On multimodality of obnoxious faclity location models

Obnoxious single facility location models are models that have the aim to find the best location for an undesired facility. Undesired is usually expressed in relation to the so-called demand points that represent locations hindered by the facility. Because obnoxious facility location models as a rule are multimodal, the standard techniques of convex analysis used for locating desirable facilities in the plane may be trapped in local optima instead of the desired global optimum. It is assumed that having more optima coincides with being harder to solve. In this thesis the multimodality of obnoxious single facility location models is investigated in order to know which models are challenging problems in facility location problems and which are suitable for site selection. Selected for this are the obnoxious facility models that appear to be most important in literature. These are the maximin model, that maximizes the minimum distance from demand point to the obnoxious facility, the maxisum model, that maximizes the sum of distance from the demand points to the facility and the minisum model, that minimizes the sum of damage of the facility to the demand points. All models are measured with the Euclidean distances and some models also with the rectilinear distance metric. Furthermore a suitable algorithm is selected for testing multimodality. Of the tested algorithms in this thesis, Multistart is most appropriate. A small numerical experiment shows that Maximin models have on average the most optima, of which the model locating an obnoxious linesegment has the most. Maximin models have few optima and are thus not very hard to solve. From the Minisum models, the models that have the most optima are models that take wind into account. In general can be said that the generic models have less optima than the weighted versions. Models that are measured with the rectilinear norm do have more solutions than the same models measured with the Euclidean norm. This can be explained for the maximin models in the numerical example because the shape of the norm coincides with a bound of the feasible area, so not all solutions are different optima. The difference found in number of optima of the Maxisum and Minisum can not be explained by this phenomenon

Development of a Data-Driven Soft Sensor for Multivariate Chemical Processes Using Concordance Correlation Coefficient Subsets Integrated with Parallel Inverse-Free Extreme Learning Machine

Nonlinearity, complexity, and technological limitations are causes of troublesome measurements in multivariate chemical processes. In order to deal with these problems, a soft sensor based on concordance correlation coefficient subsets integrated with parallel inverse-free extreme learning machine (CCCS-PIFELM) is proposed for multivariate chemical processes. In comparison to the forward propagation architecture of neural network with a single hidden layer, i.e., a traditional extreme learning machine (ELM), the CCCS-PIFELM approach has two notable points. Firstly, there are two subsets obtained through the concordance correlation coefficient (CCC) values between input and output variables. Hence, impacts of input variables on output variables can be assessed. Secondly, an inverse-free algorithm is used to reduce the computational load. In the evaluation of the prediction performance, the Tennessee Eastman (TE) benchmark process is employed as a case study to develop the CCCS-PIFELM approach for predicting product compositions. According to the simulation results, the proposed CCCS-PIFELM approach can obtain higher prediction accuracy compared to traditional approaches

Use of deep multi-target prediction to identify learning styles

It is possible to classify students according to the manner they recognize, process, and store information. This classification should be considered when developing adaptive e-learning systems. It also creates a comprehension of the different styles students demonstrate while in the process of learning, which can help adaptive e-learning systems offer advice and instructions to students, teachers, administrators, and parents in order to optimize students’ learning processes. Moreover, e-learning systems using computational and statistical algorithms to analyze students’ learning may offer the opportunity to complement traditional learning evaluation methods with new ones based on analytical intelligence. In this work, we propose a method based on deep multi-target prediction algorithm using Felder–Silverman learning styles model to improve students’ learning evaluation using feature selection, learning styles models, and multiple target classification. As a result, we present a set of features and a model based on an artificial neural network to investigate the possibility of improving the accuracy of automatic learning styles identification. The obtained results show that learning styles allow adaptive e-learning systems to improve the learning processes of students105Applied machine learnin

A HYBRID ALGORITHM FOR THE UNCERTAIN INVERSE p-MEDIAN LOCATION PROBLEM

In this paper, we investigate the inverse p-median location  problem with variable edge lengths and variable vertex weights on networks in which the vertex weights and modification costs are the independent uncertain variables. We propose a  model for the uncertain inverse p-median location problem  with tail value at risk objective. Then, we show that  it  is NP-hard. Therefore,  a hybrid particle swarm optimization  algorithm is presented  to obtain   the approximate optimal solution of the proposed model. The algorithm contains expected value simulation and tail value at risk simulation

Stock portfolio selection using learning-to-rank algorithms with news sentiment

In this study, we apply learning-to-rank algorithms to design trading strategies using relative performance of a group of stocks based on investors' sentiment toward these stocks. We show that learning-to-rank algorithms are effective in producing reliable rankings of the best and the worst performing stocks based on investors' sentiment. More specifically, we use the sentiment shock and trend indicators introduced in the previous studies, and we design stock selection rules of holding long positions of the top 25% stocks and short positions of the bottom 25% stocks according to rankings produced by learning-to-rank algorithms. We then apply two learning-to-rank algorithms, ListNet and RankNet, in stock selection processes and test long-only and long-short portfolio selection strategies using 10 years of market and news sentiment data. Through backtesting of these strategies from 2006 to 2014, we demonstrate that our portfolio strategies produce risk-adjusted returns superior to the S&P500 index return, the hedge fund industry average performance - HFRIEMN, and some sentiment-based approaches without learning-to-rank algorithm during the same period

PARALLEL INDEPENDENT COMPONENT ANALYSIS WITH REFERENCE FOR IMAGING GENETICS: A SEMI-BLIND MULTIVARIATE APPROACH

Imaging genetics is an emerging field dedicated to the study of genetic underpinnings of brain structure and function. Over the last decade, brain imaging techniques such as magnetic resonance imaging (MRI) have been increasingly applied to measure morphometry, task-based function and connectivity in living brains. Meanwhile, high-throughput genotyping employing genome-wide techniques has made it feasible to sample the entire genome of a substantial number of individuals. While there is growing interest in image-wide and genome-wide approaches which allow unbiased searches over a large range of variants, one of the most challenging problems is the correction for the huge number of statistical tests used in univariate models. In contrast, a reference-guided multivariate approach shows specific advantage for simultaneously assessing many variables for aggregate effects while leveraging prior information. It can improve the robustness of the results compared to a fully blind approach. In this dissertation we present a semi-blind multivariate approach, parallel independent component analysis with reference (pICA-R), to better reveal relationships between hidden factors of particular attributes. First, a consistency-based order estimation approach is introduced to advance the application of ICA to genotype data. The pICA-R approach is then presented, where independent components are extracted from two modalities in parallel and inter-modality associations are subsequently optimized for pairs of components. In particular, prior information is incorporated to elicit components of particular interests, which helps identify factors carrying small amounts of variance in large complex datasets. The pICA-R approach is further extended to accommodate multiple references whose interrelationships are unknown, allowing the investigation of functional influence on neurobiological traits of potentially related genetic variants implicated in biology. Applied to a schizophrenia study, pICA-R reveals that a complex genetic factor involving multiple pathways underlies schizophrenia-related gray matter deficits in prefrontal and temporal regions. The extended multi-reference approach, when employed to study alcohol dependence, delineates a complex genetic architecture, where the CREB-BDNF pathway plays a key role in the genetic factor underlying a proportion of variation in cue-elicited brain activations, which plays a role in phenotypic symptoms of alcohol dependence. In summary, our work makes several important contributions to advance the application of ICA to imaging genetics studies, which holds the promise to improve our understating of genetics underlying brain structure and function in healthy and disease