Gaussian mixture modeling for dynamic particle swarm optimization of recurrent problems

Abstract

In dynamic optimization problems, the optima location and fitness value change over time. Techniques in literature for dynamic optimization involve tracking one or more peaks moving in a sequential manner through the parameter space. However, many practical applications in, e.g., video and image processing involve optimizing a stream of recurrent problems, subject to noise. In such cases, rather than tracking one or more moving peaks, the focus is on managing a memory of solutions along with information allowing to associate these solutions with their respective problem instances. In this paper, Gaussian Mixture Modeling (GMM) of Dynamic Particle Swarm Optimization (DPSO) solutions is proposed for fast optimization of streams of recurrent problems. In order to avoid costly re-optimizations over time, a compact density representation of previously-found DPSO solutions is created through mixture modeling in the optimization space, and stored in memory. For proof of concept simulation, the proposed hybrid GMM-DPSO technique is employed to optimize embedding parameters of a bi-tonal watermarking system on a heterogeneous database of document images. Results indicate that the computational burden of this watermarking problem is reduced by up to 90.4% with negligible impact on accuracy.