Knowledge management overview of feature selection problem in high-dimensional financial data: Cooperative co-evolution and Map Reduce perspectives

The term big data characterizes the massive amounts of data generation by the advanced technologies in different domains using 4Vs volume, velocity, variety, and veracity-to indicate the amount of data that can only be processed via computationally intensive analysis, the speed of their creation, the different types of data, and their accuracy. High-dimensional financial data, such as time-series and space-Time data, contain a large number of features (variables) while having a small number of samples, which are used to measure various real-Time business situations for financial organizations. Such datasets are normally noisy, and complex correlations may exist between their features, and many domains, including financial, lack the al analytic tools to mine the data for knowledge discovery because of the high-dimensionality. Feature selection is an optimization problem to find a minimal subset of relevant features that maximizes the classification accuracy and reduces the computations. Traditional statistical-based feature selection approaches are not adequate to deal with the curse of dimensionality associated with big data. Cooperative co-evolution, a meta-heuristic algorithm and a divide-And-conquer approach, decomposes high-dimensional problems into smaller sub-problems. Further, MapReduce, a programming model, offers a ready-To-use distributed, scalable, and fault-Tolerant infrastructure for parallelizing the developed algorithm. This article presents a knowledge management overview of evolutionary feature selection approaches, state-of-The-Art cooperative co-evolution and MapReduce-based feature selection techniques, and future research directions

Competitive coevolutionary algorithm for robust multi-objective optimization: the worst case minimization

Multi-Objective Optimization (MOO) problems might be subject to many modeling or manufacturing uncertainties that affect the performance of the solutions obtained by a multi-objective optimizer. The decision maker must perform an extra step of sensitivity analysis in which each solution should be verified for its robustness, but this post optimization procedure makes the optimization process expensive and inefficient. In order to avoid this situation, many researchers are developing Robust MOO, where uncertainties are incorporated in the optimization process, which seeks optimal robust solutions. We introduce a coevolutionary approach for robust MOO, without incorporating robustness measures neither in the objective function nor in the constraints. Two populations compete in the environment, one representing solutions and minimizing the objectives, another representing uncertainties and maximizing the objectives in a worst case scenario. The proposed coevolutionary method is a coevolutionary version of MOEA/D. The results clearly suggest that these competing co-evolving populations are able to identify robust solutions to multi-objective optimization problems.info:eu-repo/semantics/publishedVersio

Development of an Algorithm for Multicriteria Optimization of Deep Learning Neural Networks

Nowadays, machine learning methods are actively used to process big data. A promising direction is neural networks, in which structure optimization occurs on the principles of self-configuration. Genetic algorithms are applied to solve this nontrivial problem. Most multicriteria evolutionary algorithms use a procedure known as non-dominant sorting to rank decisions. However, the efficiency of procedures for adding points and updating rank values in non-dominated sorting (incremental non-dominated sorting) remains low. In this regard, this research improves the performance of these algorithms, including the condition of an asynchronous calculation of the fitness of individuals. The relevance of the research is determined by the fact that although many scholars and specialists have studied the self-tuning of neural networks, they have not yet proposed a comprehensive solution to this problem. In particular, algorithms for efficient non-dominated sorting under conditions of incremental and asynchronous updates when using evolutionary methods of multicriteria optimization have not been fully developed to date. To achieve this goal, a hybrid co-evolutionary algorithm was developed that significantly outperforms all algorithms included in it, including error-back propagation and genetic algorithms that operate separately. The novelty of the obtained results lies in the fact that the developed algorithms have minimal asymptotic complexity. The practical value of the developed algorithms is associated with the fact that they make it possible to solve applied problems of increased complexity in a practically acceptable time. Doi: 10.28991/HIJ-2023-04-01-011 Full Text: PD

Evolutionary Algorithms

Evolutionary algorithms (EAs) are population-based metaheuristics, originally inspired by aspects of natural evolution. Modern varieties incorporate a broad mixture of search mechanisms, and tend to blend inspiration from nature with pragmatic engineering concerns; however, all EAs essentially operate by maintaining a population of potential solutions and in some way artificially 'evolving' that population over time. Particularly well-known categories of EAs include genetic algorithms (GAs), Genetic Programming (GP), and Evolution Strategies (ES). EAs have proven very successful in practical applications, particularly those requiring solutions to combinatorial problems. EAs are highly flexible and can be configured to address any optimization task, without the requirements for reformulation and/or simplification that would be needed for other techniques. However, this flexibility goes hand in hand with a cost: the tailoring of an EA's configuration and parameters, so as to provide robust performance for a given class of tasks, is often a complex and time-consuming process. This tailoring process is one of the many ongoing research areas associated with EAs.Comment: To appear in R. Marti, P. Pardalos, and M. Resende, eds., Handbook of Heuristics, Springe

