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Business Intelligence: Optimization for Decision Making A short introduction to Particle Swarm Optimization Michael G. Epitropakis Computational Heuristics, Operational Research and Decision Support CHORDS, School of Natural Sciences, Computing Science and Mathematics, University of Stirling, UK [email protected] Stirling, 24 March 2015 Michael G. Epitropakis Swarm Intelligence for Decision Making 1 Outline 1 Business Intelligence Motivation Definition Business Intelligence Architecture 2 Global Optimization Problem 3 Swarm Intelligence Particle Swarm Optimization (PSO) Background, Origins. The Original PSO model PSO: Geometric Illustration 4 Applications 5 References Michael G. Epitropakis Swarm Intelligence for Decision Making 2 Business Intelligence Motivation Business Intelligence: Motivation Amazon, Barclays, Facebook, Google, Lloyds, Microsoft, Sainsbury’s, TESCO, ... Data! The answer to my problem is hidden in my data... but I cannot dig it up! Michael G. Epitropakis Swarm Intelligence for Decision Making 3 Business Intelligence Definition Business Intelligence The enterprises that are capable of transforming data into information and knowledge can use them to make quicker and more effective decisions and thus to achieve a competitive advantage. Business Intelligence: Business intelligence may be defined as a set of mathematical models and analysis methodologies that exploit the available data to generate information and knowledge useful for complex decision-making processes. Michael G. Epitropakis Swarm Intelligence for Decision Making 4 Business Intelligence Definition Business Intelligence Main purpose of business intelligence systems: Is to provide decision makers with tools and methodologies that allow them to make effective and timely decisions. Effective: The application of rigorous analytical methods allows decision makers to rely on information and knowledge from data which are more dependable. Make better decisions and devise action plans that allow their objectives to be reached in a more effective way. Timely: Enterprises operate in economic environments characterized by growing levels of competition and high dynamism. Rapidly react to the actions of competitors and to new market conditions is a critical factor in the success or even the survival of a company. Michael G. Epitropakis Swarm Intelligence for Decision Making 5 Business Intelligence Definition Business Intelligence Michael G. Epitropakis Swarm Intelligence for Decision Making 6 Business Intelligence Definition Data, information and knowledge Data −→ Information −→ Knowledge Data: are collected on a daily basis in the form of bits, numbers, symbols, and "objects". Information: is "organized data", which are preprocessed, cleaned, arranged into structures, and stripped of redundancy. Knowledge: is "integrated information", which includes facts and relationships that have been perceived, discovered, or learned. Michael G. Epitropakis Swarm Intelligence for Decision Making 7 Business Intelligence Business Intelligence Architecture Business Intelligence Architecture Michael G. Epitropakis Swarm Intelligence for Decision Making 8 Global Optimization Problem Global Optimization Single objective minimization problem: Given a real-valued objective function f : Dn ⊆ Rn → R, the aim is to find an x? = (x1? , x2? , . . . , xn? )> ∈ Dn that x? = arg min f (x). x∈Dn x? is a global minimizer and Dn is an n-dimensional scaled translation of the unit hypercube. An objective function (f ) A solution representation of x (here x ∈ Dn ⊆ Rn ) A search strategy – optimization algorithm. Michael G. Epitropakis Swarm Intelligence for Decision Making 9 Swarm Intelligence Swarm Intelligence Swarm intelligence (SI) is the collective behavior of decentralized, self-organized systems, natural or artificial. (Wikipedia) The system has abilities that are not present in the individuals (is more intelligent) “The whole is more than the sum of its parts” Cooperation, co-evolution, competition, self-organisation and communication Examples of systems can be found in nature: ant colonies, bird flocking, animal herding, bacteria molding and fish schooling Beni, G., Wang, J. Swarm Intelligence in Cellular Robotic Systems, Proceed. NATO Advanced Workshop on Robots and Biological Systems, Tuscany, Italy, June 26-30 (1989) Michael G. Epitropakis