AI-PSO
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=item * NOTE:
I force people to define all parameters, but guidelines 1-4 are
standard and pretty safe.
=back
=head1 DESCRIPTION OF ALGORITHM
Particle Swarm Optimization is an optimization algorithm designed by
Russell Eberhart and James Kennedy from Purdue University. The
algorithm itself is based off of the emergent behavior among societal
groups ranging from marching of ants, to flocking of birds, to
swarming of bees.
PSO is a cooperative approach to optimization rather than an
evolutionary approach which kills off unsuccessful members of the
search team. In the swarm framework each particle, is a relatively
unintelligent search agent. It is in the collective sharing of
knowledge that solutions are found. Each particle simply shares its
information with its neighboring particles. So, if one particle is
not doing to well (has a low fitness), then it looks to its neighbors
for help and tries to be more like them while still maintaining a
sense of individuality.
A particle is defined by its position and velocity. The parameters a
user wants to optimize define the dimensionality of the problem
hyperspace. So, if you want to optimize three variables, a particle
will be three dimensional and will have 3 values that devine its
position 3 values that define its velocity. The position of a
particle determines how good it is by a user-defined fitness function.
The velocity of a particle determines how quickly it changes location.
Larger velocities provide more coverage of hyperspace at the cost of
solution precision. With large velocities, a particle may come close
to a maxima but over-shoot it because it is moving too quickly. With
smaller velocities, particles can really hone in on a local solution
and find the best position but they may be missing another, possibly
even more optimal, solution because a full search of the hyperspace
was not conducted. Techniques such as simulated annealing can be
applied in certain areas so that the closer a partcle gets to a
solution, the smaller its velocity will be so that in bad areas of
the hyperspace, the particles move quickly, but in good areas, they
spend some extra time looking around.
In general, particles fly around the problem hyperspace looking for
local/global maxima. At each position, a particle computes its
fitness. If it does not meet the exit criteria then it gets
information from neighboring particles about how well they are doing.
If a neighboring particle is doing better, then the current particle
tries to move closer to its neighbor by adjusting its position. As
mentioned, the velocity controls how quickly a particle changes
location in the problem hyperspace. There are also some stochastic
weights involved in the positional updates so that each particle is
truly independent and can take its own search path while still
incorporating good information from other particles. In this
particluar perl module, the user is able to choose from two
implementations of the algorithm. One is the original implementation
from I<Swarm Intelligence> which requires the definition of a
'random range' to which the two stochastic weights are required to
sum. The other implementation allows the user to define the weighting
of how much a particle follows its own path versus following its
peers. In both cases there is an element of randomness.
Solution convergence is quite fast once one particle becomes close to
a local maxima. Having more particles active means there is more of
a chance that you will not be stuck in a local maxima. Often times
different neighborhoods (when not configured in a global neighborhood
fashion) will converge to different maxima. It is quite interesting
to watch graphically. If the fitness function is expensive to
compute, then it is often useful to start out with a small number of
particles first and get a feel for how the algorithm converges.
The algorithm implemented in this module is taken from the book
I<Swarm Intelligence> by Russell Eberhart and James Kennedy.
I highly suggest you read the book if you are interested in this
sort of thing.
=head1 EXPORTED FUNCTIONS
=over 4
=item pso_set_params()
Sets the particle swarm configuration parameters to use for the search.
=item pso_register_fitness_function()
Sets the user defined fitness function to call. The fitness function
should return a value between 0 and 1. Users may want to look into
the sigmoid function [1 / (1+e^(-x))] and it's variants to implement
this. Also, you may want to take a look at either t/PSO.t for the
simple test or examples/NeuralNetwork/pso_ann.pl for an example on
how to train a simple 3-layer feed forward neural network. (Note
that a real training application would have a real dataset with many
input-output pairs...pso_ann.pl is a _very_ simple example. Also note
that the neural network exmaple requires g++. Type 'make run' in the
examples/NeuralNetwork directory to run the example. Lastly, the
neural network c++ code is in a very different coding style. I did
indeed write this, but it was many years ago when I was striving to
make my code nicely formatted and good looking :)).
=item pso_optimize()
Runs the particle swarm optimization algorithm. This consists of
running iterations of search and many calls to the fitness function
you registered with pso_register_fitness_function()
=item pso_get_solution_array()
By default, pso_optimize() will print out to STDERR the first
solution, or the best solution so far if the max iterations were
reached. This function will simply return an array of the winning
(or best so far) position of the entire swarm system. It is an
array of floats to be used how you wish (like weights in a
neural network!).
=back
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