A statistical learning based approach for parameter fine-tuning of metaheuristics

Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selection of appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.Peer ReviewedPostprint (published version

Mesurer la proximité entre corpus par de nouveaux méta-descripteurs

Devant le nombre d'algorithmes de classification existants, trouver l'algorithme qui sera le plus adapté pour classer un corpus de documents est une tâche difficile. La métaclassification apparaît aujourd'hui très utile pour aider à déterminer, en fonction des expériences passées, quel devrait être l'algorithme le plus pertinent par rapport à notre corpus. L'idée sous jacente est que "si un algorithme s'est montré particulièrement adapté pour un corpus, il devrait avoir le même comportement sur un corpus assez similaire". Dans cet article, nous proposons de nouveaux méta-descripteurs reposant sur les notions de similarités pour améliorer l'étape de méta-classification. Les expérimentations menées sur différents jeux de données réelles montrent la pertinence de nos nouveaux descripteurs. (Résumé d'auteur

A statistical learning based approach for parameter fine-tuning of metaheuristics

Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selectionof appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.Peer Reviewe

A statistical learning based approach for parameter fine-tuning of metaheuristics

Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selectionof appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem

A forecasting solution to the oil spill problem based on a hybrid intelligent system

Oil spills represent one of the most destructive environmental disasters. Predicting the possibility of finding oil slicks in a certain area after an oil spill can be critical in reducing environmental risks. The system presented here uses the Case-Based Reasoning (CBR) methodology to forecast the presence or absence of oil slicks in certain open sea areas after an oil spill. CBR is a computational methodology designed to generate solutions to certain problems by analysing previous solutions given to previously solved problems. The proposed CBR system includes a novel network for data classification and retrieval. This type of network, which is constructed by using an algorithm to summarize the results of an ensemble of Self-Organizing Maps, is explained and analysed in the present study. The Weighted Voting Superposition (WeVoS) algorithm mainly aims to achieve the best topographically ordered representation of a dataset in the map. This study shows how the proposed system, called WeVoS-CBR, uses information such as salinity, temperature, pressure, number and area of the slicks, obtained from various satellites to accurately predict the presence of oil slicks in the north-west of the Galician coast, using historical data

From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing

Organization based multiagent architecture for distributed environments

[EN]Distributed environments represent a complex field in which applied solutions should be flexible and include significant adaptation capabilities. These environments are related to problems where multiple users and devices may interact, and where simple and local solutions could possibly generate good results, but may not be effective with regards to use and interaction. There are many techniques that can be employed to face this kind of problems, from CORBA to multi-agent systems, passing by web-services and SOA, among others. All those methodologies have their advantages and disadvantages that are properly analyzed in this documents, to finally explain the new architecture presented as a solution for distributed environment problems. The new architecture for solving complex solutions in distributed environments presented here is called OBaMADE: Organization Based Multiagent Architecture for Distributed Environments. It is a multiagent architecture based on the organizations of agents paradigm, where the agents in the architecture are structured into organizations to improve their organizational capabilities. The reasoning power of the architecture is based on the Case-Based Reasoning methology, being implemented in a internal organization that uses agents to create services to solve the external request made by the users. The OBaMADE architecture has been successfully applied to two different case studies where its prediction capabilities have been properly checked. Those case studies have showed optimistic results and, being complex systems, have demonstrated the abstraction and generalizations capabilities of the architecture. Nevertheless OBaMADE is intended to be able to solve much other kind of problems in distributed environments scenarios. It should be applied to other varieties of situations and to other knowledge fields to fully develop its potencial.[ES]Los entornos distribuidos representan un campo de conocimiento complejo en el que las soluciones a aplicar deben ser flexibles y deben contar con gran capacidad de adaptación. Este tipo de entornos está normalmente relacionado con problemas donde varios usuarios y dispositivos entran en juego. Para solucionar dichos problemas, pueden utilizarse sistemas locales que, aunque ofrezcan buenos resultados en términos de calidad de los mismos, no son tan efectivos en cuanto a la interacción y posibilidades de uso. Existen múltiples técnicas que pueden ser empleadas para resolver este tipo de problemas, desde CORBA a sistemas multiagente, pasando por servicios web y SOA, entre otros. Todas estas mitologías tienen sus ventajas e inconvenientes, que se analizan en este documento, para explicar, finalmente, la nueva arquitectura presentada como una solución para los problemas generados en entornos distribuidos. La nueva arquitectura aquí se llama OBaMADE, que es el acrónimo del inglés Organization Based Multiagent Architecture for Distributed Environments (Arquitectura Multiagente Basada en Organizaciones para Entornos Distribuidos). Se trata de una arquitectura multiagente basasa en el paradigma de las organizaciones de agente, donde los agentes que forman parte de la arquitectura se estructuran en organizaciones para mejorar sus capacidades organizativas. La capacidad de razonamiento de la arquitectura está basada en la metodología de razonamiento basado en casos, que se ha implementado en una de las organizaciones internas de la arquitectura por medio de agentes que crean servicios que responden a las solicitudes externas de los usuarios. La arquitectura OBaMADE se ha aplicado de forma exitosa a dos casos de estudio diferentes, en los que se han demostrado sus capacidades predictivas. Aplicando OBaMADE a estos casos de estudio se han obtenido resultados esperanzadores y, al ser sistemas complejos, se han demostrado las capacidades tanto de abstracción como de generalización de la arquitectura presentada. Sin embargo, esta arquitectura está diseñada para poder ser aplicada a más tipo de problemas de entornos distribuidos. Debe ser aplicada a más variadas situaciones y a otros campos de conocimiento para desarrollar completamente el potencial de esta arquitectura

