Grammatical Evolution in Dynamic Environments

author = "Ian Dempsey",

title = "Grammatical Evolution in Dynamic Environments",

school = "University College Dublin",

year = "2007",

address = "Ireland",

keywords = "genetic algorithms, genetic programming, grammatical evolution, dynamic environments",

abstract = "Many real-world problems are anchored in dynamic environments, where some element of the problem domain changes with time. The application of Evolutionary Computation (EC) to dynamic environments creates challenges different to those encountered in static environments. Foremost among these, are issues of premature convergence, and the evolution of overfit solutions. This study aims to identify mechanisms that address these problems. A recent powerful addition to the stable of EC methodologies is Grammatical Evolution (GE). GE uses BNF grammars for the evolution of variable length programs. Thus far, there has been little study of the utility of GE in dynamic environments. A comprehensive analysis of prior work in EC and GE in the context of dynamic environments is presented. From this, it is seen that GE offers substantial potential due to the flexibility provided by the BNF grammar and the many-to-one genotype-to-phenotype mapping. Subsequently novel methods of constant creation are introduced that incorporate greater levels of latent evolvability through the use of BNF grammars. These methods are demonstrated to be more accurate and adaptable than the standard methods adopted. Through placing GE in the context of a dynamic real-world problem, the trading of financial indices, phenotypic diversity is demonstrated to be a function of the fitness landscape. That is, phenotypic entropy fluctuates with the universe of potentially fit solutions. Evidence is also presented of the evolution of robust solutions that provide superior out-of-sample performance over a statically trained population. The findings in this study highlight the importance of the genotype-to-phenotype mapping for evolution in dynamic environments and uncover some of the potential benefits of the incorporation of BNF grammars in GE.",

notes = "See \cite{Dempsey:book}",