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
In 2007-9 I developed some software for reading datamatrix patterns. Often these patterns were difficult to read, being indented into scratched surfaces with all kinds of reflectance properties, fuzzy chemically etched markings and so on. I used a GA to fine tune various parameters of the vision algorithms to give the best results on a database of 300 images having known properties. Parameters were things like downsampling resolution, RANSAC parameters, amount of erosion and dilation, low pass filtering radius, and a few others. Running the optimisation over several days this produced results which were about 20% better than naive values on a test set of images unseen during the optimisation phase.
这个系统完全是从零开始编写的,我没有使用任何其他库。我并不反对使用这些东西,只要它们能提供可靠的结果,但是您必须注意许可兼容性和代码可移植性问题。
Several years ago I used ga's to optimize asr (automatic speech recognition) grammars for better recognition rates. I started with fairly simple lists of choices (where the ga was testing combinations of possible terms for each slot) and worked my way up to more open and complex grammars. Fitness was determined by measuring separation between terms/sequences under a kind of phonetic distance function. I also experimented with making weakly equivalent variations on a grammar to find one that compiled to a more compact representation (in the end I went with a direct algorithm, and it drastically increased the size of the "language" that we could use in applications).
最近,我将它们用作默认假设,以此来测试由各种算法生成的解决方案的质量。这主要涉及分类和不同类型的拟合问题(即创建一个“规则”,解释审查员对数据集所做的一组选择)。
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。
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。
我曾经使用一个GA来优化内存地址的哈希函数。这些地址的页面大小为4K或8K,因此它们在地址的位模式中显示出一定的可预测性(最低有效位全为0;最初的哈希函数是“粗笨的”——它倾向于每第三个哈希桶聚集一次命中。改进后的算法具有近乎完美的分布。