algorithms and other metaheuristics in water resources

Adaptive control processes

Anomaly detection is the problem of finding patterns in data that do not conform to an a priori expected behavior. This is related to the problem in which some samples are distant, in terms of a given metric, from the rest of the dataset, where these anomalous samples are indicated as outliers. Anomaly detection has recently attracted the attention of the research community, because of its relevance in real-world applications, like intrusion detection, fraud detection, fault detection and system health monitoring, among many others. Anomalies themselves can have a positive or negative nature, depending on their context and interpretation. However, in either case, it is important for decision makers to be able to detect them in order to take appropriate actions. The petroleum industry is one of the application contexts where these problems are present. The correct detection of such types of unusual information empowers the decision maker with the capacity to act on the system in order to correctly avoid, correct or react to the situations associated with them. In that application context, heavy extraction machines for pumping and generation operations, like turbomachines, are intensively monitored by hundreds of sensors each that send measurements with a high frequency for damage prevention. In this paper, we propose a combination of yet another segmentation algorithm (YASA), a novel fast and high quality segmentation algorithm, with a one-class support vector machine approach for efficient anomaly detection in turbomachines. The proposal is meant for dealing with the aforementioned task and to cope with the lack of labeled training data. As a result, we perform a series of empirical studies comparing our approach to other methods applied to benchmark problems and a real-life application related to oil platform turbomachinery anomaly detection.

Anomaly detection based on sensor data in petroleum industry applications.

In this work we put forward a comprehensive study on the design of global stopping criteria for multi-objective optimization. We describe a novel stopping criterion, denominated MGBM criterion that combines the mutual domination rate (MDR) improvement indicator with a simplified Kalman filter that is used for evidence gathering process. The MDR indicator, which is introduced along, is a special purpose solution meant for the stopping task. It is capable of gauging the progress of the optimization with a low computational cost and therefore suitable for solving complex or many-objective problems. The viability of the proposal is established by comparing it with some other possible alternatives. It should be noted that, although the criteria discussed here are meant for MOPs and MOEAs, they could be easily adapted to other softcomputing or numerical methods by substituting the local improvement metric with a suitable one.

An approach to stopping criteria for multi-objective optimization evolutionary algorithms: The MGBM criterion

In this work we present a novel and efficient algorithm independent stopping criterion, called the MGBM criterion, suitable for Multiobjective Optimization Evolutionary Algorithms (MOEAs). The criterion, after each iteration of the optimization algorithm, gathers evidence of the improvement of the solutions obtained so far. A global (execution wise) evidence accumulation process inspired by recursive Bayesian estimation decides when the optimization should be stopped. Evidenceis collected using a novel relative improvement measure constructed on top of the Pareto dominance relations. The evidence gathered after each iteration is accumulated and updated following a rule based on a simplified version of a discrete Kalman filter. Our criterion is particularly useful in complex and/or high-dimensional problems where the traditional procedure of stopping after a predefined amount of iterations cannot be used and the waste of computational resources can induceto a detriment of the quality of the results. Although the criterion discussed here is meant for MOEAs,it can be easily adapted to other soft computing or numerical methods by substituting the local improvement metric with a suitable one.

A cumulative evidential stopping criterion for multiobjective optimization evolutionary algorithms

The use of multi-objective evolutionary algorithms for solving black-box problems with multiple conflicting objectives has become an important research area. However, when no gradient information is available, the examination of formal convergence or optimality criteria is often impossible. Thus, sophisticated heuristic online stopping criteria (OSC) have recently become subject of intensive research. In order to establish formal guidelines for a systematic research, we present a taxonomy of OSC in this paper.We integrate the known approaches within the taxonomy and discuss them by extracting their building blocks. The formal structure of the taxonomy is used as a basis for the implementation of a comprehensive MATLAB toolbox. Both contributions, the formal taxonomy and the MATLAB implementation, provide a framework for the analysis and evaluation of existing and new OSC approaches.

Luis Martí

Papers

Anomaly detection based on sensor data in petroleum industry applications.

An approach to stopping criteria for multi-objective optimization evolutionary algorithms: The MGBM criterion

A cumulative evidential stopping criterion for multiobjective optimization evolutionary algorithms

A taxonomy of online stopping criteria for multi-objective evolutionary algorithms

A stopping criterion for multi-objective optimization evolutionary algorithms