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.

我使用遗传算法(以及一些相关技术)来确定风险管理系统的最佳设置，该系统试图阻止淘金者使用偷来的信用卡来购买mmo游戏。该系统将接收数千笔具有“已知”值的交易(欺诈与否)，并找出最佳设置组合，以正确识别欺诈交易，而不会产生太多误报。

We had data on several dozen (boolean) characteristics of a transaction, each of which was given a value and totalled up. If the total was higher than a threshold, the transaction was fraud. The GA would create a large number of random sets of values, evaluate them against a corpus of known data, select the ones that scored the best (on both fraud detection and limiting the number of false positives), then cross breed the best few from each generation to produce a new generation of candidates. After a certain number of generations the best scoring set of values was deemed the winner.

创建用于测试的已知数据语料库是该系统的阿喀琉斯之踵。如果你等待退款，你在试图回应欺诈者时就会落后几个月，所以有人必须手动审查大量交易，以建立数据库，而不必等待太长时间。

这最终确定了绝大多数的欺诈行为，但在最容易欺诈的项目上，这一比例无法低于1%(考虑到90%的交易可能是欺诈，这已经相当不错了)。

我用perl完成了所有这些。在一个相当旧的linux机器上运行一次软件需要1-2个小时(20分钟通过WAN链路加载数据，其余时间用于处理)。任何给定代的大小都受到可用RAM的限制。我会一遍又一遍地运行它，稍微改变参数，寻找一个特别好的结果集。

总而言之，它避免了手动调整数十个欺诈指标的相对值所带来的一些失误，并且始终能够提出比我手动创建的更好的解决方案。AFAIK，它仍然在使用(大约3年后我写了它)。

这是一段时间以前的事了，但我滚动了一个GA来进化实际上是图像处理内核的东西，以从哈勃太空望远镜(HST)图像中去除宇宙射线痕迹。标准的方法是用哈勃望远镜进行多次曝光，只保留所有图像中相同的东西。由于HST时间是如此宝贵，我是一个天文学爱好者，最近参加了进化计算大会，我考虑使用GA来清理单次曝光。

这些个体以树的形式存在，以3x3像素的区域作为输入，执行一些计算，并决定是否以及如何修改中心像素。通过将输出图像与用传统方法(即叠加曝光)清理的图像进行比较来判断适合度。

这实际上是可行的，但还不足以让我们放弃原来的方法。如果我的论文没有时间限制，我可能已经扩展了算法可用的遗传部分。我很确定我可以大大提高它。

使用的库:如果我没记错的话，用于天文图像数据处理和I/O的IRAF和cfitsio。

As part of my undergraduate CompSci degree, we were assigned the problem of finding optimal jvm flags for the Jikes research virtual machine. This was evaluated using the Dicappo benchmark suite which returns a time to the console. I wrote a distributed gentic alogirthm that switched these flags to improve the runtime of the benchmark suite, although it took days to run to compensate for hardware jitter affecting the results. The only problem was I didn't properly learn about the compiler theory (which was the intent of the assignment).

我本可以用现有的默认标志来播种初始种群，但有趣的是，算法发现了一个与O3优化级别非常相似的配置(但实际上在许多测试中更快)。

编辑:我还用Python写了我自己的遗传算法框架，只是使用popen命令来运行各种基准测试，尽管如果不是评估作业，我会看看pyEvolve。

首先，Jonathan Koza的《遗传编程》(在亚马逊上)几乎是一本关于遗传和进化算法/编程技术的书，有很多例子。我强烈建议你去看看。

As for my own use of a genetic algorithm, I used a (home grown) genetic algorithm to evolve a swarm algorithm for an object collection/destruction scenario (practical purpose could have been clearing a minefield). Here is a link to the paper. The most interesting part of what I did was the multi-staged fitness function, which was a necessity since the simple fitness functions did not provide enough information for the genetic algorithm to sufficiently differentiate between members of the population.

在工作中，我遇到了这样一个问题:给定M个任务和N个dsp，如何将任务分配给dsp是最好的?“最佳”定义为“最大负载DSP的负载最小化”。有不同类型的任务，不同的任务类型有不同的性能分支，这取决于它们被分配到哪里，所以我将一组工作到dsp的分配编码为“DNA字符串”，然后使用遗传算法来“培育”我所能“培育”的最佳分配字符串。

它运行得相当好(比我之前的方法好得多，之前的方法是评估每个可能的组合……对于非平凡问题的大小，它将需要数年才能完成!)，唯一的问题是无法判断是否已经达到了最优解。你只能决定当前的“最大努力”是否足够好，或者让它运行更长时间，看看它是否可以做得更好。