Stochastic optimization algorithms

Elective in master programs. Rcommended in the CAS master

M2 Chalmers

Bachelor degree including at least 30 credeits mathematics, plus programming

The aim of the course is for the students to attain basic knowledge of new methods in computer science inspired by evolutionary processes in nature, such as genetic algorithms, genetic programming, and artificial life. These are both relevant to technical applications, for example in optimization and design of autonomous systems, and for understanding biological systems, e.g., through simulation of evolutionary processes.

The course consists of the following topics:
- Classical optimization methods. Gradient descent. Convex functions. The lagrange multiplier method. Penalty methods.
- Evolutionary algorithms. Fundamentals of genetic algorithms, representations, genetic operators, selection mechanisms. Theory of genetic algorithms. Analytical properties of evolutionary algorithms. (Linear) genetic programming: representation and genetic operators.
- Particle swarm optimization. Fundamentals and applications.
- Ant colony optimization. Fundamentals and applications.
- Comparison of the different algorithms. Ethical aspects of machine learning

Implement and use several different classical optimization methods, e.g. gradient descent and penalty methods.

Describe and explain the basic properties of biological evolution, with emphasis on the parts that are relevant for evolutionary algorithms.

Define and implement different versions of evolutionary algorithms, particle swarm optimization, and ant colony optimization, and apply the algorithms in the solution of optimization problems.

Compare different types of biologically inspired computation methods and identify suitable algorithms for a variety of applications.

The course is organized as a series of lectures. Some lectures are devoted to problem-solving.

The examination is based on a written exam (50 %) and compulsory home problems (50 %)

If a student who has been failed twice for the same examination element wishes to change examiner before the next examination session, such a request is to be granted unless there are specific reasons to the contrary (Chapter 6 Section 22 HF).

If a student has received a certificate of disability study support from the University of Gothenburg with a recommendation of adapted examination and/or adapted forms of assessment, an examiner may decide, if this is consistent with the course’s intended learning outcomes and provided that no unreasonable resources would be needed, to grant the student adapted examination and/or adapted forms of assessment.

If a course has been discontinued or undergone major changes, the student must be offered at least two examination sessions in addition to ordinary examination sessions. These sessions are to be spread over a period of at least one year but no more than two years after the course has been discontinued/changed. The same applies to placement and internship (VFU) except that this is restricted to only one further examination session.

If a student has been notified that they fulfil the requirements for being a student at Riksidrottsuniversitetet (RIU student), to combine elite sports activities with studies, the examiner is entitled to decide on adaptation of examinations if this is done in accordance with the Local rules regarding RIU students at the University of Gothenburg.

The results of and possible changes to the course will be shared with students who participated in the evaluation and students who are starting the course.