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Tensor subspace clustering using consensus tensor low-rank representation 用一致张量低秩表示的张量子空间聚类
Pub Date : 2022-07-01 DOI: 10.1016/j.ins.2022.07.049
Bing Cai, Gui-Fu Lu
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引用次数: 11
Unsupervised manifold learning with polynomial mapping on symmetric positive definite matrices 对称正定矩阵上多项式映射的无监督流形学习
Pub Date : 2022-07-01 DOI: 10.1016/j.ins.2022.07.077
Hao Xu
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引用次数: 3
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems 基于变异算子的混合层次学习群算法求解大规模基数约束投资组合优化问题
Pub Date : 2022-06-29 DOI: 10.48550/arXiv.2206.14760
M. Kaucic, Filippo Piccotto, Gabriele Sbaiz, G. Valentinuz
In this work, we propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. Our goal is to maximize a modified formulation of the Sharpe ratio subject to cardinality, box and budget constraints. The algorithm involves a projection operator to deal with these three constraints simultaneously and we implicitly control transaction costs thanks to a rebalancing constraint. We also introduce a suitable exact penalty function to manage the turnover constraint. In addition, we develop an ad hoc mutation operator to modify candidate exemplars in the highest level of the swarm. The experimental results, using three large-scale data sets, show that the inclusion of this procedure improves the accuracy of the solutions. Then, a comparison with other variants of the LLSO algorithm and two state-of-the-art swarm optimizers points out the outstanding performance of the proposed solver in terms of exploration capabilities and solution quality. Finally, we assess the profitability of the portfolio allocation strategy in the last five years using an investible pool of 1119 constituents from the MSCI World Index.
在这项工作中,我们提出了基于层次的学习群优化器(LLSO)的混合变体,用于解决大规模投资组合优化问题。我们的目标是在基数、框和预算约束下最大化夏普比率的修改公式。该算法包含一个投影算子来同时处理这三个约束,并通过再平衡约束隐式地控制交易成本。我们还引入了一个合适的精确惩罚函数来管理周转约束。此外,我们还开发了一个特别的突变算子来修改群体中最高级别的候选样本。在三个大规模数据集上的实验结果表明,加入该程序提高了解的精度。然后,通过与其他LLSO算法的变体和两种最先进的群优化器的比较,指出了所提求解器在探索能力和解质量方面的卓越性能。最后,我们使用来自MSCI世界指数的1119个组成部分的可投资池来评估过去五年投资组合配置策略的盈利能力。
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引用次数: 3
Toward multi-target self-organizing pursuit in a partially observable Markov game 部分可观察马尔可夫对策中多目标自组织追击的研究
Pub Date : 2022-06-24 DOI: 10.48550/arXiv.2206.12330
Lijun Sun, Yu-Cheng Chang, Chao Lyu, Ye Shi, Yuhui Shi, Chin-Teng Lin
The multiple-target self-organizing pursuit (SOP) problem has wide applications and has been considered a challenging self-organization game for distributed systems, in which intelligent agents cooperatively pursue multiple dynamic targets with partial observations. This work proposes a framework for decentralized multi-agent systems to improve the implicit coordination capabilities in search and pursuit. We model a self-organizing system as a partially observable Markov game (POMG) featured by large-scale, decentralization, partial observation, and noncommunication. The proposed distributed algorithm: fuzzy self-organizing cooperative coevolution (FSC2) is then leveraged to resolve the three challenges in multi-target SOP: distributed self-organizing search (SOS), distributed task allocation, and distributed single-target pursuit. FSC2 includes a coordinated multi-agent deep reinforcement learning (MARL) method that enables homogeneous agents to learn natural SOS patterns. Additionally, we propose a fuzzy-based distributed task allocation method, which locally decomposes multi-target SOP into several single-target pursuit problems. The cooperative coevolution principle is employed to coordinate distributed pursuers for each single-target pursuit problem. Therefore, the uncertainties of inherent partial observation and distributed decision-making in the POMG can be alleviated. The experimental results demonstrate that by decomposing the SOP task, FSC2 achieves superior performance compared with other implicit coordination policies fully trained by general MARL algorithms. The scalability of FSC2 is proved that up to 2048 FSC2 agents perform efficient multi-target SOP with almost 100 percent capture rates. Empirical analyses and ablation studies verify the interpretability, rationality, and effectiveness of component algorithms in FSC2.
