evolutionary-algorithms

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evolutionary-algorithms

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Evolutionary Algorithms implementations, for various (discrete & continuous) optimization problems, including for autonomous agent control.

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# Evolutionary Algorithms implementations
Evolutionary Algorithms implementations, for various (discrete & continuous) optimization problems.

### TL;DR

This repository contains implementations of the following:

**Evolutionary Algorithms (EAs):**
* [Genetic Algorithm (GA)](../master/evoalgo/evolutionary_algorithms/genetic_algorithm.py) -
with multiple choices of Selection, Crossover & Mutation strategies.
* [Evolution Strategy (ES)](../master/evoalgo/evolutionary_algorithms/evolution_strategy.py) -
PEPG, OpenAI-ES, CMA-ES.

**Optimization problems (of increasing difficulty):**

Optimization problem | Type | Parameters number
--- | --- | ---
**[String](../master/evoalgo/optimization_problems/string_opt.py)** | Discrete-number vector | 12
**[Rastrigin function](../master/evoalgo/optimization_problems/rastrigin.py)** | Real-number vector | 100
**[Policy Neural-Network](../master/evoalgo/optimization_problems/policy_nn.py) for autonomous agent control** | Real-number vector | 407

Note that the higher the dimensionality (parameters number) of the optimization problem, 
the harder it is, and the slower the optimization process is.

### Table of contents:

* [Intro](https://github.com/EliorBenYosef/evolutionary-algorithms#intro)
  * [Evolutionary Algorithms](https://github.com/EliorBenYosef/evolutionary-algorithms#evolutionary-algorithms)
  * [Optimization Problems](https://github.com/EliorBenYosef/evolutionary-algorithms#optimization-problems)
* [Results](https://github.com/EliorBenYosef/evolutionary-algorithms#results)
  * [Evolutionary Algorithms Comparison](https://github.com/EliorBenYosef/evolutionary-algorithms#evolutionary-algorithms-comparison)
  * [Genetic Algorithms Comparison](https://github.com/EliorBenYosef/evolutionary-algorithms#genetic-algorithms-comparison)
* [How to use](https://github.com/EliorBenYosef/evolutionary-algorithms#how-to-use)

## Intro

###  Evolutionary Algorithms
A family of problem-independent, gradient-free, population-based, metaheuristic or stochastic, 
global optimization algorithms.

Inspired by the biological concept of **evolution by natural selection** - 
a population of candidate solution models follows an evolutionary process towards optimality 
(optimization via evolution).

####  Genetic Algorithm
Employs a more **biologically-accurate** form of evolution - utilizes a loop of 
parents **selection**, reproduction via **crossover** (AKA genetic recombination) and **mutation**.

####  Evolution Strategy
Employs a more **mathematical** (and less biologically-accurate) form of evolution -
a single parent produces multiple variants of itself via **cloning** and **mutation** 
(a small amount of random noise).
After the new population is evaluated, a single parent is created using a weighted-sum of 
all the individuals (AKA population averaging).

###  Optimization Problems

####  String
Optimizing a fixed-length String (discrete-valued vector) towards a chosen target String 
of 12 characters.

For generality purposes, the String (individual & target) is converted into a discrete-number 
vector (and vice-versa), which is optimized.

####  Rastrigin function
Optimizing the Rastrigin function's input parameters (x).

The Rastrigin function is a **non-convex** function (with multiple local minima),
and is used as a performance-test problem for optimization algorithms.
It is a typical example of non-linear multimodal function.

####  Policy Neural-Network for autonomous agent control
Optimizing the Policy Neural-Network's parameters (layers' weights and biases).

A Policy network receives the **environment state** as an input, 
and outputs a **probability distribution over all possible actions**.

Any AI Gym environment can be chosen, as long as the relevant variables parameters
(`env_name`, `input_dims`, `n_actions`, `optimal_fit`) are changed accordingly.
Here, AI Gym's **CartPole** environment is chosen as an example.

## Results
optimization process results:

## Evolutionary Algorithms Comparison

Legend:

 <img src="https://github.com/EliorBenYosef/evolutionary-algorithms/blob/master/images/results/ea_comparison/Legend.png" width="300">

#### Rastrigin function (100 input parameters)

#### Policy Neural-Network (407 parameters)
Environment: CartPole.

Neural-Network layers' units number: (Input) 4,25,10,2 (Output).

## Genetic Algorithms Comparison

* **Selection** options:
  * fitness-proportionate selection (FPS)
  * stochastic top-sampling (STS) selection
  * tournament (Tour) selection
* **Crossover** options:
  * Single-point crossover(1PtCross)
  * Two-point crossover(2PtCross)
  * Uniform crossover(UniCross)
* **Mutation** options:
  * Deterministic mutation (DetMut)
  * Stochastic uniform mutation (StoUniMut)
  * Gaussian-noise mutation (GaussMut)

Legend:

 <img src="https://github.com/EliorBenYosef/evolutionary-algorithms/blob/master/images/results/ga_comparison/Legend.png" width="800">

#### String (12 characters)
Notice how the optimization is better with a larger population size.

#### Rastrigin function (100 input parameters)
Notice how the optimization is better with a higher (and constant) mutation sigma.

**Sigma = 1**

 <img src="https://github.com/EliorBenYosef/evolutionary-algorithms/blob/master/images/results/ga_comparison/Rastrigin100D-Pop100-Avg-Sigma1.png" width="400">
 <img src="https://github.com/EliorBenYosef/evolutionary-algorithms/blob/master/images/results/ga_comparison/Rastrigin100D-Pop100-Max-Sigma1.png" width="400">

**Sigma = 0.5**

 <img src="https://github.com/EliorBenYosef/evolutionary-algorithms/blob/master/images/results/ga_comparison/Rastrigin100D-Pop100-Avg-Sigma0.5.png" width="400">
 <img src="https://github.com/EliorBenYosef/evolutionary-algorithms/blob/master/images/results/ga_comparison/Rastrigin100D-Pop100-Max-Sigma0.5.png" width="400">

**Sigma: Init = 0.5, Decay = 0.9, Min = 0.01**

 <img src="https://github.com/EliorBenYosef/evolutionary-algorithms/blob/master/images/results/ga_comparison/Rastrigin100D-Pop100-Avg-Sigma0.5_Min0.01_Decay0.9.png" width="400">
 <img src="https://github.com/EliorBenYosef/evolutionary-algorithms/blob/master/images/results/ga_comparison/Rastrigin100D-Pop100-Max-Sigma0.5_Min0.01_Decay0.9.png" width="400">

## How to use

Examples of how to use:
* [compare_EAs.py](../master/compare_EAs.py)
* [compare_GAs.py](../master/compare_GAs.py)

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