Swarm Intelligence for Decision Making 10 Swarm Intelligence Swarm Intelligence Michael G. Epitropakis Swarm Intelligence for Decision Making 11 Swarm Intelligence Swarm Intelligence Applications Swarm-bots, an EU project led by Marco Dorigo, aimed to study new approaches to the design and implementation of self-organizing and self-assembling artifacts (http://www.swarm-bots.org/). Swarmanoid: Towards Humanoid Robotic Swarms, The main scientific objective of this research project is the design, implementation and control of a novel distributed robotic system (http://www.swarmanoid.org) Creation of complex interactive environments. Disney’s The Lion King was the first movie to make use of swarm technology (the stampede of the bisons scene). The movie “Lord of the Rings” has also made use of similar technology during battle scenes Michael G. Epitropakis Swarm Intelligence for Decision Making 12 Swarm Intelligence Particle Swarm Optimization (PSO) Particle Swarm Optimization The inventors: James Kennedy (social psychologist) Russell C. Eberhart (electrical engineer) J. Kennedy, and R. Eberhart, Particle swarm optimization, in Proc. IEEE. Int. Conf. on Neural Networks, Piscataway, NJ, pp. 1942–1948, 1995. Michael G. Epitropakis Swarm Intelligence for Decision Making 13 Swarm Intelligence Particle Swarm Optimization (PSO) Particle Swarm Optimization (PSO) What is PSO: a simple, computationally efficient optimization method population-based, stochastic search method direct search method, i.e. gradient free individuals follow very simple behaviors: emulate the success of neighboring individuals, but also bias towards on experience of success emergent behavior: discovery of optimal regions within a high dimensional search space “Particle swarm algorithm imitates human (or insects) social behavior. Individuals interact with one another while learning from their own experience, and gradually the population members move into better regions of the problem space” Eberhart & Kennedy Michael G. Epitropakis Swarm Intelligence for Decision Making 14 Swarm Intelligence Background, Origins. Induce complex behavior from simple rules Origins of PSO (precursors) Reynolds (1987)’s simulation Boids: a simple flocking model consists of three simple local rules: http://www.red3d.com/cwr/boids/ Separation: Avoid Collision with neighboring agents (steer to avoid crowding local flockmates) Alignment: Match the velocity of neighboring agents (steer towards the average heading of local flockmates) Cohesion: Stay near neighboring agents (steer to move toward the average position of local flockmates) The work of Heppner and Grenander on using a “roost” as attractor of all birds in the flock [HG90] (Seek roost) Michael G. Epitropakis Swarm Intelligence for Decision Making 15 Swarm Intelligence Background, Origins. Towards a computational principle Evaluate your current position Compare it to your own experience (previous best) and to the experience of your society (neighborhood best) Imitate yourself and the others Basic hypothesis: There are two major sources of cognition: own experience and communication from others Leon Festinger, 1954/1999, Social Communication and Cognition Michael G. Epitropakis Swarm Intelligence for Decision Making 16 Swarm Intelligence Background, Origins. The Original PSO model: is a simplified social model of determining nearest neighbors and velocity matching Initial objective: to simulate the graceful, unpredictable choreography of collision-proof birds in a flock Randomly initializes positions of birds At each iteration, each individual determines its nearest neighbor and replaces its velocity with that of its neighbor This resulted in synchronous movement of the flock, but flock settled too quickly on the same, unchanging flying direction Michael G. Epitropakis Swarm Intelligence for Decision Making 17 Swarm Intelligence Background, Origins. Random adjustments to velocities (referred to as craziness) prevented individuals to settle too quickly on an unchanging direction To further expand the model, “roosts” were added as attractors: personal experience (personal best) social experience (neighborhood best) Introduction of the Particle Swarm Optimization method. Michael G. Epitropakis Swarm Intelligence for Decision Making 18 Swarm Intelligence The Original PSO model Particle Swarm Optimization (PSO) Its main components: What are