A Field Guide to Genetic Programming

xiv, 233 p. : il. ; 23 cm.Libro ElectrónicoA Field Guide to Genetic Programming (ISBN 978-1-4092-0073-4) is an introduction to genetic programming (GP). GP is a systematic, domain-independent method for getting computers to solve problems automatically starting from a high-level statement of what needs to be done. Using ideas from natural evolution, GP starts from an ooze of random computer programs, and progressively refines them through processes of mutation and sexual recombination, until solutions emerge. All this without the user having to know or specify the form or structure of solutions in advance. GP has generated a plethora of human-competitive results and applications, including novel scientific discoveries and patentable inventions. The authorsIntroduction -- Representation, initialisation and operators in Tree-based GP -- Getting ready to run genetic programming -- Example genetic programming run -- Alternative initialisations and operators in Tree-based GP -- Modular, grammatical and developmental Tree-based GP -- Linear and graph genetic programming -- Probalistic genetic programming -- Multi-objective genetic programming -- Fast and distributed genetic programming -- GP theory and its applications -- Applications -- Troubleshooting GP -- Conclusions.Contents xi 1 Introduction 1.1 Genetic Programming in a Nutshell 1.2 Getting Started 1.3 Prerequisites 1.4 Overview of this Field Guide I Basics 2 Representation, Initialisation and GP 2.1 Representation 2.2 Initialising the Population 2.3 Selection 2.4 Recombination and Mutation Operators in Tree-based 3 Getting Ready to Run Genetic Programming 19 3.1 Step 1: Terminal Set 19 3.2 Step 2: Function Set 20 3.2.1 Closure 21 3.2.2 Sufficiency 23 3.2.3 Evolving Structures other than Programs 23 3.3 Step 3: Fitness Function 24 3.4 Step 4: GP Parameters 26 3.5 Step 5: Termination and solution designation 27 4 Example Genetic Programming Run 4.1 Preparatory Steps 29 4.2 Step-by-Step Sample Run 31 4.2.1 Initialisation 31 4.2.2 Fitness Evaluation Selection, Crossover and Mutation Termination and Solution Designation Advanced Genetic Programming 5 Alternative Initialisations and Operators in 5.1 Constructing the Initial Population 5.1.1 Uniform Initialisation 5.1.2 Initialisation may Affect Bloat 5.1.3 Seeding 5.2 GP Mutation 5.2.1 Is Mutation Necessary? 5.2.2 Mutation Cookbook 5.3 GP Crossover 5.4 Other Techniques 32 5.5 Tree-based GP 39 6 Modular, Grammatical and Developmental Tree-based GP 47 6.1 Evolving Modular and Hierarchical Structures 47 6.1.1 Automatically Defined Functions 48 6.1.2 Program Architecture and Architecture-Altering 50 6.2 Constraining Structures 51 6.2.1 Enforcing Particular Structures 52 6.2.2 Strongly Typed GP 52 6.2.3 Grammar-based Constraints 53 6.2.4 Constraints and Bias 55 6.3 Developmental Genetic Programming 57 6.4 Strongly Typed Autoconstructive GP with PushGP 59 7 Linear and Graph Genetic Programming 61 7.1 Linear Genetic Programming 61 7.1.1 Motivations 61 7.1.2 Linear GP Representations 62 7.1.3 Linear GP Operators 64 7.2 Graph-Based Genetic Programming 65 7.2.1 Parallel Distributed GP (PDGP) 65 7.2.2 PADO 67 7.2.3 Cartesian GP 67 7.2.4 Evolving Parallel Programs using Indirect Encodings 68 8 Probabilistic Genetic Programming 8.1 Estimation of Distribution Algorithms 69 8.2 Pure EDA GP 71 8.3 Mixing Grammars and Probabilities 74 9 Multi-objective Genetic Programming 75 9.1 Combining Multiple Objectives into a Scalar Fitness Function 75 9.2 Keeping the Objectives Separate 76 9.2.1 Multi-objective Bloat and Complexity Control 77 9.2.2 Other Objectives 78 9.2.3 Non-Pareto Criteria 80 9.3 Multiple Objectives via Dynamic and Staged Fitness Functions 80 9.4 Multi-objective Optimisation via Operator Bias 81 10 Fast and Distributed Genetic Programming 83 10.1 Reducing Fitness Evaluations/Increasing their Effectiveness 83 10.2 Reducing Cost of Fitness with Caches 86 10.3 Parallel and Distributed GP are Not Equivalent 88 10.4 Running GP on Parallel Hardware 89 10.4.1 Master–slave GP 89 10.4.2 GP Running on GPUs 90 10.4.3 GP on FPGAs 92 10.4.4 Sub-machine-code GP 93 10.5 Geographically Distributed GP 93 11 GP Theory and its Applications 97 11.1 Mathematical Models 98 11.2 Search Spaces 99 11.3 Bloat 101 11.3.1 Bloat in Theory 101 11.3.2 Bloat Control in Practice 104 III Practical Genetic Programming 12 Applications 12.1 Where GP has Done Well 12.2 Curve Fitting, Data Modelling and Symbolic Regression 12.3 Human Competitive Results – the Humies 12.4 Image and Signal Processing 12.5 Financial Trading, Time Series, and Economic Modelling 12.6 Industrial Process Control 12.7 Medicine, Biology and Bioinformatics 12.8 GP to Create Searchers and Solvers – Hyper-heuristics xiii 12.9 Entertainment and Computer Games 127 12.10The Arts 127 12.11Compression 128 13 Troubleshooting GP 13.1 Is there a Bug in the Code? 13.2 Can you Trust your Results? 13.3 There are No Silver Bullets 13.4 Small Changes can have Big Effects 13.5 Big Changes can have No Effect 13.6 Study your Populations 13.7 Encourage Diversity 13.8 Embrace Approximation 13.9 Control Bloat 13.10 Checkpoint Results 13.11 Report Well 13.12 Convince your Customers 14 Conclusions Tricks of the Trade A Resources A.1 Key Books A.2 Key Journals A.3 Key International Meetings A.4 GP Implementations A.5 On-Line Resources 145 B TinyGP 151 B.1 Overview of TinyGP 151 B.2 Input Data Files for TinyGP 153 B.3 Source Code 154 B.4 Compiling and Running TinyGP 162 Bibliography 167 Inde

