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

进化计算研究生班: 开发了TopCoder马拉松比赛49:megpartty的解决方案。我的小组正在测试不同的域表示法,以及不同的表示法如何影响ga找到正确答案的能力。我们为这个问题编写了自己的代码。

Neuroevolution and Generative and Developmental Systems, Graduate Class: Developed an Othello game board evaluator that was used in the min-max tree of a computer player. The player was set to evaluate one-deep into the game, and trained to play against a greedy computer player that considered corners of vital importance. The training player saw either 3 or 4 deep (I'll need to look at my config files to answer, and they're on a different computer). The goal of the experiment was to compare Novelty Search to traditional, fitness-based search in the Game Board Evaluation domain. Results were relatively inconclusive, unfortunately. While both the novelty search and fitness-based search methods came to a solution (showing that Novelty Search can be used in the Othello domain), it was possible to have a solution to this domain with no hidden nodes. Apparently I didn't create a sufficiently competent trainer if a linear solution was available (and it was possible to have a solution right out of the gates). I believe my implementation of Fitness-based search produced solutions more quickly than my implementation of Novelty search, this time. (this isn't always the case). Either way, I used ANJI, "Another NEAT Java Implementation" for the neural network code, with various modifications. The Othello game I wrote myself.

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.

在读完《盲人钟表匠》之后,我对道金斯所说的帕斯卡程序产生了兴趣,他开发了一个可以随着时间进化的生物模型。我对使用Swarm编写自己的程序很感兴趣。我没有画出他画的那些奇特的生物图形,但我的“染色体”控制着影响生物体生存能力的特征。他们生活在一个简单的世界里,可以与彼此和环境决一死战。

生物的生存或死亡部分取决于偶然性,但也取决于它们如何有效地适应当地环境,如何有效地消耗营养物质以及如何成功地繁殖。这很有趣,但也向我妻子证明了我是一个极客。

在我的婚宴上,我使用GA来优化座位分配。80位客人超过10张桌子。评估功能是基于让人们和他们的约会对象在一起,把有共同点的人放在一起,把观点完全相反的人放在不同的桌子上。

我运行了几次。每次我都有九张好桌子,还有一张都是怪球。最后,我妻子安排了座位。

我的旅行推销员优化器使用了一种新的染色体到行程的映射,这使得繁殖和变异染色体变得很简单,没有产生无效行程的风险。

更新:因为一些人问了…

以任意但一致的顺序(如按字母顺序排列)的客人(或城市)数组开始。称之为参考溶液。把客人的座位号看作是他/她的座位号。

我们没有尝试直接在染色体中编码这种顺序,而是编码将参考溶液转化为新溶液的指令。具体来说,我们将染色体视为数组中要交换的索引列表。为了解码染色体,我们从参考溶液开始,并应用由染色体指示的所有交换。交换数组中的两个条目总是会得到一个有效的解决方案:每个来宾(或城市)仍然只出现一次。

因此,染色体可以随机生成,突变,并与其他染色体交叉,总是会产生有效的解决方案。

我曾经尝试制作一个围棋电脑播放器,完全基于基因编程。每个程序都将被视为一系列动作的评估函数。即使是在一个相当小的3x4板上,制作的程序也不是很好。

我使用Perl,并自己编写了所有代码。我今天会做不同的事情。