lisa data analysis using genetic algorithms

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LISA data analysis using genetic algorithms Jeff Crowder, Neil J. Cornish, and J. Lucas Reddinger Department of Physics, Montana State University, Bozeman, Montana 59717, USA (Received 10 January 2006; published 28 March 2006) This work presents the first application of the method of genetic algorithms (GAs) to data analysis for the Laser Interferometer Space Antenna (LISA). In the low frequency regime of the LISA band there are expected to be tens of thousands of galactic binary systems that will be emitting gravitational waves detectable by LISA. The challenge of parameter extraction of such a large number of sources in the LISA data stream requires a search method that can efficiently explore the large parameter spaces involved. As signals of many of these sources will overlap, a global search method is desired. GAs represent such a global search method for parameter extraction of multiple overlapping sources in the LISA data stream. We find that GAs are able to correctly extract source parameters for overlapping sources. Several optimizations of a basic GA are presented with results derived from applications of the GA searches to simulated LISA data. DOI: 10.1103/PhysRevD.73.063011 PACS numbers: 95.55.Ym, 04.80.Nn, 95.85.Sz I. INTRODUCTION The Laser Interferometer Space Antenna (LISA) [1] is set to be launched in the middle of the next decade. As LISA is an all-sky antenna, it will detect sources in all directions, and across a great range of distances. The types of sources range from monochromatic white dwarf binaries in our own galaxy to rapidly coalescing supermassive black hole binaries in the distant reaches of the Universe. The challenge for analyzing the LISA data stream will be pulling out the various parameters of as many of these sources as is possible. A large impediment to completing this challenge is the many thousands of low frequency, effectively monochromatic sources [2 –6] that will be present in the LISA data streams. Extracting the parame- ters from so many sources at once is analogous to deter- mining what every member in the audience of a rock concert is saying. As more sources overlap the confusion grows rapidly [7]. The name given to this issue is ‘‘The Cocktail Party Problem‘‘ (see Ref. [8] for a detailed discussion). With so many sources, it will be impossible to extract the individual source parameters for every source in the LISA band. This will leave a background of sources whose indeterminable signals blend together into a confusion limited background. Several studies [4–6,9–11] have in- dicated that the confusion noise may dominate instrument noise at the low end of the LISA frequency range, so that other sources of interest may be buried beneath the con- fusion background. For this reason a key goal of LISA data analysis is to reduce the level of the confusion noise as much as possible. Previous approaches to the extraction of parameters from the LISA data stream have used several methods. Grid based template searches using optimal filtering pro- vide a systematic method to search through all possible combinations of gravitational wave sources, but the com- putational cost of such a search appears to make it unfea- sible [12]. Other techniques applied to simulated LISA data involve iterative refinement of a sequential search of sources [13,14], a tomographic approach [15], global iter- ative refinement, and ergodic exploration of the parameter space such as Markov Chain Monte Carlo (MCMC) meth- ods [8]. At this time, however, it is not clear which of these techniques, or which combination of techniques will pro- vide the best solution to the Cocktail Party Problem. Here we present the first application of the method of genetic algorithms [16] to the challenge of extracting parameters from a simulated LISA data stream containing multiple monochromatic gravitational wave sources. The strength of this method lies in its searching capabilities, and thus genetic algorithms (GAs) might be used as the first step in dealing with the confusion background. The initial solution could then be handed off to a MCMC algorithm [8], which specializes in determining the nature of the posterior distribution function. In Sec. II we explore various factors that influence the performance of a genetic search algorithm. A bare-bones algorithm is introduced in II A, and succeeding layers of complexity are added to this algorithm in II B through III, with an emphasis on developing an efficient algorithm, which is robust enough to handle the entire low frequency regime of the LISA detector. Applications of the advanced algorithms to multiple source cases are shown in IIH. We conclude with a discussion of future improvements and plans for the application of genetic algorithms to LISA data analysis. II. GENETIC SEARCH ALGORITHMS The fundamental idea behind a genetic algorithm is the survival of the fittest. It is because of this that genetic algorithms are often referred to as evolutionary algorithms, though Darwin [17] would probably have considered GAs as ‘‘variation under domestication’’ since we are breeding toward a predetermined goal. Through the process of con- PHYSICAL REVIEW D 73, 063011 (2006) 1550-7998= 2006=73(6)=063011(11)$23.00 063011-1 © 2006 The American Physical Society

