[Paradiseo-help] Help with PSO

Kevin O Mahony komahony at gmail.com
Mer 3 Juin 21:36:15 CEST 2009


Hi,

First I'd like to thank you/your group for building such a comprehensive EA
framework
and making it freely available to all. I am currently using
paradiseo-ix86-1.1 in my Masters thesis.
My project compares GA with PSO optimization for use in generating trading
rules
for the intrady foreign exchange market and i've hit a major problem.
Hopefully you
can help me.

The GA version behaves as expected, converging nicely, but the PSO version
does
not converge at all - i'm using the eoStat feature to print out best, mean,
stdDev solution
per generation and it does not behave as expected.
The code is identical for both - same fitness function is used for both GA
and PSO,
except for types etc. with the same input data set.
I've used your example GA and binary PSO code for the setup/running of the
algorithm.
I also used a real PSO version again based on example code with the same
results.
I'm working on Debian 4.1.1r21, kernel 2.6.18 with g++ 4.1.2.
Are there any known issues with my environment?

I notice a contrib directory with a new PSO version in there. I was unable
to build it - complaints
of missing definitions for virtual methods. Is this significantly different
to the version in paradiseo-eo
or just a packaging up of existing features?

I've used the same fitness function with PSO code from 1998 by Yuhui Shi, a
colleague of
Kennedy/Eberhart and i get convergence - but it seems to get stuck very
early on in
maybe a local maximum. The algorithm is also very basic.

I'm under severe time pressure to get a PSO version working so that i can do
a detailed
comparison with GA - doing both in Paradiseo is required and there are not
many/any (!)
PSO frameworks like yours out there to choose from.

I've left out the nitty gritty detail above - if nothing obvious occurs
straight away, i can supply
whatever other details you might need to point me in the direction of a
solution.


thanks,
Kevin
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