Antecipação na tomada de decisão com múltiplos critérios sob incerteza

Orientador: Fernando José Von ZubenTese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de ComputaçãoResumo: A presença de incerteza em resultados futuros pode levar a indecisões em processos de escolha, especialmente ao elicitar as importâncias relativas de múltiplos critérios de decisão e de desempenhos de curto vs. longo prazo. Algumas decisões, no entanto, devem ser tomadas sob informação incompleta, o que pode resultar em ações precipitadas com consequências imprevisíveis. Quando uma solução deve ser selecionada sob vários pontos de vista conflitantes para operar em ambientes ruidosos e variantes no tempo, implementar alternativas provisórias flexíveis pode ser fundamental para contornar a falta de informação completa, mantendo opções futuras em aberto. A engenharia antecipatória pode então ser considerada como a estratégia de conceber soluções flexíveis as quais permitem aos tomadores de decisão responder de forma robusta a cenários imprevisíveis. Essa estratégia pode, assim, mitigar os riscos de, sem intenção, se comprometer fortemente a alternativas incertas, ao mesmo tempo em que aumenta a adaptabilidade às mudanças futuras. Nesta tese, os papéis da antecipação e da flexibilidade na automação de processos de tomada de decisão sequencial com múltiplos critérios sob incerteza é investigado. O dilema de atribuir importâncias relativas aos critérios de decisão e a recompensas imediatas sob informação incompleta é então tratado pela antecipação autônoma de decisões flexíveis capazes de preservar ao máximo a diversidade de escolhas futuras. Uma metodologia de aprendizagem antecipatória on-line é então proposta para melhorar a variedade e qualidade dos conjuntos futuros de soluções de trade-off. Esse objetivo é alcançado por meio da previsão de conjuntos de máximo hipervolume esperado, para a qual as capacidades de antecipação de metaheurísticas multi-objetivo são incrementadas com rastreamento bayesiano em ambos os espaços de busca e dos objetivos. A metodologia foi aplicada para a obtenção de decisões de investimento, as quais levaram a melhoras significativas do hipervolume futuro de conjuntos de carteiras financeiras de trade-off avaliadas com dados de ações fora da amostra de treino, quando comparada a uma estratégia míope. Além disso, a tomada de decisões flexíveis para o rebalanceamento de carteiras foi confirmada como uma estratégia significativamente melhor do que a de escolher aleatoriamente uma decisão de investimento a partir da fronteira estocástica eficiente evoluída, em todos os mercados artificiais e reais testados. Finalmente, os resultados sugerem que a antecipação de opções flexíveis levou a composições de carteiras que se mostraram significativamente correlacionadas com as melhorias observadas no hipervolume futuro esperado, avaliado com dados fora das amostras de treinoAbstract: The presence of uncertainty in future outcomes can lead to indecision in choice processes, especially when eliciting the relative importances of multiple decision criteria and of long-term vs. near-term performance. Some decisions, however, must be taken under incomplete information, what may result in precipitated actions with unforeseen consequences. When a solution must be selected under multiple conflicting views for operating in time-varying and noisy environments, implementing flexible provisional alternatives can be critical to circumvent the lack of complete information by keeping future options open. Anticipatory engineering can be then regarded as the strategy of designing flexible solutions that enable decision makers to respond robustly to unpredictable scenarios. This strategy can thus mitigate the risks of strong unintended commitments to uncertain alternatives, while increasing adaptability to future changes. In this thesis, the roles of anticipation and of flexibility on automating sequential multiple criteria decision-making processes under uncertainty are investigated. The dilemma of assigning relative importances to decision criteria and to immediate rewards under incomplete information is then handled by autonomously anticipating flexible decisions predicted to maximally preserve diversity of future choices. An online anticipatory learning methodology is then proposed for improving the range and quality of future trade-off solution sets. This goal is achieved by predicting maximal expected hypervolume sets, for which the anticipation capabilities of multi-objective metaheuristics are augmented with Bayesian tracking in both the objective and search spaces. The methodology has been applied for obtaining investment decisions that are shown to significantly improve the future hypervolume of trade-off financial portfolios for out-of-sample stock data, when compared to a myopic strategy. Moreover, implementing flexible portfolio rebalancing decisions was confirmed as a significantly better strategy than to randomly choosing an investment decision from the evolved stochastic efficient frontier in all tested artificial and real-world markets. Finally, the results suggest that anticipating flexible choices has lead to portfolio compositions that are significantly correlated with the observed improvements in out-of-sample future expected hypervolumeDoutoradoEngenharia de ComputaçãoDoutor em Engenharia Elétric