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Page 1: LISA data analysis using genetic algorithms

PHYSICAL REVIEW D 73, 063011 (2006)

LISA data analysis using genetic algorithms

Jeff Crowder, Neil J. Cornish, and J. Lucas ReddingerDepartment of Physics, Montana State University, Bozeman, Montana 59717, USA

(Received 10 January 2006; published 28 March 2006)

1550-7998=20

This work presents the first application of the method of genetic algorithms (GAs) to data analysis forthe Laser Interferometer Space Antenna (LISA). In the low frequency regime of the LISA band there areexpected to be tens of thousands of galactic binary systems that will be emitting gravitational wavesdetectable by LISA. The challenge of parameter extraction of such a large number of sources in the LISAdata stream requires a search method that can efficiently explore the large parameter spaces involved. Assignals of many of these sources will overlap, a global search method is desired. GAs represent such aglobal search method for parameter extraction of multiple overlapping sources in the LISA data stream.We find that GAs are able to correctly extract source parameters for overlapping sources. Severaloptimizations of a basic GA are presented with results derived from applications of the GA searches tosimulated LISA data.

DOI: 10.1103/PhysRevD.73.063011 PACS numbers: 95.55.Ym, 04.80.Nn, 95.85.Sz

I. INTRODUCTION

The Laser Interferometer Space Antenna (LISA) [1] isset to be launched in the middle of the next decade. AsLISA is an all-sky antenna, it will detect sources in alldirections, and across a great range of distances. The typesof sources range from monochromatic white dwarf binariesin our own galaxy to rapidly coalescing supermassiveblack hole binaries in the distant reaches of the Universe.The challenge for analyzing the LISA data stream will bepulling out the various parameters of as many of thesesources as is possible. A large impediment to completingthis challenge is the many thousands of low frequency,effectively monochromatic sources [2–6] that will bepresent in the LISA data streams. Extracting the parame-ters from so many sources at once is analogous to deter-mining what every member in the audience of a rockconcert is saying. As more sources overlap the confusiongrows rapidly [7]. The name given to this issue is ‘‘TheCocktail Party Problem‘‘ (see Ref. [8] for a detaileddiscussion).

With so many sources, it will be impossible to extract theindividual source parameters for every source in the LISAband. This will leave a background of sources whoseindeterminable signals blend together into a confusionlimited background. Several studies [4–6,9–11] have in-dicated that the confusion noise may dominate instrumentnoise at the low end of the LISA frequency range, so thatother sources of interest may be buried beneath the con-fusion background. For this reason a key goal of LISA dataanalysis is to reduce the level of the confusion noise asmuch as possible.

Previous approaches to the extraction of parametersfrom the LISA data stream have used several methods.Grid based template searches using optimal filtering pro-vide a systematic method to search through all possiblecombinations of gravitational wave sources, but the com-putational cost of such a search appears to make it unfea-

06=73(6)=063011(11)$23.00 063011

sible [12]. Other techniques applied to simulated LISAdata involve iterative refinement of a sequential search ofsources [13,14], a tomographic approach [15], global iter-ative refinement, and ergodic exploration of the parameterspace such as Markov Chain Monte Carlo (MCMC) meth-ods [8]. At this time, however, it is not clear which of thesetechniques, or which combination of techniques will pro-vide the best solution to the Cocktail Party Problem.

Here we present the first application of the method ofgenetic algorithms [16] to the challenge of extractingparameters from a simulated LISA data stream containingmultiple monochromatic gravitational wave sources. Thestrength of this method lies in its searching capabilities,and thus genetic algorithms (GAs) might be used as thefirst step in dealing with the confusion background. Theinitial solution could then be handed off to a MCMCalgorithm [8], which specializes in determining the natureof the posterior distribution function.

In Sec. II we explore various factors that influence theperformance of a genetic search algorithm. A bare-bonesalgorithm is introduced in II A, and succeeding layers ofcomplexity are added to this algorithm in II B through III,with an emphasis on developing an efficient algorithm,which is robust enough to handle the entire low frequencyregime of the LISA detector. Applications of the advancedalgorithms to multiple source cases are shown in II H. Weconclude with a discussion of future improvements andplans for the application of genetic algorithms to LISA dataanalysis.

