Journal of the Korea Society for Simulation (한국시뮬레이션학회논문지)

The Korea Society for Simulation (한국시뮬레이션학회)
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Application of Resampling Method based on Statistical Hypothesis Test for Improving the Performance of Particle Swarm Optimization in a Noisy Environment

노이즈 환경에서 입자 군집 최적화 알고리즘의 성능 향상을 위한 통계적 가설 검정 기반 리샘플링 기법의 적용

  • Choi, Seon Han (Dept. of IT Convergence and Application Engineering, Pukyong National University)
  • Received : 2019.08.27
  • Accepted : 2019.11.07
  • Published : 2019.12.31
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Abstract

Inspired by the social behavior models of a bird flock or fish school, particle swarm optimization (PSO) is a popular metaheuristic optimization algorithm and has been widely used from solving a complex optimization problem to learning a artificial neural network. However, PSO is difficult to apply to many real-life optimization problems involving stochastic noise, since it is originated in a deterministic environment. To resolve this problem, this paper incorporates a resampling method called the uncertainty evaluation (UE) method into PSO. The UE method allows the particles to converge on the accurate optimal solution quickly in a noisy environment by selecting the particles' global best position correctly, one of the significant factors in the performance of PSO. The results of comparative experiments on several benchmark problems demonstrated the improved performance of the propose algorithm compared to the existing studies. In addition, the results of the case study emphasize the necessity of this work. The proposed algorithm is expected to be effectively applied to optimize complex systems through digital twins in the fourth industrial revolution.

군집에 대한 사회적 행동 모델에 영감을 받은 군집 최적화 알고리즘은 복잡한 최적화 문제 해결에서부터 인공 신경망의 학습에까지 활용되는 대표적인 메타휴리스틱 최적화 알고리즘 중의 하나이다. 하지만 이 알고리즘은 기본적으로 확률적 노이즈가 존재하지 않는 결정적인 환경에서 개발되었기 때문에, 많은 경우 확률적 노이즈가 존재하는 실제 문제에 적용하기에 어려움이 있었다. 본 논문에서는 이를 개선하기 위하여 불확실 평가 기법이라고 정의되는 통계적 가설 검정 기반의 리샘플링 기법을 적용한다. 이 기법을 통하여 입자 군집 최적화 알고리즘의 성능에 가장 큰 영향을 미치는 입자들의 전역 최적을 정확하게 찾으므로 노이즈 환경에서 입자들이 최적해로 보다 정확하고 빠르게 수렴하도록 한다. 다양한 벤치마크 문제들에 대한 기존 알고리즘들과의 비교 실험 결과는 제안하는 알고리즘의 개선된 성능을 입증하고, 사례 연구의 결과는 본 연구의 필요성을 강조한다. 본 연구 결과가 4차 산업혁명 시대에 디지털 트윈 등을 통한 시뮬레이션 기반 시스템 최적화에 효과적으로 적용될 수 있을 것이라 기대한다.

Keywords

References

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