the main components: a swarm of particles (size usually fixed: NP) each particle represents a candidate solution of the problem at hand the elements of a particle represent parameters to be optimized The search process: Position updates: Xi (t + 1) = Xi (t) + Vi (t + 1), xi,j (0) ∼ U(LBj , UBj ) Velocity updates: denotes the amount of change (step size) drives the optimization process reflects the cognitive experience of a particle and the socially exchanged information between particles. Michael G. Epitropakis Swarm Intelligence for Decision Making 19 Swarm Intelligence The Original PSO model Particle Swarm Optimization The general PSO Algorithm 1: Initialize particles in the swarm 2: for each time step t do 3: for each particle i in the swarm i ∈ {1, 2, . . . , NP} do 4: Update cognitive knowledge/experience 5: Update social knowledge/experience 6: end for 7: for each particle i in the swarm i ∈ {1, 2, . . . , NP} do 8: Update Velocity of particle i 9: Update Position of particle i 10: end for 11: end for Michael G. Epitropakis Swarm Intelligence for Decision Making 20 Swarm Intelligence The Original PSO model Particle Swarm Optimization The global best (gbest) PSO A simple PSO model: global best (gbest) PSO (Eberhart & Kennedy, 1995) It uses a full neighborhood topology (star social network). Velocity update rule per dimension: vi,j (t + 1) = vi,j (t) + c1 r1 (t) pi,j (t) − xi,j (t) + c2 r2 (t) pbest,j (t) − xi,j (t) , vi,j (0) = 0 (preferred) c1 , c2 are positive acceleration coefficients r1 (t), r2 (t) ∼ U(0, 1) Michael G. Epitropakis Swarm Intelligence for Decision Making 21 Swarm Intelligence The Original PSO model Particle Swarm Optimization The global best (gbest) PSO A simple PSO model: global best (gbest) PSO (Eberhart & Kennedy, 1995) It uses a full neighborhood topology (star social network). Velocity update rule per dimension: vi,j (t + 1) = vi,j (t) + c1 r1 (t) pi,j (t) − Xi,j (t) + c2 r2 (t) pbest,j (t) − xi,j (t) , | {z } momentum momentum: inertia component previous velocity term to carry the particle in the direction it has traveled so far prevents particle from drastically changing direction Michael G. Epitropakis Swarm Intelligence for Decision Making 21 Swarm Intelligence The Original PSO model Particle Swarm Optimization The global best (gbest) PSO A simple PSO model: global best (gbest) PSO (Eberhart & Kennedy, 1995) It uses a full neighborhood topology (star social network). Velocity update rule per dimension: Vi (t + 1) = vi,j (t) + c1 r1 (t) pi,j (t) − xi,j (t) + c2 r2 (t) pbest,j (t) − xi,j (t) , | {z } cognitive component cognitive component: Pi (t): personal best position vector quantifies performance relative to past performances tendency to return to the best position visited so far (memory) nostalgia Michael G. Epitropakis Swarm Intelligence for Decision Making 21 Swarm Intelligence The Original PSO model Particle Swarm Optimization The global best (gbest) PSO A simple PSO model: global best (gbest) PSO (Eberhart & Kennedy, 1995) It uses a full neighborhood topology (star social network). Velocity update rule per dimension: vi,j (t + 1) = vi,j (t) + c1 r1 (t) pi,j (t) − xi,j (t) + c2 r2 (t) pbest,j (t) − xi,j (t) , {z } | social component social component: Pbest (t): neighborhood best position vector (here: global best position) quantifies performance relative to neighbors tendency to be attracted towards the best position found in its neighborhood. envy Michael G. Epitropakis Swarm Intelligence for Decision Making 21 Swarm Intelligence The Original PSO model Particle Swarm Optimization Update experience Pi (t) is the personal best position calculated as (assuming minimization): Pi (t) if f (Xi (t + 1)) ≥ f (Pi (t)) Pi (t + 1) = Xi (t + 1) if f (Xi (t + 1)) < f (Pi (t)) Pbest (t) is the global best position calculated as: Pbest (t) = min{f (P0 (t)), f (P1 (t)), . . . , f (PNP (t))} where NP is the number of particles in the swarm. Michael G. Epitropakis Swarm Intelligence for Decision Making 22 Swarm Intelligence The Original PSO model Particle Swarm Optimization The gbest PSO Algorithm 1: Initialize particles in the swarm 2: for each time step t do 3: for each particle i in the swarm i ∈ {1, 2, . . . , NP} do 4: if f (Xi (t)) < f (Pi (t)) then 5: Pi (t) = Xi (t) 6: end if 7: if f (Pi (t)) < f (Pbest (t)) then 8: Pbest (t) = Pi (t) 9: end if 10: end for 11: for each particle i in the swarm i ∈ {1, 