Evolving Classifiers - Evolutionary Algorithms in Data Mining

Data mining means to summarize information from large amounts of raw data. It is one of the key technologies in many areas of economy, science, administration and the internet. In this report we introduce an approach for utilizing evolutionary algorithms to breed fuzzy classifier systems. This approach was exercised as part of a structured procedure by the students Achler, Göb and Voigtmann as contribution to the 2006 Data-Mining-Cup contest, yielding encouragingly positive results.

Parameter estimation based on stacked regression and evolutionary algorithms

A new parameter-estimation algorithm, which minimises the cross-validated prediction error for linear-in-the-parameter models, is proposed, based on stacked regression and an evolutionary algorithm. It is initially shown that cross-validation is very important for prediction in linear-in-the-parameter models using a criterion called the mean dispersion error (MDE). Stacked regression, which can be regarded as a sophisticated type of cross-validation, is then introduced based on an evolutionary algorithm, to produce a new parameter-estimation algorithm, which preserves the parsimony of a concise model structure that is determined using the forward orthogonal least-squares (OLS) algorithm. The PRESS prediction errors are used for cross-validation, and the sunspot and Canadian lynx time series are used to demonstrate the new algorithms.

Efficiency issues of evolutionary k-means

One of the top ten most influential data mining algorithms, k-means, is known for being simple and scalable. However, it is sensitive to initialization of prototypes and requires that the number of clusters be specified in advance. This paper shows that evolutionary techniques conceived to guide the application of k-means can be more computationally efficient than systematic (i.e., repetitive) approaches that try to get around the above-mentioned drawbacks by repeatedly running the algorithm from different configurations for the number of clusters and initial positions of prototypes. To do so, a modified version of a (k-means based) fast evolutionary algorithm for clustering is employed. Theoretical complexity analyses for the systematic and evolutionary algorithms under interest are provided. Computational experiments and statistical analyses of the results are presented for artificial and text mining data sets. (C) 2010 Elsevier B.V. All rights reserved.

Evolutionary fuzzy clustering of relational data

This paper is concerned with the computational efficiency of fuzzy clustering algorithms when the data set to be clustered is described by a proximity matrix only (relational data) and the number of clusters must be automatically estimated from such data. A fuzzy variant of an evolutionary algorithm for relational clustering is derived and compared against two systematic (pseudo-exhaustive) approaches that can also be used to automatically estimate the number of fuzzy clusters in relational data. An extensive collection of experiments involving 18 artificial and two real data sets is reported and analyzed. (C) 2011 Elsevier B.V. All rights reserved.

On the efficiency of evolutionary fuzzy clustering

This paper tackles the problem of showing that evolutionary algorithms for fuzzy clustering can be more efficient than systematic (i.e. repetitive) approaches when the number of clusters in a data set is unknown. To do so, a fuzzy version of an Evolutionary Algorithm for Clustering (EAC) is introduced. A fuzzy cluster validity criterion and a fuzzy local search algorithm are used instead of their hard counterparts employed by EAC. Theoretical complexity analyses for both the systematic and evolutionary algorithms under interest are provided. Examples with computational experiments and statistical analyses are also presented.

Multi-population genetic algorithm to solve the synchronized and integrated two-level lot sizing and scheduling problem

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Planning of secondary distribution circuits through evolutionary algorithms

In this work, the planning of secondary distribution circuits is approached as a mixed integer nonlinear programming problem (MINLP). In order to solve this problem, a dedicated evolutionary algorithm (EA) is proposed. This algorithm uses a codification scheme, genetic operators, and control parameters, projected and managed to consider the specific characteristics of the secondary network planning. The codification scheme maps the possible solutions that satisfy the requirements in order to obtain an effective and low-cost projected system-the conductors' adequate dimensioning, load balancing among phases, and the transformer placed at the center of the secondary system loads. An effective algorithm for three-phase power flow is used as an auxiliary methodology of the EA for the calculation of the fitness function proposed for solutions of each topology. Results for two secondary distribution circuits are presented, whereas one presents radial topology and the other a weakly meshed topology. © 2005 IEEE.

