IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v7y2019i11p1129-d288150.html
   My bibliography  Save this article

Long Term Memory Assistance for Evolutionary Algorithms

Author

Listed:
  • Matej Črepinšek

    (Faculty of Electrical Engineering and Computer Science, University of Maribor, 2000 Maribor, Slovenia)

  • Shih-Hsi Liu

    (Department of Computer Science, California State University Fresno, Fresno, CA 93740, USA)

  • Marjan Mernik

    (Faculty of Electrical Engineering and Computer Science, University of Maribor, 2000 Maribor, Slovenia)

  • Miha Ravber

    (Faculty of Electrical Engineering and Computer Science, University of Maribor, 2000 Maribor, Slovenia)

Abstract

Short term memory that records the current population has been an inherent component of Evolutionary Algorithms (EAs). As hardware technologies advance currently, inexpensive memory with massive capacities could become a performance boost to EAs. This paper introduces a Long Term Memory Assistance (LTMA) that records the entire search history of an evolutionary process. With LTMA, individuals already visited (i.e., duplicate solutions) do not need to be re-evaluated, and thus, resources originally designated to fitness evaluations could be reallocated to continue search space exploration or exploitation. Three sets of experiments were conducted to prove the superiority of LTMA. In the first experiment, it was shown that LTMA recorded at least 50 % more duplicate individuals than a short term memory. In the second experiment, ABC and jDElscop were applied to the CEC-2015 benchmark functions. By avoiding fitness re-evaluation, LTMA improved execution time of the most time consuming problems F 03 and F 05 between 7% and 28% and 7% and 16%, respectively. In the third experiment, a hard real-world problem for determining soil models’ parameters, LTMA improved execution time between 26% and 69%. Finally, LTMA was implemented under a generalized and extendable open source system, called EARS. Any EA researcher could apply LTMA to a variety of optimization problems and evolutionary algorithms, either existing or new ones, in a uniform way.

Suggested Citation

  • Matej Črepinšek & Shih-Hsi Liu & Marjan Mernik & Miha Ravber, 2019. "Long Term Memory Assistance for Evolutionary Algorithms," Mathematics, MDPI, vol. 7(11), pages 1-25, November.
  • Handle: RePEc:gam:jmathe:v:7:y:2019:i:11:p:1129-:d:288150
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/7/11/1129/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/7/11/1129/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Hyejung Chung & Kyung-shik Shin, 2018. "Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Boštjan Slivnik & Željko Kovačević & Marjan Mernik & Tomaž Kosar, 2022. "On Comprehension of Genetic Programming Solutions: A Controlled Experiment on Semantic Inference," Mathematics, MDPI, vol. 10(18), pages 1-17, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chao Liu & Fengfeng Gao & Mengwan Zhang & Yuanrui Li & Cun Qian, 2024. "Reference Vector-Based Multiobjective Clustering Ensemble Approach for Time Series Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 181-210, July.
    2. Zhou, Zhongbao & Gao, Meng & Liu, Qing & Xiao, Helu, 2020. "Forecasting stock price movements with multiple data sources: Evidence from stock market in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    3. Liping Wang & Jiawei Li & Lifan Zhao & Zhizhuo Kou & Xiaohan Wang & Xinyi Zhu & Hao Wang & Yanyan Shen & Lei Chen, 2023. "Methods for Acquiring and Incorporating Knowledge into Stock Price Prediction: A Survey," Papers 2308.04947, arXiv.org.
    4. Wang, Yijun & Andreeva, Galina & Martin-Barragan, Belen, 2023. "Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants," International Review of Financial Analysis, Elsevier, vol. 90(C).
    5. Heon Baek, 2024. "A CNN-LSTM Stock Prediction Model Based on Genetic Algorithm Optimization," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(2), pages 205-220, June.
    6. Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini, 2019. "U-CNNpred: A Universal CNN-based Predictor for Stock Markets," Papers 1911.12540, arXiv.org.
    7. Zexin Hu & Yiqi Zhao & Matloob Khushi, 2021. "A Survey of Forex and Stock Price Prediction Using Deep Learning," Papers 2103.09750, arXiv.org.
    8. Kyoung-jae Kim & Kichun Lee & Hyunchul Ahn, 2018. "Predicting Corporate Financial Sustainability Using Novel Business Analytics," Sustainability, MDPI, vol. 11(1), pages 1-17, December.
    9. Kumar S. Chandar & Hitesh Punjabi, 2021. "Cat Swarm Optimization Algorithm Tuned Multilayer Perceptron for Stock Price Prediction," International Journal of Web-Based Learning and Teaching Technologies (IJWLTT), IGI Global, vol. 17(7), pages 1-15, November.
    10. Zhou, Yanting & Wang, Yanan & Wang, Kai & Kang, Le & Peng, Fei & Wang, Licheng & Pang, Jinbo, 2020. "Hybrid genetic algorithm method for efficient and robust evaluation of remaining useful life of supercapacitors," Applied Energy, Elsevier, vol. 260(C).
    11. Se-Hak Chun & Jae-Won Jang, 2022. "A New Trend Pattern-Matching Method of Interactive Case-Based Reasoning for Stock Price Predictions," Sustainability, MDPI, vol. 14(3), pages 1-15, January.
    12. Li-Chen Cheng & Yu-Hsiang Huang & Ming-Hua Hsieh & Mu-En Wu, 2021. "A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions," Mathematics, MDPI, vol. 9(23), pages 1-16, November.
    13. Jaime Alberto Gómez Vilchis & Federico Hernández Álvarez & Luis Ignacio Román de la Sancha, 2021. "Autómata Evolutivo (AE) para el mercado accionario usando Martingalas y un Algoritmo Genético," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(4), pages 1-22, Octubre -.
    14. Hsien-Ming Chou, 2024. "Predicting Turnover Rates for Short-Term Stock Index Investments Using Artificial Intelligence and Empirical Analysis," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 14(6), pages 1-18.
    15. Teddy Lazebnik & Tzach Fleischer & Amit Yaniv-Rosenfeld, 2023. "Benchmarking Biologically-Inspired Automatic Machine Learning for Economic Tasks," Sustainability, MDPI, vol. 15(14), pages 1-9, July.
    16. Jianlong Zhu & Dan Xian & Fengxiao & Yichen Nie, 2022. "Embedding-based neural network for investment return prediction," Papers 2210.00876, arXiv.org.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:7:y:2019:i:11:p:1129-:d:288150. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.