Applied Data Science Approaches in FinTech: Innovative Models for Bitcoin Price Dynamics

Living in a data-intensive environment is a natural consequence to the continuous innovations and technological advancements, that created countless opportunities for addressing domain-specific challenges following the Data Science approach. The main objective of this thesis is to present applied Data Science approaches in FinTech, focusing on proposing innovative descriptive and predictive models for studying and exploring Bitcoin Price Dynamics and Bitcoin Price Prediction. With reference to the research area of Bitcoin Price Dynamics, two models are proposed. The first model is a Network Vector Autoregressive model that explains the dynamics of Bitcoin prices, based on a correlation network Vector Autoregressive process that models interconnections between Bitcoin prices from different exchange markets and classical assets prices. The empirical findings show that Bitcoin prices from different markets are highly interrelated, as in an efficiently integrated market, with prices from larger and/or more connected exchange markets driving other prices. The results confirm that Bitcoin prices are unrelated with classical market prices, thus, supporting the diversification benefit property of Bitcoin. The proposed model can predict Bitcoin prices with an error rate of about 11% of the average price. The second proposed model is a Hidden Markov Model that explains the observed time dynamics of Bitcoin prices from different exchange markets, by means of the latent time dynamics of a predefined number of hidden states, to model regime switches between different price vectors, going from "bear'' to "stable'' and "bear'' times. Structured with three hidden states and a diagonal variance-covariance matrix, the model proves that the first hidden state is concentrated in the initial time period where Bitcoin was relatively new and its prices were barely increasing, the second hidden state is mostly concentrated in a period where Bitcoin prices were steadily increasing, while the third hidden state is mostly concentrated in the last period where Bitcoin prices witnessed a high rate of volatility. Moreover, the model shows a good predictive performance when implemented on an out of sample dataset, compared to the same model structured with a full variance-covariance matrix. The third and final proposed model, falls within the area of Bitcoin Price Prediction. A Hybrid Hidden Markov Model and Genetic Algorithm Optimized Long Short Term Memory Network is proposed, aiming at predicting Bitcoin prices accurately, by introducing new features that are not usually considered in the literature. Moreover, to compare the performance of the proposed model to other models, a more traditional ARIMA model has been implemented, as well as a conventional Genetic Algorithm-optimized Long Short Term Memory Network. With a mean squared error of 33.888, a root mean squared error of 5.821 and a mean absolute error of 2.510, the proposed model achieves the lowest errors among all the implemented models, which proves its effectiveness in predicting Bitcoin prices

Evaluation of Filtration Performance of a Rotating Belt Filter for Different Primary Wastewater Influents.

