Knowledge management overview of feature selection problem in high-dimensional financial data: Cooperative co-evolution and Map Reduce perspectives

The term big data characterizes the massive amounts of data generation by the advanced technologies in different domains using 4Vs volume, velocity, variety, and veracity-to indicate the amount of data that can only be processed via computationally intensive analysis, the speed of their creation, the different types of data, and their accuracy. High-dimensional financial data, such as time-series and space-Time data, contain a large number of features (variables) while having a small number of samples, which are used to measure various real-Time business situations for financial organizations. Such datasets are normally noisy, and complex correlations may exist between their features, and many domains, including financial, lack the al analytic tools to mine the data for knowledge discovery because of the high-dimensionality. Feature selection is an optimization problem to find a minimal subset of relevant features that maximizes the classification accuracy and reduces the computations. Traditional statistical-based feature selection approaches are not adequate to deal with the curse of dimensionality associated with big data. Cooperative co-evolution, a meta-heuristic algorithm and a divide-And-conquer approach, decomposes high-dimensional problems into smaller sub-problems. Further, MapReduce, a programming model, offers a ready-To-use distributed, scalable, and fault-Tolerant infrastructure for parallelizing the developed algorithm. This article presents a knowledge management overview of evolutionary feature selection approaches, state-of-The-Art cooperative co-evolution and MapReduce-based feature selection techniques, and future research directions

FDR2-BD: A fast data reduction recommendation tool for tabular big data classification problems

In this paper, a methodological data condensation approach for reducing tabular big datasets in classification problems is presented, named FDR2-BD. The key of our proposal is to analyze data in a dual way (vertical and horizontal), so as to provide a smart combination between feature selection to generate dense clusters of data and uniform sampling reduction to keep only a few representative samples from each problem area. Its main advantage is allowing the model’s predictive quality to be kept in a range determined by a user’s threshold. Its robustness is built on a hyper-parametrization process, in which all data are taken into consideration by following a k-fold procedure. Another significant capability is being fast and scalable by using fully optimized parallel operations provided by Apache Spark. An extensive experimental study is performed over 25 big datasets with different characteristics. In most cases, the obtained reduction percentages are above 95%, thus outperforming state-of-the-art solutions such as FCNN_MR that barely reach 70%. The most promising outcome is maintaining the representativeness of the original data information, with quality prediction values around 1% of the baseline.Fil: Basgall, María José. Universidad de Granada; España. Universidad Nacional de La Plata. Facultad de Informática. Instituto de Investigación en Informática Lidi; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata; ArgentinaFil: Naiouf, Ricardo Marcelo. Universidad Nacional de La Plata. Facultad de Informática. Instituto de Investigación en Informática Lidi; ArgentinaFil: Fernández, Alberto. Universidad de Granada; Españ

A Memetic Algorithm with Reinforcement Learning for Sociotechnical Production Scheduling

The following interdisciplinary article presents a memetic algorithm with applying deep reinforcement learning (DRL) for solving practically oriented dual resource constrained flexible job shop scheduling problems (DRC-FJSSP). From research projects in industry, we recognize the need to consider flexible machines, flexible human workers, worker capabilities, setup and processing operations, material arrival times, complex job paths with parallel tasks for bill of material (BOM) manufacturing, sequence-dependent setup times and (partially) automated tasks in human-machine-collaboration. In recent years, there has been extensive research on metaheuristics and DRL techniques but focused on simple scheduling environments. However, there are few approaches combining metaheuristics and DRL to generate schedules more reliably and efficiently. In this paper, we first formulate a DRC-FJSSP to map complex industry requirements beyond traditional job shop models. Then we propose a scheduling framework integrating a discrete event simulation (DES) for schedule evaluation, considering parallel computing and multicriteria optimization. Here, a memetic algorithm is enriched with DRL to improve sequencing and assignment decisions. Through numerical experiments with real-world production data, we confirm that the framework generates feasible schedules efficiently and reliably for a balanced optimization of makespan (MS) and total tardiness (TT). Utilizing DRL instead of random metaheuristic operations leads to better results in fewer algorithm iterations and outperforms traditional approaches in such complex environments.Comment: This article has been accepted by IEEE Access on June 30, 202

Instance selection of linear complexity for big data

Over recent decades, database sizes have grown considerably. Larger sizes present new challenges, because machine learning algorithms are not prepared to process such large volumes of information. Instance selection methods can alleviate this problem when the size of the data set is medium to large. However, even these methods face similar problems with very large-to-massive data sets. In this paper, two new algorithms with linear complexity for instance selection purposes are presented. Both algorithms use locality-sensitive hashing to find similarities between instances. While the complexity of conventional methods (usually quadratic, O(n2), or log-linear, O(nlogn)) means that they are unable to process large-sized data sets, the new proposal shows competitive results in terms of accuracy. Even more remarkably, it shortens execution time, as the proposal manages to reduce complexity and make it linear with respect to the data set size. The new proposal has been compared with some of the best known instance selection methods for testing and has also been evaluated on large data sets (up to a million instances).Supported by the Research Projects TIN 2011-24046 and TIN 2015-67534-P from the Spanish Ministry of Economy and Competitiveness