Towards an Information Theoretic Framework for Evolutionary Learning

The vital essence of evolutionary learning consists of information flows between the environment and the entities differentially surviving and reproducing therein. Gain or loss of information in individuals and populations due to evolutionary steps should be considered in evolutionary algorithm theory and practice. Information theory has rarely been applied to evolutionary computation - a lacuna that this dissertation addresses, with an emphasis on objectively and explicitly evaluating the ensemble models implicit in evolutionary learning. Information theoretic functionals can provide objective, justifiable, general, computable, commensurate measures of fitness and diversity. We identify information transmission channels implicit in evolutionary learning. We define information distance metrics and indices for ensembles. We extend Price\u27s Theorem to non-random mating, give it an effective fitness interpretation and decompose it to show the key factors influencing heritability and evolvability. We argue that heritability and evolvability of our information theoretic indicators are high. We illustrate use of our indices for reproductive and survival selection. We develop algorithms to estimate information theoretic quantities on mixed continuous and discrete data via the empirical copula and information dimension. We extend statistical resampling. We present experimental and real world application results: chaotic time series prediction; parity; complex continuous functions; industrial process control; and small sample social science data. We formalize conjectures regarding evolutionary learning and information geometry

Ant Colony Optimization

Ant Colony Optimization (ACO) is the best example of how studies aimed at understanding and modeling the behavior of ants and other social insects can provide inspiration for the development of computational algorithms for the solution of difficult mathematical problems. Introduced by Marco Dorigo in his PhD thesis (1992) and initially applied to the travelling salesman problem, the ACO field has experienced a tremendous growth, standing today as an important nature-inspired stochastic metaheuristic for hard optimization problems. This book presents state-of-the-art ACO methods and is divided into two parts: (I) Techniques, which includes parallel implementations, and (II) Applications, where recent contributions of ACO to diverse fields, such as traffic congestion and control, structural optimization, manufacturing, and genomics are presented

Machine learning assisted optimization with applications to diesel engine optimization with the particle swarm optimization algorithm

A novel approach to incorporating Machine Learning into optimization routines is presented. An approach which combines the benefits of ML, optimization, and meta-model searching is developed and tested on a multi-modal test problem; a modified Rastragin\u27s function. An enhanced Particle Swarm Optimization method was derived from the initial testing. Optimization of a diesel engine was carried out using the modified algorithm demonstrating an improvement of 83% compared with the unmodified PSO algorithm. Additionally, an approach to enhancing the training of ML models by leveraging Virtual Sensing as an alternative to standard multi-layer neural networks is presented. Substantial gains were made in the prediction of Particulate matter, reducing the MMSE by 50% and improving the correlation R^2 from 0.84 to 0.98. Improvements were made in models of PM, NOx, HC, CO, and Fuel Consumption using the method, while training times and convergence reliability were simultaneously improved over the traditional approach

