Do not match, inherit

The portfolio optimization/rebalancing problem is to determine a proportion-weighted combination in a portfolio in order to achieve certain investment targets. For this problem, many researchers have used various evolutionary methods and models such as genetic algorithms and simulated annealing. On the other hand, the portfolio optimization/rebalancing problem can be viewed as a multi-dimensional problem because its solution is a proportion-weighted combination for the given assets. The previous works, however, have not taken into account the multi-dimensional aspect of the problem. In order to approach this problem from the multi-dimensional aspect, we propose a model based on the probabilistic model-building genetic algorithm with narrower width histograms (PMBGA-NWH), and then apply it to optimize the constrained index funds with the given rebalancing cost in this paper. In the numerical experiments, we show that our model has better ability to make optimal index funds than the traditional genetic algorithm (GA).

Learning Classifier System (LCS) finds a new rule set using genetic algorithm (GA). In this paper, The Zeroth Level Classifier System (ZCS) is applied to evolving the strategy of a robot soccer simulation game (SimuroSot), which is a state varying dynamical system changed over time, as GBML (Genetic Based Machine Learning) and we show the effectiveness of the proposed scheme through the simulation of robot soccer.

Recently, there has been a growing interest in developing evolutionary algorithms based on probabilistic modeling. They are called probabilistic model-building genetic algorithms (PMBGAs) or estimation of distribution algorithms (EDAs). In this scheme, the offspring population is generated according to the estimated probability density model of the parent instead of using recombination and mutation operators. In this paper, we have proposed PMBGAs in permutation domains using edge histogram based sampling algorithms (EHBSAs). Two types of sampling algorithms, without template (EHBSA/WO) and with template (EHBSA/WT), are presented. The results were tested in the TSP and showed EHBSA/WT worked fairly well with a small population size in the test problems used. It also worked better than well-known traditional two-parent recombination operators.

section Share on Session details: Learning Classifier systems and other genetics-based machine learning: postersGECCO '06: Proceedings of the 8th annual conference on Genetic and evolutionary computationJuly 2006 https://doi.org/10.1145/3249661Published:08 July 2006Publication History 0citation7DownloadsMetricsTotal Citations0Total Downloads7Last 12 Months1Last 6 weeks0 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited.To manage your alert preferences, click on the button below.Manage my Alerts New Citation Alert!Please log in to your account Save to BinderSave to BinderCreate a New BinderNameCancelCreateExport CitationPublisher SiteGet Access

Surrogate models of fitness have been presented as a way of reducing the number of fitness evaluations required by an evolutionary algorithm. This is of particular interest with expensive fitness functions where the cost of building the model is outweighed by the saving of using fewer function evaluations. In this paper we show how a Markov network model can be used as a surrogate fitness function in a genetic algorithm. We demonstrate this applied to a number of well-known benchmark functions and although the results are good in terms of function evaluations the model-building overhead requires a substantially more expensive fitness function to be worthwhile. We move on to describe a fitness function for feature selection in Case-Based Reasoning, which is considerably more expensive than the other benchmark functions we used. We show that for this problem using the surrogate offers a significant decrease in total run time compared to a GA using the true fitness function.

An accurate and efficient surrogate model plays a significant role in the optimal design of electrical motors. This paper presents an accurate and efficient surrogate modeling method for a flux reversal permanent magnet arc motor (FR-PMAM) based on machine learning algorithm. Specifically, the motor topology and the optimized design of the FR-PMAM are firstly illustrated. Then, the PM magnetic motive force-permeance model is developed to select structural parameters of FR-PMAM. After that, a finite-element analysis (FEA) model of FR-PMAM is calculated to obtain sample data. A machine learning algorithm random forest is introduced into the field of motor optimal design for the first time to evaluate the contribution of each parameter to the design objectives. Based on the sample data, an efficient machine learning algorithm CatBoost is innovatively employed to establish the accurate and efficient surrogate model of the FR-PMAM that can capture the complex function relationship between output objectives and input parameters. Subsequently, an improved genetic algorithm with the elitist reservation strategy is adopted to obtain the optimal combination of the structural parameters of FR-PMAM. Finally, a prototype of the FR-PMAM is manufactured. The FEA and experimental results validate the effectiveness of the investigated surrogate modeling method.

Rough set theory has proved efficient for many applications, including finding hidden patterns in data, data reduction, evaluating significance of data, and generating sets of decision rules from data. Recently, it has shown to be effective approach for constructing ensemble learning systems as well. Learning classifier systems are genetics-based machine learning techniques that have recently shown a high degree of competence on a variety of data mining problems. Attempts to improve its generalization capabilities in the literature using ensemble learning lack a systematic and robust techniques for partitioning the problem at hand. It is well known that ensemble performance depends on the problem decomposition technique being used. Rough set based learning classifier system ensemble is proposed in this paper. In this approach, rough set attribute reduction is used to generate a set of reducts, and then a diverse subset of these reducts is selected to train an ensemble of base classifiers. The experiments show that classification accuracy of reduct-based ensemble systems outperforms a single learning classifier system model. It has also shown better performance than either an ensemble of classifiers with all attributes being used or a single classifier trained by a single reduct. It has also shown competitive performance to the random subspace ensemble strategy on the set of real data sets used in the experiments.

