Variable grouping in multivariate time series via correlation

The decomposition of high-dimensional multivariate time series (MTS) into a number of low-dimensional MTS is a useful but challenging task because the number of possible dependencies between variables is likely to be huge. This paper is about a systematic study of the “variable groupings” problem in MTS. In particular, we investigate different methods of utilizing the information regarding correlations among MTS variables. This type of method does not appear to have been studied before. In all, 15 methods are suggested and applied to six datasets where there are identifiable mixed groupings of MTS variables. This paper describes the general methodology, reports extensive experimental results, and concludes with useful insights on the strength and weakness of this type of grouping metho

A Field Guide to Genetic Programming

xiv, 233 p. : il. ; 23 cm.Libro ElectrónicoA Field Guide to Genetic Programming (ISBN 978-1-4092-0073-4) is an introduction to genetic programming (GP). GP is a systematic, domain-independent method for getting computers to solve problems automatically starting from a high-level statement of what needs to be done. Using ideas from natural evolution, GP starts from an ooze of random computer programs, and progressively refines them through processes of mutation and sexual recombination, until solutions emerge. All this without the user having to know or specify the form or structure of solutions in advance. GP has generated a plethora of human-competitive results and applications, including novel scientific discoveries and patentable inventions. The authorsIntroduction -- Representation, initialisation and operators in Tree-based GP -- Getting ready to run genetic programming -- Example genetic programming run -- Alternative initialisations and operators in Tree-based GP -- Modular, grammatical and developmental Tree-based GP -- Linear and graph genetic programming -- Probalistic genetic programming -- Multi-objective genetic programming -- Fast and distributed genetic programming -- GP theory and its applications -- Applications -- Troubleshooting GP -- Conclusions.Contents xi 1 Introduction 1.1 Genetic Programming in a Nutshell 1.2 Getting Started 1.3 Prerequisites 1.4 Overview of this Field Guide I Basics 2 Representation, Initialisation and GP 2.1 Representation 2.2 Initialising the Population 2.3 Selection 2.4 Recombination and Mutation Operators in Tree-based 3 Getting Ready to Run Genetic Programming 19 3.1 Step 1: Terminal Set 19 3.2 Step 2: Function Set 20 3.2.1 Closure 21 3.2.2 Sufficiency 23 3.2.3 Evolving Structures other than Programs 23 3.3 Step 3: Fitness Function 24 3.4 Step 4: GP Parameters 26 3.5 Step 5: Termination and solution designation 27 4 Example Genetic Programming Run 4.1 Preparatory Steps 29 4.2 Step-by-Step Sample Run 31 4.2.1 Initialisation 31 4.2.2 Fitness Evaluation Selection, Crossover and Mutation Termination and Solution Designation Advanced Genetic Programming 5 Alternative Initialisations and Operators in 5.1 Constructing the Initial Population 5.1.1 Uniform Initialisation 5.1.2 Initialisation may Affect Bloat 5.1.3 Seeding 5.2 GP Mutation 5.2.1 Is Mutation Necessary? 5.2.2 Mutation Cookbook 5.3 GP Crossover 5.4 Other Techniques 32 5.5 Tree-based GP 39 6 Modular, Grammatical and Developmental Tree-based GP 47 6.1 Evolving Modular and Hierarchical Structures 47 6.1.1 Automatically Defined Functions 48 6.1.2 Program Architecture and Architecture-Altering 50 6.2 Constraining Structures 51 6.2.1 Enforcing Particular Structures 52 6.2.2 Strongly Typed GP 52 6.2.3 Grammar-based Constraints 53 6.2.4 Constraints and Bias 55 6.3 Developmental Genetic Programming 57 6.4 Strongly Typed Autoconstructive GP with PushGP 59 7 Linear and Graph Genetic Programming 61 7.1 Linear Genetic Programming 61 7.1.1 Motivations 61 7.1.2 Linear GP Representations 62 7.1.3 Linear GP Operators 64 7.2 Graph-Based Genetic Programming 65 7.2.1 Parallel Distributed GP (PDGP) 65 7.2.2 PADO 67 7.2.3 Cartesian GP 67 7.2.4 Evolving Parallel Programs using Indirect Encodings 68 8 Probabilistic Genetic Programming 8.1 Estimation of Distribution Algorithms 69 8.2 Pure EDA GP 71 8.3 Mixing Grammars and Probabilities 74 9 Multi-objective Genetic Programming 75 9.1 Combining Multiple Objectives into a Scalar Fitness Function 75 9.2 Keeping the Objectives Separate 76 9.2.1 Multi-objective Bloat and Complexity Control 77 9.2.2 Other Objectives 78 9.2.3 Non-Pareto Criteria 80 9.3 Multiple Objectives via Dynamic and Staged Fitness Functions 80 9.4 Multi-objective Optimisation via Operator Bias 81 10 Fast and Distributed Genetic Programming 83 10.1 Reducing Fitness Evaluations/Increasing their Effectiveness 83 10.2 Reducing Cost of Fitness with Caches 86 10.3 Parallel and Distributed GP are Not Equivalent 88 10.4 Running GP on Parallel Hardware 89 10.4.1 Master–slave GP 89 10.4.2 GP Running on GPUs 90 10.4.3 GP on FPGAs 92 10.4.4 Sub-machine-code GP 93 10.5 Geographically Distributed GP 93 11 GP Theory and its Applications 97 11.1 Mathematical Models 98 11.2 Search Spaces 99 11.3 Bloat 101 11.3.1 Bloat in Theory 101 11.3.2 Bloat Control in Practice 104 III Practical Genetic Programming 12 Applications 12.1 Where GP has Done Well 12.2 Curve Fitting, Data Modelling and Symbolic Regression 12.3 Human Competitive Results – the Humies 12.4 Image and Signal Processing 12.5 Financial Trading, Time Series, and Economic Modelling 12.6 Industrial Process Control 12.7 Medicine, Biology and Bioinformatics 12.8 GP to Create Searchers and Solvers – Hyper-heuristics xiii 12.9 Entertainment and Computer Games 127 12.10The Arts 127 12.11Compression 128 13 Troubleshooting GP 13.1 Is there a Bug in the Code? 13.2 Can you Trust your Results? 13.3 There are No Silver Bullets 13.4 Small Changes can have Big Effects 13.5 Big Changes can have No Effect 13.6 Study your Populations 13.7 Encourage Diversity 13.8 Embrace Approximation 13.9 Control Bloat 13.10 Checkpoint Results 13.11 Report Well 13.12 Convince your Customers 14 Conclusions Tricks of the Trade A Resources A.1 Key Books A.2 Key Journals A.3 Key International Meetings A.4 GP Implementations A.5 On-Line Resources 145 B TinyGP 151 B.1 Overview of TinyGP 151 B.2 Input Data Files for TinyGP 153 B.3 Source Code 154 B.4 Compiling and Running TinyGP 162 Bibliography 167 Inde

