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2009 IEEE Congress on Evolutionary Computation最新文献

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Distributed genetic process mining 分布式遗传过程挖掘
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586250
Carmen Bratosin, N. Sidorova, Wil M.P. van der Aalst
Process mining aims at discovering process models from data logs in order to offer insight into the real use of information systems. Most of the existing process mining algorithms fail to discover complex constructs or have problems dealing with noise and infrequent behavior. The genetic process mining algorithm overcomes these issues by using genetic operators to search for the fittest solution in the space of all possible process models. The main disadvantage of genetic process mining is the required computation time. In this paper we present a coarse-grained distributed variant of the genetic miner that reduces the computation time. The degree of the improvement obtained highly depends on the parameter values and event logs characteristics. We perform an empirical evaluation to determine guidelines for setting the parameters of the distributed algorithm.
流程挖掘旨在从数据日志中发现流程模型,以便深入了解信息系统的实际使用情况。大多数现有的过程挖掘算法无法发现复杂的结构,或者在处理噪声和罕见行为方面存在问题。遗传过程挖掘算法利用遗传算子在所有可能过程模型的空间中寻找最适合的解,克服了这些问题。遗传过程挖掘的主要缺点是计算时间长。本文提出了一种减少计算时间的遗传挖掘器的粗粒度分布式变体。改进的程度在很大程度上取决于参数值和事件日志特征。我们进行了经验评估,以确定设置分布式算法参数的指导方针。
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引用次数: 34
Evolving efficient limit order strategy using Grammatical Evolution 用语法进化进化有效的限位顺序策略
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586040
Wei Cui, A. Brabazon, M. O’Neill
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how to trade a large order as efficiently as possible. A trade execution strategy is designed for this task to minimize total trade cost. Grammatical Evolution (GE) is an evolutionary automatic programming methodology which can be used to evolve rule sets. It has been proved successfully to be able to evolve quality trade execution strategies in our previous work. In this paper, the previous work is extended by adopting two different limit order lifetimes and three benchmark limit order strategies. GE is used to evolve efficient limit order strategies which can determine the aggressiveness levels of limit orders. We found that GE evolved limit order strategies were highly competitive against three benchmark strategies and the limit order strategies with long-term lifetime performed better than those with short-term lifetime.
交易执行涉及购买或出售所期望数量的金融工具的实际机制。交易执行中的一个实际问题是如何尽可能高效地交易大量订单。为此任务设计了一个交易执行策略,以最小化总交易成本。语法进化(GE)是一种进化的自动编程方法,可以用来进化规则集。在我们之前的工作中,它已被证明能够成功地发展高质量的交易执行策略。在本文中,通过采用两种不同的限价单生存期和三种基准限价单策略,扩展了之前的工作。利用通用电气来演化有效的限价订单策略,从而确定限价订单的侵略性水平。研究发现,通用电气发展的限价订单策略与三种基准策略相比具有较强的竞争力,且具有长期生命周期的限价订单策略优于具有短期生命周期的限价订单策略。
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引用次数: 6
Constrained optimization by the ε constrained differential evolution with an archive and gradient-based mutation 基于存档和梯度突变的ε约束差分进化约束优化
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586484
T. Takahama, S. Sakai
The ε constrained method is an algorithm transformation method, which can convert algorithms for unconstrained problems to algorithms for constrained problems using the ε level comparison, which compares search points based on the pair of objective value and constraint violation of them. We have proposed the ε constrained differential evolution (εDE), which is the combination of the ε constrained method and differential evolution (DE). It has been shown that the εDE can run very fast and can find very high quality solutions. Also, we proposed the εDE with gradient-based mutation (εDEg), which utilized gradients of constraints in order to solve problems with difficult constraints. In this study, we propose the ε constrained DE with an archive and gradient-based mutation (εDEag). The εDEag utilizes an archive to maintain the diversity of individuals and adopts a new way of selecting the ε level control parameter in the εDEg. The 18 problems, which are given in special session on “Single Objective Constrained RealParameter Optimization” in CEC2010, are solved by the εDEag and the results are shown in this paper.
