Resource allocation and scheduling of multiple composite web services in cloud computing using cooperative coevolution genetic algorithm

In cloud computing, resource allocation and scheduling of multiple composite web services is an important and challenging problem. This is especially so in a hybrid cloud where there may be some low-cost resources available from private clouds and some high-cost resources from public clouds. Meeting this challenge involves two classical computational problems: one is assigning resources to each of the tasks in the composite web services; the other is scheduling the allocated resources when each resource may be used by multiple tasks at different points of time. In addition, Quality-of-Service (QoS) issues, such as execution time and running costs, must be considered in the resource allocation and scheduling problem. Here we present a Cooperative Coevolutionary Genetic Algorithm (CCGA) to solve the deadline-constrained resource allocation and scheduling problem for multiple composite web services. Experimental results show that our CCGA is both efficient and scalable.

REGAL : a regularization based algorithm for reinforcement learning in weakly communicating MDPs

We provide an algorithm that achieves the optimal regret rate in an unknown weakly communicating Markov Decision Process (MDP). The algorithm proceeds in episodes where, in each episode, it picks a policy using regularization based on the span of the optimal bias vector. For an MDP with S states and A actions whose optimal bias vector has span bounded by H, we show a regret bound of ~ O(HS p AT ). We also relate the span to various diameter-like quantities associated with the MDP, demonstrating how our results improve on previous regret bounds.

Stochastic chemical kinetics and the quasi-steady-state assumption : application to the stochastic simulation algorithm and chemical master equation

Recently the application of the quasi-steady-state approximation (QSSA) to the stochastic simulation algorithm (SSA) was suggested for the purpose of speeding up stochastic simulations of chemical systems that involve both relatively fast and slow chemical reactions [Rao and Arkin, J. Chem. Phys. 118, 4999 (2003)] and further work has led to the nested and slow-scale SSA. Improved numerical efficiency is obtained by respecting the vastly different time scales characterizing the system and then by advancing only the slow reactions exactly, based on a suitable approximation to the fast reactions. We considerably extend these works by applying the QSSA to numerical methods for the direct solution of the chemical master equation (CME) and, in particular, to the finite state projection algorithm [Munsky and Khammash, J. Chem. Phys. 124, 044104 (2006)], in conjunction with Krylov methods. In addition, we point out some important connections to the literature on the (deterministic) total QSSA (tQSSA) and place the stochastic analogue of the QSSA within the more general framework of aggregation of Markov processes. We demonstrate the new methods on four examples: Michaelis–Menten enzyme kinetics, double phosphorylation, the Goldbeter–Koshland switch, and the mitogen activated protein kinase cascade. Overall, we report dramatic improvements by applying the tQSSA to the CME solver.

New variational Bayesian approaches for statistical data mining : with applications to profiling and differentiating habitual consumption behaviour of customers in the wireless telecommunication industry

This thesis investigates profiling and differentiating customers through the use of statistical data mining techniques. The business application of our work centres on examining individuals’ seldomly studied yet critical consumption behaviour over an extensive time period within the context of the wireless telecommunication industry; consumption behaviour (as oppose to purchasing behaviour) is behaviour that has been performed so frequently that it become habitual and involves minimal intentions or decision making. Key variables investigated are the activity initialised timestamp and cell tower location as well as the activity type and usage quantity (e.g., voice call with duration in seconds); and the research focuses are on customers’ spatial and temporal usage behaviour. The main methodological emphasis is on the development of clustering models based on Gaussian mixture models (GMMs) which are fitted with the use of the recently developed variational Bayesian (VB) method. VB is an efficient deterministic alternative to the popular but computationally demandingMarkov chainMonte Carlo (MCMC) methods. The standard VBGMMalgorithm is extended by allowing component splitting such that it is robust to initial parameter choices and can automatically and efficiently determine the number of components. The new algorithm we propose allows more effective modelling of individuals’ highly heterogeneous and spiky spatial usage behaviour, or more generally human mobility patterns; the term spiky describes data patterns with large areas of low probability mixed with small areas of high probability. Customers are then characterised and segmented based on the fitted GMM which corresponds to how each of them uses the products/services spatially in their daily lives; this is essentially their likely lifestyle and occupational traits. Other significant research contributions include fitting GMMs using VB to circular data i.e., the temporal usage behaviour, and developing clustering algorithms suitable for high dimensional data based on the use of VB-GMM.

A Krylov-based finite state projection algorithm for solving the chemical master equation arising in the discrete modelling of biological systems

Biochemical reactions underlying genetic regulation are often modelled as a continuous-time, discrete-state, Markov process, and the evolution of the associated probability density is described by the so-called chemical master equation (CME). However the CME is typically difficult to solve, since the state-space involved can be very large or even countably infinite. Recently a finite state projection method (FSP) that truncates the state-space was suggested and shown to be effective in an example of a model of the Pap-pili epigenetic switch. However in this example, both the model and the final time at which the solution was computed, were relatively small. Presented here is a Krylov FSP algorithm based on a combination of state-space truncation and inexact matrix-vector product routines. This allows larger-scale models to be studied and solutions for larger final times to be computed in a realistic execution time. Additionally the new method computes the solution at intermediate times at virtually no extra cost, since it is derived from Krylov-type methods for computing matrix exponentials. For the purpose of comparison the new algorithm is applied to the model of the Pap-pili epigenetic switch, where the original FSP was first demonstrated. Also the method is applied to a more sophisticated model of regulated transcription. Numerical results indicate that the new approach is significantly faster and extendable to larger biological models.