IslandGA_param: IslandGA_param

In changepointGA: Changepoint Detection via Modified Genetic Algorithm

IslandGA_param

Description

A list object contains the hyperparameters for island-based GA running.

Arguments

subpopsize	An integer represents the number of individual in each sub-population (island).
Islandsize	The number of subpopulation (island).
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.
minDist	The minimum length between two adjacent changepoints.
mmax	The maximum possible number of changepoints in the data set.
lmax	The maximum possible length of the chromosome representation.
maxMig	The maximum number of migrations. After maxMig migrations, the island-based GA algorithm stops.
maxgen	The maximum number of generations that each subpopulation (island) has. The migration will apply after maxgen generations for each subpopulation(island).
maxconv	If the overall best fitted value doesn't change after maxconv consecutive migrations, the island-based 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

IslandGA_param = list(
  subpopsize   = 40,
  Islandsize   = 5,
  Pcrossover   = 0.95,
  Pmutation    = 0.15,
  Pchangepoint = 0.1,
  minDist      = 2,
  mmax         = N/2 - 1,
  lmax         = 2 + N/2 - 1,
  maxMig       = 1000,
  maxgen       = 50,
  maxconv      = 100,
  option       = "cp",
  monitoring   = FALSE,
  parallel     = FALSE, ###
  nCore        = NULL,
  tol          = 1e-5,
  seed         = NULL
)

changepointGA documentation built on April 4, 2025, 4:39 a.m.