GA_param: GA_param

In changepointGA: Changepoint Detection via Modified Genetic Algorithm

GA_param

Description

A list object contains the hyperparameters for GA running.

Arguments

popsize	An integer represents the number of individuals in each population.
Pcrossover	The probability that the crossover operator applies on two individual chromosomes.
Pmutation	The probability that the mutation operator applies on one individual chromosome.
Pchangepoint	The probability that a changepoint has occurred. User could change this probability based on domain knowledge and the time series length.
minDist	The minimum length between two adjacent changepoints.
mmax	The maximum possible number of changepoints in the data set. For a time series of length 1000, the default value is 499. The suggested value should be based on the length of the time series. For instance, if a time series has length N, the recommended mmax should be N/2-1.
lmax	The maximum possible length of the chromosome representation. For a time series of length 1000, the default value is 501. The suggested value should be based on the length of the time series. For instance, if a time series has length N, the recommended lmax should be 2+N/2-1.
maxgen	The maximum number of generation that the GA can last.
maxconv	If the overall best fitted value doesn't change after maxconv consecutive migrations, the GA algorithm stops.
option	A string controls the optimization task. “cp” indicates the task is changepoint detection only. “both” indicates the task will include both changepoint detection and model order selection.
monitoring	A binary interger 0 or 1, indicating whether print out middle results for each iterations of GA.
parallel	Whether use multiple threads to parallel compute the individual fittness function values.
nCore	An integer represents the number of cores used in parallel computing.
tol	The tolerance level for deciding GA to stop.
seed	An single integer allows function produce reproducible results.

Author(s)

Mo Li

Examples

# time series length
N = 1000

GA_param = list(
  popsize      = 40,
  Pcrossover   = 0.95,
  Pmutation    = 0.1,
  Pchangepoint = 0.06,
  minDist      = 3,
  mmax         = N/2 - 1,
  lmax         = 2 + N/2 - 1,
  maxgen       = 50000,
  maxconv      = 5000,
  option       = "cp",
  monitoring   = FALSE,
  parallel     = FALSE,
  nCore        = NULL,
  tol          = 1e-5,
  seed         = NULL
)

changepointGA documentation built on June 8, 2025, 1:12 p.m.