ε约束方法是一种算法转换方法,它利用ε水平比较将无约束问题的算法转化为有约束问题的算法,ε水平比较是基于目标值对和约束违反的搜索点。提出了ε约束差分进化方法(ε constrained differential evolution, εDE),它将ε约束方法与差分进化方法相结合。结果表明,εDE运行速度非常快,求解质量非常高。此外,我们还提出了基于梯度突变的εDE算法(εDEg),该算法利用约束的梯度来解决具有困难约束的问题。在这项研究中,我们提出了一个基于存档和梯度突变的ε约束DE (ε deag)。ε deg利用档案来保持个体的多样性,并在ε deg中采用了一种新的ε水平控制参数选择方法。本文用ε deg方法求解了2010年中国机械工程学会“单目标约束实参数优化”专题会议上提出的18个问题,并给出了结果。
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引用次数: 267
Functionalization of microarray devices: Process optimization using a multiobjective PSO and multiresponse MARS modeling 微阵列器件的功能化:使用多目标粒子群和多响应MARS建模的过程优化
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586165
Laura Villanova, P. Falcaro, D. Carta, I. Poli, Rob J Hyndman, K. Smith‐Miles
An evolutionary approach for the optimization of microarray coatings produced via sol-gel chemistry is presented. The aim of the methodology is to face the challenging aspects of the problem: unknown objective function, high dimensional variable space, constraints on the independent variables, multiple responses, expensive or time-consuming experimental trials, expected complexity of the functional relationships between independent and response variables. The proposed approach iteratively selects a set of experiments by combining a multiob-jective Particle Swarm Optimization (PSO) and a multiresponse Multivariate Adaptive Regression Splines (MARS) model. At each iteration of the algorithm the selected experiments are implemented and evaluated, and the system response is used as a feedback for the selection of the new trials. The performance of the approach is measured in terms of improvements with respect to the best coating obtained changing one variable at a time (the method typically used by scientists). Relevant enhancements have been detected, and the proposed evolutionary approach is shown to be a useful methodology for process optimization with great promise for industrial applications.
提出了一种通过溶胶-凝胶化学方法优化微阵列涂层的进化方法。该方法的目的是面对问题的挑战性方面:未知的目标函数,高维变量空间,对自变量的约束,多个响应,昂贵或耗时的实验试验,自变量和响应变量之间的函数关系的预期复杂性。该方法结合多目标粒子群优化(PSO)和多响应多元自适应回归样条(MARS)模型,迭代选择实验集。在算法的每次迭代中,对所选择的实验进行实施和评估,并将系统响应用作选择新试验的反馈。该方法的性能是根据每次改变一个变量获得的最佳涂层的改进来衡量的(科学家通常使用的方法)。已经检测到相关的增强,并且所提出的进化方法被证明是一种有用的过程优化方法,具有巨大的工业应用前景。
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引用次数: 3
Optimising multi-modal polynomial mutation operators for multi-objective problem classes 多目标问题的优化综合多项式变异算子类
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586076
Kent McClymont, E. Keedwell
This paper presents a novel method of generating new probability distributions tailored to specific problem classes for use in optimisation mutation operators. A range of tailored operators with varying behaviours are created using the proposed technique and the evolved multi-modal polynomial distributions are found to match the performance of a tuned Gaussian distribution when applied to a mutation operator incorporated in a simple (1+1) Evolution Strategy. The generated heuristics are shown to display a range of desirable characteristics for the DTLZ test problems 1, 2 and 7; such as speed of convergence.
本文提出了一种新的方法来生成新的概率分布量身定制的特定问题类,用于优化突变算子。使用所提出的技术创建了一系列具有不同行为的定制算子,并且发现进化的多模态多项式分布与调谐高斯分布的性能相匹配,当应用于一个简单的(1+1)进化策略中的突变算子时。生成的启发式显示了DTLZ测试问题1、2和7的一系列理想特征;比如收敛速度。
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引用次数: 1
Unveiling Skype encrypted tunnels using GP 揭开Skype加密隧道使用GP
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586288
Riyad Alshammari, A. N. Zincir-Heywood
The classification of Encrypted Traffic, namely Skype, from network traffic represents a particularly challenging problem. Solutions should ideally be both simple — therefore efficient to deploy — and accurate. Recent advances to team-based Genetic Programming provide the opportunity to decompose the original problem into a subset of classifiers with non-overlapping behaviors. Thus, in this work we have investigated the identification of Skype encrypted traffic using Symbiotic Bid-Based (SBB) paradigm of team based Genetic Programming (GP) found on flow features without using IP addresses, port numbers and payload data. Evaluation of SBB-GP against C4.5 and AdaBoost — representing current best practice — indicates that SBB-GP solutions are capable of providing simpler solutions in terms number of features used and the complexity of the solution/model without sacrificing accuracy.
