A Partition-Based Random Search Method for Multimodal Optimization

Practical optimization problems are often too complex to be formulated exactly. Knowing multiple good alternatives can help decision-makers easily switch solutions when needed, such as when faced with unforeseen constraints. A multimodal optimization task aims to find multiple global optima as well as high-quality local optima of an optimization problem. Evolutionary algorithms with niching techniques are commonly used for such problems, where a rough estimate of the optima number is required to determine the population size. In this paper, a partition-based random search method is proposed, in which the entire feasible domain is partitioned into smaller and smaller subregions iteratively. Promising regions are partitioned faster than unpromising regions, thus, promising areas will be exploited earlier than unpromising areas. All promising areas are exploited in parallel, which allows multiple good solutions to be found in a single run. The proposed method does not require prior knowledge about the optima number and it is not sensitive to the distance parameter. By cooperating with local search to refine the obtained solutions, the proposed method demonstrates good performance in many benchmark functions with multiple global optima. In addition, in problems with numerous local optima, high-quality local optima are captured earlier than low-quality local optima

Acoustic source localisation and tracking using microphone arrays

This thesis considers the domain of acoustic source localisation and tracking in an indoor environment. Acoustic tracking has applications in security, human-computer interaction, and the diarisation of meetings. Source localisation and tracking is typically a computationally expensive task, making it hard to process on-line, especially as the number of speakers to track increases. Much of the literature considers single-source localisation, however a practical system must be able to cope with multiple speakers, possibly active simultaneously, without knowing beforehand how many speakers are present. Techniques are explored for reducing the computational requirements of an acoustic localisation system. Techniques to localise and track multiple active sources are also explored, and developed to be more computationally efficient than the current state of the art algorithms, whilst being able to track more speakers. The first contribution is the modification of a recent single-speaker source localisation technique, which improves the localisation speed. This is achieved by formalising the implicit assumption by the modified algorithm that speaker height is uniformly distributed on the vertical axis. Estimating height information effectively reduces the search space where speakers have previously been detected, but who may have moved over the horizontal-plane, and are unlikely to have significantly changed height. This is developed to allow multiple non-simultaneously active sources to be located. This is applicable when the system is given information from a secondary source such as a set of cameras allowing the efficient identification of active speakers rather than just the locations of people in the environment. The next contribution of the thesis is the application of a particle swarm technique to significantly further decrease the computational cost of localising a single source in an indoor environment, compared the state of the art. Several variants of the particle swarm technique are explored, including novel variants designed specifically for localising acoustic sources. Each method is characterised in terms of its computational complexity as well as the average localisation error. The techniques’ responses to acoustic noise are also considered, and they are found to be robust. A further contribution is made by using multi-optima swarm techniques to localise multiple simultaneously active sources. This makes use of techniques which extend the single-source particle swarm techniques to finding multiple optima of the acoustic objective function. Several techniques are investigated and their performance in terms of localisation accuracy and computational complexity is characterised. Consideration is also given to how these metrics change when an increasing number of active speakers are to be localised. Finally, the application of the multi-optima localisation methods as an input to a multi-target tracking system is presented. Tracking multiple speakers is a more complex task than tracking single acoustic source, as observations of audio activity must be associated in some way with distinct speakers. The tracker used is known to be a relatively efficient technique, and the nature of the multi-optima output format is modified to allow the application of this technique to the task of speaker tracking

Using Particle Swarm Optimization for Market Timing Strategies

Market timing is the issue of deciding when to buy or sell a given asset on the market. As one of the core issues of algorithmic trading systems, designers of such system have turned to computational intelligence methods to aid them in this task. In this thesis, we explore the use of Particle Swarm Optimization (PSO) within the domain of market timing.nPSO is a search metaheuristic that was first introduced in 1995 [28] and is based on the behavior of birds in flight. Since its inception, the PSO metaheuristic has seen extensions to adapt it to a variety of problems including single objective optimization, multiobjective optimization, niching and dynamic optimization problems. Although popular in other domains, PSO has seen limited application to the issue of market timing. The current incumbent algorithm within the market timing domain is Genetic Algorithms (GA), based on the volume of publications as noted in [40] and [84]. In this thesis, we use PSO to compose market timing strategies using technical analysis indicators. Our first contribution is to use a formulation that considers both the selection of components and the tuning of their parameters in a simultaneous manner, and approach market timing as a single objective optimization problem. Current approaches only considers one of those aspects at a time: either selecting from a set of components with fixed values for their parameters or tuning the parameters of a preset selection of components. Our second contribution is proposing a novel training and testing methodology that explicitly exposes candidate market timing strategies to numerous price trends to reduce the likelihood of overfitting to a particular trend and give a better approximation of performance under various market conditions. Our final contribution is to consider market timing as a multiobjective optimization problem, optimizing five financial metrics and comparing the performance of our PSO variants against a well established multiobjective optimization algorithm. These algorithms address unexplored research areas in the context of PSO algorithms to the best of our knowledge, and are therefore original contributions. The computational results over a range of datasets shows that the proposed PSO algorithms are competitive to GAs using the same formulation. Additionally, the multiobjective variant of our PSO algorithm achieve statistically significant improvements over NSGA-II

