Modelling the dynamics of genetic algorithms using statistical mechanics

A formalism for modelling the dynamics of Genetic Algorithms (GAs) using methods from statistical mechanics, originally due to Prugel-Bennett and Shapiro, is reviewed, generalized and improved upon. This formalism can be used to predict the averaged trajectory of macroscopic statistics describing the GA's population. These macroscopics are chosen to average well between runs, so that fluctuations from mean behaviour can often be neglected. Where necessary, non-trivial terms are determined by assuming maximum entropy with constraints on known macroscopics. Problems of realistic size are described in compact form and finite population effects are included, often proving to be of fundamental importance. The macroscopics used here are cumulants of an appropriate quantity within the population and the mean correlation (Hamming distance) within the population. Including the correlation as an explicit macroscopic provides a significant improvement over the original formulation. The formalism is applied to a number of simple optimization problems in order to determine its predictive power and to gain insight into GA dynamics. Problems which are most amenable to analysis come from the class where alleles within the genotype contribute additively to the phenotype. This class can be treated with some generality, including problems with inhomogeneous contributions from each site, non-linear or noisy fitness measures, simple diploid representations and temporally varying fitness. The results can also be applied to a simple learning problem, generalization in a binary perceptron, and a limit is identified for which the optimal training batch size can be determined for this problem. The theory is compared to averaged results from a real GA in each case, showing excellent agreement if the maximum entropy principle holds. Some situations where this approximation brakes down are identified. In order to fully test the formalism, an attempt is made on the strong sc np-hard problem of storing random patterns in a binary perceptron. Here, the relationship between the genotype and phenotype (training error) is strongly non-linear. Mutation is modelled under the assumption that perceptron configurations are typical of perceptrons with a given training error. Unfortunately, this assumption does not provide a good approximation in general. It is conjectured that perceptron configurations would have to be constrained by other statistics in order to accurately model mutation for this problem. Issues arising from this study are discussed in conclusion and some possible areas of further research are outlined.

Statistical mechanics of error-correcting codes

We investigate the performance of error-correcting codes, where the code word comprises products of K bits selected from the original message and decoding is carried out utilizing a connectivity tensor with C connections per index. Shannon's bound for the channel capacity is recovered for large K and zero temperature when the code rate K/C is finite. Close to optimal error-correcting capability is obtained for finite K and C. We examine the finite-temperature case to assess the use of simulated annealing for decoding and extend the analysis to accommodate other types of noisy channels.

Statistical mechanics of support vector networks

Using methods of Statistical Physics, we investigate the generalization performance of support vector machines (SVMs), which have been recently introduced as a general alternative to neural networks. For nonlinear classification rules, the generalization error saturates on a plateau, when the number of examples is too small to properly estimate the coefficients of the nonlinear part. When trained on simple rules, we find that SVMs overfit only weakly. The performance of SVMs is strongly enhanced, when the distribution of the inputs has a gap in feature space.

On the annealed VC entropy for margin classifiers: A statistical mechanics study

Using techniques from Statistical Physics, the annealed VC entropy for hyperplanes in high dimensional spaces is calculated as a function of the margin for a spherical Gaussian distribution of inputs.

Statistical mechanics of mutual information maximization

An unsupervised learning procedure based on maximizing the mutual information between the outputs of two networks receiving different but statistically dependent inputs is analyzed (Becker S. and Hinton G., Nature, 355 (1992) 161). By exploiting a formal analogy to supervised learning in parity machines, the theory of zero-temperature Gibbs learning for the unsupervised procedure is presented for the case that the networks are perceptrons and for the case of fully connected committees.

Statistical mechanics of low-density parity check error-correcting codes over Galois fields

A variation of low-density parity check (LDPC) error-correcting codes defined over Galois fields (GF(q)) is investigated using statistical physics. A code of this type is characterised by a sparse random parity check matrix composed of C non-zero elements per column. We examine the dependence of the code performance on the value of q, for finite and infinite C values, both in terms of the thermodynamical transition point and the practical decoding phase characterised by the existence of a unique (ferromagnetic) solution. We find different q-dependence in the cases of C = 2 and C ≥ 3; the analytical solutions are in agreement with simulation results, providing a quantitative measure to the improvement in performance obtained using non-binary alphabets.

Statistical mechanics of typical set decoding

The performance of "typical set (pairs) decoding" for ensembles of Gallager's linear code is investigated using statistical physics. In this decoding method, errors occur, either when the information transmission is corrupted by atypical noise, or when multiple typical sequences satisfy the parity check equation as provided by the received corrupted codeword. We show that the average error rate for the second type of error over a given code ensemble can be accurately evaluated using the replica method, including the sensitivity to message length. Our approach generally improves the existing analysis known in the information theory community, which was recently reintroduced in IEEE Trans. Inf. Theory 45, 399 (1999), and is believed to be the most accurate to date. © 2002 The American Physical Society.

Statistical mechanics of low-density parity-check codes

We review recent theoretical progress on the statistical mechanics of error correcting codes, focusing on low-density parity-check (LDPC) codes in general, and on Gallager and MacKay-Neal codes in particular. By exploiting the relation between LDPC codes and Ising spin systems with multispin interactions, one can carry out a statistical mechanics based analysis that determines the practical and theoretical limitations of various code constructions, corresponding to dynamical and thermodynamical transitions, respectively, as well as the behaviour of error-exponents averaged over the corresponding code ensemble as a function of channel noise. We also contrast the results obtained using methods of statistical mechanics with those derived in the information theory literature, and show how these methods can be generalized to include other channel types and related communication problems.

