[cctbxbb] differential evolution

Nikolay Mladenov nikolay.mladenov at gmail.com
Tue Nov 16 12:22:50 PST 2010


Hi Peter,

On Tue, Nov 16, 2010 at 12:13 PM, Peter Zwart <PHZwart at lbl.gov> wrote:
> Good point, so I tested it (quickly)
>
> The current implementation needs 748 to minimize a 6D rosenbrock function.
>
> If I update the code to make a temporary population and do not do an
> 'in place operation', things do not converge under the same settings.
>
> The in place operation of solution vector updates is as far as I
> understand in line with the pseudo code found here:
>
> http://en.wikipedia.org/wiki/Differential_evolution
>
> I could have made a mistake of course and if you can show me a code
> modification that improves convergence, I'm happy to update the code.

I don't have neither the knowledge nor the setup to do that.
All I can say is that not only the speed of the convergence is
important, but also the quality.
I think the probability of mis-convergence is higher with the
wikipedia algorithm.
This is since when member N is updated it could get "genes" from
member N+s, and because it
is updated immediately, when member N+s is updated it could get its
own "genes" back from member N ( I know it
is not exactly that simple and it is mostly an idea since the "genes"
go trough mutation).
The symmetry of the algorithm is also broken a bit.
I have also changed the end conditions in my code, I think you have a
comparison of
O(eps) and O(eps*eps) (or similar) as a conversion criteria.


HTH ,

Nikolay
>
> HTH
>
> Peter
>
>
>
>
>
>
> On 16 November 2010 08:24, Nikolay Mladenov <nikolay.mladenov at gmail.com> wrote:
>> The implementation of the algorithm seems wrong.
>> As I understand it, the new generation has to be generated based on
>> the old one,
>> at which point every member of the old generation is replaced or not
>> by its child.
>> In the cctbx implementation every member is replaces as soon as it
>> gives birth to a better child.
>> I am not sure what the implications are but it probably reduces the gene pool.
>>
>> Nikolay.
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>
>
>
> --
> -----------------------------------------------------------------
> P.H. Zwart
> Research Scientist
> Berkeley Center for Structural Biology
> Lawrence Berkeley National Laboratories
> 1 Cyclotron Road, Berkeley, CA-94703, USA
> Cell: 510 289 9246
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