遗传算法(GA)和遗传规划(GP)是一个有趣的研究领域。
我想知道你使用GA/GP解决的具体问题,以及如果你没有自己的库/框架,你使用了什么库/框架。
问题:
你用GA/GP解决过什么问题? 你使用了哪些库/框架?
我在寻找第一手的经验,所以请不要回答,除非你有。
遗传算法(GA)和遗传规划(GP)是一个有趣的研究领域。
我想知道你使用GA/GP解决的具体问题,以及如果你没有自己的库/框架,你使用了什么库/框架。
问题:
你用GA/GP解决过什么问题? 你使用了哪些库/框架?
我在寻找第一手的经验,所以请不要回答,除非你有。
当前回答
没有家庭作业。
1995年,我作为专业程序员的第一份工作是为标准普尔500指数期货编写一个基于遗传算法的自动交易系统。该应用程序是用Visual Basic 3 [!我不知道我当时是怎么做的,因为VB3甚至没有课程。
The application started with a population of randomly-generated fixed-length strings (the "gene" part), each of which corresponded to a specific shape in the minute-by-minute price data of the S&P500 futures, as well as a specific order (buy or sell) and stop-loss and stop-profit amounts. Each string (or "gene") had its profit performance evaluated by a run through 3 years of historical data; whenever the specified "shape" matched the historical data, I assumed the corresponding buy or sell order and evaluated the trade's result. I added the caveat that each gene started with a fixed amount of money and could thus potentially go broke and be removed from the gene pool entirely.
在对种群的每一次评估之后,幸存者被随机杂交(通过混合来自两个亲本的片段),一个基因被选择为亲本的可能性与它产生的利润成正比。我还添加了点突变的可能性,让事情变得有趣一点。经过几百代这样的基因,我最终得到了一个基因群,它可以把5000美元变成平均约10000美元,而且没有死亡/破碎的可能性(当然是在历史数据上)。
Unfortunately, I never got the chance to use this system live, since my boss lost close to $100,000 in less than 3 months trading the traditional way, and he lost his willingness to continue with the project. In retrospect, I think the system would have made huge profits - not because I was necessarily doing anything right, but because the population of genes that I produced happened to be biased towards buy orders (as opposed to sell orders) by about a 5:1 ratio. And as we know with our 20/20 hindsight, the market went up a bit after 1995.
其他回答
当你打算粉刷你的房子时,通常很难得到一个确切的颜色组合。通常,你脑海中有一些颜色,但它不是其中一种颜色,供应商向你展示。
昨天,我的GA研究员教授提到了一个发生在德国的真实故事(对不起,我没有更多的参考资料,是的,如果有人要求我可以找到它)。这个家伙(让我们称他为配色员)曾经挨家挨户地帮助人们找到确切的颜色代码(RGB),这将是客户心目中的衣柜。下面是他的做法:
The color guy used to carry with him a software program which used GA. He used to start with 4 different colors- each coded as a coded Chromosome (whose decoded value would be a RGB value). The consumer picks 1 of the 4 colors (Which is the closest to which he/she has in mind). The program would then assign the maximum fitness to that individual and move onto the next generation using mutation/crossover. The above steps would be repeated till the consumer had found the exact color and then color guy used to tell him the RGB combination!
通过将最大适应度分配给接近消费者想法的颜色,配色员的程序增加了收敛到消费者想法的颜色的机会。我发现它很有趣!
现在我已经得到了一个-1,如果你计划更多的-1,请说明这样做的原因!
I used a simple genetic algorithm to optimize the signal to noise ratio of a wave that was represented as a binary string. By flipping the the bits certain ways over several million generations I was able to produce a transform that resulted in a higher signal to noise ratio of that wave. The algorithm could have also been "Simulated Annealing" but was not used in this case. At their core, genetic algorithms are simple, and this was about as simple of a use case that I have seen, so I didn't use a framework for generation creation and selection - only a random seed and the Signal-to-Noise Ratio function at hand.
我构建了一个简单的GA,用于在音乐播放时从频谱中提取有用的模式。输出用于驱动winamp插件中的图形效果。
输入:一些FFT帧(想象一个二维浮点数组) 输出:单个浮点值(输入的加权和),阈值为0.0或1.0 基因:输入权重 适应度函数:占空比、脉宽、BPM在合理范围内的组合。
我将一些ga调整到频谱的不同部分以及不同的BPM限制,所以它们不会趋向于收敛到相同的模式。来自每个种群的前4个的输出被发送到渲染引擎。
一个有趣的副作用是,整个人群的平均健康状况是音乐变化的一个很好的指标,尽管通常需要4-5秒才能发现。
在学校的一次研讨会上,我们开发了一个基于音乐模式生成音乐的应用程序。该程序是在Java中构建的,输出是一个midi文件与歌曲。我们使用不同的GA方法来生成音乐。我认为这个程序可以用来探索新的组合。
我为我的公司在1992年为货运业开发的3D激光表面轮廓系统开发了一个家庭酿造GA。 该系统依赖于三维三角测量,并使用了定制的激光线扫描仪,512x512相机(具有定制的捕获hw)。相机和激光之间的距离永远不会是精确的,相机的焦点也不会在你期望的256,256的位置找到!
尝试使用标准几何和模拟退火式方程求解来计算校准参数是一场噩梦。
遗传算法在一个晚上就完成了,我创建了一个校准立方体来测试它。我知道立方体的精度很高,因此我的想法是,我的遗传算法可以为每个扫描单元进化一组自定义三角测量参数,以克服生产变化。
这招很管用。退一步说,我简直目瞪口呆!在大约10代的时间里,我的“虚拟”立方体(由原始扫描生成并根据校准参数重新创建)实际上看起来像一个立方体!经过大约50代之后,我得到了我需要的校准。