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Optimize Weights (Evolutionary)

Synopsis​

This operator calculates the relevance of the attributes of the given ExampleSet by using an evolutionary approach. The weights of the attributes are calculated using a Genetic Algorithm.

Description​

The Optimize Weights (Evolutionary) operator is a nested operator i.e. it has a subprocess. The subprocess of the Optimize Weights (Evolutionary) operator must always return a performance vector. For more information regarding subprocesses please study the Subprocess operator. The Optimize Weights (Evolutionary) operator calculates the weights of the attributes of the given ExampleSet by using a Genetic Algorithm. The higher the weight of an attribute, the more relevant it is considered.

A genetic algorithm (GA) is a search heuristic that mimics the process of natural evolution. This heuristic is routinely used to generate useful solutions to optimization and search problems. Genetic algorithms belong to the larger class of evolutionary algorithms (EA), which generate solutions to optimization problems using techniques inspired by natural evolution, such as inheritance, mutation, selection, and crossover.

In genetic algorithm 'mutation' means switching features on and off and 'crossover' means interchanging used features. Selection is done by the specified selection scheme which is selected by the selection scheme parameter. A genetic algorithm works as follows:

Generate an initial population consisting of p individuals. The number p can be adjusted by the population size parameter.

For all individuals in the population

  1. Perform mutation, i.e. set used attributes to unused with probability p_m and vice versa. The probability p_m can be adjusted by the corresponding parameters.
  2. Choose two individuals from the population and perform crossover with probability p_c. The probability p_c can be adjusted by the p crossover parameter. The type of crossover can be selected by the crossover type parameter.
  3. Perform selection, map all individuals according to their fitness and draw p individuals at random according to their probability where p is the population size which can be adjusted by the population size parameter.
  4. As long as the fitness improves, go to step number 2.

If the ExampleSet contains value series attributes with block numbers, the whole block will be switched on and off. Exact, minimum or maximum number of attributes in combinations to be tested can be specified by the appropriate parameters. Many other options are also available for this operator. Please study the parameters section for more information.

Input​

example set in​

This input port expects an ExampleSet. This ExampleSet is available at the first port of the nested chain (inside the subprocess) for processing in the subprocess.

attribute weights in​

This port expects attribute weights. It is not compulsory to use this port.

through​

This operator can have multiple through ports. When one input is connected with the through port, another through port becomes available which is ready to accept another input (if any). The order of inputs remains the same. The Object supplied at the first through port of this operator is available at the first through port of the nested chain (inside the subprocess). Do not forget to connect all inputs in correct order. Make sure that you have connected the right number of ports at the subprocess level.

Output​

example set out​

The genetic algorithm is applied on the input ExampleSet. The resultant ExampleSet with reduced attributes is delivered through this port.

weights​

The attribute weights are delivered through this port.

performance​

This port delivers the Performance Vector for the selected attributes. A Performance Vector is a list of performance criteria values.

file​

This port delivers the file in which the criteria data of the final population is saved.

weights file​

This port delivers the file in which the intermediate weights are saved.

Parameters​

population size​

This parameter specifies the population size i.e. the number of individuals per generation.

maximum number of generations​

This parameter specifies the number of generations after which the algorithm should be terminated.

use early stopping​

This parameter enables early stopping. If not set to true, always the maximum number of generations are performed.

generations without improval​

This parameter is only available when the use early stopping parameter is set to true. This parameter specifies the stop criterion for early stopping i.e. it stops after n generations without improvement in the performance. n is specified by this parameter.

normalize weights​

This parameter indicates if the final weights should be normalized. If set to true, the final weights are normalized such that the maximum weight is 1 and the minimum weight is 0.

use local random seed​

This parameter indicates if a local random seed should be used for randomization. Using the same value of local random seed will produce the same randomization.

local random seed​

This parameter specifies the local random seed. This parameter is only available if the use local random seed parameter is set to true.

user result individual selection​

If this parameter is set to true, it allows the user to select the final result individual from the last population.

show population plotter​

This parameter determines if the current population should be displayed in the performance space.

plot generations​

Update the population plotter in these generations.

constraint draw range​

Determines if the draw range of the population plotter should be constrained between 0 and 1.

draw dominated points​

Determines if only points which are not Pareto dominated should be painted.

maximal fitness​

This parameter specifies the maximal fitness. The optimization will stop if the fitness reaches this value.

selection scheme​

This parameter specifies the selection scheme of this evolutionary algorithms.

tournament size​

This parameter is only available when the selection scheme parameter is set to 'tournament'. It specifies the fraction of the current population which should be used as tournament members.

start temperature​

This parameter is only available when the selection scheme parameter is set to 'Boltzmann'. It specifies the scaling temperature.

dynamic selection pressure​

This parameter is only available when the selection scheme parameter is set to 'Boltzmann' or 'tournament'. If set to true the selection pressure is increased to maximum during the complete optimization run.

keep best individual​

If set to true, the best individual of each generations is guaranteed to be selected for the next generation.

save intermediate weights​

This parameter determines if the intermediate best results should be saved.

intermediate weights generations​

This parameter is only available when the save intermediate weights parameter is set to true. The intermediate best results would be saved every k generations where k is specified by this parameter.

mutation variance​

This parameter specifies the (initial) variance for each mutation.

1 5 rule​

This parameter determines if the 1/5 rule for variance adaption should be used.

bounded mutation​

If this parameter is set to true, the weights are bounded between 0 and 1.

p crossover​

The probability for an individual to be selected for crossover is specified by this parameter.

crossover type​

The type of the crossover can be selected by this parameter.

use default mutation rate​

This parameter determines if the default mutation rate should be used for nominal attributes.

nominal mutation rate​

This parameter specifies the probability to switch nominal attributes between 0 and 1.

initialize with input weights​

This parameter indicates if this operator should look for attribute weights in the given input and use them as a starting point for the optimization.