II. GENETIC SEARCH ALGORITHMS

The fundamental idea behind a genetic algorithm is thesurvival of the fittest. It is because of this that geneticalgorithms are often referred to as evolutionary algorithms,though Darwin [17] would probably have considered GAsas ‘‘variation under domestication’’ since we are breedingtoward a predetermined goal. Through the process of con-

-1 © 2006 The American Physical Society

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TABLE I. Midpoint crossover for an 8 bit string

Parent 1 0100 1110

Parent 2 0011 0011Offspring 0011 1110

JEFF CROWDER, NEIL J. CORNISH, AND LUCAS REDDINGER PHYSICAL REVIEW D 73, 063011 (2006)

tinually evolving solutions to the given problem, geneticalgorithms provide a means to search the large parameterspace that we will be confronted with in the low frequencyregion of the LISA band.

A few definitions are in order before delving into ourapplications of genetic algorithms to LISA data analysis.These definitions will refer to a hypothetical search of theLISA data stream forN monochromatic gravitational wavesources. The search will take advantage of the F-statistic toreduce the search space to 3N parameters. The hypotheti-cal search will also involve the use of n simultaneous,competing solution sets.

An organism is a particular 3N parameter set that is apossible solution for the source parameters.

A gene is an individual parameter within an organism.A generation is the set of all n concurrent organisms.Breeding or crossover is the process through which a

new organism is formed from one or more organisms of theprevious generation.

Mutation is a process which allows for variation of aorganism as it is bred from the organisms of the previousgeneration.

Elitism is the technique of carrying over one or more ofthe best organisms in one generation to the next generation.

A simplified genetic algorithm begins with a set of norganisms that comprise the first generation. The genes ofthis generation may be chosen at random or selectedthrough some other process. The organisms of each gen-eration are checked for fitness, and those with the bestfitness are more likely to breed, with mutation, to formthe organisms of the next generation. With passing gener-ations the organisms tend toward better solutions to thesource parameters. We use the F-statistic to measure thefitness of each organism.

A. Basic implementation

For our investigations source frequencies were chosen tolie within the range f�0:999 995; 1:003 164� mHz. Thisrange spans 100 frequency bins of width fm � 1=year.Amplitudes were restricted to the range A 2�10�23; 10�21�. By use of the F-statistic our searches arereduced to frequency f, and sky location � and �. For adetailed description of the F-statistic and its use in reduc-ing the search space see Refs. [8,18].

A simple approach is to represent the values of eachsearch parameter with binary strings. The length of thestrings determines the precision of the search, e.g. repre-senting � with a binary string of 8 digits gives precision to0.7�. Resolution is given by, �parameter range�=2L, whereL is the length of the binary string. Such a binary repre-sentation allows for ease of mutation and breeding. Weemployed binary strings of length L � 16 for f, L � 13for � and L � 14 for �.

In this basic scheme, we first mutate the parent’s pa-rameter strings, and then breed the mutated gametes.

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Simple mutation consists of flipping the binary digits ofthe parent’s parameter strings with probability, the parame-ter mutation rate (PMR). A large PMR will tend to result inmore variation in the gametes, and thus the offspring, whilea small PMR will lessen variation, resulting in more off-spring that resemble their parents.

We use a breeding pattern known as 1-point crossover,which consists of the combination of complimentary sec-tions of the binary strings of two parent organisms. Thecrossover point can be chosen at random or fixed in ad-vance. We chose a fixed crossover with the crossover pointoccurring at the midpoint of the strings. For example,Table I shows the breeding of a parameter represented bystrings that are 8 digits long.

We will start with a basic search using 10 organisms ineach generation. The first generation has the genes of itsorganisms chosen at random from their respective ranges.The probability of each of these organisms being chosenfor reproduction is proportional to its likelihood, L (knownas fitness proportionate crossover). Mutated gametes areformed using a PMR of 0.04, and are bred using a singlemidpoint crossover.