Human activities around the world are responsible for production of enormous amount of wastewater, which needs to be treated quickly and effectively to avoid environmental concerns and other health implications. As an alternative to primary settlers in treating municipal wastewater, Salsnes, a subsidiary company of Trojan Technologies offers rotating belt filters (RBF) to treat the wastewater. A bench scale filtration unit of the RBF was developed to investigate the effect of varying water qualities from several wastewater plants in London, Ontario on the performance of the filter. The unit can achieve up to 80% reduction in total suspended solids (TSS), and 60% reduction in COD. As expected, flux of the filter meshes decreases with continuous filtration, while TSS, COD removal efficiency increases due to cake filtration. Performance models were developed correlating flux and removal efficiency with important influent water quality parameters such as TSS and COD using regression analysi

Agent-Based Models and Human Subject Experiments

This paper considers the relationship between agent-based modeling and economic decision-making experiments with human subjects. Both approaches exploit controlled ``laboratory'' conditions as a means of isolating the sources of aggregate phenomena. Research findings from laboratory studies of human subject behavior have inspired studies using artificial agents in ``computational laboratories'' and vice versa. In certain cases, both methods have been used to examine the same phenomenon. The focus of this paper is on the empirical validity of agent-based modeling approaches in terms of explaining data from human subject experiments. We also point out synergies between the two methodologies that have been exploited as well as promising new possibilities.agent-based models, human subject experiments, zero- intelligence agents, learning, evolutionary algorithms

Evolutionary polymorphic neural networks in chemical engineering modeling

Evolutionary Polymorphic Neural Network (EPNN) is a novel approach to modeling chemical, biochemical and physical processes. This approach has its basis in modern artificial intelligence, especially neural networks and evolutionary computing. EPNN can perform networked symbolic regressions for input-output data, while providing information about both the structure and complexity of a process during its own evolution. In this work three different processes are modeled: 1. A dynamic neutralization process. 2. An aqueous two-phase system. 3. Reduction of a biodegradation model. In all three cases, EPNN shows better or at least equal performances over published data than traditional thermodynamics /transport or neural network models. Furthermore, in those cases where traditional modeling parameters are difficult to determine, EPNN can be used as an auxiliary tool to produce equivalent empirical formulae for the target process. Feedback links in EPNN network can be formed through training (evolution) to perform multiple steps ahead predictions for dynamic nonlinear systems. Unlike existing applications combining neural networks and genetic algorithms, symbolic formulae can be extracted from EPNN modeling results for further theoretical analysis and process optimization. EPNN system can also be used for data prediction tuning. In which case, only a minimum number of initial system conditions need to be adjusted. Therefore, the network structure of EPNN is more flexible and adaptable than traditional neural networks. Due to the polymorphic and evolutionary nature of the EPNN system, the initially randomized values of constants in EPNN networks will converge to the same or similar forms of functions in separate runs until the training process ends. The EPNN system is not sensitive to differences in initial values of the EPNN population. However, if there exists significant larger noise in one or more data sets in the whole data composition, the EPNN system will probably fail to converge to a satisfactory level of prediction on these data sets. EPNN networks with a relatively small number of neurons can achieve similar or better performance than both traditional thermodynamic and neural network models. The developed EPNN approach provides alternative methods for efficiently modeling complex, dynamic or steady-state chemical processes. EPNN is capable of producing symbolic empirical formulae for chemical processes, regardless of whether or not traditional thermodynamic models are available or can be applied. The EPNN approach does overcome some of the limitations of traditional thermodynamic /transport models and traditional neural network models

