An adaptively reversed diffusion dual-drive evolutionary algorithm in dynamic environments for intelligence prediction

Abstract Prediction problems are difficult to be carried out in a dynamic environment, for two key questions: one is how to monitor environmental changes, the other is how to make respond timely after the environment has changed. Multi-population strategy is often adopted to address both two key problems. However, there are two stubborn questions that limit and affect the effectiveness of the strategy, i.e., (1) Search overlaps are easy to occur which lead to lose the ability of local exploit, (2) In the course of evolution, the search range of subpopulations tends to assimilate, so the subpopulation will gradually lose the ability to explore whole search space. Therefore, this paper adopts multi-population strategy, and presents a novel intelligence algorithm based on particle swarm optimization to solve the above problem, called adaptively reversed diffusion dual-drive evolutionary algorithm (ARDDEA). (1) Firstly, ARDDEA monitors the environmental changes by setting the global dynamic sentry in each subgroup. (2) Secondly, in order to avoid searching overlapping of the sub-population, a new exclusion strategy is proposed in this paper. A new distance determination method, i.e., between-swarms average Mahalanobis​ distance, is devised in the exclusion strategy to decide the inter-population distance. If the distance is too small between two sub-populations, furtherly, a Hill–valley decision function is used to determine whether they tracked the same peak or not. If so, the inferior subpopulations will be reinitialized by a reverse diffusion operation (RD) proposed in this paper. Besides, (3) a new dual-drive kinetic updating equation is proposed to enhance the search capability of the population. The new algorithm compared with several state-of-art dynamic optimization algorithms on the moving peak problem. The results show that the ARDDEA algorithm can track the optimal solution more effectively in the dynamic environment, and shows strong robustness and adaptability. It is a hope algorithm applied to prediction problems.