A Comprehensive Survey on Particle Swarm Optimization Algorithm and Its Applications

Particle swarm optimization (PSO) is a heuristic global optimization method, proposed originally by Kennedy and Eberhart in 1995. It is now one of the most commonly used optimization techniques. This survey presented a comprehensive investigation of PSO. On one hand, we provided advances with PSO, including its modifications (including quantum-behaved PSO, bare-bones PSO, chaotic PSO, and fuzzy PSO), population topology (as fully connected, von Neumann, ring, star, random, etc.), hybridization (with genetic algorithm, simulated annealing, Tabu search, artificial immune system, ant colony algorithm, artificial bee colony, differential evolution, harmonic search, and biogeography-based optimization), extensions (to multiobjective, constrained, discrete, and binary optimization), theoretical analysis (parameter selection and tuning, and convergence analysis), and parallel implementation (in multicore, multiprocessor, GPU, and cloud computing forms). On the other hand, we offered a survey on applications of PSO to the following eight fields: electrical and electronic engineering, automation control systems, communication theory, operations research, mechanical engineering, fuel and energy, medicine, chemistry, and biology. It is hoped that this survey would be beneficial for the researchers studying PSO algorithms

Data mining in computational finance

Computational finance is a relatively new discipline whose birth can be traced back to early 1950s. Its major objective is to develop and study practical models focusing on techniques that apply directly to financial analyses. The large number of decisions and computationally intensive problems involved in this discipline make data mining and machine learning models an integral part to improve, automate, and expand the current processes. One of the objectives of this research is to present a state-of-the-art of the data mining and machine learning techniques applied in the core areas of computational finance. Next, detailed analysis of public and private finance datasets is performed in an attempt to find interesting facts from data and draw conclusions regarding the usefulness of features within the datasets. Credit risk evaluation is one of the crucial modern concerns in this field. Credit scoring is essentially a classification problem where models are built using the information about past applicants to categorise new applicants as ‘creditworthy’ or ‘non-creditworthy’. We appraise the performance of a few classical machine learning algorithms for the problem of credit scoring. Typically, credit scoring databases are large and characterised by redundant and irrelevant features, making the classification task more computationally-demanding. Feature selection is the process of selecting an optimal subset of relevant features. We propose an improved information-gain directed wrapper feature selection method using genetic algorithms and successfully evaluate its effectiveness against baseline and generic wrapper methods using three benchmark datasets. One of the tasks of financial analysts is to estimate a company’s worth. In the last piece of work, this study predicts the growth rate for earnings of companies using three machine learning techniques. We employed the technique of lagged features, which allowed varying amounts of recent history to be brought into the prediction task, and transformed the time series forecasting problem into a supervised learning problem. This work was applied on a private time series dataset