Figure 1 shows trace plots of the log likelihood,frequency, �, and � for a source with signal to noise ratioSNR � 15:4464 and parameters: A � 1:977 03� 10�22,f � 1:000 848 032 mHz, � � 1:2713, � � 5:340 03, � �2:738 36, � 1:430 93, and �o � 5:597 19 (it is thissource that will be used repeatedly throughout the paper).The plotted values were for the organism with the best fit ineach generation. As can be seen the parameters are welldetermined with even this basic scheme, though the noisein the data stream pushes them off their true values. Theparameter values are shifted by �f � �1:5� 10�9 Hz,�� � 2:9� and �� � �1:5� from their input values.These shifts are consistent with the error predictionsfrom a Fisher matrix analysis: �f � 1:7� 10�9 Hz,�� � 3:5� and �� � 1:9�. The cost of the search ismeasured in terms of the number of calls to theF-statistic routine and is given by � n� g, where g isthe generation number. Typical runs of our basic geneticalgorithm cost� 326 50 calls. This should be compared toa grid based search across the same frequency range,which, for a minimal match of MM � 0:9, would require� 110 000 calls to the F-statistic routine (this value is 23=2

larger than that quoted in Ref. [8] as our earlier calculationsused a noise level that was

���2p

larger than the LISA base-line due to a mix up between one and two sided noisespectral densities).

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FIG. 1. Basic Algorithm: Trace plots for (a) log likelihood, (b) frequency, (c) �, and (d) � for the basic implementation of a geneticalgorithm. The y-axes are the parameter values and log likelihoods of the best fit organism for each generation. The x-axes aregeneration number.

LISA DATA ANALYSIS USING GENETIC ALGORITHMS PHYSICAL REVIEW D 73, 063011 (2006)

While the basic algorithm is sufficient for finding asolution, it is not efficient. Next we will discuss adjust-ments to the algorithm that will improve its efficiency, andmake it considerably cheaper than a grid based search.

B. Aspects of mutation

In the previous example the PMR was set at the fairlylow value of 0.04. Figure 2 shows trace plots for the same

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FIG. 2. Large Mutation Rate: Trace plots for (a) log likelihood, (bgenetic algorithm with PMR � 0:1. The y-axes are the parametergeneration. The x-axes are generation number.

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search, but with PMR � 0:1. While the PMR � 0:04 ex-ample shows a tendency for small deviations from theimproving solutions, the larger PMR search allows largeswings in the solution away from a good fit to the truesource parameters. On the other hand, Fig. 3 shows how asmall PMR (0.001) can cause the rate of progress to begreatly slowed. A small mutation rate slows the explorationof the likelihood surface.

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FIG. 3. Small Mutation Rate: Trace plots for (a) log likelihood, (b) frequency, (c) �, and (d) � for the basic implementation of agenetic algorithm with PMR � 0:001. The y-axes are the parameter values and log likelihoods of the best fit organism for eachgeneration. The x-axes are generation number.

JEFF CROWDER, NEIL J. CORNISH, AND LUCAS REDDINGER PHYSICAL REVIEW D 73, 063011 (2006)

As these examples show, choosing the proper PMR canhave a significant effect on the efficiency of the algorithm.Knowing which value is the proper choice a priori isimpossible. Furthermore, at different phases of the search,different values of the PMR will be more efficient thanthose same values at other phases. Early on in the search a

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FIG. 4. Genetic Simulated Annealing: Trace plots for (a) log likelihof a genetic algorithm with the inclusion of genetic simulated annealibest fit organism for each generation. The x-axes are generation nu

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large PMR is desirable for increased exploration. Onceconvergence to the solution has begun, a smaller PMR ispreferable, to prevent suddenly mutating away from thesolution. One can imagine a process which changes thePMR in a manner analogous to the simulated annealingprocess, where we start the PMR high (hot) and lower

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ood, (b) frequency, (c) �, and (d) � for the basic implementationng. The y-axes are the parameter values and log likelihoods of thember.

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LISA DATA ANALYSIS USING GENETIC ALGORITHMS PHYSICAL REVIEW D 73, 063011 (2006)

(cool) it in succeeding generations. In fact, this process insometimes called simulated annealing in the GA literature.Figure 4 shows trace plots for the same source, using agenetic (PMR) simulated annealing scheme given by:

PMR �

8<: PMRf

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where PMRi � 0:2, PMRf � 0:01, g is the generationnumber, and gcool � 1000 is the last generation of thecooling process. The best choice of values for this schemeis again impossible to know a priori. In Sec. II F we willsee how ‘‘genetic genetic algorithms’’ are able to provide anatural solution to this problem.

C. The effect of the number of organisms on efficiency

While choosing the PMR is 1 degree of freedom in ourbasic schema, another is the number of organisms used inthe search. Here we look at how the choice of the numberof organisms effects the efficiency of the algorithm. Theefficiency is inversely related to the computational cost $,which is measured by the number of calls to the functioncalculating the F-statistic (where the bulk of calculationsfor an organism are performed), which occurs once pernewly formed organism. For example, in Fig. 1 there are 10organisms in the search and the search surpasses the trueparameter log likelihood value at 3851 generations. Thusits computational cost is � 38510 (function calls).