CDMA multiuser detection, neural networks, and statistical mechanics

A novel approach, based on statistical mechanics, to analyze typical performance of optimum code-division multiple-access (CDMA) multiuser detectors is reviewed. A `black-box' view ot the basic CDMA channel is introduced, based on which the CDMA multiuser detection problem is regarded as a `learning-from-examples' problem of the `binary linear perceptron' in the neural network literature. Adopting Bayes framework, analysis of the performance of the optimum CDMA multiuser detectors is reduced to evaluation of the average of the cumulant generating function of a relevant posterior distribution. The evaluation of the average cumulant generating function is done, based on formal analogy with a similar calculation appearing in the spin glass theory in statistical mechanics, by making use of the replica method, a method developed in the spin glass theory.

Statistical mechanics of broadcast channels using low-density parity-check codes

We investigate the use of Gallager's low-density parity-check (LDPC) codes in a degraded broadcast channel, one of the fundamental models in network information theory. Combining linear codes is a standard technique in practical network communication schemes and is known to provide better performance than simple time sharing methods when algebraic codes are used. The statistical physics based analysis shows that the practical performance of the suggested method, achieved by employing the belief propagation algorithm, is superior to that of LDPC based time sharing codes while the best performance, when received transmissions are optimally decoded, is bounded by the time sharing limit.

Statistical mechanics analysis of LDPC coding in MIMO Gaussian channels

Using analytical methods of statistical mechanics, we analyse the typical behaviour of a multiple-input multiple-output (MIMO) Gaussian channel with binary inputs under low-density parity-check (LDPC) network coding and joint decoding. The saddle point equations for the replica symmetric solution are found in particular realizations of this channel, including a small and large number of transmitters and receivers. In particular, we examine the cases of a single transmitter, a single receiver and symmetric and asymmetric interference. Both dynamical and thermodynamical transitions from the ferromagnetic solution of perfect decoding to a non-ferromagnetic solution are identified for the cases considered, marking the practical and theoretical limits of the system under the current coding scheme. Numerical results are provided, showing the typical level of improvement/deterioration achieved with respect to the single transmitter/receiver result, for the various cases. © 2007 IOP Publishing Ltd.

Sparsely spread CDMA - A statistical mechanics-based analysis

Sparse code division multiple access (CDMA), a variation on the standard CDMA method in which the spreading (signature) matrix contains only a relatively small number of nonzero elements, is presented and analysed using methods of statistical physics. The analysis provides results on the performance of maximum likelihood decoding for sparse spreading codes in the large system limit. We present results for both cases of regular and irregular spreading matrices for the binary additive white Gaussian noise channel (BIAWGN) with a comparison to the canonical (dense) random spreading code. © 2007 IOP Publishing Ltd.

Statistical mechanics of distribution networks

This thesis presents an analysis of the stability of complex distribution networks. We present a stability analysis against cascading failures. We propose a spin [binary] model, based on concepts of statistical mechanics. We test macroscopic properties of distribution networks with respect to various topological structures and distributions of microparameters. The equilibrium properties of the systems are obtained in a statistical mechanics framework by application of the replica method. We demonstrate the validity of our approach by comparing it with Monte Carlo simulations. We analyse the network properties in terms of phase diagrams and found both qualitative and quantitative dependence of the network properties on the network structure and macroparameters. The structure of the phase diagrams points at the existence of phase transition and the presence of stable and metastable states in the system. We also present an analysis of robustness against overloading in the distribution networks. We propose a model that describes a distribution process in a network. The model incorporates the currents between any connected hubs in the network, local constraints in the form of Kirchoff's law and a global optimizational criterion. The flow of currents in the system is driven by the consumption. We study two principal types of model: infinite and finite link capacity. The key properties are the distributions of currents in the system. We again use a statistical mechanics framework to describe the currents in the system in terms of macroscopic parameters. In order to obtain observable properties we apply the replica method. We are able to assess the criticality of the level of demand with respect to the available resources and the architecture of the network. Furthermore, the parts of the system, where critical currents may emerge, can be identified. This, in turn, provides us with the characteristic description of the spread of the overloading in the systems.

Composite CDMA—a statistical mechanics analysis

Code division multiple access (CDMA) in which the spreading code assignment to users contains a random element has recently become a cornerstone of CDMA research. The random element in the construction is particularly attractive as it provides robustness and flexibility in utilizing multiaccess channels, whilst not making significant sacrifices in terms of transmission power. Random codes are generated from some ensemble; here we consider the possibility of combining two standard paradigms, sparsely and densely spread codes, in a single composite code ensemble. The composite code analysis includes a replica symmetric calculation of performance in the large system limit, and investigation of finite systems through a composite belief propagation algorithm. A variety of codes are examined with a focus on the high multi-access interference regime. We demonstrate scenarios both in the large size limit and for finite systems in which the composite code has typical performance exceeding those of sparse and dense codes at equivalent signal to noise ratio.

Efficient algorithm for routing optimization via statistical mechanics

Many practical routing algorithms are heuristic, adhoc and centralized, rendering generic and optimal path configurations difficult to obtain. Here we study a scenario whereby selected nodes in a given network communicate with fixed routers and employ statistical physics methods to obtain optimal routing solutions subject to a generic cost. A distributive message-passing algorithm capable of optimizing the path configuration in real instances is devised, based on the analytical derivation, and is greatly simplified by expanding the cost function around the optimized flow. Good algorithmic convergence is observed in most of the parameter regimes. By applying the algorithm, we study and compare the pros and cons of balanced traffic configurations to that of consolidated traffic, which provides important implications to practical communication and transportation networks. Interesting macroscopic phenomena are observed from the optimized states as an interplay between the communication density and the cost functions used. © 2013 IEEE.