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Clever Algorithms Nature-Inspired Programming Recipes Ii Jason Brownlee Clever Algorithms Nature-Inspired Programming Recipes ii Jason Brownlee, PhD Jason Brownlee studied Applied Science at Swinburne University in Melbourne, Australia, going on to complete a Masters in Information Technology focusing on Niching Genetic Algorithms, and a PhD in the field of Artificial Immune Systems. Jason has worked for a number of years as a Consultant and Software Engineer for a range of Corporate and Government organizations. When not writing books, Jason likes to compete in Machine Learning competitions. Cover Image © Copyright 2011 Jason Brownlee. All Reserved. Clever Algorithms: Nature-Inspired Programming Recipes © Copyright 2011 Jason Brownlee. Some Rights Reserved. Revision 2. 16 June 2012 ISBN: 978-1-4467-8506-5 This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 2.5 Australia License. The full terms of the license are located online at http://creativecommons.org/licenses/by-nc-sa/2.5/au/legalcode Webpage Source code and additional resources can be downloaded from the books companion website online at http://www.CleverAlgorithms.com Contents Foreword vii Preface ix I Background1 1 Introduction3 1.1 What is AI.........................3 1.2 Problem Domains...................... 10 1.3 Unconventional Optimization............... 13 1.4 Book Organization..................... 17 1.5 How to Read this Book.................. 20 1.6 Further Reading...................... 21 1.7 Bibliography........................ 22 II Algorithms 27 2 Stochastic Algorithms 29 2.1 Overview.......................... 29 2.2 Random Search....................... 30 2.3 Adaptive Random Search................. 34 2.4 Stochastic Hill Climbing.................. 40 2.5 Iterated Local Search.................... 44 2.6 Guided Local Search.................... 50 2.7 Variable Neighborhood Search............... 57 2.8 Greedy Randomized Adaptive Search........... 63 2.9 Scatter Search....................... 69 2.10 Tabu Search......................... 76 2.11 Reactive Tabu Search................... 82 iii iv Contents 3 Evolutionary Algorithms 91 3.1 Overview.......................... 91 3.2 Genetic Algorithm..................... 96 3.3 Genetic Programming................... 103 3.4 Evolution Strategies.................... 113 3.5 Differential Evolution................... 119 3.6 Evolutionary Programming................ 125 3.7 Grammatical Evolution.................. 131 3.8 Gene Expression Programming.............. 139 3.9 Learning Classifier System................. 146 3.10 Non-dominated Sorting Genetic Algorithm........ 157 3.11 Strength Pareto Evolutionary Algorithm......... 165 4 Physical Algorithms 173 4.1 Overview.......................... 173 4.2 Simulated Annealing.................... 175 4.3 Extremal Optimization................... 181 4.4 Harmony Search...................... 188 4.5 Cultural Algorithm..................... 194 4.6 Memetic Algorithm..................... 200 5 Probabilistic Algorithms 207 5.1 Overview.......................... 207 5.2 Population-Based Incremental Learning......... 211 5.3 Univariate Marginal Distribution Algorithm....... 216 5.4 Compact Genetic Algorithm................ 220 5.5 Bayesian Optimization Algorithm............. 224 5.6 Cross-Entropy Method................... 232 6 Swarm Algorithms 237 6.1 Overview.......................... 237 6.2 Particle Swarm Optimization............... 241 6.3 Ant System......................... 247 6.4 Ant Colony System..................... 254 6.5 Bees Algorithm....................... 261 6.6 Bacterial Foraging Optimization Algorithm....... 266 7 Immune Algorithms 275 7.1 Overview.......................... 275 7.2 Clonal Selection Algorithm................ 280 7.3 Negative Selection Algorithm............... 288 7.4 Artificial Immune Recognition System.......... 295 7.5 Immune Network Algorithm................ 304 7.6 Dendritic Cell Algorithm.................. 312 v 8 Neural Algorithms 319 8.1 Overview.......................... 319 8.2 Perceptron......................... 323 8.3 Back-propagation...................... 328 8.4 Hopfield Network...................... 336 8.5 Learning Vector Quantization............... 342 8.6 Self-Organizing Map.................... 348 III Extensions 357 9 Advanced Topics 359 9.1 Programming Paradigms.................. 360 9.2 Devising New Algorithms................. 370 9.3 Testing Algorithms..................... 382 9.4 Visualizing Algorithms................... 389 9.5 Problem Solving Strategies................ 402 9.6 Benchmarking Algorithms................. 417 IV Appendix 427 A Ruby: Quick-Start Guide 429 A.1 Overview.......................... 429 A.2 Language Basics...................... 429 A.3 Ruby Idioms........................ 433 A.4 Bibliography........................ 