Adaptive Evolutionary Clustering

In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static clustering by producing clustering results that reflect long-term trends while being robust to short-term variations. Several evolutionary clustering algorithms have recently been proposed, often by adding a temporal smoothness penalty to the cost function of a static clustering method. In this paper, we introduce a different approach to evolutionary clustering by accurately tracking the time-varying proximities between objects followed by static clustering. We present an evolutionary clustering framework that adaptively estimates the optimal smoothing parameter using shrinkage estimation, a statistical approach that improves a naive estimate using additional information. The proposed framework can be used to extend a variety of static clustering algorithms, including hierarchical, k-means, and spectral clustering, into evolutionary clustering algorithms. Experiments on synthetic and real data sets indicate that the proposed framework outperforms static clustering and existing evolutionary clustering algorithms in many scenarios.Comment: To appear in Data Mining and Knowledge Discovery, MATLAB toolbox available at http://tbayes.eecs.umich.edu/xukevin/affec

A study of the effects of clustering and local search on radio network design: evolutionary computation approaches

Eighth International Conference on Hybrid Intelligent Systems. Barcelona, 10-12 September 2008The goal of this paper is twofold. First, we want to make a study about how evolutionary computation techniques can efficiently solve the radio network design problem. For this goal we test several evolutionary computation techniques within the OPLINK experimental framework and compare them. Second, we propose a clustering approach and a 2-OPT in order to improve the results obtained by the evolutionary algorithms. Experiments carried out provide empirical evidence of how clustering-based techniques help in improving all algorithms tested. Extensive computational tests, including ones without clustering and 2-OPT, are performed with three evolutionary algorithms: genetic algorithms, memetic algorithms and chromosome appearance probability matrix algorithms.Publicad

Clustering Evolutionary Stock Market Model

As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which may grow or collapse with the evolution of the system. To mimic an open market, we allow some ones participate in or exit the market suggesting that the number of the agents would fluctuate. Simulation results show that the large events are frequent in the fluctuations of the stock price generated by the artificial stock market when compared with a normal process and the price return distribution is a \emph{l\'{e}vy} distribution in the central part followed by an approximately exponential truncation.Comment: 9 pages, 8 figure

Multiorder neurons for evolutionary higher-order clustering and growth

This letter proposes to use multiorder neurons for clustering irregularly shaped data arrangements. Multiorder neurons are an evolutionary extension of the use of higher-order neurons in clustering. Higher-order neurons parametrically model complex neuron shapes by replacing the classic synaptic weight by higher-order tensors. The multiorder neuron goes one step further and eliminates two problems associated with higher-order neurons. First, it uses evolutionary algorithms to select the best neuron order for a given problem. Second, it obtains more information about the underlying data distribution by identifying the correct order for a given cluster of patterns. Empirically we observed that when the correlation of clusters found with ground truth information is used in measuring clustering accuracy, the proposed evolutionary multiorder neurons method can be shown to outperform other related clustering methods. The simulation results from the Iris, Wine, and Glass data sets show significant improvement when compared to the results obtained using self-organizing maps and higher-order neurons. The letter also proposes an intuitive model by which multiorder neurons can be grown, thereby determining the number of clusters in data

Enhancement of cooperation in highly clustered scale-free networks

We study the effect of clustering on the organization of cooperation, by analyzing the evolutionary dynamics of the Prisoner's Dilemma on scale-free networks with a tunable value of clustering. We find that a high value of the clustering coefficient produces an overall enhancement of cooperation in the network, even for a very high temptation to defect. On the other hand, high clustering homogeneizes the process of invasion of degree classes by defectors, decreasing the chances of survival of low densities of cooperator strategists in the network.Comment: 4 pages, 3 figure

Asset Allocation under Hierarchical Clustering

This paper proposes a clustering asset allocation scheme which provides better risk-adjusted portfolio performance than those obtained from traditional asset allocation approaches such as the equal weight strategy and the Markowitz minimum variance allocation. The clustering criterion used, which involves maximization of the in-sample Sharpe ratio (SR), is different from traditional clustering criteria reported in the literature. Two evolutionary methods, namely Differential Evolution and Genetic Algorithm, are employed to search for such an optimal clustering structure given a cluster number. To explore the clustering impact on the SR, the in-sample and the out-of-sample SR distributions of the portfolios are studied using bootstrapped data as well as simulated paths from the single index market model. It was found that the SR distributions of the portfolios under the clustering asset allocation structure have higher mean values and skewness but approximately the same standard deviation and kurtosis than those in the non-clustered case. Genetic Algorithm is suggested as a more efficient approach than Differential Evolution for the purpose of solving the clustering problem.Asset Allocation, Clustering Technique, Sharpe Ratio, Evolutionary Approach, Heuristic Optimization