多目标自组织追求(SOP)问题具有广泛的应用,被认为是分布式系统中一种具有挑战性的自组织博弈问题。本文提出了一个分散的多智能体系统框架,以提高搜索和追捕中的隐式协调能力。我们将自组织系统建模为具有大规模、去中心化、部分观察和非通信特征的部分可观察马尔可夫博弈(POMG)。然后利用所提出的分布式算法模糊自组织协同进化(FSC2)解决了多目标SOP中的三个难题:分布式自组织搜索(SOS)、分布式任务分配(task allocation)和分布式单目标追踪(single-target pursuit)。FSC2包括一个协调的多智能体深度强化学习(MARL)方法,使同类智能体能够学习自然的SOS模式。此外,我们提出了一种基于模糊的分布式任务分配方法,该方法将多目标SOP局部分解为多个单目标跟踪问题。针对每个单目标跟踪问题,采用协同进化原理对分布式跟踪器进行协调。因此,可以减轻POMG中固有的局部观测和分布式决策的不确定性。实验结果表明,通过对SOP任务进行分解,FSC2与其他完全由一般MARL算法训练的隐式协调策略相比,具有更优越的性能。FSC2的可扩展性被证明,多达2048个FSC2代理执行高效的多目标SOP,捕获率几乎为100%。实证分析和消融研究验证了FSC2中分量算法的可解释性、合理性和有效性。
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引用次数: 3
An Analysis of the Admissibility of the Objective Functions Applied in Evolutionary Multi-objective Clustering 进化多目标聚类中目标函数的可接受性分析
Pub Date : 2022-06-19 DOI: 10.48550/arXiv.2206.09483
Cristina Y. Morimoto, A. Pozo, M. D. Souto
A variety of clustering criteria has been applied as an objective function in Evolutionary Multi-Objective Clustering approaches (EMOCs). However, most EMOCs do not provide detailed analysis regarding the choice and usage of the objective functions. Aiming to support a better choice and definition of the objectives in the EMOCs, this paper proposes an analysis of the admissibility of the clustering criteria in evolutionary optimization by examining the search direction and its potential in finding optimal results. As a result, we demonstrate how the admissibility of the objective functions can influence the optimization. Furthermore, we provide insights regarding the combinations and usage of the clustering criteria in the EMOCs.
在进化多目标聚类方法(EMOCs)中,各种聚类标准被用作目标函数。然而,大多数emoc并没有提供关于目标函数的选择和使用的详细分析。为了更好地选择和定义emoc中的目标,本文通过研究搜索方向及其在寻找最优结果中的潜力,提出了进化优化中聚类标准的可接受性分析。因此,我们证明了目标函数的可容许性如何影响优化。此外,我们还提供了关于emoc中聚类标准的组合和使用的见解。
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引用次数: 0
Efficient reversible data hiding via two layers of double-peak embedding 通过两层双峰嵌入实现有效的可逆数据隐藏
Pub Date : 2022-06-08 DOI: 10.48550/arXiv.2206.03838
Fuhu Wu, Jian Sun, Shun Zhang, Zhili Chen
Reversible data hiding continues to attract significant attention in recent years. In particular, an increasing number of authors focus on the higher significant bit (HSB) plane of an image which can yield more redundant space. On the other hand, the lower significant bit planes are often ignored for embedding in existing schemes due to their harm to the embedding rate. This paper proposes an efficient reversible data hiding scheme via a double-peak two-layer embedding (DTLE) strategy with prediction error expansion. The higher six-bit planes of the image are assigned as the HSB plane, and double prediction error peaks are applied in either embedding layer. This makes fuller use of the redundancy space of images compared with the one error peak strategy. Moreover, we carry out the median-edge detector pre-processing for complex images to reduce the size of the auxiliary information. A series of experimental results show that our DTLE approach achieves up to 83% higher embedding rate on real-world datasets while guaranteeing better image quality.