从网络流量中对加密流量(即Skype)进行分类是一个特别具有挑战性的问题。理想情况下,解决方案应该既简单——因此部署效率高——又准确。基于团队的遗传规划的最新进展提供了将原始问题分解为具有不重叠行为的分类器子集的机会。因此,在这项工作中,我们研究了Skype加密流量的识别,使用基于团队的遗传规划(GP)的共生出价(SBB)范式,发现流量特征,而不使用IP地址,端口号和有效载荷数据。SBB-GP与C4.5和AdaBoost(代表当前最佳实践)的对比表明,SBB-GP解决方案能够在不牺牲精度的情况下提供更简单的解决方案,包括所使用的特征数量和解决方案/模型的复杂性。
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引用次数: 34
Cooperative Co-evolution for large scale optimization through more frequent random grouping 通过更频繁的随机分组进行大规模优化的协同进化
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586127
M. Omidvar, Xiaodong Li, Zhenyu Yang, X. Yao
In this paper we propose three techniques to improve the performance of one of the major algorithms for large scale continuous global function optimization. Multilevel Cooperative Co-evolution (MLCC) is based on a Cooperative Co-evolutionary framework and employs a technique called random grouping in order to group interacting variables in one subcomponent. It also uses another technique called adaptive weighting for co-adaptation of subcomponents. We prove that the probability of grouping interacting variables in one subcomponent using random grouping drops significantly as the number of interacting variables increases. This calls for more frequent random grouping of variables. We show how to increase the frequency of random grouping without increasing the number of fitness evaluations. We also show that adaptive weighting is ineffective and in most cases fails to improve the quality of found solution, and hence wastes considerable amount of CPU time by extra evaluations of objective function. Finally we propose a new technique for self-adaptation of the subcomponent sizes in CC. We demonstrate how a substantial improvement can be gained by applying these three techniques.
在本文中,我们提出了三种技术来改善大规模连续全局函数优化的主要算法之一的性能。多层协同进化(Multilevel Cooperative Co-evolution, MLCC)基于协同进化框架,采用随机分组技术将相互作用的变量分组在一个子组件中。它还使用另一种称为自适应加权的技术来进行子组件的共同适应。我们证明了随着交互变量数量的增加,使用随机分组将交互变量分组在一个子组件中的概率显著下降。这就要求对变量进行更频繁的随机分组。我们展示了如何在不增加适应度评估次数的情况下增加随机分组的频率。我们还表明,自适应加权是无效的,并且在大多数情况下无法提高找到的解的质量,因此通过对目标函数的额外评估浪费了相当多的CPU时间。最后,我们提出了一种新的自适应CC中子组件尺寸的技术,并演示了如何通过应用这三种技术来获得实质性的改进。
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引用次数: 208
Evolutionary design of reversible digital circuits using IMEP the case of the even parity problem 基于IMEP的可逆数字电路的进化设计——偶宇称问题
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586252
F. Hadjam, C. Moraga
Reversible logic is an emerging research area and has attracted significant attention in recent years. Developing systematic logic synthesis algorithms for reversible logic is still an area of research. Unlike other areas of application, there are relatively few publications on applications of genetic programming — (evolutionary algorithms in general) — to reversible logic synthesis. In this paper, we are introducing a new method; a variant of IMEP. The case of digital circuits for the even-parity problem is investigated. The type of gate used to evolve such a problem is the Fredkin gate.