Multidimensional Particle Swarm Optimization for Machine Learning

Particle Swarm Optimization (PSO) is a stochastic nature-inspired optimization method. It has been successfully used in several application domains since it was introduced in 1995. It has been especially successful when applied to complicated multimodal problems, where simpler optimization methods, e.g., gradient descent, are not able to find satisfactory results. Multidimensional Particle Swarm Optimization (MD-PSO) and Fractional Global Best Formation (FGBF) are extensions of the basic PSO. MD-PSO allows searching for an optimum also when the solution dimensionality is unknown. With a dedicated dimensional PSO process, MD-PSO can search for optimal solution dimensionality. An interleaved positional PSO process simultaneously searches for the optimal solution in that dimensionality. Both the basic PSO and its multidimensional extension MD-PSO are susceptible to premature convergence. FGBF is a plug-in to (MD-)PSO that can help avoid premature convergence and find desired solutions faster. This thesis focuses on applications of MD-PSO and FGBF in different machine learning tasks.Multiswarm versions of MD-PSO and FGBF are introduced to perform dynamic optimization tasks. In dynamic optimization, the search space slowly changes. The locations of optima move and a former local optimum may transform into a global optimum and vice versa. We exploit multiple swarms to track different optima.In order to apply MD-PSO for clustering tasks, two key questions need to be answered: 1) How to encode the particles to represent different data partitions? 2) How to evaluate the fitness of the particles to evaluate the quality of the solutions proposed by the particle positions? The second question is considered especially carefully in this thesis. An extensive comparison of Clustering Validity Indices (CVIs) commonly used as fitness functions in Particle Swarm Clustering (PSC) is conducted. Furthermore, a novel approach to carry out fitness evaluation, namely Fitness Evaluation with Computational Centroids (FECC) is introduced. FECC gives the same fitness to any particle positions that lead to the same data partition. Therefore, it may save some computational efforts and, above all, it can significantly improve the results obtained by using any of the best performing CVIs as the PSC fitness function.MD-PSO can also be used to evolve different neural networks. The results of training Multilayer Perceptrons (MLPs) using the common Backpropagation (BP) algorithm and a global technique based on PSO are compared. The pros and cons of BP and (MD-)PSO in MLP training are discussed. For training Radial Basis Function Neural Networks (RBFNNs), a novel technique based on class-specific clustering of the training samples is introduced. The proposed approach is compared to the common input and input-output clustering approaches and the benefits of using the class-specific approach are experimentally demonstrated. With the class-specific approach, the training complexity is reduced, while the classification performance of the trained RBFNNs may be improved.Collective Network of Binary Classifiers (CNBC) is an evolutionary semantic classifier consisting of several Networks of Binary Classifiers (NBCs) trained to recognize a certain semantic class. NBCs in turn consist of several Binary Classifiers (BCs), which are trained for a certain feature type. Thanks to its topology and the use of MD-PSO as its evolution technique, incremental training can be easily applied to add new training items, classes, and/or features.In feature synthesis, the objective is to exploit ground truth information to transform the original low-level features into more discriminative ones. To learn an efficient synthesis for a dataset, only a fraction of the data needs to be labeled. The learned synthesis can then be applied on unlabeled data to improve classification or retrieval results. In this thesis, two different feature synthesis techniques are introduced. In the first one, MD-PSO is directly used to find proper arithmetic operations to be applied on the elements of the original low-level feature vectors. In the second approach, feature synthesis is carried out using one-against-all perceptrons. In the latter technique, the best results were obtained when MD-PSO was used to train the perceptrons.In all the mentioned applications excluding MLP training, MD-PSO is used together with FGBF. Overall, MD-PSO and FGBF are indeed versatile tools in machine learning. However, computational limitations constrain their use in currently emerging machine learning systems operating on Big Data. Therefore, in the future, it is necessary to divide complex tasks into smaller subproblems and to conquer the large problems via solving the subproblems where the use of MD-PSO and FGBF becomes feasible. Several applications discussed in this thesis already exploit the divide-and-conquer operation model

Novel Computationally Intelligent Machine Learning Algorithms for Data Mining and Knowledge Discovery

This thesis addresses three major issues in data mining regarding feature subset selection in large dimensionality domains, plausible reconstruction of incomplete data in cross-sectional applications, and forecasting univariate time series. For the automated selection of an optimal subset of features in real time, we present an improved hybrid algorithm: SAGA. SAGA combines the ability to avoid being trapped in local minima of Simulated Annealing with the very high convergence rate of the crossover operator of Genetic Algorithms, the strong local search ability of greedy algorithms and the high computational efficiency of generalized regression neural networks (GRNN). For imputing missing values and forecasting univariate time series, we propose a homogeneous neural network ensemble. The proposed ensemble consists of a committee of Generalized Regression Neural Networks (GRNNs) trained on different subsets of features generated by SAGA and the predictions of base classifiers are combined by a fusion rule. This approach makes it possible to discover all important interrelations between the values of the target variable and the input features. The proposed ensemble scheme has two innovative features which make it stand out amongst ensemble learning algorithms: (1) the ensemble makeup is optimized automatically by SAGA; and (2) GRNN is used for both base classifiers and the top level combiner classifier. Because of GRNN, the proposed ensemble is a dynamic weighting scheme. This is in contrast to the existing ensemble approaches which belong to the simple voting and static weighting strategy. The basic idea of the dynamic weighting procedure is to give a higher reliability weight to those scenarios that are similar to the new ones. The simulation results demonstrate the validity of the proposed ensemble model

Implementing decision tree-based algorithms in medical diagnostic decision support systems