The data in Fig. 5 shows the interplay of the number oforganisms with the PMR (held constant within each datarun) and their effects on the computational cost. We wouldexpect that relatively large PMRs would be less efficient aswas seen in subsection II B (and will show up in Fig. 7).The size of the effect, however, is modified by the numberof organisms in the search. For example, one can find fromFig. 5 that the minimum cost (� 4492) for a 20 organismsearch occurs when PMR � 0:1, however for 400 organ-

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isms in the search the minimum cost (� 7490) is atPMR � 0:14.

The addition of more organisms in the search provides akind of stability to the system that decreases the chances ofmutating away from good solutions. With just a handful oforganisms, and a large PMR, the chances are higher of eachorganism undergoing a large mutation in at least oneparameter. However, with hundreds of organisms theprobability of all organisms undergoing such a mutationdrops appreciably. Then in the succeeding generation,those organisms that remained a good fit are much morelikely to breed the offspring of the next generation.However, this does not hinder great leaps forward. Toillustrate this point we will use the data shown in Fig. 1.In going from the 7th to the 8th generation the value of thelikelihood of the best fit organism jumps from 1:48� 1013

to 6:02� 1020. As the probability of breeding is set by thevalue of the organism likelihood, that new best fit organismis going to be the primary breeder of the next generation(though it is possible that a second organism has alsojumped to a point in parameter space with a similar like-lihood value).

Increasing the number of organisms not only providesthis stabilizing effect, it also provides more chances pergeneration for improvements due to mutations. One can-not, however, simply throw more organisms at the problemwithout paying a price; that price will be an eventual dropin efficiency. As an extreme example, imagine using thebasic scheme describe in II A and putting 40 000 organismsinto the search. Even if one of the randomly chosen organ-isms matched the best fit parameters, the computationalcost (� 40 000) is already larger than the cost of using 10organisms (� 38 510). Figure 5 provides a snapshot of thehow this choice effects efficiency.

D. Elitism

Elitism is akin to cloning. It allows for a perfect copy ofan organism or organisms to be bred into the next genera-tion. Including elitism is another way to provide a stabiliz-ing force across generations. This allows for a larger PMRto enhance exploration without the danger of moving offthe best fit solution.

Figure 6 shows trace plots for the nominal source withPMR � 0:1 and a single elite organism being cloned ateach generation. As expected there is increased exploration(compared to results shown in Fig. 1) due to the largerPMR, but unlike the results shown in Fig. 2, convergence isnow helped by the cloned organism.

Figure 7 shows a plot relating the average computationalcost to the PMR for the case of no elitism, and the casewhere a single organism is cloned. Computational cost isnow derived from the average number of newly formedorganisms (note: a cloned organism does not increasecomputational cost, as all of its associated values are al-ready known). The plot shows the average computational

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JEFF CROWDER, NEIL J. CORNISH, AND LUCAS REDDINGER PHYSICAL REVIEW D 73, 063011 (2006)

cost of 100 searches, using 20 organisms, of a given source(SNR � 19:2335 and parameters: A � 1:614 86e� 22,f � 1:003 mHz, � � 0:8, � � 2:14, � � 0:932 45, �2:245 87, and �o � 5:291 65). As was expected, elitismhas allowed for a larger PMR, compared to the zero elitismcase, increasing the parameter space exploration withoutsacrificing efficiency.

If one decides to use elitism there is the additionalchoice of how many elite organisms will be cloned ateach generation. At one extreme all organisms are cloned,in which case there is no exploration beyond the firstgeneration. At the other extreme of no elitism the algo-rithm is unstable against large PMR values, as was seen inFig. 2. There is a balance to be struck between the amountof elitism and the size of the PMR that will provide themost efficient scheme, but the exact nature of the balancecan depend on the nature of the search. We describe asolution to this problem in II F.

