One-Step or Two-Step Optimization and the Overfitting Phenomenon: A Case Study on Time Series Classification

For the last few decades, optimization has been developing at a fast rate. Bio-inspired optimization algorithms are metaheuristics inspired by nature. These algorithms have been applied to solve different problems in engineering, economics, and other domains. Bio-inspired algorithms have also been applied in different branches of information technology such as networking and software engineering. Time series data mining is a field of information technology that has its share of these applications too. In previous works we showed how bio-inspired algorithms such as the genetic algorithms and differential evolution can be used to find the locations of the breakpoints used in the symbolic aggregate approximation of time series representation, and in another work we showed how we can utilize the particle swarm optimization, one of the famous bio-inspired algorithms, to set weights to the different segments in the symbolic aggregate approximation representation. In this paper we present, in two different approaches, a new meta optimization process that produces optimal locations of the breakpoints in addition to optimal weights of the segments. The experiments of time series classification task that we conducted show an interesting example of how the overfitting phenomenon, a frequently encountered problem in data mining which happens when the model overfits the training set, can interfere in the optimization process and hide the superior performance of an optimization algorithm

Survey on the use of computational optimisation in UK engineering companies

The aim of this work is to capture current practices in the use of computational optimisation in UK engineering companies and identify the current challenges and future needs of the companies. To achieve this aim, a survey was conducted from June 2013 to August 2013 with 17 experts and practitioners from power, aerospace and automotive Original Equipment Manufacturers (OEMs), steel manufacturing sector, small- and medium-sized design, manufacturing and consultancy companies, and optimisation software vendors. By focusing on practitioners in industry, this work complements current surveys in optimisation that have mainly focused on published literature. This survey was carried out using a questionnaire administered through face-to-face interviews lasting around 2 h with each participant. The questionnaire covered 5 main topics: (i) state of optimisation in industry, (ii) optimisation problems, (iii) modelling techniques, (iv) optimisation techniques, and (v) challenges faced and future research areas. This survey identified the following challenges that the participant companies are facing in solving optimisation problems: large number of objectives and variables, availability of computing resources, data management and data mining for optimisation workflow, over-constrained problems, too many algorithms with limited help in selection, and cultural issues including training and mindset. The key areas for future research suggested by the participant companies are as follows: handling large number of variables, objectives and constraints particularly when solution robustness is important, reducing the number of iterations and evaluations, helping the users in algorithm selection and business case for optimisation, sharing data between different disciplines for multi-disciplinary optimisation, and supporting the users in model development and post-processing through design space visualisation and data mining

Metaheuristic approaches for the quartet method of hierarchical clustering

Given a set of objects and their pairwise distances, we wish to determine a visual representation of the data. We use the quartet paradigm to compute a hierarchy of clusters of the objects. The method is based on an NP-hard graph optimization problem called the Minimum Quartet Tree Cost problem. This paper presents and compares several metaheuristic approaches to approximate the optimal hierarchy. The performance of the algorithms is tested through extensive computational experiments and it is shown that the Reduced Variable Neighbourhood Search metaheuristic is the most effective approach to the problem, obtaining high quality solutions in short computational running times

Multi-Objective Big Data Optimization with jMetal and Spark

Big Data Optimization is the term used to refer to optimization problems which have to manage very large amounts of data. In this paper, we focus on the parallelization of metaheuristics with the Apache Spark cluster computing system for solving multi-objective Big Data Optimization problems. Our purpose is to study the influence of accessing data stored in the Hadoop File System (HDFS) in each evaluation step of a metaheuristic and to provide a software tool to solve these kinds of problems. This tool combines the jMetal multi-objective optimization framework with Apache Spark. We have carried out experiments to measure the performance of the proposed parallel infrastructure in an environment based on virtual machines in a local cluster comprising up to 100 cores. We obtained interesting results for computational e ort and propose guidelines to face multi-objective Big Data Optimization problems.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

A WOA-based optimization approach for task scheduling in cloud Computing systems

Task scheduling in cloud computing can directly affect the resource usage and operational cost of a system. To improve the efficiency of task executions in a cloud, various metaheuristic algorithms, as well as their variations, have been proposed to optimize the scheduling. In this work, for the first time, we apply the latest metaheuristics WOA (the whale optimization algorithm) for cloud task scheduling with a multiobjective optimization model, aiming at improving the performance of a cloud system with given computing resources. On that basis, we propose an advanced approach called IWC (Improved WOA for Cloud task scheduling) to further improve the optimal solution search capability of the WOA-based method. We present the detailed implementation of IWC and our simulation-based experiments show that the proposed IWC has better convergence speed and accuracy in searching for the optimal task scheduling plans, compared to the current metaheuristic algorithms. Moreover, it can also achieve better performance on system resource utilization, in the presence of both small and large-scale tasks

A statistical learning based approach for parameter fine-tuning of metaheuristics

Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selection of appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.Peer ReviewedPostprint (published version

Accelerated Particle Swarm Optimization and Support Vector Machine for Business Optimization and Applications

Business optimization is becoming increasingly important because all business activities aim to maximize the profit and performance of products and services, under limited resources and appropriate constraints. Recent developments in support vector machine and metaheuristics show many advantages of these techniques. In particular, particle swarm optimization is now widely used in solving tough optimization problems. In this paper, we use a combination of a recently developed Accelerated PSO and a nonlinear support vector machine to form a framework for solving business optimization problems. We first apply the proposed APSO-SVM to production optimization, and then use it for income prediction and project scheduling. We also carry out some parametric studies and discuss the advantages of the proposed metaheuristic SVM.Comment: 12 page