Evolutionary methods for self-organizing cooperation in peer-to-peer networks

The Peer-to-Peer network paradigm is drawing the attention of both final users and researchers for its features. P2P networks shift from the classic client-server approach to a high level of decentralization where there is no central control and all the nodes should be able not only to require services, but to provide them to other peers as well. While on one hand such high level of decentralization might lead to interesting properties like scalability and fault tolerance, on the other hand it implies many new problems to deal with. A key feature of many P2P systems is openness, meaning that everybody is potentially able to join a network with no need for subscription or payment systems. The combination of openness and lack of central control makes it feasible for a user to free-ride, that is to increase its own benefit by using services without allocating resources to satisfy other peers’ requests. One of the main goals when designing a P2P system is therefore to achieve cooperation between users. Given the nature of P2P systems based on simple local interactions of many peers having partial knowledge of the whole system, an interesting way to achieve desired properties on a system scale might consist in obtaining them as emergent properties of the many interactions occurring at local node level. Two methods are typically used to face the problem of cooperation in P2P networks: 1) engineering emergent properties when designing the protocol; 2) study the system as a game and apply Game Theory techniques, especially to find Nash Equilibria in the game and to reach them making the system stable against possible deviant behaviors. In this work we present an evolutionary framework to enforce cooperative behaviour in P2P networks that is alternative to both the methods mentioned above. Our approach is based on an evolutionary algorithm inspired by computational sociology and evolutionary game theory, consisting in having each peer periodically trying to copy another peer which is performing better. The proposed algorithms, called SLAC and SLACER, draw inspiration from tag systems originated in computational sociology, the main idea behind the algorithm consists in having low performance nodes copying high performance ones. The algorithm is run locally by every node and leads to an evolution of the network both from the topology and from the nodes’ strategy point of view. Initial tests with a simple Prisoners’ Dilemma application show how SLAC is able to bring the network to a state of high cooperation independently from the initial network conditions. Interesting results are obtained when studying the effect of cheating nodes on SLAC algorithm. In fact in some cases selfish nodes rationally exploiting the system for their own benefit can actually improve system performance from the cooperation formation point of view. The final step is to apply our results to more realistic scenarios. We put our efforts in studying and improving the BitTorrent protocol. BitTorrent was chosen not only for its popularity but because it has many points in common with SLAC and SLACER algorithms, ranging from the game theoretical inspiration (tit-for-tat-like mechanism) to the swarms topology. We discovered fairness, meant as ratio between uploaded and downloaded data, to be a weakness of the original BitTorrent protocol and we drew inspiration from the knowledge of cooperation formation and maintenance mechanism derived from the development and analysis of SLAC and SLACER, to improve fairness and tackle freeriding and cheating in BitTorrent. We produced an extension of BitTorrent called BitFair that has been evaluated through simulation and has shown the abilities of enforcing fairness and tackling free-riding and cheating nodes.

Multi-objective Estimation of Distribution Algorithm Based on Joint Modeling of Objectives and Variables

This paper proposes a new multi-objective estimation of distribution algorithm (EDA) based on joint modeling of objectives and variables. This EDA uses the multi-dimensional Bayesian network as its probabilistic model. In this way it can capture the dependencies between objectives, variables and objectives, as well as the dependencies learnt between variables in other Bayesian network-based EDAs. This model leads to a problem decomposition that helps the proposed algorithm to find better trade-off solutions to the multi-objective problem. In addition to Pareto set approximation, the algorithm is also able to estimate the structure of the multi-objective problem. To apply the algorithm to many-objective problems, the algorithm includes four different ranking methods proposed in the literature for this purpose. The algorithm is applied to the set of walking fish group (WFG) problems, and its optimization performance is compared with an evolutionary algorithm and another multi-objective EDA. The experimental results show that the proposed algorithm performs significantly better on many of the problems and for different objective space dimensions, and achieves comparable results on some compared with the other algorithms.

Design of in-building wireless networks deployments using evolutionary algorithms

In this article, a novel approach to deal with the design of in-building wireless networks deployments is proposed. This approach known as MOQZEA (Multiobjective Quality Zone Based Evolutionary Algorithm) is a hybr id evolutionary algorithm adapted to use a novel fitness function, based on the definition of quality zones for the different objective functions considered. This approach is conceived to solve wireless network design problems without previous information of the required number of transmitters, considering simultaneously a high number of objective functions and optimizing multiple configuration parameters of the transmitters.