E. Simulated annealing

Simulated annealing is a technique that effectivelymakes the detector more noisy, thus lessing the range ofthe likelihood function. This increases the probability ofchoosing poorer sources for reproduction, which allows fora more thorough exploration of the likelihood surface.Think of the likelihood as a partition function Z �C exp���E�, in which the role of the energy is playedby the log likelihood, E � �s� hjs� h�, and � plays therole of the inverse temperature. Heating up the system(lowering �) lowers the likelihood range, providing forincreased exploration. Starting hot, we use a power law

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FIG. 6. Elitism: Trace plots for (a) log likelihood, (b) frequency, (c)with PMR � 0:1 and single organism elitism. The y-axes are the parageneration. The x-axes are generation number.

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cooling schedule given by:

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FIG. 8. Standard Simulated Annealing: Trace plots for (a) log likelihood, (b) frequency, (c) �, and (d)� for the basic implementationof a genetic algorithm with the inclusion of standard simulated annealing and PMR � 0:04. The y-axes are the parameter values andlog likelihoods of the best fit organism for each generation. The x-axes are generation number.

LISA DATA ANALYSIS USING GENETIC ALGORITHMS PHYSICAL REVIEW D 73, 063011 (2006)

searches increasing that by factors of 3 to 5 produced moreefficient explorations. Similarly, for multiple sources anincrease in gcool was needed to properly explore the sur-face. This increase scaled roughly linearly with the numberof sources.

This mode of simulated annealing, which will be re-ferred to as standard simulated annealing, is markedlydifferent than the genetic version of simulated annealingdiscussed in II B. Standard simulated annealing alters thesearch space, using the heat/energy to smooth the like-lihood surface, whereas in genetic simulated annealing thesearch space was left unchanged and the heat/energy of theorganisms was increased via the larger PMRs.

Figure 8 shows trace plots of the log likelihood, fre-quency, �, and� searching for the same source as in Fig. 4.The only change between the two examples is the type ofannealing process. For this run PMR � 0:04, �0 � 1=100,and gcool � 300.

F. Giving more control to the algorithm

In the previous examples, choices were required as towhat PMR or which degree of elitism should be used with aparticular source to provide the most efficient search. Inmaking those choices, we are searching for a solution thatdepends on the information in the data stream. Just as weuse the power of the genetic algorithm to search for theparameters of the gravitational wave sources that contrib-ute to the data stream, we can also use that same power tosearch for efficient values for PMR or elitism.

Treating the PMR, elitism, or other factors in the geneticalgorithm like a source parameter these factors can be

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elevated, or one might say demoted, to the same level asthe source parameters. We mentioned this at then end ofsubsection II B and have implemented this idea for thePMR. The initial PMR for each organism is chosen ran-domly, and the PMR for each organism in the next genera-tion is bred just as f, �, and � are, based on organismfitness. This changes the nature of the algorithm from asimple genetic algorithm to a genetic-genetic algorithm(GGA), in which a factor, or factors, determining thesearch for the source parameters evolve along with theorganisms.

Figure 9 shows trace plots for a GGA with the PMRevolving with the organisms. This run includes the simu-lated annealing scheme used in the previous example andelitism of the single best fit organism. Figure 10 shows theevolution of the PMR for the same run. The ‘‘geneticsimulated annealing‘‘ scheme is visible in the plot withthe larger PMRs more efficient earlier on, and smallerPMRs dominating in the later stages. As the evolvingPMR values range over nearly 2 orders of magnitude, itis easy to see why a single, constant choice for the PMRwould be so much less efficient. Also, as one can see fromthe data presented, the variations in the frequency aresignificantly smaller than those of � and �. We can extendthe idea of tailored PMRs beyond the organism, and downto the gene. Giving a separate PMR to each parameter willallow for even better adaptation. (In the natural worldorganisms control their mutation rates by building inDNA repair mechanisms to counteract the externally de-termined mutation rate set by cosmic rays and otherpathogens).

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JEFF CROWDER, NEIL J. CORNISH, AND LUCAS REDDINGER PHYSICAL REVIEW D 73, 063011 (2006)

G. Performance in the low SNR regime

It is natural to question how well genetic algorithmsperform in the low SNR regime. The first step is to estab-lish a reasonable estimate for what defines the low SNRregime. This we do by applying the GGA described in theprevious section to multiple realizations of a source-freedata segment. We then test for robustness by applyingrepeated GGA searches to a data stream containing a singlelow SNR source. Next we consider searches of multiplerealizations of low SNR, single source data streams, where

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both the source and the noise are different in each realiza-tion. Finally, we focus on a particular source that wasmissed by the GGA in the previous example, and repeatthe search with different noise realizations. In each case theGGA uses 10 organisms in the search.

