Genetic Algorithms Step-by-Step Tutorial

General remarks and comparison with other method
Genetic algorithms step-by-step

Advanced topics
Summary
Genetic Algorithms
A step by step tutorial
Max Moorkamp
Dublin Institute for Advanced Studies
Barcelona, 29th November 2005
Max Moorkamp Genetic Algorithms

Advanced topics
Summary
Outline
1 General remarks and comparison with other method
2 Genetic algorithms step-by-step

A hand-calculated example
Some experiments on simple problems
3 Advanced topics
Multi-objective optimization
A geophysical example

Advanced topics
Summary
Comparison of different optimization methods
Method Func. Eval. Class of Problems

Analytical Gradient 1 One special problem
Numerical Gradient 10 − 102 differentiable, lim. no. of min.
Genetic Algorithm 103 − 104 limited parameter range
Monte Carlo 105 none
Grid Search 108 none

Advanced topics
Summary
Advantages and Disadvantages of Genetic Algorithm
Advantages:
No derivatives needed
Easy to parallelize
Can escape local minima
Works on a wide range of problems
Disadvantages:
Need much more function evaluations than linearized methods
No guaranteed convergence even to local minimum
Have to discretize parameter space

Advanced topics
Summary
General program flow of a genetic algorithm
Determine parameter encoding
Generate random population
The general structure is the same for all

Calculate probabilities
from Objective function
genetic algorithms
Individual steps can be done in a variety
Select models into new population
of ways
N Iterations
We will only discuss the most basic

Crossover
operators
Mutation

Genetic algorithms step-by-step A hand-calculated example
Advanced topics Some experiments on simple problems
Summary
Outline

3 Advanced topics

Summary
Encoding the parameters
Model parameters are encoded into a binary string
x = (1.2, 3.4, . . . , 100) ← (0101110011 . . . 100011)
For each paramter a minimum value, stepsize and encoding length

has to be specified. For example two parameters x1 , x2 :
x1 ∈ [−1 . . . 1] and x2 ∈ [0 . . . 3.1]
5-bit x1 x2 10-bit x1 x2
Basevalue -1 0 Basevalue -1 0
Stepsize 0.0625 0.1 Stepsize 0.0002 0.003

Summary
Generating a population
At the start a population of N random models is generated.
p1 = (0101110011) → (01011) = −1 + 26 ∗ 0.0625 = 0.625

(10011) = 0 + 25 ∗ 0.1 = 2.5
p2 = (1111010110) → (11110) = −1 + 15 ∗ 0.0625 = −0.0625
(10110) = 0 + 13 ∗ 0.1 = 1.3
p3 = (1001010001) → (10010) = −1 + 9 ∗ 0.0625 = −0.4375
(10001) = 0 + 17 ∗ 0.1 = 1.7
.. ..
. .
pN = (0110100001) → (01101) = −1 + 22 ∗ 0.0625 = 0.375
(00001) = 0 + 16 ∗ 0.1 = 1.6

Summary
Calculating the objective function values
For each member of the population calculate the value of the

objective function:
O(x1 , x2 ) = x12 + x22
p1 → O(0.625, 2.5) = 6.64

p2 → O(−0.0625, 1.3) = 1.69
p3 → O(−0.4375, 1.7) = 3.08
.. ..
. .
pN → O(0.375, 1.6) = 2.70

Summary
Assigning probabilities
Based on the objective function value, a probability is assigned to
make it into the next generation P(pj ) = f (O(xi )). In our example
1
P(pj ) = P (max {O(xi )} − O(xi ))
i max {O(xi )} − O(xi )
P
In our case: i max {O(xi )} − O(xi ) = 12.45 this gives:
6.64 − 6.64
P(p1 ) = = 0.
12.45
6.64 − 1.69
P(p2 ) = = 0.40
12.45
6.64 − 3.08
P(p3 ) = = 0.28
12.45
6.64 − 2.70
P(p4 ) = = 0.32
12.45
Now we can generate a new population of the same size.
Summary
Selection
Each model’s chance to mate is determined by their probability.

The offsprings undergo two steps: Crossover and Mutation
Mating Cand. Old Pos. Prob.

m1 p2 0.4
m2 p3 0.28
m3 p4 0.32
m4 p2 0.4

Summary
Crossover
With probability Pc two members of the population exchange their

genes after a randomly chosen point.
(000111) (000001)
3
−→
(110001) (110111)
Typically 0.2 ≤ Pc ≤ 0.7.

Summary
Mutation
With a probability Pm one bit changes its value.
(000111) → (010111)
Typically Pm is chosen so that 80-90 percent of the population do

not mutate.

Summary
Combined effect on the reproduction operators

Result of selection, crossover and mutation:
New Father Mother Cross. Mut. Result O(x)

p1 m1 m2 (1111010110) 1.69
p2 m1 m2 (1001010001) 2.7
p3 m3 m4 4 (0110|100001) → (0110010110) 2.08
p4 m3 m4 4 3 (1111|010110) → (1101100001) 3.03
The resulting genetic strings make up the new population.

