Evolutionary Computation and QSAR Research

[Abstract] The successful high throughput screening of molecule libraries for a specific biological property is one of the main improvements in drug discovery. The virtual molecular filtering and screening relies greatly on quantitative structure-activity relationship (QSAR) analysis, a mathematical model that correlates the activity of a molecule with molecular descriptors. QSAR models have the potential to reduce the costly failure of drug candidates in advanced (clinical) stages by filtering combinatorial libraries, eliminating candidates with a predicted toxic effect and poor pharmacokinetic profiles, and reducing the number of experiments. To obtain a predictive and reliable QSAR model, scientists use methods from various fields such as molecular modeling, pattern recognition, machine learning or artificial intelligence. QSAR modeling relies on three main steps: molecular structure codification into molecular descriptors, selection of relevant variables in the context of the analyzed activity, and search of the optimal mathematical model that correlates the molecular descriptors with a specific activity. Since a variety of techniques from statistics and artificial intelligence can aid variable selection and model building steps, this review focuses on the evolutionary computation methods supporting these tasks. Thus, this review explains the basic of the genetic algorithms and genetic programming as evolutionary computation approaches, the selection methods for high-dimensional data in QSAR, the methods to build QSAR models, the current evolutionary feature selection methods and applications in QSAR and the future trend on the joint or multi-task feature selection methods.Instituto de Salud Carlos III, PIO52048Instituto de Salud Carlos III, RD07/0067/0005Ministerio de Industria, Comercio y Turismo; TSI-020110-2009-53)Galicia. Consellería de Economía e Industria; 10SIN105004P

Learning and exploiting mixed variable dependencies with a model-based EA

Mixed-integer optimization considers problems with both discrete and continuous variables. The ability to learn and process problem structure can be of paramount importance for optimization, particularly when faced with black-box optimization (BBO) problems, where no structural knowledge is known a priori. For such cases, model-based Evolutionary Algorithms (EAs) have been very successful in the fields of discrete and continuous optimization. In this paper, we present a model-based EA which integrates techniques from the discrete and continuous domains in order to tackle mixed-integer problems. We furthermore introduce the novel mechanisms to learn and exploit mixed-variable dependencies. Previous approaches only learned dependencies explicitly in either the discrete or the continuous domain. The potential usefulness of addressing mixed dependencies directly is assessed by empirically analyzing algorithm performance on a selection of mixed-integer problems with different types of variable interactions. We find substantially improved, scalable performance on problems that exhibit mixed dependencies

Learning and exploiting mixed variable dependencies with a model-based EA

Mixed-integer optimization considers problems with both discrete and continuous variables. The ability to learn and process problem structure can be of paramount importance for optimization, particularly when faced with black-box optimization (BBO) problems, where no structural knowledge is known a priori. For such cases, model-based Evolutionary Algorithms (EAs) have been very successful in the fields of discrete and continuous optimization. In this paper, we present a model-based EA which integrates techniques from the discrete and continuous domains in order to tackle mixed-integer problems. We furthermore introduce the novel mechanisms to learn and exploit mixed-variable dependencies. Previous approaches only learned dependencies explicitly in either the discrete or the continuous domain. The potential usefulness of addressing mixed dependencies directly is assessed by empirically analyzing algorithm performance on a selection of mixed-integer problems with different types of variable interactions. We find substantially improved, scalable performance on problems that exhibit mixed dependencies

Ortalama-varyans portföy optimizasyonunda genetik algoritma uygulamaları üzerine bir literatür araştırması

Mean-variance portfolio optimization model, introduced by Markowitz, provides a fundamental answer to the problem of portfolio management. This model seeks an efficient frontier with the best trade-offs between two conflicting objectives of maximizing return and minimizing risk. The problem of determining an efficient frontier is known to be NP-hard. Due to the complexity of the problem, genetic algorithms have been widely employed by a growing number of researchers to solve this problem. In this study, a literature review of genetic algorithms implementations on mean-variance portfolio optimization is examined from the recent published literature. Main specifications of the problems studied and the specifications of suggested genetic algorithms have been summarized

EQML- An Evolutionary Qualitative Model Learning Framework

Postprin

Racing Multi-Objective Selection Probabilities

In the context of Noisy Multi-Objective Optimization, dealing with uncertainties requires the decision maker to define some preferences about how to handle them, through some statistics (e.g., mean, median) to be used to evaluate the qualities of the solutions, and define the corresponding Pareto set. Approximating these statistics requires repeated samplings of the population, drastically increasing the overall computational cost. To tackle this issue, this paper proposes to directly estimate the probability of each individual to be selected, using some Hoeffding races to dynamically assign the estimation budget during the selection step. The proposed racing approach is validated against static budget approaches with NSGA-II on noisy versions of the ZDT benchmark functions

Improved sampling of the pareto-front in multiobjective genetic optimizations by steady-state evolution: a Pareto converging genetic algorithm

Previous work on multiobjective genetic algorithms has been focused on preventing genetic drift and the issue of convergence has been given little attention. In this paper, we present a simple steady-state strategy, Pareto Converging Genetic Algorithm (PCGA), which naturally samples the solution space and ensures population advancement towards the Pareto-front. PCGA eliminates the need for sharing/niching and thus minimizes heuristically chosen parameters and procedures. A systematic approach based on histograms of rank is introduced for assessing convergence to the Pareto-front, which, by definition, is unknown in most real search problems. We argue that there is always a certain inheritance of genetic material belonging to a population, and there is unlikely to be any significant gain beyond some point; a stopping criterion where terminating the computation is suggested. For further encouraging diversity and competition, a nonmigrating island model may optionally be used; this approach is particularly suited to many difficult (real-world) problems, which have a tendency to get stuck at (unknown) local minima. Results on three benchmark problems are presented and compared with those of earlier approaches. PCGA is found to produce diverse sampling of the Pareto-front without niching and with significantly less computational effort