Mining a Small Medical Data Set by Integrating the Decision Tree and t-test

[[abstract]]Although several researchers have used statistical methods to prove that aspiration followed by the injection of 95% ethanol left in situ (retention) is an effective treatment for ovarian endometriomas, very few discuss the different conditions that could generate different recovery rates for the patients. Therefore, this study adopts the statistical method and decision tree techniques together to analyze the postoperative status of ovarian endometriosis patients under different conditions. Since our collected data set is small, containing only 212 records, we use all of these data as the training data. Therefore, instead of using a resultant tree to generate rules directly, we use the value of each node as a cut point to generate all possible rules from the tree first. Then, using t-test, we verify the rules to discover some useful description rules after all possible rules from the tree have been generated. Experimental results show that our approach can find some new interesting knowledge about recurrent ovarian endometriomas under different conditions.[[journaltype]]國外[[incitationindex]]EI[[booktype]]紙本[[countrycodes]]FI

Evolutionary Computation

This book presents several recent advances on Evolutionary Computation, specially evolution-based optimization methods and hybrid algorithms for several applications, from optimization and learning to pattern recognition and bioinformatics. This book also presents new algorithms based on several analogies and metafores, where one of them is based on philosophy, specifically on the philosophy of praxis and dialectics. In this book it is also presented interesting applications on bioinformatics, specially the use of particle swarms to discover gene expression patterns in DNA microarrays. Therefore, this book features representative work on the field of evolutionary computation and applied sciences. The intended audience is graduate, undergraduate, researchers, and anyone who wishes to become familiar with the latest research work on this field

Cooperative Models of Particle Swarm Optimizers

Particle Swarm Optimization (PSO) is one of the most effFective optimization tools, which emerged in the last decade. Although, the original aim was to simulate the behavior of a group of birds or a school of fish looking for food, it was quickly realized that it could be applied in optimization problems. Different directions have been taken to analyze the PSO behavior as well as improving its performance. One approach is the introduction of the concept of cooperation. This thesis focuses on studying this concept in PSO by investigating the different design decisions that influence the cooperative PSO models' performance and introducing new approaches for information exchange. Firstly, a comprehensive survey of all the cooperative PSO models proposed in the literature is compiled and a definition of what is meant by a cooperative PSO model is introduced. A taxonomy for classifying the different surveyed cooperative PSO models is given. This taxonomy classifies the cooperative models based on two different aspects: the approach the model uses for decomposing the problem search space and the method used for placing the particles into the different cooperating swarms. The taxonomy helps in gathering all the proposed models under one roof and understanding the similarities and differences between these models. Secondly, a number of parameters that control the performance of cooperative PSO models are identified. These parameters give answers to the four questions: Which information to share? When to share it? Whom to share it with? and What to do with it? A complete empirical study is conducted on one of the cooperative PSO models in order to understand how the performance changes under the influence of these parameters. Thirdly, a new heterogeneous cooperative PSO model is proposed, which is based on the exchange of probability models rather than the classical migration of particles. The model uses two swarms that combine the ideas of PSO and Estimation of Distribution Algorithms (EDAs) and is considered heterogeneous since the cooperating swarms use different approaches to sample the search space. The model is tested using different PSO models to ensure that the performance is robust against changing the underlying population topology. The experiments show that the model is able to produce better results than its components in many cases. The model also proves to be highly competitive when compared to a number of state-of-the-art cooperative PSO algorithms. Finally, two different versions of the PSO algorithm are applied in the FPGA placement problem. One version is applied entirely in the discrete domain, which is the first attempt to solve this problem in this domain using a discrete PSO (DPSO). Another version is implemented in the continuous domain. The PSO algorithms are applied to several well-known FPGA benchmark problems with increasing dimensionality. The results are compared to those obtained by the academic Versatile Place and Route (VPR) placement tool, which is based on Simulated Annealing (SA). The results show that these methods are competitive for small and medium-sized problems. For higher-sized problems, the methods provide very close results. The work also proposes the use of different cooperative PSO approaches using the two versions and their performances are compared to the single swarm performance