435 Errata 437 Index 439 vi Contents Foreword I am delighted to write this foreword. This book, a reference where one can look up the details of most any algorithm to find a clear unambiguous description, has long been needed and here it finally is. A concise reference that has taken many hours to write but which has the capacity to save vast amounts of time previously spent digging out original papers. I have known the author for several years and have had experience of his amazing capacity for work and the sheer quality of his output, so this book comes as no surprise to me. But I hope it will be a surprise and delight to you, the reader for whom it has been written. But useful as this book is, it is only a beginning. There are so many algorithms that no one author could hope to cover them all. So if you know of an algorithm that is not yet here, how about contributing it using the same clear and lucid style? Professor Tim Hendtlass Complex Intelligent Systems Laboratory Faculty of Information and Communication Technologies Swinburne University of Technology Melbourne, Australia 2010 vii viii Foreword Preface About the book The need for this project was born of frustration while working to- wards my PhD. I was investigating optimization algorithms and was implementing a large number of them for a software platform called the Optimization Algorithm Toolkit (OAT)1. Each algorithm required considerable effort to locate the relevant source material (from books, papers, articles, and existing implementations), decipher and interpret the technique, and finally attempt to piece together a working imple- mentation. Taking a broader perspective, I realized that the communication of algorithmic techniques in the field of Artificial Intelligence was clearly a difficult and outstanding open problem. Generally, algorithm descrip- tions are: • Incomplete: many techniques are ambiguously described, partially described, or not described at all. • Inconsistent: a given technique may be described using a variety of formal and semi-formal methods that vary across different tech- niques, limiting the transferability of background skills an audience requires to read a technique (such as mathematics, pseudocode, program code, and narratives). An inconsistent representation for techniques means that the skills used to understand and internal- ize one technique may not be transferable to realizing different techniques or even extensions of the same technique. • Distributed: the description of data structures, operations, and parameterization of a given technique may span a collection of papers, articles, books, and source code published over a number of years, the access to which may be restricted and difficult to obtain. 1OAT located at http://optalgtoolkit.sourceforge.net ix x Preface For the practitioner, a badly described algorithm may be simply frustrating, where the gaps in available information are filled with intuition and `best guess'. At the other end of the spectrum, a badly described algorithm may be an example of bad science and the failure of the scientific method, where the inability to understand and implement a technique may prevent the replication of results, the application, or the investigation and extension of a technique. The software I produced provided a first step solution to this problem: a set of working algorithms implemented in a (somewhat) consistent way and downloaded from a single location (features likely provided by any library of artificial intelligence techniques). The next logical step needed to address this problem is to develop a methodology that anybody can follow. The strategy to address the open problem of poor algorithm communication is to present complete algorithm descriptions (rather than just implementations) in a consistent manner, and in a centralized location. This book is the outcome of developing such a strategy that not only provides a methodology for standardized algorithm descriptions, but provides a large corpus of complete and consistent algorithm descriptions in a single centralized location. The algorithms described in this work are practical, interesting, and fun, and the goal of this project was to promote these features by making algorithms from the field more accessible, usable, and understandable. This project was developed over a number years through a lot of writing, discussion, and revision. This book has been released under a permissive license that encourages the reader to explore new and creative ways of further communicating its message and content. I hope that this project has succeeded in some small way and that you too can enjoy applying, learning, and playing with Clever Algorithms. Jason Brownlee Melbourne, Australia 2011 Acknowledgments This book could not have been completed without
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