A 3D multi-objective optimization planning algorithm for wireless sensor networks

The complexity of planning a wireless sensor network is dependent on the aspects of optimization and on the application requirements. Even though Murphy's Law is applied everywhere in reality, a good planning algorithm will assist the designers to be aware of the short plates of their design and to improve them before the problems being exposed at the real deployment. A 3D multi-objective planning algorithm is proposed in this paper to provide solutions on the locations of nodes and their properties. It employs a developed ray-tracing scheme for sensing signal and radio propagation modelling. Therefore it is sensitive to the obstacles and makes the models of sensing coverage and link quality more practical compared with other heuristics that use ideal unit-disk models. The proposed algorithm aims at reaching an overall optimization on hardware cost, coverage, link quality and lifetime. Thus each of those metrics are modelled and normalized to compose a desirability function. Evolutionary algorithm is designed to efficiently tackle this NP-hard multi-objective optimization problem. The proposed algorithm is applicable for both indoor and outdoor 3D scenarios. Different parameters that affect the performance are analyzed through extensive experiments; two state-of-the-art algorithms are rebuilt and tested with the same configuration as that of the proposed algorithm. The results indicate that the proposed algorithm converges efficiently within 600 iterations and performs better than the compared heuristics.

Interval-based ranking in noisy evolutionary multiobjective optimization

As one of the most competitive approaches to multi-objective optimization, evolutionary algorithms have been shown to obtain very good results for many realworld multi-objective problems. One of the issues that can affect the performance of these algorithms is the uncertainty in the quality of the solutions which is usually represented with the noise in the objective values. Therefore, handling noisy objectives in evolutionary multi-objective optimization algorithms becomes very important and is gaining more attention in recent years. In this paper we present ?-degree Pareto dominance relation for ordering the solutions in multi-objective optimization when the values of the objective functions are given as intervals. Based on this dominance relation, we propose an adaptation of the non-dominated sorting algorithm for ranking the solutions. This ranking method is then used in a standardmulti-objective evolutionary algorithm and a recently proposed novel multi-objective estimation of distribution algorithm based on joint variable-objective probabilistic modeling, and applied to a set of multi-objective problems with different levels of independent noise. The experimental results show that the use of the proposed method for solution ranking allows to approximate Pareto sets which are considerably better than those obtained when using the dominance probability-based ranking method, which is one of the main methods for noise handling in multi-objective optimization.

A memetic algorithm for the delineation of local labour markets

Given a territory composed of basic geographical units, the delineation of local labour market areas (LLMAs) can be seen as a problem in which those units are grouped subject to multiple constraints. In previous research, standard genetic algorithms were not able to find valid solutions, and a specific evolutionary algorithm was developed. The inclusion of multiple ad hoc operators allowed the algorithm to find better solutions than those of a widely-used greedy method. However, the percentage of invalid solutions was still very high. In this paper we improve that evolutionary algorithm through the inclusion of (i) a reparation process, that allows every invalid individual to fulfil the constraints and contribute to the evolution, and (ii) a hillclimbing optimisation procedure for each generated individual by means of an appropriate reassignment of some of its constituent units. We compare the results of both techniques against the previous results and a greedy method.

FPGA implementation of a multi-population PBIL algorithm

Evolutionary-based algorithms play an important role in finding solutions to many problems that are not solved by classical methods, and particularly so for those cases where solutions lie within extreme non-convex multidimensional spaces. The intrinsic parallel structure of evolutionary algorithms are amenable to the simultaneous testing of multiple solutions; this has proved essential to the circumvention of local optima, and such robustness comes with high computational overhead, though custom digital processor use may reduce this cost. This paper presents a new implementation of an old, and almost forgotten, evolutionary algorithm: the population-based incremental learning method. We show that the structure of this algorithm is well suited to implementation within programmable logic, as compared with contemporary genetic algorithms. Further, the inherent concurrency of our FPGA implementation facilitates the integration and testing of micro-populations.

Causality detection on US mutual fund movements using evolutionary subset time-series

In this paper we develop an evolutionary kernel-based time update algorithm to recursively estimate subset discrete lag models (including fullorder models) with a forgetting factor and a constant term, using the exactwindowed case. The algorithm applies to causality detection when the true relationship occurs with a continuous or a random delay. We then demonstrate the use of the proposed evolutionary algorithm to study the monthly mutual fund data, which come from the 'CRSP Survivor-bias free US Mutual Fund Database'. The results show that the NAV is an influential player on the international stage of global bond and stock markets.