Section: Research Program

Research Program

This idea of analyzing nature systems and transferring the underlying principles into stochastic algorithms and technical implementations is one of the central component of the ALEA team project. Adapting nature mechanisms and biological capabilities clearly provides a better understanding of the real processes, and it also improves the performance and the power of engineers devices. Our project is centered on both the understanding of biological processes in terms of mathematical, physical and chemical models, and on the other hand, on the use of these biology inspired stochastic algorithms to solve complex engineering problems.

There is a huge series of virtual interfaces, robotic devices, numerical schemes and stochastic algorithms which were invented mimicking biological processes or simulating natural mechanisms. The terminology "mimicking or simulating" doesn't really mean to find an exact copy of natural processes, but to elaborate the mathematical principles so that they can be abstracted from the original biological or physical model. In our context, the whole series of evolutionary type principles discussed in previous sections can be abstracted into only three different and natural classes of stochastic algorithms, depending on the nature of the biology-inspired interaction mechanism used in the stochastic evolution model. These three stochastic search models are listed below :

1) Branching and interacting particle systems ( birth and death chains, spatial branching processes, mean-field interaction between generations):

The first generation of adaptive branching-selection algorithms is very often built on the same genetic type paradigm: When exploring a state space with many particles, we duplicate better fitted individuals at the expense of light particles with poor fitness die. From a computational point of view, we generate a large number of random problem solvers. Each one is then rated according to a fitness or performance function defined by the developer. Mimicking natural selection, an evolutionary algorithm selects the best solvers in each generation and breeds them.

2) Reinforced random walks and self-interacting chains (reinforced learning strategies, interaction processes with respect to the occupation measure of the past visited sites):

This type of reinforcement is observed frequently in nature and society, where "beneficial" interactions with the past history tend to be repeated. A new class of historical mean field type interpretation models of reinforced processes were developed by the team project leader in a pair of articles  [32] , [31] . Self interaction gives the opportunity to build new stochastic search algorithms with the ability to, in a sense, re-initialized their exploration from the past, re-starting from some better fitted initial value already met in the past  [33] , [34] .

3) Random tree based stochastic exploration models (coalescent and genealogical tree search explorations techniques on path space):

The last generation of stochastic random tree models is concerned with biology-inspired algorithms on paths and excursions spaces. These genealogical adaptive search algorithms coincide with genetic type particle models in excursion spaces. They have been applied with success in generating the excursion distributions of Markov processes evolving in critical and rare event regimes, as well as in path estimation and related smoothing problems arising in advanced signal processing (cf.  [29] and references therein). We underline the fact that the complete mathematical analysis of these random tree models, including their long time behavior, their propagations of chaos properties, as well as their combinatorial structures are far from being completed. This class of genealogical tree based models has been introduced in  [30] for solving smoothing problems and more generally Feynman-Kac semigroups on path spaces, see also  [28] , [29] , and references therein.