Reinforcement Learning-assisted Evolutionary Algorithm: A Survey and Research Opportunities

Evolutionary algorithms (EA), a class of stochastic search methods based on the principles of natural evolution, have received widespread acclaim for their exceptional performance in various real-world optimization problems. While researchers worldwide have proposed a wide variety of EAs, certain limitations remain, such as slow convergence speed and poor generalization capabilities. Consequently, numerous scholars actively explore improvements to algorithmic structures, operators, search patterns, etc., to enhance their optimization performance. Reinforcement learning (RL) integrated as a component in the EA framework has demonstrated superior performance in recent years. This paper presents a comprehensive survey on integrating reinforcement learning into the evolutionary algorithm, referred to as reinforcement learning-assisted evolutionary algorithm (RL-EA). We begin with the conceptual outlines of reinforcement learning and the evolutionary algorithm. We then provide a taxonomy of RL-EA. Subsequently, we discuss the RL-EA integration method, the RL-assisted strategy adopted by RL-EA, and its applications according to the existing literature. The RL-assisted procedure is divided according to the implemented functions including solution generation, learnable objective function, algorithm/operator/sub-population selection, parameter adaptation, and other strategies. Finally, we analyze potential directions for future research. This survey serves as a rich resource for researchers interested in RL-EA as it overviews the current state-of-the-art and highlights the associated challenges. By leveraging this survey, readers can swiftly gain insights into RL-EA to develop efficient algorithms, thereby fostering further advancements in this emerging field.Comment: 26 pages, 16 figure

Using fuzzy c-means clustering algorithm for common lecturer timetabling among departments

University course timetabling problem is one of the hard problems and it must be done for each term frequently which is an exhausting and time consuming task. The main technique in the presented approach is focused on developing and making the process of timetabling common lecturers among different departments of a university scalable. The aim of this paper is to improve the satisfaction of common lecturers among departments and then minimize the loss of resources within departments. The applied method is to use a collaborative search approach. In this method, at first all departments perform their scheduling process locally; then two clustering and traversing agents are used where the former is to cluster common lecturers among departments and the latter is to find unused resources among departments. After performing the clustering and traversing processes, the mapping operation in done based on principles of common lecturers constraint in redundant resources in order to gain the objectives of the problem. The problem’s evaluation metric is evaluated via using fuzzy c-means clustering algorithm on common lecturer constraints within a multi agent system. An applied dataset is based on meeting the requirements of scheduling in real world among various departments of Islamic Azad University, Ahar Branch and the success of results would be in respect of satisfying uniform distribution and allocation of common lecturers on redundant resources among different departments

Feature Selection Inspired Classifier Ensemble Reduction

Classifier ensembles constitute one of the main research directions in machine learning and data mining. The use of multiple classifiers generally allows better predictive performance than that achievable with a single model. Several approaches exist in the literature that provide means to construct and aggregate such ensembles. However, these ensemble systems contain redundant members that, if removed, may further increase group diversity and produce better results. Smaller ensembles also relax the memory and storage requirements, reducing system's run-time overhead while improving overall efficiency. This paper extends the ideas developed for feature selection problems to support classifier ensemble reduction, by transforming ensemble predictions into training samples, and treating classifiers as features. Also, the global heuristic harmony search is used to select a reduced subset of such artificial features, while attempting to maximize the feature subset evaluation. The resulting technique is systematically evaluated using high dimensional and large sized benchmark datasets, showing a superior classification performance against both original, unreduced ensembles, and randomly formed subsets. ? 2013 IEEE

Novel Memetic Computing Structures for Continuous Optimisation

This thesis studies a class of optimisation algorithms, namely Memetic Computing Structures, and proposes a novel set of promising algorithms that move the first step towards an implementation for the automatic generation of optimisation algorithms for continuous domains. This thesis after a thorough review of local search algorithms and popular meta-heuristics, focuses on Memetic Computing in terms of algorithm structures and design philosophy. In particular, most of the design carried out during my doctoral studies is inspired by the lex parsimoniae, aka Ockham’s Razor. It has been shown how simple algorithms, when well implemented can outperform complex implementations. In order to achieve this aim, the design is always carried out by attempting to identify the role of each algorithmic component/operator. In this thesis, on the basis of this logic, a set of variants of a recently proposed algorithms are presented. Subsequently a novel memetic structure, namely Parallel Memetic Structure is proposed and tested against modern algorithms representing the state of the art in optimisation. Furthermore, an initial prototype of an automatic design platform is also included. This prototype performs an analysis on separability of the optimisation problem and, on the basis of the analysis results, designs some parts of the parallel structure. Promising results are included. Finally, an investigation of the correlation among the variables and problem dimensionality has been performed. An extremely interesting finding of this thesis work is that the degree of correlation among the variables decreases when the dimensionality increases. As a direct consequence of this fact, large scale problems are to some extent easier to handle than problems in low dimensionality since, due to the lack of correlation among the variables, they can effectively be tackled by an algorithm that performs moves along the axes