NARX-based nonlinear system identification using orthogonal least squares basis hunting

An orthogonal least squares technique for basis hunting (OLS-BH) is proposed to construct sparse radial basis function (RBF) models for NARX-type nonlinear systems. Unlike most of the existing RBF or kernel modelling methods, whichplaces the RBF or kernel centers at the training input data points and use a fixed common variance for all the regressors, the proposed OLS-BH technique tunes the RBF center and diagonal covariance matrix of individual regressor by minimizing the training mean square error. An efficient optimization method isadopted for this basis hunting to select regressors in an orthogonal forward selection procedure. Experimental results obtained using this OLS-BH technique demonstrate that it offers a state-of-the-art method for constructing parsimonious RBF models with excellent generalization performance

Machine learning-guided directed evolution for protein engineering

Machine learning (ML)-guided directed evolution is a new paradigm for biological design that enables optimization of complex functions. ML methods use data to predict how sequence maps to function without requiring a detailed model of the underlying physics or biological pathways. To demonstrate ML-guided directed evolution, we introduce the steps required to build ML sequence-function models and use them to guide engineering, making recommendations at each stage. This review covers basic concepts relevant to using ML for protein engineering as well as the current literature and applications of this new engineering paradigm. ML methods accelerate directed evolution by learning from information contained in all measured variants and using that information to select sequences that are likely to be improved. We then provide two case studies that demonstrate the ML-guided directed evolution process. We also look to future opportunities where ML will enable discovery of new protein functions and uncover the relationship between protein sequence and function.Comment: Made significant revisions to focus on aspects most relevant to applying machine learning to speed up directed evolutio

On the design of an ECOC-compliant genetic algorithm

Genetic Algorithms (GA) have been previously applied to Error-Correcting Output Codes (ECOC) in state-of-the-art works in order to find a suitable coding matrix. Nevertheless, none of the presented techniques directly take into account the properties of the ECOC matrix. As a result the considered search space is unnecessarily large. In this paper, a novel Genetic strategy to optimize the ECOC coding step is presented. This novel strategy redefines the usual crossover and mutation operators in order to take into account the theoretical properties of the ECOC framework. Thus, it reduces the search space and lets the algorithm to converge faster. In addition, a novel operator that is able to enlarge the code in a smart way is introduced. The novel methodology is tested on several UCI datasets and four challenging computer vision problems. Furthermore, the analysis of the results done in terms of performance, code length and number of Support Vectors shows that the optimization process is able to find very efficient codes, in terms of the trade-off between classification performance and the number of classifiers. Finally, classification performance per dichotomizer results shows that the novel proposal is able to obtain similar or even better results while defining a more compact number of dichotomies and SVs compared to state-of-the-art approaches

Automatic surrogate model type selection during the optimization of expensive black-box problems

The use of Surrogate Based Optimization (SBO) has become commonplace for optimizing expensive black-box simulation codes. A popular SBO method is the Efficient Global Optimization (EGO) approach. However, the performance of SBO methods critically depends on the quality of the guiding surrogate. In EGO the surrogate type is usually fixed to Kriging even though this may not be optimal for all problems. In this paper the authors propose to extend the well-known EGO method with an automatic surrogate model type selection framework that is able to dynamically select the best model type (including hybrid ensembles) depending on the data available so far. Hence, the expected improvement criterion will always be based on the best approximation available at each step of the optimization process. The approach is demonstrated on a structural optimization problem, i.e., reducing the stress on a truss-like structure. Results show that the proposed algorithm consequently finds better optimums than traditional kriging-based infill optimization

Self-Adaptive Surrogate-Assisted Covariance Matrix Adaptation Evolution Strategy

This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online the lifelength of the current surrogate model (the number of CMA-ES generations before learning a new surrogate) and the surrogate hyper-parameters. Both heuristics significantly improve the quality of the surrogate model, yielding a significant speed-up of saACM-ES compared to the ACM-ES and CMA-ES baselines. The empirical validation of saACM-ES on the BBOB-2012 noiseless testbed demonstrates the efficiency and the scalability w.r.t the problem dimension and the population size of the proposed approach, that reaches new best results on some of the benchmark problems.Comment: Genetic and Evolutionary Computation Conference (GECCO 2012) (2012