A Multi-Gene Genetic Programming Application for Predicting Students Failure at School

Several efforts to predict student failure rate (SFR) at school accurately still remains a core problem area faced by many in the educational sector. The procedure for forecasting SFR are rigid and most often times require data scaling or conversion into binary form such as is the case of the logistic model which may lead to lose of information and effect size attenuation. Also, the high number of factors, incomplete and unbalanced dataset, and black boxing issues as in Artificial Neural Networks and Fuzzy logic systems exposes the need for more efficient tools. Currently the application of Genetic Programming (GP) holds great promises and has produced tremendous positive results in different sectors. In this regard, this study developed GPSFARPS, a software application to provide a robust solution to the prediction of SFR using an evolutionary algorithm known as multi-gene genetic programming. The approach is validated by feeding a testing data set to the evolved GP models. Result obtained from GPSFARPS simulations show its unique ability to evolve a suitable failure rate expression with a fast convergence at 30 generations from a maximum specified generation of 500. The multi-gene system was also able to minimize the evolved model expression and accurately predict student failure rate using a subset of the original expressionComment: 14 pages, 9 figures, Journal paper. arXiv admin note: text overlap with arXiv:1403.0623 by other author

Automatic programming methodologies for electronic hardware fault monitoring

This paper presents three variants of Genetic Programming (GP) approaches for intelligent online performance monitoring of electronic circuits and systems. Reliability modeling of electronic circuits can be best performed by the Stressor - susceptibility interaction model. A circuit or a system is considered to be failed once the stressor has exceeded the susceptibility limits. For on-line prediction, validated stressor vectors may be obtained by direct measurements or sensors, which after pre-processing and standardization are fed into the GP models. Empirical results are compared with artificial neural networks trained using backpropagation algorithm and classification and regression trees. The performance of the proposed method is evaluated by comparing the experiment results with the actual failure model values. The developed model reveals that GP could play an important role for future fault monitoring systems.This research was supported by the International Joint Research Grant of the IITA (Institute of Information Technology Assessment) foreign professor invitation program of the MIC (Ministry of Information and Communication), Korea

Use of genetic algorithms and gradient based optimization techniques for calcium phosphate precipitation

Phase equilibrium computations constitute an important problem for designing and optimizing crystallization processes. The Gibbs free energy is generally used as an objective function to find phase amount and composition at equilibrium. In such problems, the Gibbs free energy may be a quite complex function, with several local minima. This paper presents a contribution to handle this kind of problems by implementation of an optimization technique based on the successive use of a genetic algorithm (GA) and of a classical sequential quadratic programming (SQP) method: the GA is used to perform a preliminary search in the solution space for locating the neighborhood of the solution. Then, the SQP method is employed to refine the best solution provided by the GA. The basic operations involved in the design of the GA developed in this study (encoding with binary representation of real values, evaluation function, adaptive plan) are presented. Several test problems are first presented to demonstrate the validity of the approach. Then, calcium phosphate precipitation which is of major interest for P-recovery from wastewater, has been chosen as an illustration of the implemented algorithm

Open-ended evolution to discover analogue circuits for beyond conventional applications

This is the author's accepted manuscript. The final publication is available at Springer via http://dx.doi.org/10.1007/s10710-012-9163-8. Copyright @ Springer 2012.Analogue circuits synthesised by means of open-ended evolutionary algorithms often have unconventional designs. However, these circuits are typically highly compact, and the general nature of the evolutionary search methodology allows such designs to be used in many applications. Previous work on the evolutionary design of analogue circuits has focused on circuits that lie well within analogue application domain. In contrast, our paper considers the evolution of analogue circuits that are usually synthesised in digital logic. We have developed four computational circuits, two voltage distributor circuits and a time interval metre circuit. The approach, despite its simplicity, succeeds over the design tasks owing to the employment of substructure reuse and incremental evolution. Our findings expand the range of applications that are considered suitable for evolutionary electronics