The term ‘‘low SNR source’’ refers to sources withSNRs that are close to the threshold where the probabilityof false postivies and/or false negatives becomes too high.The SNR threshold for false positives can be estimated byapply the GGA search to source-free data streams. TheGGA searching for a source instead fits to the noise, andreturns a false source parameter set. We calculated theSNR of the false sources returned by 1000 searches of

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source-free data sets. Figure 11 shows the cumulativeprobability distribution of the recovered SNRs. A falsepositive rate of 2% is achieved by setting a SNR thresholdof SNR> 5:9. It should be noted that the SNR> 5:9threshold only applies to single source searches over datasegments of 100fm � 3:15 �Hz in width. Multisourcesearches and searches over larger data segments will yieldhigher thresholds.

For the repeated GGA search of a single data segmentwe used a system with SNR � 7:173 and parameters: A �1:19092� 10�22, f � 1:003132267 mHz, � � 0:598052,� � 5:64625, � � 1:27899, � 1:88816, and �o �4:43056. We performed 100 randomly started GGAsearches. The searches took somewhat longer than thehigher SNR examples discussed earlier, but in all 100 casesthe source was properly recovered.

For the multiple data realization study we restricted thesource SNRs to lie in the range [6.5, 7.5]. We considered100 data realizations, and each was searched once by aGGA. Here the GGAs found the source they were seekingin 99 of the 100 cases. The failed attempt involved a sourcewith SNR � 6:68439. With this SNR the expectation valueof the log likelihood is 22.3, however, for the random noiserealization used in our simulation the source came out tohave a log likelihood of 12.57. This implies that we werevery unlucky, as the noise had managed to significantlydeconstructively interfere with the signal. While the GGAfound the true source early in the search, it then moved offthe true solution and settled on a match that was a fit to purenoise, a full 22fm away from the true solution. To test ourhypothesis that an unlucky noise realization had tripped up

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the search, we performed another 100 searches using thesame source parameters, but with 100 different noise real-izations. The GGA found the source in 97 of these 100attempts. In each instance that the GGA failed to find thesource it instead found a region of higher log likelihood bymatching instrument noise. In that sense, the GGAs neverfailed in their assigned task, as any likelihood based dataanalysis procedure would have found the same falsepositives.

H. Multiple sources in the data stream

At the low end of the LISA band there will be manythousands of sources. Thus, we expect to see multiplesources even in small segments of the data stream suchas the one we have been considering. Simulations point tobright source densities of up to one source per two modu-lation frequency bins (fm � 1=year) [10]. Thus, any searchalgorithm must be able to perform multiple source searchesat the low end of the LISA band.

Figure 12 shows an implementation of the GGA withstandard simulated annealing to a LISA data stream snip-pet of width 100fm, containing five monochromatic binarysystems. The standard simulated annealing was completedin the first gcool � 4000 generations, by which time theGGA had separated out the values for the source frequen-cies and colatitudes. The grouping of azimuthal angles wasseparated soon thereafter, with minor modifications of theparameters occurring over the next 5000 generations.Search results are summarized in Table II. The GGAaccurately recovered the source parameters in this andsimilar multiple (3–5) source data sets, converging to a

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TABLE II. GGA search for 5 galactic binaries. The frequen-cies are quoted relative to 1 mHz as f � 1 mHz� �f with �f in�Hz. All angles are quoted in radians.

SNR A�10�22� �f � � � ’0

True 12.7 1.02 1.638 2.77 1.48 2.28 0.886 0.273GA ML 11.6 1.08 1.635 2.86 1.40 2.63 1.02 5.94True 19.3 2.23 0.7000 2.41 5.87 0.435 1.88 4.29GA ML 17.7 2.11 0.7008 2.43 5.90 0.460 1.86 4.20True 17.8 1.74 0.3937 0.756 1.85 1.41 2.02 3.09GA ML 17.0 1.80 0.3942 0.777 1.84 1.27 1.95 2.57True 15.8 2.16 1.002 1.53 1.30 1.35 1.70 4.63GA ML 14.8 2.17 1.002 1.59 1.28 1.37 1.68 4.68True 12.1 0.836 1.944 0.872 0.802 1.56 0.805 3.87GA ML 11.8 1.09 1.950 0.876 0.803 2.87 1.09 3.48

JEFF CROWDER, NEIL J. CORNISH, AND LUCAS REDDINGER PHYSICAL REVIEW D 73, 063011 (2006)

best fit solution in less than 5000 generations per sourcewith 10 organisms per generation, so long as the sourcecorrelation coefficients were below 0:25. The intrinsicparameters for the sources were recovered to within 2� ofthe true parameters (based on a Fisher Information Matrixestimate of the uncertainties of the recovered parameters).When highly correlated sources are used, the GGA spendsa correspondingly longer time to pick out the source pa-rameters. Investigations in this area were limited. A fullstudy of the affect of source correlation on computationalcost is to be carried out in the future.

