Exploration vs exploitation in differential evolution

Differential Evolution (DE) is a tool for efficient optimisation, and it belongs to the class of evolutionary algorithms, which include Evolution Strategies and Genetic Algorithms. DE algorithms work well when the population covers the entire search space, and they have shown to be effective on a large range of classical optimisation problems. However, an undesirable behaviour was detected when all the members of the population are in a basin of attraction of a local optimum (local minimum or local maximum), because in this situation the population cannot escape from it. This paper proposes a modification of the standard mechanisms in DE algorithm in order to change the exploration vs. exploitation balance to improve its behaviour.

High signal to noise ratio THz spectroscopy with ASOPS and signal processing schemes for mapping and controlling molecular and bulk relaxation processes

Asynchronous Optical Sampling has the potential to improve signal to noise ratio in THz transient sperctrometry. The design of an inexpensive control scheme for synchronising two femtosecond pulse frequency comb generators at an offset frequency of 20 kHz is discussed. The suitability of a range of signal processing schemes adopted from the Systems Identification and Control Theory community for further processing recorded THz transients in the time and frequency domain are outlined. Finally, possibilities for femtosecond pulse shaping using genetic algorithms are mentioned.

Solving surface structures from normal incidence X-ray standing wave data

A program is provided to determine structural parameters of atoms in or adsorbed on surfaces by refinement of atomistic models towards experimentally determined data generated by the normal incidence X-ray standing wave (NIXSW) technique. The method employs a combination of Differential Evolution Genetic Algorithms and Steepest Descent Line Minimisations to provide a fast, reliable and user friendly tool for experimentalists to interpret complex multidimensional NIXSW data sets.

Adaptive alarm processor for fault diagnosis on power transmission networks

The authors describe a learning classifier system (LCS) which employs genetic algorithms (GA) for adaptive online diagnosis of power transmission network faults. The system monitors switchgear indications produced by a transmission network, reporting fault diagnoses on any patterns indicative of faulted components. The system evaluates the accuracy of diagnoses via a fault simulator developed by National Grid Co. and adapts to reflect the current network topology by use of genetic algorithms.

Partitions selection strategy for set of clustering solutions

Clustering is a difficult task: there is no single cluster definition and the data can have more than one underlying structure. Pareto-based multi-objective genetic algorithms (e.g., MOCK Multi-Objective Clustering with automatic K-determination and MOCLE-Multi-Objective Clustering Ensemble) were proposed to tackle these problems. However, the output of such algorithms can often contains a high number of partitions, becoming difficult for an expert to manually analyze all of them. In order to deal with this problem, we present two selection strategies, which are based on the corrected Rand, to choose a subset of solutions. To test them, they are applied to the set of solutions produced by MOCK and MOCLE in the context of several datasets. The study was also extended to select a reduced set of partitions from the initial population of MOCLE. These analysis show that both versions of selection strategy proposed are very effective. They can significantly reduce the number of solutions and, at the same time, keep the quality and the diversity of the partitions in the original set of solutions. (C) 2010 Elsevier B.V. All rights reserved.

Multi-objective clustering ensemble for gene expression data analysis

In this paper, we present an algorithm for cluster analysis that integrates aspects from cluster ensemble and multi-objective clustering. The algorithm is based on a Pareto-based multi-objective genetic algorithm, with a special crossover operator, which uses clustering validation measures as objective functions. The algorithm proposed can deal with data sets presenting different types of clusters, without the need of expertise in cluster analysis. its result is a concise set of partitions representing alternative trade-offs among the objective functions. We compare the results obtained with our algorithm, in the context of gene expression data sets, to those achieved with multi-objective Clustering with automatic K-determination (MOCK). the algorithm most closely related to ours. (C) 2009 Elsevier B.V. All rights reserved.

Evolutionary tuning of SVM parameter values in multiclass problems

Support vector machines (SVMs) were originally formulated for the solution of binary classification problems. In multiclass problems, a decomposition approach is often employed, in which the multiclass problem is divided into multiple binary subproblems, whose results are combined. Generally, the performance of SVM classifiers is affected by the selection of values for their parameters. This paper investigates the use of genetic algorithms (GAs) to tune the parameters of the binary SVMs in common multiclass decompositions. The developed GA may search for a set of parameter values common to all binary classifiers or for differentiated values for each binary classifier. (C) 2008 Elsevier B.V. All rights reserved.