近年来,可逆数据隐藏一直备受关注。特别是,越来越多的作者关注图像的高有效位(HSB)平面,它可以产生更多的冗余空间。另一方面,由于低有效位平面对嵌入率的影响,现有方案往往忽略低有效位平面进行嵌入。本文提出了一种有效的可逆数据隐藏方案,该方案采用双峰两层嵌入(DTLE)的预测误差扩展策略。将图像较高的6位平面指定为HSB平面,并在每个嵌入层中应用双预测误差峰。与单误差峰值策略相比,这使得图像的冗余空间得到了更充分的利用。此外,我们对复杂图像进行了中值边缘检测预处理,减少了辅助信息的大小。一系列实验结果表明,我们的DTLE方法在保证图像质量的同时,在真实数据集上的嵌入率提高了83%。
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引用次数: 1
A q-rung orthopair fuzzy decision-making model with new score function and best-worst method for manufacturer selection 基于新评分函数和最佳-最差法的q阶矫形模糊决策模型
Pub Date : 2022-06-01 DOI: 10.1016/j.ins.2022.06.061
Liming Xiao, Guangquan Huang, W. Pedrycz, D. Pamučar, Luis Martínez, Genbao Zhang
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引用次数: 38
A multiphase information fusion strategy for data-driven quality prediction of industrial batch processes 基于数据驱动的工业批处理质量预测的多相信息融合策略
Pub Date : 2022-06-01 DOI: 10.1016/j.ins.2022.06.057
Yanning Sun, Wei Qin, Hongwei Xu, Run Tan, Zhanhong Zhang, Wenle Shi
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引用次数: 14
Semi-Parametric Contextual Bandits with Graph-Laplacian Regularization 图-拉普拉斯正则化的半参数上下文强盗
Pub Date : 2022-05-17 DOI: 10.48550/arXiv.2205.08295
Y. Choi, Gi-Soo Kim, Seung-Jin Paik, M. Paik
Non-stationarity is ubiquitous in human behavior and addressing it in the contextual bandits is challenging. Several works have addressed the problem by investigating semi-parametric contextual bandits and warned that ignoring non-stationarity could harm performances. Another prevalent human behavior is social interaction which has become available in a form of a social network or graph structure. As a result, graph-based contextual bandits have received much attention. In this paper, we propose"SemiGraphTS,"a novel contextual Thompson-sampling algorithm for a graph-based semi-parametric reward model. Our algorithm is the first to be proposed in this setting. We derive an upper bound of the cumulative regret that can be expressed as a multiple of a factor depending on the graph structure and the order for the semi-parametric model without a graph. We evaluate the proposed and existing algorithms via simulation and real data example.
非平稳性在人类行为中无处不在,在语境中解决它是一项挑战。一些作品通过调查半参数上下文强盗来解决这个问题,并警告忽视非平稳性可能会损害性能。另一种流行的人类行为是社交互动,它以社交网络或图表结构的形式出现。因此,基于图的上下文强盗受到了广泛关注。在本文中,我们提出了“SemiGraphTS”,这是一种新的基于图的半参数奖励模型的上下文汤普森采样算法。我们的算法是第一个在这种情况下提出的。对于无图的半参数模型,根据图的结构和阶数,导出了累积遗憾的上界,该上界可以表示为因子的倍数。通过仿真和实际数据实例对所提算法和现有算法进行了评价。
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引用次数: 2
Some neighborhood-related fuzzy covering-based rough set models and their applications for decision making 基于邻域模糊覆盖的粗糙集模型及其决策应用
Pub Date : 2022-05-13 DOI: 10.48550/arXiv.2205.10125
Gongao Qi, Bin Yang, Wei Li
Fuzzy rough set (FRS) has a great effect on data mining processes and the fuzzy logical operators play a key role in the development of FRS theory. In order to further generalize the FRS theory to more complicated data environments, we firstly propose four types of fuzzy neighborhood operators based on fuzzy covering by overlap functions and their implicators in this paper. Meanwhile, the derived fuzzy coverings from an original fuzzy covering are defined and the equalities among overlap function-based fuzzy neighborhood operators based on a finite fuzzy covering are also investigated. Secondly, we prove that new operators can be divided into seventeen groups according to equivalence relations, and the partial order relations among these seventeen classes of operators are discussed, as well. Go further, the comparisons with $ t$-norm-based fuzzy neighborhood operators given by D'eer et al. are also made and two types of neighborhood-related fuzzy covering-based rough set models, which are defined via different fuzzy neighborhood operators that are on the basis of diverse kinds of fuzzy logical operators proposed. Furthermore, the groupings and partially order relations are also discussed. Finally, a novel fuzzy TOPSIS methodology is put forward to solve a biosynthetic nanomaterials select issue, and the rationality and enforceability of our new approach is verified by comparing its results with nine different methods.
模糊粗糙集在数据挖掘过程中起着重要的作用,模糊逻辑算子在模糊粗糙集理论的发展中起着关键作用。为了将FRS理论进一步推广到更复杂的数据环境中,本文首先提出了四种基于重叠函数模糊覆盖的模糊邻域算子及其隐含子。同时,定义了由原始模糊覆盖导出的模糊覆盖,并研究了基于有限模糊覆盖的重叠函数模糊邻域算子之间的等式。其次,根据等价关系证明了新算子可分为17类,并讨论了这17类算子之间的偏序关系。进一步,与D'eer等人给出的基于$ t$范数的模糊邻域算子进行了比较,提出了两类基于邻域的模糊覆盖粗糙集模型,这两类模型是在不同种类的模糊逻辑算子的基础上,通过不同的模糊邻域算子定义的。在此基础上,讨论了群和部分序关系。最后,提出了一种新的模糊TOPSIS方法来解决生物合成纳米材料的选择问题,并通过与9种不同方法的结果比较,验证了该方法的合理性和可执行性。
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引用次数: 4
期刊
Inf. Sci.
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