Improving evolutionary algorithms by MEANS of an adaptive parameter control approach

Evolutionary algorithms (EA) constitute a class of optimization methods that is widely used to solve complex scientific problems. However, EA often converge prematurely over suboptimal solutions, the evolution process is computational expensive, and setting the required EA parameters is quite difficult. We believe that the best way to address these problems is to begin by improving the parameter setting strategy, which will in turn improve the search path of the optimizer, and, we hope, ultimately help prevent premature convergence and relieve the computational burden. The strategy that will achieve this outcome, and the one we adopt in this research, is to ensure that the parameter setting approach takes into account the search path and attempts to drive it in the most advantageous direction. Our objective is therefore to develop an adaptive parameter setting approach capable of controlling all the EA parameters at once. To interpret the search path, we propose to incorporate the concept of exploration and exploitation into the feedback indicator. The first step is to review and study the available genotypic diversity measurements used to characterize the exploration of the optimizer over the search space. We do this by implementing a specifically designed benchmark, and propose three diversity requirements for evaluating the meaningfulness of those measures as population diversity estimators. Results show that none of the published formulations is, in fact, a qualified diversity descriptor. To remedy this, we introduce a new genotypic formulation here, the performance analysis of which shows that it produces better results overall, notwithstanding some serious defects. We initiate a similar study aimed at describing the role of exploitation in the search process, which is to indicate promising regions. However, since exploitation is mainly driven by the individuals’ fitness, we turn our attention toward phenotypic convergence measures. Again, the in-depth analysis reveals that none of the published phenotypic descriptors is capable of portraying the fitness distribution of a population. Consequently, a new phenotypic formulation is developed here, which shows perfect agreement with the expected population behavior. On the strength of these achievements, we devise an optimizer diagnostic tool based on the new genotypic and phenotypic formulations, and illustrate its value by comparing the impacts of various EA parameters. Although the main purpose of this development is to explore the relevance of using both a genotypic and a phenotypic measure to characterize the search process, our diagnostic tool proves to be one of the few tools available to practitioners for interpreting and customizing the way in which optimizers work over real-world problems. With the knowledge gained in our research, the objective of this thesis is finally met, with the proposal of a new adaptive parameter control approach. The system is based on a Bayesian network that enables all the EA parameters to be considered at once. To the authors’ knowledge, this is the first parameter setting proposal devised to do so. The genotypic and phenotypic measures developed are combined in the form of a credit assignment scheme for rewarding parameters by, among other things, promoting maximization of both exploration and exploitation. The proposed adaptive system is evaluated over a recognized benchmark (CEC’05) through the use of a steady-state genetic algorithm (SSGA), and then compared with seven other approaches, like FAUC-RMAB and G-CMA-ES, which are state-of-the-art adaptive methods. Overall, the results demonstrate statistically that the new proposal not only performs as well as G-CMA-ES, but outperforms almost all the other adaptive systems. Nonetheless, this investigation revealed that none of the methods tested is able to locate global optimum over complex multimodal problems. This led us to conclude that synergy and complementarity among the parameters involved is probably missing. Consequently, more research on these topics is advised, with a view to devising enhanced optimizers. We provide numerous recommendations for such research at the end of this thesis