Context based bioinformatics

The goal of bioinformatics is to develop innovative and practical methods and algorithms for bio- logical questions. In many cases, these questions are driven by new biotechnological techniques, especially by genome and cell wide high throughput experiment studies. In principle there are two approaches: 1. Reduction and abstraction of the question to a clearly defined optimization problem, which can be solved with appropriate and efficient algorithms. 2. Development of context based methods, incorporating as much contextual knowledge as possible in the algorithms, and derivation of practical solutions for relevant biological ques- tions on the high-throughput data. These methods can be often supported by appropriate software tools and visualizations, allowing for interactive evaluation of the results by ex- perts. Context based methods are often much more complex and require more involved algorithmic techniques to get practical relevant and efficient solutions for real world problems, as in many cases already the simplified abstraction of problems result in NP-hard problem instances. In many cases, to solve these complex problems, one needs to employ efficient data structures and heuristic search methods to solve clearly defined sub-problems using efficient (polynomial) op- timization (such as dynamic programming, greedy, path- or tree-algorithms). In this thesis, we present new methods and analyses addressing open questions of bioinformatics from different contexts by incorporating the corresponding contextual knowledge. The two main contexts in this thesis are the protein structure similarity context (Part I) and net- work based interpretation of high-throughput data (Part II). For the protein structure similarity context Part I we analyze the consistency of gold standard structure classification systems and derive a consistent benchmark set usable for different ap- plications. We introduce two methods (Vorolign, PPM) for the protein structure similarity recog- nition problem, based on different features of the structures. Derived from the idea and results of Vorolign, we introduce the concept of contact neighbor- hood potential, aiming to improve the results of protein fold recognition and threading. For the re-scoring problem of predicted structure models we introduce the method Vorescore, clearly improving the fold-recognition performance, and enabling the evaluation of the contact neighborhood potential for structure prediction methods in general. We introduce a contact consistent Vorolign variant ccVorolign further improving the structure based fold recognition performance, and enabling direct optimization of the neighborhood po- tential in the future. Due to the enforcement of contact-consistence, the ccVorolign method has much higher computational complexity than the polynomial Vorolign method - the cost of com- puting interpretable and consistent alignments. Finally, we introduce a novel structural alignment method (PPM) enabling the explicit modeling and handling of phenotypic plasticity in protein structures. We employ PPM for the analysis of effects of alternative splicing on protein structures. With the help of PPM we test the hypothesis, whether splice isoforms of the same protein can lead to protein structures with different folds (fold transitions). In Part II of the thesis we present methods generating and using context information for the interpretation of high-throughput experiments. For the generation of context information of molecular regulations we introduce novel textmin- ing approaches extracting relations automatically from scientific publications. In addition to the fast NER (named entity recognition) method (syngrep) we also present a novel, fully ontology-based context-sensitive method (SynTree) allowing for the context-specific dis- ambiguation of ambiguous synonyms and resulting in much better identification performance. This context information is important for the interpretation of high-throughput data, but often missing in current databases. Despite all improvements, the results of automated text-mining methods are error prone. The RelAnn application presented in this thesis helps to curate the automatically extracted regula- tions enabling manual and ontology based curation and annotation. For the usage of high-throughput data one needs additional methods for data processing, for example methods to map the hundreds of millions short DNA/RNA fragments (so called reads) on a reference genome or transcriptome. Such data (RNA-seq reads) are the output of next generation sequencing methods measured by sequencing machines, which are becoming more and more efficient and affordable. Other than current state-of-the-art methods, our novel read-mapping method ContextMap re- solves the occurring ambiguities at the final step of the mapping process, employing thereby the knowledge of the complete set of possible ambiguous mappings. This approach allows for higher precision, even if more nucleotide errors are tolerated in the read mappings in the first step. The consistence between context information of molecular regulations stored in databases and extracted from textmining against measured data can be used to identify and score consistent reg- ulations (GGEA). This method substantially extends the commonly used gene-set based methods such over-representation (ORA) and gene set enrichment analysis (GSEA). Finally we introduce the novel method RelExplain, which uses the extracted contextual knowl- edge and generates network-based and testable hypotheses for the interpretation of high-throughput data.Bioinformatik befasst sich mit der Entwicklung innovativer und praktisch einsetzbarer Verfahren und Algorithmen für biologische