I. Using active organisms

So far all of the organisms that have been discussed arepassive organisms. They are passive in the sense that once

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they are bred, the organisms themselves remain un-changed, and are simply used to breed the next generation.One can imagine organisms that ‘‘learn‘‘ during their life-time, advancing toward a better solution. Directed searchmethods such as an uphill simplex, i.e. an amoeba, providea means for organisms to advance within a generation. Asthe likelihood surface is not entirely smooth, the simplexmay get stuck in a local maximum that is removed from theglobal maximum. So the generational process is still nec-essary to ensure full exploration of the surface. One ap-proach is to use the parameters bred from one generation asthe centroid of the simplex (amoeba), which will thenproceed to move uphill across the likelihood surface.Another approach, that we will describe in a future pub-lication, is to use ‘‘genetic amoeba‘‘, where genes code foreach vertex of the simplex. The amoeba are allowed tobreed after they have found enough food (i.e. increasedtheir likelihood by a specified amount). Amoeba that eatwell get to breed the most often and have the mostoffspring.

Figure 13 shows trace plots for an implementation of aGGA with a single directed organism per generation. Theother 9 organisms were the standard passive organisms.There was elitism with a single organism being cloned intothe succeeding generation, and there was no standardsimulated annealing. What is missing from the plot is thecomputational cost. While computational cost can easilybe derived from the plots with passive organisms, activeorganisms, such as an uphill simplex involve multiple callsto the F-statistic function within a single generation. At the8th generation, where the search surpasses the true like-

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lihood value, the computational cost is � 876. This cost isslightly lower than the cost of a GGA with only passiveorganisms at the point where its search surpasses the like-lihood value for the true parameters. However, for trueLISA data, we will not know the true parameters, andthus will have to allow the algorithms to undergo extendedruns to ensure they have fully explored the space and foundthe global maximum. The higher computational cost pergeneration of the simplex method (which averages 100calls to find a local maximum) will quickly lead to a highertotal cost of the search. Other directed methods that aremore efficient than an uphill simplex may provide analternative that will provide an overall improvement inefficiency. Future work will include an examination ofother possibly more efficient directed methods, and a de-tailed study of the Genetic Amoeba algorithm.

III. CONCLUSIONS

This work is the first application of a genetic algorithmto the search of gravitational wave source parameters. Wehave shown that the method is a feasible search methodcapable of handling multiple sources in a restricted fre-quency range. Next we will seek to determine the limits ofthe algorithm both in terms of source number and sourcedensity across the low frequency regime of the LISA band.While an optimal solution would employ a matched filterthat includes every resolvable source in the LISA band [8],

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it is unlikely that a direct search for this ‘‘super template’’is the best way to proceed. A better approach may be tostart with a collection of ‘‘single cell’’ organism that eachcode for a single source (or possibly small collections ofhighly correlated sources), then combine these cells into amulticellular organism that searches for the super template.This approach is motivated by the cellular slime moldsDictyostelida and Acrasida, which spend most of their livesas separate single-celled amoeboid protists, but upon therelease of a chemical signal, the individual cells aggregateinto a great swarm that acts as a single multicelluar organ-ism, capable of movement and the formation of largefruiting bodies. Future work will also include investiga-tions into algorithm optimization and adaptation of thealgorithm to other source types (e.g. coalescing binaries).Furthermore, a thorough study comparing the computa-tional cost and resolution capabilities of an optimizedgenetic algorithm to other (optimized) search methodslike Markov Chain Monte Carlo searches, gClean, Slice& Dice, and Maximum Entropy methods would provideguidance on how to proceed in solving the LISA DataAnalysis Challenge.

ACKNOWLEDGMENTS

This work was supported by NASA GrantNo. NNG05GI69G and NASA Cooperative AgreementNCC5-579.

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