Inductive machine learning of optimal modular structures: Estimating solutions using support vector machines

Structural optimization is usually handled by iterative methods requiring repeated samples of a physics-based model, but this process can be computationally demanding. Given a set of previously optimized structures of the same topology, this paper uses inductive learning to replace this optimization process entirely by deriving a function that directly maps any given load to an optimal geometry. A support vector machine is trained to determine the optimal geometry of individual modules of a space frame structure given a specified load condition. Structures produced by learning are compared against those found by a standard gradient descent optimization, both as individual modules and then as a composite structure. The primary motivation for this is speed, and results show the process is highly efficient for cases in which similar optimizations must be performed repeatedly. The function learned by the algorithm can approximate the result of optimization very closely after sufficient training, and has also been found effective at generalizing the underlying optima to produce structures that perform better than those found by standard iterative methods

Quantification of survey expectations by means of symbolic regression via genetic programming to estimate economic growth in central and eastern european economies

Tendency surveys are the main source of agents' expectations. This study has a twofold aim. First, it proposes a new method to quantify survey-based expectations by means of symbolic regression (SR) via genetic programming. Second, it combines the main SR-generated indicators to estimate the evolution of GDP, obtaining the best results for the Czech Republic and Hungary. Finally, it assesses the impact of the 2008 financial crisis, finding that the capacity of agents' expectations to anticipate economic growth in most Central and Eastern European economies improved after the crisis.Peer ReviewedPostprint (author's final draft

Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies

Tendency surveys are the main source of agents' expectations. The main aim of this study is twofold. First, we propose a new method to quantify survey-based expectations by means of symbolic regression (SR) via genetic programming. Second, we combine the main SR-generated indicators to estimate the evolution of GDP, obtaining the best results for the Czech Republic and Hungary. Finally, we assess the impact of the 2008 financial crisis, finding an improvement in the capacity of agents' expectations in most Central and Eastern European economies to anticipate economic growth after the crisis

Robust Optimization in Simulation: Taguchi and Response Surface Methodology

Optimization of simulated systems is tackled by many methods, but most methods assume known environments. This article, however, develops a 'robust' methodology for uncertain environments. This methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by Response Surface Methodology (RSM). George Box originated RSM, and Douglas Montgomery recently extended RSM to robust optimization of real (non-simulated) systems. We combine Taguchi's view with RSM for simulated systems, and apply the resulting methodology to classic Economic Order Quantity (EOQ) inventory models. Our results demonstrate that in general robust optimization requires order quantities that differ from the classic EOQ.Pareto frontier;bootstrap;Latin hypercube sampling

Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming

In this study we use agents’ expectations about the state of the economy to generate indicators of economic activity in twenty-six European countries grouped in five regions (Western, Eastern, and Southern Europe, and Baltic and Scandinavian countries). We apply a data-driven procedure based on evolutionary computation to transform survey variables in economic growth rates. In a first step, we design five independent experiments to derive the optimal combination of expectations that best replicates the evolution of economic growth in each region by means of genetic programming, limiting the integration schemes to the main mathematical operations. We then rank survey variables according to their performance in tracking economic activity, finding that agents’ “perception about the overall economy compared to last year” is the survey variable with the highest predictive power. In a second step, we assess the out-of-sample forecast accuracy of the evolved indicators. Although we obtain different results across regions, Austria, Slovakia, Portugal, Lithuania and Sweden are the economies of each region that show the best forecast results. We also find evidence that the forecasting performance of the survey-based indicators improves during periods of higher growth

A new approach for the quantification of qualitative measures of economic expectations

In this study a new approach to quantify qualitative survey data about the direction of change is presented. We propose a data-driven procedure based on evolutionary computation that avoids making any assumption about agents' expectations. The research focuses on experts' expectations about the state of the economy from the World Economic Survey in twenty eight countries of the Organisation for Economic Co-operation and Development. The proposed method is used to transform qualitative responses into estimates of economic growth. In a first experiment, we combine agents' expectations about the future to construct a leading indicator of economic activity. In a second experiment, agents' judgements about the present are combined to generate a coincident indicator. Then, we use index tracking to derive the optimal combination of weights for both indicators that best replicates the evolution of economic activity in each country. Finally, we compute several accuracy measures to assess the performance of these estimates in tracking economic growth. The different results across countries have led us to use multidimensional scaling analysis in order to group all economies in four clusters according to their performance

A new approach for the quantification of qualitative measures of economic expectations

In this study a new approach to quantify qualitative survey data about the direction of change is presented. We propose a data-driven procedure based on evolutionary computation that avoids making any assumption about agents’ expectations. The research focuses on experts’ expectations about the state of the economy from the World Economic Survey in twenty eight countries of the Organisation for Economic Co-operation and Development. The proposed method is used to transform qualitative responses into estimates of economic growth. In a first experiment, we combine agents’ expectations about the future to construct a leading indicator of economic activity. In a second experiment, agents’ judgements about the present are combined to generate a coincident indicator. Then, we use index tracking to derive the optimal combination of weights for both indicators that best replicates the evolution of economic activity in each country. Finally, we compute several accuracy measures to assess the performance of these estimates in tracking economic growth. The different results across countries have led us to use multidimensional scaling analysis in order to group all economies in four clusters according to their performance. We obtain the best results for Belgium, Norway, Austria, Lithuania, Japan and the United Kingdom.Peer ReviewedPostprint (author's final draft

SURROGATE SEARCH: A SIMULATION OPTIMIZATION METHODOLOGY FOR LARGE-SCALE SYSTEMS

For certain settings in which system performance cannot be evaluated by analytical methods, simulation models are widely utilized. This is especially for complex systems. To try to optimize these models, simulation optimization techniques have been developed. These attempt to identify the system designs and parameters that result in (near) optimal system performance. Although more realistic results can be provided by simulation, the computational time for simulator execution, and consequently, simulation optimization may be very long. Hence, the major challenge in determining improved system designs by incorporating simulation and search methodologies is to develop more efficient simulation optimization heuristics or algorithms. This dissertation develops a new approach, Surrogate Search, to determine near optimal system designs for large-scale simulation problems that contain combinatorial decision variables. First, surrogate objective functions are identified by analyzing simulation results to observe system behavior. Multiple linear regression is utilized to examine simulation results and construct surrogate objective functions. The identified surrogate objective functions, which can be quickly executed, are then utilized as simulator replacements in the search methodologies. For multiple problems containing different settings of the same simulation model, only one surrogate objective function needs to be identified. The development of surrogate objective functions benefits the optimization process by reducing the number of simulation iterations. Surrogate Search approaches are developed for two combinatorial problems, operator assignment and task sequencing, using a large-scale sortation system simulation model. The experimental results demonstrate that Surrogate Search can be applied to such large-scale simulation problems and outperform recognized simulation optimization methodology, Scatter Search (SS). This dissertation provides a systematic methodology to perform simulation optimization for complex operations research problems and contributes to the simulation optimization field