For economic nonlinear model predictive control and dynamic real‐time optimization fast and accurate models are necessary. Consequently, the use of dynamic surrogate models to mimic complex rigorous models is increasingly coming into focus. For dynamic systems, the focus so far had been on identifying a system's behavior surrounding a steady‐state operation point. In this contribution, we propose a novel methodology to adaptively sample rigorous dynamic process models to generate a dataset for building dynamic surrogate models. The goal of the developed algorithm is to cover an as large as possible area of the feasible region of the original model. To demonstrate the performance of the presented framework it is applied on a dynamic model of a chlor‐alkali electrolysis.

Hybridization of multi-objective evolutionary algorithms and artificial neural networks for optimizing the performance of electrical drives

We present a bibliography of all works we could find on Learning Classifier Systems (LCS) - the genetics-based machine learning systems introduced by John Holland. With over 400 entries, this is at present the largest bibliography on classifier systems in existence. We include a list of LCS resources on the world wide web.

Abstract. Coordinated wind farm control takes the interaction between turbines into account and improves the performance of the overall wind farm. Accurate surrogate models are the key to model-based wind farm control. In this article a modifier adaptation approach is proposed to improve surrogate models. The approach exploits plant measurements to estimate and correct the mismatch between the surrogate model and the actual plant. Gaussian process regression, which is a probabilistic nonparametric modeling technique, is used in the identification of the plant–model mismatch. The efficacy of the approach is illustrated in several numerical case studies. Moreover, challenges in applying the approach to a real wind farm with a truly dynamic environment are discussed.

Competitive coevolution is an important technique for fields such as defense and security which inherently involve adversarial games. One advantage that the field of computer security has in particular is that games in this space are often naturally able to be simulated at a high fidelity by interacting with the involved software or hardware directly. However, such high-fidelity evaluations are typically slow, so it is especially important in these cases to get as much useful information out of as few evaluations as possible. This paper proposes a new competitive coevolutionary evaluation method of Similar-Strength Opponent Sampling, which selects opponent pairings of similar skill levels so that evaluations can more efficiently distinguish the performances of similar individuals. This is enabled through the use of Elo ratings as a surrogate fitness function that prevents bias against individuals assigned stronger opponents. Care is taken to ensure that this technique is applicable to complex games where there is no explicit winner or loser, allowing ratings to be based on relative fitness. Mixed results are presented, showing that significant benefits are gained from pairing similar-strength opponents, but finding that the use of Elo rating instead of raw fitness harms evolution for intransitive games.

We propose a new approach for building recommender systems by adapting surrogate-assisted interactive genetic algorithms. A pool of user-evaluated items is used to construct an approximative model which serves as a surrogate fitness function in a genetic algorithm for optimizing new suggestions. The surrogate is used to recommend new items to the user, which are then evaluated according to the user's liking and subsequently removed from the search space. By updating the surrogate model after new recommendations have been evaluated by the user, we enable the model itself to evolve towards the user's preferences. In order to precisely evaluate the performance of that approach, the human's subjective evaluation is replaced by common continuous objective benchmark functions for evolutionary algorithms. The system's performance is compared to a conventional genetic algorithm and random search. We show that given a very limited amount of allowed evaluations on the true objective, our approach outperforms these baseline methods.

Learning classifier systems (LCSs) are rule-based inductive learning systems that have been widely used in the field of supervised and reinforcement learning over the last few years. This paper employs sUpervised Classifier System (UCS), a supervised learning classifier system, that was introduced in 2003 for classification tasks in data mining. We present an adaptive framework of UCS on top of a self-organized map (SOM) neural network. The overall classification problem is decomposed adaptively and in real time by the SOM into subproblems, each of which is handled by a separate UCS. The framework is also tested with replacing UCS by a feedforward artificial neural network (ANN). Experiments on several synthetic and real data sets, including a very large real data set, show that the accuracy of classifications in the proposed distributed environment is as good or better than in the nondistributed environment, and execution is faster. In general, each UCS attached to a cell in the SOM has a much smaller population size than a single UCS working on the overall problem; since each data instance is exposed to a smaller population size than in the single population approach, the throughput of the overall system increases. The experiments show that the proposed framework can decompose a problem adaptively into subproblems, maintaining or improving accuracy and increasing speed.

As a broad subfield of artificial intelligence, machine learning is concerned with the development of algorithms and techniques that allow computers to learn. These methods such as fuzzy logic, neural networks, support vector machines, decision trees and Bayesian learning have been applied to learn meaningful rules; however, the only drawback of these methods is that it often gets trapped into a local optimal. In contrast with machine learning methods, a genetic algorithm (GA) is guaranteeing for acquiring better results based on its natural evolution and global searching. GA has given rise to two new fields of research where global optimization is of crucial importance: genetic based machine learning (GBML) and genetic programming (GP). This article adopts the GBML technique to provide a three-phase knowledge extraction methodology, which makes continues and instant learning while integrates multiple rule sets into a centralized knowledge base. Moreover, the proposed system and GP are both applied to the theoretical and empirical experiments. Results for both approaches are presented and compared. This paper makes two important contributions: (1) it uses three criteria (accuracy, coverage, and fitness) to apply the knowledge extraction process which is very effective in selecting an optimal set of rules from a large population; (2) the experiments prove that the rule sets derived by the proposed approach are more accurate than GP.