2, . . . , NP} do 12: Vi (t + 1) = Vi (t) + c1 r1 (t) Pi (t) − Xi (t) + c2 r2 (t) Pbest (t) − Xi (t) , 13: Xi (t + 1) = Xi (t) + Vi (t + 1) 14: end for 15: end for Michael G. Epitropakis Swarm Intelligence for Decision Making 23 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Geometric Illustration x2 Vi(t) Pbest(t) Xi(t) Pi(t) Michael G. Epitropakis Swarm Intelligence for Decision Making x1 24 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Geometric Illustration x2 Vi(t) Pbest(t) Pbest(t) − Xi(t) Xi(t) Pi(t) − Xi(t) Pi(t) Michael G. Epitropakis Swarm Intelligence for Decision Making x1 24 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Geometric Illustration x2 Vi(t) Pbest(t) Pbest(t) − Xi(t) Xi(t) Pi(t) − Xi(t) Pi(t) Michael G. Epitropakis Swarm Intelligence for Decision Making x1 24 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Geometric Illustration x2 c1r1(t)(Pbest(t) − Xi(t)) Vi(t) Pbest(t) Pbest(t) − Xi(t) Xi(t) Pi(t) − Xi(t) Pi(t) Michael G. Epitropakis Swarm Intelligence for Decision Making x1 24 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Geometric Illustration x2 c1r1(t)(Pbest(t) − Xi(t)) c1r1(t)(Pi(t) − Xi(t)) Vi(t) Pbest(t) Pbest(t) − Xi(t) Xi(t) Pi(t) − Xi(t) Pi(t) Michael G. Epitropakis Swarm Intelligence for Decision Making x1 24 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Geometric Illustration x2 c1r1(t)(Pbest(t) − Xi(t)) c1r1(t)(Pi(t) − Xi(t)) Xi(t + 1) Vi(t) Pbest(t) Pbest(t) − Xi(t) Xi(t) Pi(t) − Xi(t) Pi(t) Michael G. Epitropakis Swarm Intelligence for Decision Making x1 24 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization The local best (lbest) PSO The local best (lbest) PSO uses a neighborhood topology (ring social network). Velocity update rule per dimension: vi,j (t + 1) = vi,j (t) + c1 r1 (t) pi,j (t) − xi,j (t) + c2 r2 (t) pnbest,j (t) − xi,j (t) , | {z } social component Pnbest (t): is the neighborhood best, defined as: Pnbest (t + 1) ∈ {x ∈ Ni | min{f (x), ∀x ∈ Ni }} Ni = {pi−nNi , pi−nNi +1 , . . . , pi−1 , pi , pi+1 , . . . , pi+nNi } where nNi is the neighborhood size neighborhoods are based on particle indices, not spatial information neighborhoods overlap to facilitate information exchange Michael G. Epitropakis Swarm Intelligence for Decision Making 25 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Social Neighborhood topologies: Social Network Structures Two most common models: lbest: each particle is influenced only by particles in local neighborhood gbest: each particle is influenced by the best found from the entire swarm Ring Topology Michael G. Epitropakis Star/full topology Swarm Intelligence for Decision Making 26 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Social Neighborhood topologies: Social Network Structures (2) Von Neumann Topology Four Clusters Topology Michael G. Epitropakis Wheel Topology Swarm Intelligence for Decision Making 27 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Velocity Clamping Problem: The velocity has a tendency to explode to large values. Solution: Velocity Clamping vi,j (t + 1) = vi,j (t + 1) sgn(vi,j (t + 1))Vmax,j if |vi,j (t + 1)| < Vmax,j if |vi,j (t + 1)| ≥ Vmax,j controlling the global exploration of the particles it is problem-dependent does not necessarily prevent particles from leaving the search space, nor to converge. it confines the step sizes, therefore restricting particles from further divergence Michael G. Epitropakis Swarm Intelligence for Decision Making 28 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Velocity Clamping x2 Velocity Update Position Update Xi(t) x1 Michael G. Epitropakis Swarm Intelligence for Decision Making 29 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Velocity Clamping x2 Velocity Update Position Update v2(t + 1) Xi(t) vi(t + 1) x1 Michael G. Epitropakis Swarm Intelligence for Decision Making 29 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Velocity Clamping x2 Velocity Update Position Update v2(t + 1) Xi(t) Xi(t + 1) vi(t + 1) x1 Michael G. Epitropakis Swarm Intelligence for Decision Making 29 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Velocity Clamping x2 Velocity Update Position Update v2(t + 1) Xi(t + 1) v̂2(t + 1) Xi(t) vi(t + 1) x1 Michael G. Epitropakis Swarm Intelligence for Decision Making 29 Swarm Intelligence PSO: Geometric Illustration Particle Swarm Optimization Velocity Clamping x2 Velocity Update Position