High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

Evolutionary Networks for Multi-Behavioural Robot Control : A thesis presented in partial fulfilment of the requirements for the degree of Master of Science in Computer Science Massey University, Albany, New Zealand

Artificial Intelligence can be applied to a wide variety of real world problems, with varying levels of complexity; nonetheless, real world problems often demand for capabilities that are difficult, if not impossible to achieve using a single Artificial Intelligence algorithm. This challenge gave rise to the development of hybrid systems that put together a combination of complementary algorithms. Hybrid approaches come at a cost however, as they introduce additional complications for the developer, such as how the algorithms should interact and when the independent algorithms should be executed. This research introduces a new algorithm called Cascading Genetic Network Programming (CGNP), which contains significant changes to the original Genetic Network Programming. This new algorithm has the facility to include any Artificial Intelligence algorithm into its directed graph network, as either a judgement or processing node. CGNP introduces a novel ability for a scalable multiple layer network, of independent instances of the CGNP algorithm itself. This facilitates problem subdivision, independent optimisation of these underlying layers and the ability to develop varying levels of complexity, from individual motor control to high level dynamic role allocation systems. Mechanisms are incorporated to prevent the child networks from executing beyond their requirement, allowing the parent to maintain control. The ability to optimise any data within each node is added, allowing for general purpose node development and therefore allowing node reuse in a wide variety of applications without modification. The abilities of the Cascaded Genetic Network Programming algorithm are demonstrated and proved through the development of a multi-behavioural robot soccer goal keeper, as a testbed where an individual Artificial Intelligence system may not be sufficient. The overall role is subdivided into three components and individually optimised which allow the robot to pursue a target object or location, rotate towards a target and provide basic functionality for defending a goal. These three components are then used in a higher level network as independent nodes, to solve the overall multi- behavioural goal keeper. Experiments show that the resulting controller defends the goal with a success rate of 91%, after 12 hours training using a population of 400 and 60 generations

Digital Ecosystems: Ecosystem-Oriented Architectures

We view Digital Ecosystems to be the digital counterparts of biological ecosystems. Here, we are concerned with the creation of these Digital Ecosystems, exploiting the self-organising properties of biological ecosystems to evolve high-level software applications. Therefore, we created the Digital Ecosystem, a novel optimisation technique inspired by biological ecosystems, where the optimisation works at two levels: a first optimisation, migration of agents which are distributed in a decentralised peer-to-peer network, operating continuously in time; this process feeds a second optimisation based on evolutionary computing that operates locally on single peers and is aimed at finding solutions to satisfy locally relevant constraints. The Digital Ecosystem was then measured experimentally through simulations, with measures originating from theoretical ecology, evaluating its likeness to biological ecosystems. This included its responsiveness to requests for applications from the user base, as a measure of the ecological succession (ecosystem maturity). Overall, we have advanced the understanding of Digital Ecosystems, creating Ecosystem-Oriented Architectures where the word ecosystem is more than just a metaphor.Comment: 39 pages, 26 figures, journa

A Survey on Compiler Autotuning using Machine Learning

Since the mid-1990s, researchers have been trying to use machine-learning based approaches to solve a number of different compiler optimization problems. These techniques primarily enhance the quality of the obtained results and, more importantly, make it feasible to tackle two main compiler optimization problems: optimization selection (choosing which optimizations to apply) and phase-ordering (choosing the order of applying optimizations). The compiler optimization space continues to grow due to the advancement of applications, increasing number of compiler optimizations, and new target architectures. Generic optimization passes in compilers cannot fully leverage newly introduced optimizations and, therefore, cannot keep up with the pace of increasing options. This survey summarizes and classifies the recent advances in using machine learning for the compiler optimization field, particularly on the two major problems of (1) selecting the best optimizations and (2) the phase-ordering of optimizations. The survey highlights the approaches taken so far, the obtained results, the fine-grain classification among different approaches and finally, the influential papers of the field.Comment: version 5.0 (updated on September 2018)- Preprint Version For our Accepted Journal @ ACM CSUR 2018 (42 pages) - This survey will be updated quarterly here (Send me your new published papers to be added in the subsequent version) History: Received November 2016; Revised August 2017; Revised February 2018; Accepted March 2018

An Evolutionary Algorithm to Optimize Log/Restore Operations within Optimistic Simulation Platforms

In this work we address state recoverability in advanced optimistic simulation systems by proposing an evolutionary algorithm to optimize at run-time the parameters associated with state log/restore activities. Optimization takes place by adaptively selecting for each simulation object both (i) the best suited log mode (incremental vs non-incremental) and (ii) the corresponding optimal value of the log interval. Our performance optimization approach allows to indirectly cope with hidden effects (e.g., locality) as well as cross-object effects due to the variation of log/restore parameters for different simulation objects (e.g., rollback thrashing). Both of them are not captured by literature solutions based on analytical models of the overhead associated with log/restore tasks. More in detail, our evolutionary algorithm dynamically adjusts the log/restore parameters of distinct simulation objects as a whole, towards a well suited configuration. In such a way, we prevent negative effects on performance due to the biasing of the optimization towards individual simulation objects, which may cause reduced gains (or even decrease) in performance just due to the aforementioned hidden and/or cross-object phenomena. We also present an application-transparent implementation of the evolutionary algorithm within the ROme OpTimistic Simulator (ROOT-Sim), namely an open source, general purpose simulation environment designed according to the optimistic synchronization paradigm

Genetic Programming for Smart Phone Personalisation

Personalisation in smart phones requires adaptability to dynamic context based on user mobility, application usage and sensor inputs. Current personalisation approaches, which rely on static logic that is developed a priori, do not provide sufficient adaptability to dynamic and unexpected context. This paper proposes genetic programming (GP), which can evolve program logic in realtime, as an online learning method to deal with the highly dynamic context in smart phone personalisation. We introduce the concept of collaborative smart phone personalisation through the GP Island Model, in order to exploit shared context among co-located phone users and reduce convergence time. We implement these concepts on real smartphones to demonstrate the capability of personalisation through GP and to explore the benefits of the Island Model. Our empirical evaluations on two example applications confirm that the Island Model can reduce convergence time by up to two-thirds over standalone GP personalisation.Comment: 43 pages, 11 figure