5,824 research outputs found

    Dependency structure matrix, genetic algorithms, and effective recombination

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    In many different fields, researchers are often confronted by problems arising from complex systems. Simple heuristics or even enumeration works quite well on small and easy problems; however, to efficiently solve large and difficult problems, proper decomposition is the key. In this paper, investigating and analyzing interactions between components of complex systems shed some light on problem decomposition. By recognizing three bare-bones interactions-modularity, hierarchy, and overlap, facet-wise models arc developed to dissect and inspect problem decomposition in the context of genetic algorithms. The proposed genetic algorithm design utilizes a matrix representation of an interaction graph to analyze and explicitly decompose the problem. The results from this paper should benefit research both technically and scientifically. Technically, this paper develops an automated dependency structure matrix clustering technique and utilizes it to design a model-building genetic algorithm that learns and delivers the problem structure. Scientifically, the explicit interaction model describes the problem structure very well and helps researchers gain important insights through the explicitness of the procedure.This work was sponsored by Taiwan National Science Council under grant NSC97- 2218-E-002-020-MY3, U.S. Air Force Office of Scientific Research, Air Force Material Command, USAF, under grants FA9550-06-1-0370 and FA9550-06-1-0096, U.S. National Science Foundation under CAREER grant ECS-0547013, ITR grant DMR-03-25939 at Materials Computation Center, grant ISS-02-09199 at US National Center for Supercomputing Applications, UIUC, and the Portuguese Foundation for Science and Technology under grants SFRH/BD/16980/2004 and PTDC/EIA/67776/2006

    Identifying component modules

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    A computer-based system for modelling component dependencies and identifying component modules is presented. A variation of the Dependency Structure Matrix (DSM) representation was used to model component dependencies. The system utilises a two-stage approach towards facilitating the identification of a hierarchical modular structure. The first stage calculates a value for a clustering criterion that may be used to group component dependencies together. A Genetic Algorithm is described to optimise the order of the components within the DSM with the focus of minimising the value of the clustering criterion to identify the most significant component groupings (modules) within the product structure. The second stage utilises a 'Module Strength Indicator' (MSI) function to determine a value representative of the degree of modularity of the component groupings. The application of this function to the DSM produces a 'Module Structure Matrix' (MSM) depicting the relative modularity of available component groupings within it. The approach enabled the identification of hierarchical modularity in the product structure without the requirement for any additional domain specific knowledge within the system. The system supports design by providing mechanisms to explicitly represent and utilise component and dependency knowledge to facilitate the nontrivial task of determining near-optimal component modules and representing product modularity

    An integrated search-based approach for automatic testing from extended finite state machine (EFSM) models

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    This is the post-print version of the Article - Copyright @ 2011 ElsevierThe extended finite state machine (EFSM) is a modelling approach that has been used to represent a wide range of systems. When testing from an EFSM, it is normal to use a test criterion such as transition coverage. Such test criteria are often expressed in terms of transition paths (TPs) through an EFSM. Despite the popularity of EFSMs, testing from an EFSM is difficult for two main reasons: path feasibility and path input sequence generation. The path feasibility problem concerns generating paths that are feasible whereas the path input sequence generation problem is to find an input sequence that can traverse a feasible path. While search-based approaches have been used in test automation, there has been relatively little work that uses them when testing from an EFSM. In this paper, we propose an integrated search-based approach to automate testing from an EFSM. The approach has two phases, the aim of the first phase being to produce a feasible TP (FTP) while the second phase searches for an input sequence to trigger this TP. The first phase uses a Genetic Algorithm whose fitness function is a TP feasibility metric based on dataflow dependence. The second phase uses a Genetic Algorithm whose fitness function is based on a combination of a branch distance function and approach level. Experimental results using five EFSMs found the first phase to be effective in generating FTPs with a success rate of approximately 96.6%. Furthermore, the proposed input sequence generator could trigger all the generated feasible TPs (success rate = 100%). The results derived from the experiment demonstrate that the proposed approach is effective in automating testing from an EFSM

    Modularity based linkage model for neuroevolution

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    Crossover between neural networks is considered disruptive due to the strong functional dependency between connection weights. We propose a modularity-based linkage model at the weight level to preserve functionally dependent communities (building blocks) in neural networks during mixing. A proximity matrix is built by estimating the dependency between weights, then a community detection algorithm maximizing modularity is run on the graph described by such matrix. The resulting communities/groups of parameters are considered to be mutually independent and used as crossover masks in an optimal mixing EA. A variant is tested with an operator that neutralizes the permutation problem of neural networks to a degree. Experiments were performed on 8 and 10-bit parity problems as the intrinsic hierarchical nature of the dependencies in these problems are challenging to learn. The results show that our algorithm finds better, more functionally dependent linkage which leads to more successful crossover and better performance

    Deriving the dependence structure of portfolio credit derivatives using evolutionary algorithms

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    Even if the correct modeling of default dependence is essential for the valuation of portfolio credit derivatives, for the pricing of synthetic CDOs a one-factor Gaussian copula model with constant and equalpairwise correlationsfor all assets in the reference portfolio has become the standard market model. If this model were a re?ection of market opinion, there wouldn't be the implied correlation smilethatis observedinthe market. Thepurposeof thispaperistoderive a correlation structure from observed CDO tranche spreads. The correlation structure is chosen such that all tranche spreads of the traded CDO can be reproduced. This implied correlation structure can then be used to price o?-market tranches with the same underlying as the traded CDO. Using this approach we can significantly reduce the risk to misprice o?-market derivatives. Due to the complexity of the optimization problem we apply Evolutionary Algorithms. --
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