可逆逻辑是近年来备受关注的一个新兴研究领域。开发可逆逻辑的系统逻辑综合算法仍然是一个研究领域。与其他应用领域不同,关于遗传规划(一般的进化算法)在可逆逻辑合成中的应用的出版物相对较少。在本文中,我们介绍了一种新的方法;IMEP的一个变体。研究了数字电路的偶宇称问题。用来解决这类问题的门的类型是弗雷德金门。
{"title":"Evolutionary design of reversible digital circuits using IMEP the case of the even parity problem","authors":"F. Hadjam, C. Moraga","doi":"10.1109/CEC.2010.5586252","DOIUrl":"https://doi.org/10.1109/CEC.2010.5586252","url":null,"abstract":"Reversible logic is an emerging research area and has attracted significant attention in recent years. Developing systematic logic synthesis algorithms for reversible logic is still an area of research. Unlike other areas of application, there are relatively few publications on applications of genetic programming — (evolutionary algorithms in general) — to reversible logic synthesis. In this paper, we are introducing a new method; a variant of IMEP. The case of digital circuits for the even-parity problem is investigated. The type of gate used to evolve such a problem is the Fredkin gate.","PeriodicalId":6344,"journal":{"name":"2009 IEEE Congress on Evolutionary Computation","volume":"54 1","pages":"1-6"},"PeriodicalIF":0.0,"publicationDate":"2010-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85662752","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
A genetic hyperheuristic algorithm for the resource constrained project scheduling problem 资源约束下项目调度问题的遗传超启发式算法
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586488
K. Anagnostopoulos, G. Koulinas
The resource constrained project scheduling problem is one of the most important issues that project managers have to deal with during the project implementation, as constrained resource availabilities very often lead to delays in project completion and budget overruns. For solving this NP-hard optimization problem, we propose a genetic based hyperheuristic, i.e. an algorithm controlling a set of low-level heuristics which work in the solution domain. Chromosomes impose the sequence that the algorithm applies the low level heuristics. Implemented within a commercial project management software system, the hyperheuristic operates on the priority values that the software uses for scheduling activities. We perform a series of computational experiments with random generated projects. The results show that the algorithm is very promising for finding good solutions in reasonable time.
资源受限的项目调度问题是项目经理在项目实施过程中必须处理的最重要的问题之一,因为资源受限常常导致项目完成的延迟和预算超支。为了解决这个NP-hard优化问题,我们提出了一种基于遗传的超启发式算法,即控制一组在解域中工作的低级启发式算法。染色体施加序列,算法采用低级启发式。在商业项目管理软件系统中实现,超启发式对软件用于调度活动的优先级值进行操作。我们用随机生成的项目进行了一系列的计算实验。结果表明,该算法能够在合理的时间内找到较好的解。
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引用次数: 16
A comparative analysis of genetic algorithm and ant colony optimization to select attributes for an heterogeneous ensemble of classifiers 遗传算法与蚁群算法在异构分类器集合属性选择中的比较分析
Pub Date : 2010-07-18 DOI: 10.1109/CEC.2010.5586080
L. E. A. Santana, Ligia Silva, A. Canuto, F. Pintro, K. Vale
In the context of ensemble systems, feature selection methods can be used to provide different subsets of attributes for the individual classifiers, aiming to reduce redundancy among the attributes of a pattern and to increase the diversity in such systems. Among the several techniques that have been proposed in the literature, optimization methods have been used to find the optimal subset of attributes for an ensemble system. In this paper, an investigation of two optimization techniques, genetic algorithm and ant colony optimization, will be used to guide the distribution of the features among the classifiers. This analysis will be conducted in the context of heterogeneous ensembles and using different ensemble sizes.
在集成系统中,可以使用特征选择方法为单个分类器提供不同的属性子集,旨在减少模式属性之间的冗余,增加系统的多样性。在文献中提出的几种技术中,优化方法已用于寻找集成系统的最优属性子集。本文将研究遗传算法和蚁群优化两种优化技术,以指导分类器之间的特征分布。该分析将在异质集成和使用不同集成尺寸的背景下进行。
{"title":"A comparative analysis of genetic algorithm and ant colony optimization to select attributes for an heterogeneous ensemble of classifiers","authors":"L. E. A. Santana, Ligia Silva, A. Canuto, F. Pintro, K. Vale","doi":"10.1109/CEC.2010.5586080","DOIUrl":"https://doi.org/10.1109/CEC.2010.5586080","url":null,"abstract":"In the context of ensemble systems, feature selection methods can be used to provide different subsets of attributes for the individual classifiers, aiming to reduce redundancy among the attributes of a pattern and to increase the diversity in such systems. Among the several techniques that have been proposed in the literature, optimization methods have been used to find the optimal subset of attributes for an ensemble system. In this paper, an investigation of two optimization techniques, genetic algorithm and ant colony optimization, will be used to guide the distribution of the features among the classifiers. This analysis will be conducted in the context of heterogeneous ensembles and using different ensemble sizes.","PeriodicalId":6344,"journal":{"name":"2009 IEEE Congress on Evolutionary Computation","volume":"4 1","pages":"1-8"},"PeriodicalIF":0.0,"publicationDate":"2010-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80927626","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 51
期刊
2009 IEEE Congress on Evolutionary Computation
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