Update v2(t + 1) Xi(t + 1) v̂2(t + 1) X̂i(t + 1) Xi(t) vi(t + 1) x1 Michael G. Epitropakis Swarm Intelligence for Decision Making 29 Swarm Intelligence PSO: Geometric Illustration Some PSO Variants Tribes (Clerc, 2006) – aims to adapt population size, so that it does not have to be set by the users FDR-PSO (Veeramachaneni, et al., 2003) – using nearest neighbour interactions Cooperative PSO (van den Bergh and Engelbrecht, 2005) – a cooperative approach CLPSO (Liang, et al., 2006) – incorporate learning from more previous best particles. FIPS Fully Informed PSO (Mendes, Kennedy, 2004) – use several attractors in the update rule BBPSO Bare Bones PSO (Kennedy, 2003) – uses normal distribution around personal/global best UPSO Unified PSO (Parsopoulos, Vrahatis, 2004) – a unification of gbest and lbest versions PSODE (Epitropakis et al., 2012) – aims to combine various state-of-the-art DE and PSO variants Standard PSO 2006, 2007, 2011 – aims to define a standard PSO version for comparisons http://www.particleswarm.info/ Michael G. Epitropakis Swarm Intelligence for Decision Making 30 Applications Applications (1) Optimization Problems: Continuous, discrete, mixed search spaces, Optimization Problems Combinatorial Optimization Problems Large Scale Optimization Problems Multi-modal Optimization Problems Multi-objective Optimization Problems Problems in Dynamic and Uncertain environments Constraint Optimization Problems Michael G. Epitropakis Swarm Intelligence for Decision Making 31 Applications Applications (2) Applications in: Machine Learning (clustering, classification, parameter tuning, feature selection) Artificial Neural Networks (training, evolving structures) Robotics (path planning, localization) Bio-informatics and Medical Informatics (Medical diagnosis and decision making) Image processing (Image analysis, segmentation, pattern recognition) Industrial Applications (Job Scheduling, Vehicle Routing Problem, Traveling Salesman Problem) Michael G. Epitropakis Swarm Intelligence for Decision Making 32 (-: Thank you very much for your attention :-) Questions ??? Michael G. Epitropakis: [email protected] www.epitropakis.co.uk Michael G. Epitropakis Swarm Intelligence for Decision Making 33 References References: Business Intelligence (Incomplete) 1 Carlo Vercellis, Business Intelligence: Data Mining and Optimization for Decision Making, John Wiley & Sons, 2009 2 Z. Michalewicz, M. Schmidt, M. Michalewicz, Adaptive Business Intelligence, Springer, 2006 3 Foster Provost, Tom Fawcett, Data Science for Business: What you need to know about data mining and data-analytic thinking, O’Reilly Media, 2013 4 A. Brabazon, M. O’Neill, I. Dempsey, An Introduction to Evolutionary Computation in Finance, IEEE Computational Intelligence Magazine, 2008 5 W. Pedrycz, N. Ichalkaranje, G.P. Wren and L. Jain, Introduction to Computational Intelligence for Decision Making, in Studies in Computational Intelligence, 97, 79-96, Springer-Verlag, 2008 Michael G. Epitropakis Swarm Intelligence for Decision Making 34 References References: PSO (Incomplete) 1 2 3 4 5 6 7 8 9 10 Reynolds, C.W.: Flocks, herds and schools: a distributed behavioral model. Computer Graphics, 21(4), p.25-34, 1987. Heppner, F. and Grenander, U.: A stochastic nonlinear model for coordinated bird flocks. In S.Krasner, Ed., The Ubiquity of Chaos. AAAS Publications, Washington, DC, 1990. Kennedy, J. and Eberhart, R.: Particle Swarm Optimization. In Proceedings of the Fourth IEEE International Conference on Neural Networks, Perth, Australia. IEEE Service Center(1995) 1942-1948. Kennedy, J., Eberhart, R. C., and Shi, Y., Swarm intelligence, San Francisco: Morgan Kaufmann Publishers, 2001. J. Kennedy, Small Worlds and Mega-Minds: Effects of Neighborhood Topology on Particle Swarm Performance, Proceedings of the IEEE Congress on Evolutionary Computation, 1999, pp. 1931-1938. Clerc, M.: Particle Swarm Optimization, ISTE Ltd, 2006. Engelbrecht, A.P., Fundamentals of Computational Swarm Intelligence, Wiley, 2006. Xiaodong Li, Advances in Particle Swarm Optimization, Tutorial, ACISS’09, Melbourne Engelbrecht, A.P., Particle Swarm Optimization Tutorial, IEEE Congress on Evolutionary Computation, 2013 KE Parsopoulos, MN Vrahatis, Particle swarm optimization and intelligence: advances and applications, Information Science Reference, 2010 Michael G. 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