Fragestellungen. Oft ergeben sich diese Fragestellungen aus neuen Beobachtungs- und Messverfahren, insbesondere neuen Hochdurchsatzverfahren und genom- und zellweiten Studien. Im Prinzip gibt es zwei Vorgehensweisen: Reduktion und Abstraktion der Fragestellung auf ein klar definiertes Optimierungsproblem, das dann mit geeigneten möglichst effizienten Algorithmen gelöst wird. Die Entwicklung von kontext-basierten Verfahren, die möglichst viel Kontextwissen und möglichst viele Randbedingungen in den Algorithmen nutzen, um praktisch relevante Lösungen für relvante biologische Fragestellungen und Hochdurchsatzdaten zu erhalten. Die Verfahren können oft durch geeignete Softwaretools und Visualisierungen unterstützt werden, um eine interaktive Auswertung der Ergebnisse durch Fachwissenschaftler zu ermöglichen. Kontext-basierte Verfahren sind oft wesentlich aufwändiger und erfordern involviertere algorithmische Techniken um für reale Probleme, deren simplifizierende Abstraktionen schon NP-hart sind, noch praktisch relevante und effiziente Lösungen zu ermöglichen. Oft werden effiziente Datenstrukturen und heuristische Suchverfahren benötigt, die für klar umrissene Teilprobleme auf effiziente (polynomielle) Optimierungsverfahren (z.B. dynamische Programmierung, Greedy, Wege- und Baumverfahren) zurückgreifen und sie entsprechend für das Gesamtverfahren einsetzen. In dieser Arbeit werden eine Reihe von neuen Methoden und Analysen vorgestellt um offene Fragen der Bioinformatik aus verschiedenen Kontexten durch Verwendung von entsprechendem Kontext-Wissen zu adressieren. Die zwei Hauptkontexte in dieser Arbeit sind (Teil 1) die Ähnlichkeiten von 3D Protein Strukturen und (Teil 2) auf die netzwerkbasierte Interpretation von Hochdurchsatzdaten. Im Proteinstrukturkontext Teil 1 analysieren wir die Konsistenz der heute verfügbaren Goldstandards für Proteinstruktur-Klassifikationen, und leiten ein vielseitig einsetzbares konsistentes Benchmark-Set ab. Für eine genauere Bestimmung der Ähnlichkeit von Proteinstrukturen beschreiben wir zwei Methoden (Vorolign, PPM), die unterschiedliche Strukturmerkmale nutzen. Ausgehend von den für Vorolign erzielten Ergebnissen, führen wir Kontakt-Umgebungs-Potentiale mit dem Ziel ein, Fold-Erkennung (auf Basis der vorhandenen Strukturen) und Threading (zur Proteinstrukturvorhersage) zu verbessern. Für das Problem des Re-scorings von vorhergesagten Strukturmodellen beschreiben wir das Vorescore Verfahren ein, mit dem die Fold-Erkennung deutlich verbessert, aber auch die Anwendbarkeit von Potentialen im Allgemeinen getested werden kann. Zur weiteren Verbesserung führen wir eine Kontakt-konsistente Vorolign Variante (ccVorolign) ein, die wegen der neuen Konsistenz-Randbedingung erheblich aufwändiger als das polynomielle Vorolignverfahren ist, aber eben auch interpretierbare konsistente Alignments liefert. Das neue Strukturalignment Verfahren (PPM) erlaubt es phänotypische Plastizität, explizit zu modellieren und zu berücksichtigen. PPM wird eingesetzt, um die Effekte von alternativem Splicing auf die Proteinstruktur zu untersuchen, insbesondere die Hypothese, ob Splice-Isoformen unterschiedliche Folds annehmen können (Fold-Transitionen). Im zweiten Teil der Arbeit werden Verfahren zur Generierung von Kontextinformationen und zu ihrer Verwendung für die Interpretation von Hochdurchsatz-Daten vorgestellt. Neue Textmining Verfahren extrahieren aus wissenschaftlichen Publikationen automatisch molekulare regulatorische Beziehungen und entsprechende Kontextinformation. Neben schnellen NER (named entity recognition) Verfahren (wie syngrep) wird auch ein vollständig Ontologie-basiertes kontext-sensitives Verfahren (SynTree) eingeführt, das es erlaubt, mehrdeutige Synonyme kontext-spezifisch und damit wesentlich genauer aufzulösen. Diese für die Interpretation von Hochdurchsatzdaten wichtige Kontextinformation fehlt häufig in heutigen Datenbanken. Automatische Verfahren produzieren aber trotz aller Verbesserungen noch viele Fehler. Mithilfe unserer Applikation RelAnn können aus Texten extrahierte regulatorische Beziehungen ontologiebasiert manuell annotiert und kuriert werden. Die Verwendung aktueller Hochdurchsatzdaten benötigt zusätzliche Ansätze für die Datenprozessierung, zum Beispiel für das Mapping von hunderten von Millionen kurzer DNA/RNA Fragmente (sog. reads) auf Genom oder Transkriptom. Diese Daten (RNA-seq) ergeben sich durch next generation sequencing Methoden, die derzeit mit immer leistungsfähigeren Geräten immer kostengünstiger gemessen werden können. In der ContextMap Methode werden im Gegensatz zu state-of-the-art Verfahren die auftretenden Mehrdeutigkeiten erst am Ende des Mappingprozesses aufgelöst, wenn die Gesamtheit der Mappinginformationen zur Verfügung steht. Dadurch könenn mehr Fehler beim Mapping zugelassen und trotzdem höhere Genauigkeit erreicht werden. Die Konsistenz zwischen der Kontextinformation aus Textmining und Datenbanken sowie den gemessenen Daten kann dann für das Auffinden und Bewerten von konsistente Regulationen (GGEA) genutzt werden. Dieses Verfahren stellt eine wesentliche Erweiterung der häufig verwendeten Mengen-orientierten Verfahren wie overrepresentation (ORA) und gene set enrichment analysis (GSEA) dar. Zuletzt stellen wir die Methode RelExplain vor, die aus dem extrahierten Kontextwissen netzwerk-basierte, testbare Hypothesen für die Erklärung von Hochdurchsatzdaten generiert

Advances in Evolutionary Algorithms

With the recent trends towards massive data sets and significant computational power, combined with evolutionary algorithmic advances evolutionary computation is becoming much more relevant to practice. Aim of the book is to present recent improvements, innovative ideas and concepts in a part of a huge EA field