It’s all a treasure hunt¶
Imagine that you and your friends are looking for a treasure together. The treasure is magical, and it rewards not only the one who finds it, but also others based on their proximity. Your group knows, approximately, where the treasure is, but not exactly sure of its definite location.
Your group then decided to split up and all of you received walkie-talkies and metal detectors. The purpose of the walkie-talkie is to inform everyone of your current position, while the metal detectors indicate if you are near the treasure. In return, you gain knowledge of the location of your friends, and also their proximity to the treasure.
As a member of the group, you have two options:
- Ignore your friends, and just search for the treasure the way you want it. Problem is, if you didn’t find it, and you’re far away from it, you get a very low reward.
- Using the information you gather from your group, coordinate and find the treasure together. The best way is to know who is the one nearest to the treasure, and move towards that person.
Here, it is evident that by using the information you can gather from your friends, you can increase the chances of finding the treasure, and at the same time maximize the group’s reward. This is the basics of Particle Swarm Optimization (PSO). The group is called the swarm, you are a particle, and the treasure is the global optimum [CI2007].
Particle Swarm Optimization (PSO)¶
As with the treasure example, the idea of PSO is to emulate the social behaviour of birds and fishes by initializing a set of candidate solutions to search for an optima. Particles are scattered around the search-space, and moves around it to find the position of the optimal solution. Each particle represents a candidate solution, and their movements are affected in a two-fold manner: (1) their cognitive desire to search individually, (2) and the collective action of the group or its neighbors. It is a fairly simple concept with profound applications.
One interesting characteristic of PSO is that it does not use the gradient of the function, thus, objective functions need not to be differentiable. Moreover, the basic PSO is astonishingly simple. And adding variants to the original implementation can help it adapt to more complicated problems.
The original PSO algorithm is attributed to Eberhart, Kennedy, and Shi [IJCNN1995] [ICEC2008]. Nowadays, a lot of variations in topology, search-space characteristic, constraints, objectives, are being researched upon to solve a variety of problems.
Why make PySwarms?¶
In one of my graduate courses during Masters, my professor asked us to implement PSO for training a neural network. It was, in all honesty, my first experience of implementing an algorithm from concept to code. I found the concept of PSO very endearing, primarily because it gives us an insight on the advantage of collaboration given a social situation.
When I revisited my course project, I realized that PSO, given enough variations, can be used to solve a lot of problems: from simple optimization, to robotics, and to job-shop scheduling. I then decided to build a research toolkit that can be extended by the community (us!) and be used by anyone.