Summary
Outline

3 Advanced topics

Summary
A slightly more difficult problem
O(x) = (x − 6)(x − 2)(x + 4)(x + 6)

has two minima O(−5.11) = −78.03 and O(4.41) = −335.475.
We search x ∈ [−10 . . . 20] with 15-bit and a stepsize of 0.001.
N = 20 and we calculate 6 generations i.e 120 forward calculations.
The objective function ↔ probability scaling is

1 1000 g < 3
P(pi ) = P exp(−O(x)/T ) where T =
100 g ≥ 3

Summary
Statistics of GA performance
Fitness vs. Generation
4.5
400
Best member
Mean performance
4.4
200 25799.3 starting value
Function Value
4.3
0
GAResult
4.2
-200
4.1
-400
0 1 2 3 4
Generation 0 500 1000 1500 2000
Index

Summary
Performance of the GA
Generation 0 Generation 1 Generation 2
150000
6000
6000
+
100000
4000
4000
y
y
+ +
+
50000
2000
2000
+ +
+ + +
++ + + ++++ 0
++ + ++ +
0
0
−10 −5 0 5 10 15 20 −10 −5 0 5 10 −10 −5 0 5 10
x x x
Generation 3 Generation 4 Generation 5

6000
6000
6000
4000
4000
4000
y
y
2000
2000
2000
+
++ + ++
++ + ++ ++++ +
0
0
−10 −5 0 5 10 −10 −5 0 5 10 −10 −5 0 5 10
x x x

Summary
Looking at some statistics
Histogram of x
700
2000 runs, N=20, g=6
600
4
500
2
400
Frequency
0
300
-2
200
100
-4
-6
0
0 500 1000 1500 2000

−6 −4 −2 0 2 4 6
Min. 1st Qu. Median Mean 3rd Qu. Max.

-5.671 4.255 4.383 4.215 4.465 6.389

Summary
A hard problem
O(x) = |floor (x)| + 0.5 (1. − (|x| − |floor (x)|))

Histogram of result of 2000 runs
Objective function
N = 20 6 generations T = 1000
Histogram of ga
20
150
15
100
y
10
Frequency
5
50
0
−10 −5 0 5 10 15 20
0
x
−2 0 2 4
ga

Summary
Statistics for the hard problem

Statistical results for different GA-parameters
Parms Min. 1st Qu. Median Mean 3rd Qu. Max.

20/6/1000 -2.930 0.221 0.580 0.636 0.920 4.405
30/10/1000 -0.9550 0.2467 0.5070 0.5340 0.7930 2.9590
20/6/10 -3.4410 0.2357 0.5550 0.6158 0.8350 4.0990
30/10/10 -1.0000 0.2350 0.4990 0.5103 0.7552 2.9590
The algorithm fails to find the exact minimum, but identifies the
general region
More iterations do not improve the mean/median performance, but
decrease diversity in the population
In this case the parameter T has no big influence on the result

Genetic algorithms step-by-step Multi-objective optimization
Advanced topics A geophysical example
Summary
Outline

3 Advanced topics

Summary
Multi-objective optimization means that we try to minimize several
functions simultaneously.
 
O1 (xi )
 O2 (xi ) 
O(xi ) = 
 
.. 
 . 
OM (xi )
Usually the weighted norm of this vector is then minimized e.g

M
X
kW · O(xi )k2 = (Wj Oj (xi ))2
j=1
Genetic algorithms can also directly work on the vector without

weighting.
Summary
Pareto optimality and domination

Domination:
(x < p y ) ⇔ (∀ i : xi ≤ yi ∧ ∃ i : xi < yi )
If a member of the population is not dominated by any other it is
called nondominated or pareto-optimal.
Population fitness
Generation 1
Rank 1
Rank 2
Rank 3
0,06 Rank 4
Model Roughness
0,04
0,02
0
10 20 30 40
MT RMS

Summary
Transforming rank into probability

( α
r
1− rmax r < rmax
Pi =
0 r ≥ rmax
Fitness as a function of Rank
r max = 40
1
α=1
α=2
0,8 α=3
α=4
α = 0.5
0,6
0,4
0,2
0
0 10 20 30 40
Rank

Summary
Designing an objective function

In linearized methods the objective function has to be scalar and is
a linear combination of the individual objective functions
Olin (di , si ) = WMT OMT (di , si ) + WRec ORec (di , si ) + WReg OReg (xj )
WMT , WRec and Wreg are usually constant, but could be variable
during inversion.
In contrast genetic algorithms can handle vector valued objective
functions without a need to weight the individual objective
functions.
 