Dynamic Modelling, Measurement and Control of Co-rotating Twin-Screw Extruders

Co-rotating twin-screw extruders are unique and versatile machines that are used widely in the plastics and food processing industries. Due to the large number of operating variables and design parameters available for manipulation and the complex interactions between them, it cannot be claimed that these extruders are currently being optimally utilised. The most significant improvement to the field of twin-screw extrusion would be through the provision of a generally applicable dynamic process model that is both computationally inexpensive and accurate. This would enable product design, process optimisation and process controller design to be performed cheaply and more thoroughly on a computer than can currently be achieved through experimental trials. This thesis is divided into three parts: dynamic modelling, measurement and control. The first part outlines the development of a dynamic model of the extrusion process which satisfies the above mentioned criteria. The dynamic model predicts quasi-3D spatial profiles of the degree of fill, pressure, temperature, specific mechanical energy input and concentrations of inert and reacting species in the extruder. The individual material transport models which constitute the dynamic model are examined closely for their accuracy and computational efficiency by comparing candidate models amongst themselves and against full 3D finite volume flow models. Several new modelling approaches are proposed in the course of this investigation. The dynamic model achieves a high degree of simplicity and flexibility by assuming a slight compressibility in the process material, allowing the pressure to be calculated directly from the degree of over-fill in each model element using an equation of state. Comparison of the model predictions with dynamic temperature, pressure and residence time distribution data from an extrusion cooking process indicates a good predictive capability. The model can perform dynamic step-change calculations for typical screw configurations in approximately 30 seconds on a 600 MHz Pentium 3 personal computer. The second part of this thesis relates to the measurement of product quality attributes of extruded materials. A digital image processing technique for measuring the bubble size distribution in extruded foams from cross sectional images is presented. It is recognised that this is an important product quality attribute, though difficult to measure accurately with existing techniques. The present technique is demonstrated on several different products. A simulation study of the formation mechanism of polymer foams is also performed. The measurement of product quality attributes such as bulk density and hardness in a manner suitable for automatic control is also addressed. This is achieved through the development of an acoustic sensor for inferring product attributes using the sounds emanating from the product as it leaves the extruder. This method is found to have good prediction ability on unseen data. The third and final part of this thesis relates to the automatic control of product quality attributes using multivariable model predictive controllers based on both direct and indirect control strategies. In the given case study, indirect control strategies, which seek to regulate the product quality attributes through the control of secondary process indicators such as temperature and pressure, are found to cause greater deviations in product quality than taking no corrective control action at all. Conversely, direct control strategies are shown to give tight control over the product quality attributes, provided that appropriate product quality sensors or inferential estimation techniques are available

Finding Nonlinear Relationships in Functional Magnetic Resonance Imaging Data with Genetic Programming

The human brain is a complex, nonlinear dynamic chaotic system that is poorly understood. When faced with these difficult to understand systems, it is common to observe the system and develop models such that the underlying system might be deciphered. When observing neurological activity within the brain with functional magnetic resonance imaging (fMRI), it is common to develop linear models of functional connectivity; however, these models are incapable of describing the nonlinearities we know to exist within the system. A genetic programming (GP) system was developed to perform symbolic regression on recorded fMRI data. Symbolic regression makes fewer assumptions than traditional linear tools and can describe nonlinearities within the system. Although GP is a powerful form of machine learning that has many drawbacks (computational cost, overfitting, stochastic), it may provide new insights into the underlying system being studied. The contents of this thesis are presented in an integrated article format. For all articles, data from the Human Connectome Project were used. In the first article, nonlinear models for 507 subjects performing a motor task were created. These nonlinear models generated by GP contained fewer ROI than what would be found with traditional, linear tools. It was found that the generated nonlinear models would not fit the data as well as the linear models; however, when compared to linear models containing a similar number of ROI, the nonlinear models performed better. Ten subjects performing 7 tasks were studied in article two. After improvements to the GP system, the generated nonlinear models outperformed the linear models in many cases and were never significantly worse than the linear models. Forty subjects performing 7 tasks were studied in article three. Newly generated nonlinear models were applied to unseen data from the same subject performing the same task (intrasubject generalization) and many nonlinear models generalized to unseen data better than the linear models. The nonlinear models were applied to unseen data from other subjects performing the same task (intersubject generalization) and were not capable of generalizing as well as the linear