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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
The Evolutionary Unfolding of Complexity
We analyze the population dynamics of a broad class of fitness functions that
exhibit epochal evolution---a dynamical behavior, commonly observed in both
natural and artificial evolutionary processes, in which long periods of stasis
in an evolving population are punctuated by sudden bursts of change. Our
approach---statistical dynamics---combines methods from both statistical
mechanics and dynamical systems theory in a way that offers an alternative to
current ``landscape'' models of evolutionary optimization. We describe the
population dynamics on the macroscopic level of fitness classes or phenotype
subbasins, while averaging out the genotypic variation that is consistent with
a macroscopic state. Metastability in epochal evolution occurs solely at the
macroscopic level of the fitness distribution. While a balance between
selection and mutation maintains a quasistationary distribution of fitness,
individuals diffuse randomly through selectively neutral subbasins in genotype
space. Sudden innovations occur when, through this diffusion, a genotypic
portal is discovered that connects to a new subbasin of higher fitness
genotypes. In this way, we identify innovations with the unfolding and
stabilization of a new dimension in the macroscopic state space. The
architectural view of subbasins and portals in genotype space clarifies how
frozen accidents and the resulting phenotypic constraints guide the evolution
to higher complexity.Comment: 28 pages, 5 figure
Transfer learning approach for financial applications
Artificial neural networks learn how to solve new problems through a
computationally intense and time consuming process. One way to reduce the
amount of time required is to inject preexisting knowledge into the network. To
make use of past knowledge, we can take advantage of techniques that transfer
the knowledge learned from one task, and reuse it on another (sometimes
unrelated) task. In this paper we propose a novel selective breeding technique
that extends the transfer learning with behavioural genetics approach proposed
by Kohli, Magoulas and Thomas (2013), and evaluate its performance on financial
data. Numerical evidence demonstrates the credibility of the new approach. We
provide insights on the operation of transfer learning and highlight the
benefits of using behavioural principles and selective breeding when tackling a
set of diverse financial applications problems
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