OMT (di , f (xj ))
Ogen (di , xj ) =  ORec (di , f (xj )) 
OReg (xj )
n
1 X di − si 2

OMT (di , f (xj )) = with si ∈ [ρa , φ, Z ]
n ∆di
i=1
Summary
Outline

3 Advanced topics

Summary
Inversion of synthetic data

A simple two-layer model is inverted to test the inversion.
Input model Inversion result
8
8
7
7 S-Vel. S-Vel.
Density 6 Density
6 P-Vel. P-Vel.
5
5
4 4
3 3
2 2
0 10 20 30 40 50 60 70 0 20 40 60
140 140
120 120
Resistivity
100
Resistivity
100
80 80
60
60
40
40
20
20
0
0 10 20 30 40 50 60 70 0 20 40 60
Depth [km] Depth [km]
Data fit
Synthetic Input model
1000
ρa [Ωm]
100
10
0,01 1 100 10000
90
75
60
Phase
45
30
Input Data
15
Inversion
0
0,01 1 100 10000
Period [s]

Summary
Evolution of misfit and roughness
Best models
No Regularization
1000
Iteration 0
Iteration 20
Max Misfit
Iteration 40 100 Min Misfit
Iteration 60 Median Misfit
Iteration 80 Min Roughness
Iteration 100 10 Median Roughness
Rec. Func. Misfit
0,1
0,01
0,0001 0,001
0,01 0,1 1 10 100 0,0001

MT Misfit 0 50 100 150 200

Summary
Inversion of a more realistic model

Inversion fit
MT Data MT Models
1000
Original Model
1000 Inversion Result
ρa [Ωm]
100
ρa [Ωm]
10
0 1 100 10000
90
100
75
60
Phase
45
30
15
Original data
0 Inversion result 10
0,01 1 100 10000 1 10 100
Period [s] Depth [km]
Inversion Fit
Receiver function data Receiver function model comparison
5
Inversion result
4,5 Original model
0,04
3,5
Amplitude
Vs [km/s]
0,02
3
2,5
0 2
1,5
0 100 200 300 400 500 1 10 100
Time [s] Depth [km]

Advanced topics
Summary
Summary
Genetic algorithms can be applied to a wide range of problems

Their flexibility comes at the cost of more function evaluations
There are many variants of genetic algorithms available, each
with its own strengths and weaknesses

Appendix For Further Reading
For Further Reading
D. E. Goldberg
Genetic algorithms in search, optimization & machine learning
Addison Wesley, 1990.
K. Deb
A Fast and Elitist Multiobjective Genetic Algorithm: NSGA-II
IEEE Transactions on Evolutionary Computation, Vol. 6, No.
2, April 2002
Kanpur Genetic Algorithm Laboratory
NSGA-II and general information
http://www.iitk.ac.in/kangal/index.shtml
M. Wall
GALib programming library in C++
http://lancet.mit.edu/ga

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General remarks and comparison with other method

Genetic algorithms step-by-step

Dublin Institute for Advanced Studies

Barcelona, 29th November 2005

Max Moorkamp Genetic Algorithms

1 General remarks and comparison with other method

2 Genetic algorithms step-by-step

Max Moorkamp Genetic Algorithms

Comparison of different optimization methods

Method Func. Eval. Class of Problems

Max Moorkamp Genetic Algorithms

Advantages and Disadvantages of Genetic Algorithm

Max Moorkamp Genetic Algorithms

General program flow of a genetic algorithm

Determine parameter encoding

Generate random population

The general structure is the same for all

We will only discuss the most basic

Max Moorkamp Genetic Algorithms

1 General remarks and comparison with other method

2 Genetic algorithms step-by-step

Max Moorkamp Genetic Algorithms

Encoding the parameters

Model parameters are encoded into a binary string

x = (1.2, 3.4, . . . , 100) ← (0101110011 . . . 100011)

For each paramter a minimum value, stepsize and encoding length

x1 ∈ [−1 . . . 1] and x2 ∈ [0 . . . 3.1]

Max Moorkamp Genetic Algorithms

At the start a population of N random models is generated.

p1 = (0101110011) → (01011) = −1 + 26 ∗ 0.0625 = 0.625

Max Moorkamp Genetic Algorithms

Calculating the objective function values

For each member of the population calculate the value of the

p1 → O(0.625, 2.5) = 6.64

Max Moorkamp Genetic Algorithms

Each model’s chance to mate is determined by their probability.

Mating Cand. Old Pos. Prob.

Max Moorkamp Genetic Algorithms

With probability Pc two members of the population exchange their

Typically 0.2 ≤ Pc ≤ 0.7.

Max Moorkamp Genetic Algorithms

With a probability Pm one bit changes its value.

Typically Pm is chosen so that 80-90 percent of the population do

Max Moorkamp Genetic Algorithms

Combined effect on the reproduction operators

New Father Mother Cross. Mut. Result O(x)

The resulting genetic strings make up the new population.

Max Moorkamp Genetic Algorithms

1 General remarks and comparison with other method

2 Genetic algorithms step-by-step

Max Moorkamp Genetic Algorithms

A slightly more difficult problem

O(x) = (x − 6)(x − 2)(x + 4)(x + 6)

Max Moorkamp Genetic Algorithms

Fitness vs. Generation

Max Moorkamp Genetic Algorithms

−10 −5 0 5 10 15 20 −10 −5 0 5 10 −10 −5 0 5 10

Generation 3 Generation 4 Generation 5

Max Moorkamp Genetic Algorithms

Looking at some statistics

0 500 1000 1500 2000

Min. 1st Qu. Median Mean 3rd Qu. Max.