As a branch of healthcare, medical diagnosis can be defined as finding the disease based on the signs and symptoms of the patient. To this end, the required information is gathered from different sources like physical examination, medical history and general information of the patient. Development of smart classification models for medical diagnosis is of great interest amongst the researchers. This is mainly owing to the fact that the machine learning and data mining algorithms are capable of detecting the hidden trends between features of a database. Hence, classifying the medical datasets using smart techniques paves the way to design more efficient medical diagnostic decision support systems. Several databases have been provided in the literature to investigate different aspects of diseases. As an alternative to the available diagnosis tools/methods, this research involves machine learning algorithms called Classification and Regression Tree (CART), Random Forest (RF) and Extremely Randomized Trees or Extra Trees (ET) for the development of classification models that can be implemented in computer-aided diagnosis systems. As a decision tree (DT), CART is fast to create, and it applies to both the quantitative and qualitative data. For classification problems, RF and ET employ a number of weak learners like CART to develop models for classification tasks. We employed Wisconsin Breast Cancer Database (WBCD), Z-Alizadeh Sani dataset for coronary artery disease (CAD) and the databanks gathered in Ghaem Hospital’s dermatology clinic for the response of patients having common and/or plantar warts to the cryotherapy and/or immunotherapy methods. To classify the breast cancer type based on the WBCD, the RF and ET methods were employed. It was found that the developed RF and ET models forecast the WBCD type with 100% accuracy in all cases. To choose the proper treatment approach for warts as well as the CAD diagnosis, the CART methodology was employed. The findings of the error analysis revealed that the proposed CART models for the applications of interest attain the highest precision and no literature model can rival it. The outcome of this study supports the idea that methods like CART, RF and ET not only improve the diagnosis precision, but also reduce the time and expense needed to reach a diagnosis. However, since these strategies are highly sensitive to the quality and quantity of the introduced data, more extensive databases with a greater number of independent parameters might be required for further practical implications of the developed models

Simultaneous-Fault Diagnosis of Gas Turbine Generator Systems Using a Pairwise-Coupled Probabilistic Classifier

A reliable fault diagnostic system for gas turbine generator system (GTGS), which is complicated and inherent with many types of component faults, is essential to avoid the interruption of electricity supply. However, the GTGS diagnosis faces challenges in terms of the existence of simultaneous-fault diagnosis and high cost in acquiring the exponentially increased simultaneous-fault vibration signals for constructing the diagnostic system. This research proposes a new diagnostic framework combining feature extraction, pairwise-coupled probabilistic classifier, and decision threshold optimization. The feature extraction module adopts wavelet packet transform and time-domain statistical features to extract vibration signal features. Kernel principal component analysis is then applied to further reduce the redundant features. The features of single faults in a simultaneous-fault pattern are extracted and then detected using a probabilistic classifier, namely, pairwise-coupled relevance vector machine, which is trained with single-fault patterns only. Therefore, the training dataset of simultaneous-fault patterns is unnecessary. To optimize the decision threshold, this research proposes to use grid search method which can ensure a global solution as compared with traditional computational intelligence techniques. Experimental results show that the proposed framework performs well for both single-fault and simultaneous-fault diagnosis and is superior to the frameworks without feature extraction and pairwise coupling

Granular computing approach for intelligent classifier design

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University London.Granular computing facilitates dealing with information by providing a theoretical framework to deal with information as granules at different levels of granularity (different levels of specificity/abstraction). It aims to provide an abstract explainable description of the data by forming granules that represent the features or the underlying structure of corresponding subsets of the data. In this thesis, a granular computing approach to the design of intelligent classification systems is proposed. The proposed approach is employed for different classification systems to investigate its efficiency. Fuzzy inference systems, neural networks, neuro-fuzzy systems and classifier ensembles are considered to evaluate the efficiency of the proposed approach. Each of the considered systems is designed using the proposed approach and classification performance is evaluated and compared to that of the standard system. The proposed approach is based on constructing information granules from data at multiple levels of granularity. The granulation process is performed using a modified fuzzy c-means algorithm that takes classification problem into account. Clustering is followed by a coarsening process that involves merging small clusters into large ones to form a lower granularity level. The resulted granules are used to build each of the considered binary classifiers in different settings and approaches. Granules produced by the proposed granulation method are used to build a fuzzy classifier for each granulation level or set of levels. The performance of the classifiers is evaluated using real life data sets and measured by two classification performance measures: accuracy and area under receiver operating characteristic curve. Experimental results show that fuzzy systems constructed using the proposed method achieved better classification performance. In addition, the proposed approach is used for the design of neural network classifiers. Resulted granules from one or more granulation levels are used to train the classifiers at different levels of specificity/abstraction. Using this approach, the classification problem is broken down into the modelling of classification rules represented by the information granules resulting in more interpretable system. Experimental results show that neural network classifiers trained using the proposed approach have better classification performance for most of the data sets. In a similar manner, the proposed approach is used for the training of neuro-fuzzy systems resulting in similar improvement in classification performance. Lastly, neural networks built using the proposed approach are used to construct a classifier ensemble. Information granules are used to generate and train the base classifiers. The final ensemble output is produced by a weighted sum combiner. Based on the experimental results, the proposed approach has improved the classification performance of the base classifiers for most of the data sets. Furthermore, a genetic algorithm is used to determine the combiner weights automatically.Higher Committee for Education Development in Iraq (HCED

