A review on probabilistic graphical models in evolutionary computation

Thanks to their inherent properties, probabilistic graphical models are one of the prime candidates for machine learning and decision making tasks especially in uncertain domains. Their capabilities, like representation, inference and learning, if used effectively, can greatly help to build intelligent systems that are able to act accordingly in different problem domains. Evolutionary algorithms is one such discipline that has employed probabilistic graphical models to improve the search for optimal solutions in complex problems. This paper shows how probabilistic graphical models have been used in evolutionary algorithms to improve their performance in solving complex problems. Specifically, we give a survey of probabilistic model building-based evolutionary algorithms, called estimation of distribution algorithms, and compare different methods for probabilistic modeling in these algorithms

Dependency structure matrix, genetic algorithms, and effective recombination

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

Substructural local search in discrete estimation of distribution algorithms

Tese dout., Engenharia Electrónica e Computação, Universidade do Algarve, 2009SFRH/BD/16980/2004The last decade has seen the rise and consolidation of a new trend of stochastic optimizers known as estimation of distribution algorithms (EDAs). In essence, EDAs build probabilistic models of promising solutions and sample from the corresponding probability distributions to obtain new solutions. This approach has brought a new view to evolutionary computation because, while solving a given problem with an EDA, the user has access to a set of models that reveal probabilistic dependencies between variables, an important source of information about the problem. This dissertation proposes the integration of substructural local search (SLS) in EDAs to speedup the convergence to optimal solutions. Substructural neighborhoods are de ned by the structure of the probabilistic models used in EDAs, generating adaptive neighborhoods capable of automatic discovery and exploitation of problem regularities. Speci cally, the thesis focuses on the extended compact genetic algorithm and the Bayesian optimization algorithm. The utility of SLS in EDAs is investigated for a number of boundedly di cult problems with modularity, overlapping, and hierarchy, while considering important aspects such as scaling and noise. The results show that SLS can substantially reduce the number of function evaluations required to solve some of these problems. More importantly, the speedups obtained can scale up to the square root of the problem size O( p `).Fundação para a Ciência e Tecnologia (FCT

Using Prior Knowledge and Learning from Experience in Estimation of Distribution Algorithms

Estimation of distribution algorithms (EDAs) are stochastic optimization techniques that explore the space of potential solutions by building and sampling explicit probabilistic models of promising candidate solutions. One of the primary advantages of EDAs over many other stochastic optimization techniques is that after each run they leave behind a sequence of probabilistic models describing useful decompositions of the problem. This sequence of models can be seen as a roadmap of how the EDA solves the problem. While this roadmap holds a great deal of information about the problem, until recently this information has largely been ignored. My thesis is that it is possible to exploit this information to speed up problem solving in EDAs in a principled way. The main contribution of this dissertation will be to show that there are multiple ways to exploit this problem-specific knowledge. Most importantly, it can be done in a principled way such that these methods lead to substantial speedups without requiring parameter tuning or hand-inspection of models

Combinatorial optimization and metaheuristics

Today, combinatorial optimization is one of the youngest and most active areas of discrete mathematics. It is a branch of optimization in applied mathematics and computer science, related to operational research, algorithm theory and computational complexity theory. It sits at the intersection of several fields, including artificial intelligence, mathematics and software engineering. Its increasing interest arises for the fact that a large number of scientific and industrial problems can be formulated as abstract combinatorial optimization problems, through graphs and/or (integer) linear programs. Some of these problems have polynomial-time (“efficient”) algorithms, while most of them are NP-hard, i.e. it is not proved that they can be solved in polynomial-time. Mainly, it means that it is not possible to guarantee that an exact solution to the problem can be found and one has to settle for an approximate solution with known performance guarantees. Indeed, the goal of approximate methods is to find “quickly” (reasonable run-times), with “high” probability, provable “good” solutions (low error from the real optimal solution). In the last 20 years, a new kind of algorithm commonly called metaheuristics have emerged in this class, which basically try to combine heuristics in high level frameworks aimed at efficiently and effectively exploring the search space. This report briefly outlines the components, concepts, advantages and disadvantages of different metaheuristic approaches from a conceptual point of view, in order to analyze their similarities and differences. The two very significant forces of intensification and diversification, that mainly determine the behavior of a metaheuristic, will be pointed out. The report concludes by exploring the importance of hybridization and integration methods