Artificial Neural Networks and the Study of the Psychoactivity of Cannabinoid Compounds

Cannabinoid compounds have widely been employed because of its medicinal and psychotropic properties. These compounds are isolated from Cannabis sativa (or marijuana) and are used in several medical treatments, such as glaucoma, nausea associated to chemotherapy, pain and many other situations. More recently, its use as appetite stimulant has been indicated in patients with cachexia or AIDS. In this work, the influence of several molecular descriptors on the psychoactivity of 50 cannabinoid compounds is analyzed aiming one obtain a model able to predict the psychoactivity of new cannabinoids. For this purpose, initially, the selection of descriptors was carried out using the Fisher`s weight, the correlation matrix among the calculated variables and principal component analysis. From these analyses, the following descriptors have been considered more relevant: E(LUMO) (energy of the lowest unoccupied molecular orbital), Log P (logarithm of the partition coefficient), VC4 (volume of the substituent at the C4 position) and LP1 (Lovasz-Pelikan index, a molecular branching index). To follow, two neural network models were used to construct a more adequate model for classifying new cannabinoid compounds. The first model employed was multi-layer perceptrons, with algorithm back-propagation, and the second model used was the Kohonen network. The results obtained from both networks were compared and showed that both techniques presented a high percentage of correctness to discriminate psychoactive and psychoinactive compounds. However, the Kohonen network was superior to multi-layer perceptrons.

Leakage Detection And Localization Method Based On A Hybrid Inverse/Direct Modelling Approach Suitable For Handling Multiple-Leak Scenarios

When an accurate hydraulic network model is available, direct modeling techniques are very straightforward and reliable for on-line leakage detection and localization applied to large class of water distribution networks. In general, this type of techniques based on analytical models can be seen as an application of the well-known fault detection and isolation theory for complex industrial systems. Nonetheless, the assumption of single leak scenarios is usually made considering a certain leak size pattern which may not hold in real applications. Upgrading a leak detection and localization method based on a direct modeling approach to handle multiple-leak scenarios can be, on one hand, quite straightforward but, on the other hand, highly computational demanding for large class of water distribution networks given the huge number of potential water loss hotspots. This paper presents a leakage detection and localization method suitable for multiple-leak scenarios and large class of water distribution networks. This method can be seen as an upgrade of the above mentioned method based on a direct modeling approach in which a global search method based on genetic algorithms has been integrated in order to estimate those network water loss hotspots and the size of the leaks. This is an inverse / direct modeling method which tries to take benefit from both approaches: on one hand, the exploration capability of genetic algorithms to estimate network water loss hotspots and the size of the leaks and on the other hand, the straightforwardness and reliability offered by the availability of an accurate hydraulic model to assess those close network areas around the estimated hotspots. The application of the resulting method in a DMA of the Barcelona water distribution network is provided and discussed. The obtained results show that leakage detection and localization under multiple-leak scenarios may be performed efficiently following an easy procedure.

Precificação de opções de dólar no mercado brasileiro utilizando redes neurais e algoritmos genéticos

Esse trabalho comparou, para condições macroeconômicas usuais, a eficiência do modelo de Redes Neurais Artificiais (RNAs) otimizadas por Algoritmos Genéticos (AGs) na precificação de opções de Dólar à Vista aos seguintes modelos de precificação convencionais: Black-Scholes, Garman-Kohlhagen, Árvores Trinomiais e Simulações de Monte Carlo. As informações utilizadas nesta análise, compreendidas entre janeiro de 1999 e novembro de 2006, foram disponibilizadas pela Bolsa de Mercadorias e Futuros (BM&F) e pelo Federal Reserve americano. As comparações e avaliações foram realizadas com o software MATLAB, versão 7.0, e suas respectivas caixas de ferramentas que ofereceram o ambiente e as ferramentas necessárias à implementação e customização dos modelos mencionados acima. As análises do custo do delta-hedging para cada modelo indicaram que, apesar de mais complexa, a utilização dos Algoritmos Genéticos exclusivamente para otimização direta (binária) dos pesos sinápticos das Redes Neurais não produziu resultados significativamente superiores aos modelos convencionais.