Dynamic optimization of classification systems for adaptive incremental learning.

Tese de Doutorado, defendida na Université Du Québec, Canadian. 2010An incremental learning system updates itself in response to incoming data without reexamining all the old data. Since classification systems capable of incrementally storing, filtering, and classifying data are economical, in terms of both space and time, which makes them immensely useful for industrial, military, and commercial purposes, interest in designing them is growing. However, the challenge with incremental learning is that classification tasks can no longer be seen as unvarying, since they can actually change with the evolution of the data. These changes in turn cause dynamic changes to occur in the classification system’s parameters If such variations are neglected, the overall performance of these systems will be compromised in the future. In this thesis, on the development of a system capable of incrementally accommodating new data and dynamically tracking new optimum system parameters for self-adaptation, we first address the optimum selection of classifiers over time. We propose a framework which combines the power of Swarm Intelligence Theory and the conventional grid-search method to progressively identify potential solutions for gradually updating training datasets. The key here is to consider the adjustment of classifier parameters as a dynamic optimization problem that depends on the data available. Specifically, it has been shown that, if the intention is to build efficient Support Vector Machine (SVM) classifiers from sources that provide data gradually and serially, then the best way to do this is to consider model selection as a dynamic process which can evolve and change over time. This means that a number of solutions are required, depending on the knowledge available about the problem and uncertainties in the data. We also investigate measures for evaluating and selecting classifier ensembles composed of SVM classifiers. The measures employed are based on two different theories (diversity and margin) commonly used to understand the success of ensembles. This study has given us valuable insights and helped us to establish confidence-based measures as a tool for the selection of classifier ensembles. The main contribution of this thesis is a dynamic optimization approach that performs incremental learning in an adaptive fashion by tracking, evolving, and combining optimum hypotheses over time. The approach incorporates various theories, such as dynamic Particle Swarm Optimization, incremental Support Vector Machine classifiers, change detection, and dynamic ensemble selection based on classifier confidence levels. Experiments carried out on synthetic and real-world databases demonstrate that the proposed approach outperforms the classification methods often used in incremental learning scenarios