Supporting teachers in the design and implementation of group formation policies to carry out group learning activities in massive and variable scale on-line learning contexts

Los MOOC (Massive Open Online Courses, Cursos Abiertos Masivos en Línea), etiquetados como nuevo paradigma disruptivo en el entorno educativo, son criticados por un amplio sector de la comunidad educativa debido a sus altas tasas de abandono y a su baja calidad instruccional. La inclusión de pedagogías activas, tales como el aprendizaje colaborativo, en este tipo de cursos podría mejorar su calidad instruccional, además de aumentar la motivación e implicación de los alumnos. Sin embargo, la escala masiva y sus variaciones durante el curso, dificulta la introducción de dichas pedagogías y en especial la formación y mantenimiento de grupos de trabajo de alumnos. El apoyo a los profesores en las tareas de gestión de estos grupos, podría facilitar la adopción de diseños pedagógicos colaborativos. Para abordar esta meta y poder llevar a cabo el desarrollo de herramientas de apoyo a los profesores, es conveniente un conocimiento amplio y profundo del contexto y del problema a acometer, así como una visión holística del mismo. Por este motivo, este tesis propone como objetivo general, el dar apoyo a los profesores interesados en introducir actividades realizadas en grupo en este tipo de cursos, tanto en el diseño de las políticas de agrupación adecuadas para cada situación, como en la implementación de dichas políticas dentro de la plataforma educativa elegida. Para ello, se crea un marco conceptual que permita categorizar los factores relevantes a tener en cuenta para formar grupos de alumnos o equipos, en el contexto educativo MOOC, así como las principales características de este contexto que pueden influir en dichas agrupaciones. Tomando como base dicho marco, se desarrollan guías de diseño con recomendaciones y directrices que ayudan a los profesores a diseñar sus propias políticas de agrupación, así como herramientas informáticas de apoyo, que permitan implementar dichas políticas de agrupación en las diferentes plataformas educativas. A través de tres estudios en MOOCs reales y otras técnicas de investigación, tales como revisión de literatura y opinión de expertos, se han explorado propuestas de agrupación basadas en las analíticas de aprendizaje y las dinámicas de los alumnos monitorizadas durante el curso. Además, se ha generado un modelo para la creación de guías de diseño, y una arquitectura para el desarrollo de herramientas informáticas, independientes de la plataforma educativa elegida, que sirvan para implementar las agrupaciones diseñadas. Tomando como base estos modelos, se han creado pruebas de concepto que han permitido comprobar su viabilidad y su utilidad.Departamento de Informática (Arquitectura y Tecnología de Computadores, Ciencias de la Computación e Inteligencia Artificial, Lenguajes y Sistemas Informáticos)Doctorado en Informátic

An investigation into the use of neural networks for the prediction of the stock exchange of Thailand

Stock markets are affected by many interrelated factors such as economics and politics at both national and international levels. Predicting stock indices and determining the set of relevant factors for making accurate predictions are complicated tasks. Neural networks are one of the popular approaches used for research on stock market forecast. This study developed neural networks to predict the movement direction of the next trading day of the Stock Exchange of Thailand (SET) index. The SET has yet to be studied extensively and research focused on the SET will contribute to understanding its unique characteristics and will lead to identifying relevant information to assist investment in this stock market. Experiments were carried out to determine the best network architecture, training method, and input data to use for this task. With regards network architecture, feedforward networks with three layers were used - an input layer, a hidden layer and an output layer - and networks with different numbers of nodes in the hidden layers were tested and compared. With regards training method, neural networks were trained with back-propagation and with genetic algorithms. With regards input data, three set of inputs, namely internal indicators, external indicators and a combination of both were used. The internal indicators are based on calculations derived from the SET while the external indicators are deemed to be factors beyond the control of the Thailand such as the Down Jones Index