When and Why Metaheuristics Researchers Can Ignore "No Free Lunch" Theorems

The No Free Lunch (NFL) theorem for search and optimisation states that averaged across all possible objective functions on a fixed search space, all search algorithms perform equally well. Several refined versions of the theorem find a similar outcome when averaging across smaller sets of functions. This paper argues that NFL results continue to be misunderstood by many researchers, and addresses this issue in several ways. Existing arguments against real-world implications of NFL results are collected and re-stated for accessibility, and new ones are added. Specific misunderstandings extant in the literature are identified, with speculation as to how they may have arisen. This paper presents an argument against a common paraphrase of NFL findings -- that algorithms must be specialised to problem domains in order to do well -- after problematising the usually undefined term "domain". It provides novel concrete counter-examples illustrating cases where NFL theorems do not apply. In conclusion it offers a novel view of the real meaning of NFL, incorporating the anthropic principle and justifying the position that in many common situations researchers can ignore NFL.

PonyGE2: Grammatical Evolution in Python

Grammatical Evolution (GE) is a population-based evolutionary algorithm, where a formal grammar is used in the genotype to phenotype mapping process. PonyGE2 is an open source implementation of GE in Python, developed at UCD's Natural Computing Research and Applications group. It is intended as an advertisement and a starting-point for those new to GE, a reference for students and researchers, a rapid-prototyping medium for our own experiments, and a Python workout. As well as providing the characteristic genotype to phenotype mapping of GE, a search algorithm engine is also provided. A number of sample problems and tutorials on how to use and adapt PonyGE2 have been developed.

Improving Fitness Functions in Genetic Programming for Classification on Unbalanced Credit Card Datasets

Credit card fraud detection based on machine learning has recently attracted considerable interest from the research community. One of the most important tasks in this area is the ability of classifiers to handle the imbalance in credit card data. In this scenario, classifiers tend to yield poor accuracy on the fraud class (minority class) despite realizing high overall accuracy. This is due to the influence of the majority class on traditional training criteria. In this paper, we aim to apply genetic programming to address this issue by adapting existing fitness functions. We examine two fitness functions from previous studies and develop two new fitness functions to evolve GP classifier with superior accuracy on the minority class and overall. Two UCI credit card datasets are used to evaluate the effectiveness of the proposed fitness functions. The results demonstrate that the proposed fitness functions augment GP classifiers, encouraging fitter solutions on both the minority and the majority classes.

Collective Anomaly Detection based on Long Short Term Memory Recurrent Neural Network

Intrusion detection for computer network systems becomes one of the most critical tasks for network administrators today. It has an important role for organizations, governments and our society due to its valuable resources on computer networks. Traditional misuse detection strategies are unable to detect new and unknown intrusion. Besides, anomaly detection in network security is aim to distinguish between illegal or malicious events and normal behavior of network systems. Anomaly detection can be considered as a classification problem where it builds models of normal network behavior, which it uses to detect new patterns that significantly deviate from the model. Most of the cur- rent research on anomaly detection is based on the learning of normally and anomaly behaviors. They do not take into account the previous, re- cent events to detect the new incoming one. In this paper, we propose a real time collective anomaly detection model based on neural network learning and feature operating. Normally a Long Short Term Memory Recurrent Neural Network (LSTM RNN) is trained only on normal data and it is capable of predicting several time steps ahead of an input. In our approach, a LSTM RNN is trained with normal time series data before performing a live prediction for each time step. Instead of considering each time step separately, the observation of prediction errors from a certain number of time steps is now proposed as a new idea for detecting collective anomalies. The prediction errors from a number of the latest time steps above a threshold will indicate a collective anomaly. The model is built on a time series version of the KDD 1999 dataset. The experiments demonstrate that it is possible to offer reliable and efficient for collective anomaly detection.