Performance Evaluation of Smart Decision Support Systems on Healthcare

Medical activity requires responsibility not only from clinical knowledge and skill but also on the management of an enormous amount of information related to patient care. It is through proper treatment of information that experts can consistently build a healthy wellness policy. The primary objective for the development of decision support systems (DSSs) is to provide information to specialists when and where they are needed. These systems provide information, models, and data manipulation tools to help experts make better decisions in a variety of situations. Most of the challenges that smart DSSs face come from the great difficulty of dealing with large volumes of information, which is continuously generated by the most diverse types of devices and equipment, requiring high computational resources. This situation makes this type of system susceptible to not recovering information quickly for the decision making. As a result of this adversity, the information quality and the provision of an infrastructure capable of promoting the integration and articulation among different health information systems (HIS) become promising research topics in the field of electronic health (e-health) and that, for this same reason, are addressed in this research. The work described in this thesis is motivated by the need to propose novel approaches to deal with problems inherent to the acquisition, cleaning, integration, and aggregation of data obtained from different sources in e-health environments, as well as their analysis. To ensure the success of data integration and analysis in e-health environments, it is essential that machine-learning (ML) algorithms ensure system reliability. However, in this type of environment, it is not possible to guarantee a reliable scenario. This scenario makes intelligent SAD susceptible to predictive failures, which severely compromise overall system performance. On the other hand, systems can have their performance compromised due to the overload of information they can support. To solve some of these problems, this thesis presents several proposals and studies on the impact of ML algorithms in the monitoring and management of hypertensive disorders related to pregnancy of risk. The primary goals of the proposals presented in this thesis are to improve the overall performance of health information systems. In particular, ML-based methods are exploited to improve the prediction accuracy and optimize the use of monitoring device resources. It was demonstrated that the use of this type of strategy and methodology contributes to a significant increase in the performance of smart DSSs, not only concerning precision but also in the computational cost reduction used in the classification process. The observed results seek to contribute to the advance of state of the art in methods and strategies based on AI that aim to surpass some challenges that emerge from the integration and performance of the smart DSSs. With the use of algorithms based on AI, it is possible to quickly and automatically analyze a larger volume of complex data and focus on more accurate results, providing high-value predictions for a better decision making in real time and without human intervention.A atividade médica requer responsabilidade não apenas com base no conhecimento e na habilidade clínica, mas também na gestão de uma enorme quantidade de informações relacionadas ao atendimento ao paciente. É através do tratamento adequado das informações que os especialistas podem consistentemente construir uma política saudável de bem-estar. O principal objetivo para o desenvolvimento de sistemas de apoio à decisão (SAD) é fornecer informações aos especialistas onde e quando são necessárias. Esses sistemas fornecem informações, modelos e ferramentas de manipulação de dados para ajudar os especialistas a tomar melhores decisões em diversas situações. A maioria dos desafios que os SAD inteligentes enfrentam advêm da grande dificuldade de lidar com grandes volumes de dados, que é gerada constantemente pelos mais diversos tipos de dispositivos e equipamentos, exigindo elevados recursos computacionais. Essa situação torna este tipo de sistemas suscetível a não recuperar a informação rapidamente para a tomada de decisão. Como resultado dessa adversidade, a qualidade da informação e a provisão de uma infraestrutura capaz de promover a integração e a articulação entre diferentes sistemas de informação em saúde (SIS) tornam-se promissores tópicos de pesquisa no campo da saúde eletrônica (e-saúde) e que, por essa mesma razão, são abordadas nesta investigação. O trabalho descrito nesta tese é motivado pela necessidade de propor novas abordagens para lidar com os problemas inerentes à aquisição, limpeza, integração e agregação de dados obtidos de diferentes fontes em ambientes de e-saúde, bem como sua análise. Para garantir o sucesso da integração e análise de dados em ambientes e-saúde é importante que os algoritmos baseados em aprendizagem de máquina (AM) garantam a confiabilidade do sistema. No entanto, neste tipo de ambiente, não é possível garantir um cenário totalmente confiável. Esse cenário torna os SAD inteligentes suscetíveis à presença de falhas de predição que comprometem seriamente o desempenho geral do sistema. Por outro lado, os sistemas podem ter seu desempenho comprometido devido à sobrecarga de informações que podem suportar. Para tentar resolver alguns destes problemas, esta tese apresenta várias propostas e estudos sobre o impacto de algoritmos de AM na monitoria e gestão de transtornos hipertensivos relacionados com a gravidez (gestação) de risco. O objetivo das propostas apresentadas nesta tese é melhorar o desempenho global de sistemas de informação em saúde. Em particular, os métodos baseados em AM são explorados para melhorar a precisão da predição e otimizar o uso dos recursos dos dispositivos de monitorização. Ficou demonstrado que o uso deste tipo de estratégia e metodologia contribui para um aumento significativo do desempenho dos SAD inteligentes, não só em termos de precisão, mas também na diminuição do custo computacional utilizado no processo de classificação. Os resultados observados buscam contribuir para o avanço do estado da arte em métodos e estratégias baseadas em inteligência artificial que visam ultrapassar alguns desafios que advêm da integração e desempenho dos SAD inteligentes. Como o uso de algoritmos baseados em inteligência artificial é possível analisar de forma rápida e automática um volume maior de dados complexos e focar em resultados mais precisos, fornecendo previsões de alto valor para uma melhor tomada de decisão em tempo real e sem intervenção humana