Initialization of a Multi-objective Evolutionary Algorithms Knowledge Acquisition System for Renewable Energy Power Plants

pp. 185-204The design of Renewable Energy Power Plants (REPPs) is crucial not only for the investments' performance and attractiveness measures, but also for the maximization of resource (source) usage (e.g. sun, water, and wind) and the minimization of raw materials (e.g. aluminum: Al, cadmium: Cd, iron: Fe, silicon: Si, and tellurium: Te) consumption. Hence, several appropriate and satisfactory Multi-objective Problems (MOPs) are mandatory during the REPPs' design phases. MOPs related tasks can only be managed by very well organized knowledge acquisition on all REPPs' design equations and models. The proposed MOPs need to be solved with one or more multiobjective algorithm, such as Multi-objective Evolutionary Algorithms (MOEAs). In this respect, the first aim of this research study is to start gathering knowledge on the REPPs' MOPs. The second aim of this study is to gather detailed information about all MOEAs and available free software tools for their development. The main contribution of this research is the initialization of a proposed multi-objective evolutionary algorithm knowledge acquisition system for renewable energy power plants (MOEAs-KAS-FREPPs) (research and development loopwise process: develop, train, validate, improve, test, improve, operate, and improve). As a simple representative example of this knowledge acquisition system research with two selective and elective proposed standard objectives (as test objectives) and eight selective and elective proposed standard constraints (as test constraints) are generated and applied as a standardized MOP for a virtual small hydropower plant design and investment. The maximization of energy generation (MWh) and the minimization of initial investment cost (million €) are achieved by the Multi-objective Genetic Algorithm (MOGA), the Niched Sharing Genetic Algorithm/Non-dominated Sorting Genetic Algorithm (NSGA-I), and the NSGA-II algorithms in the Scilab 6.0.0 as only three standardized MOEAs amongst all proposed standardized MOEAs on two desktop computer configurations (Windows 10 Home 1709 64 bits, Intel i5-7200 CPU @ 2.7 GHz, 8.00 GB RAM with internet connection and Windows 10 Pro, Intel(R) Core(TM) i5 CPU 650 @ 3.20 GHz, 6,00 GB RAM with internet connection). The algorithm run-times (computation time) of the current applications vary between 20.64 and 59.98 seconds.S

Active Processor Scheduling Using Evolution Algorithms

The allocation of processes to processors has long been of interest to engineers. The processor allocation problem considered here assigns multiple applications onto a computing system. With this algorithm researchers could more efficiently examine real-time sensor data like that used by United States Air Force digital signal processing efforts or real-time aerosol hazard detection as examined by the Department of Homeland Security. Different choices for the design of a load balancing algorithm are examined in both the problem and algorithm domains. Evolutionary algorithms are used to find near-optimal solutions. These algorithms incorporate multiobjective coevolutionary and parallel principles to create an effective and efficient algorithm for real-world allocation problems. Three evolutionary algorithms (EA) are developed. The primary algorithm generates a solution to the processor allocation problem. This allocation EA is capable of evaluating objectives in both an aggregate single objective and a Pareto multiobjective manner. The other two EAs are designed for fine turning returned allocation EA solutions. One coevolutionary algorithm is used to optimize the parameters of the allocation algorithm. This meta-EA is parallelized using a coarse-grain approach to improve performance. Experiments are conducted that validate the improved effectiveness of the parallelized algorithm. Pareto multiobjective approach is used to optimize both effectiveness and efficiency objectives. The other coevolutionary algorithm generates difficult allocation problems for testing the capabilities of the allocation EA. The effectiveness of both coevolutionary algorithms for optimizing the allocation EA is examined quantitatively using standard statistical methods. Also the allocation EAs objective tradeoffs are analyzed and compared

Cooperative co-evolution of GA-based classifiers based on input increments

Genetic algorithms (GAs) have been widely used as soft computing techniques in various applications, while cooperative co-evolution algorithms were proposed in the literature to improve the performance of basic GAs. In this paper, a new cooperative co-evolution algorithm, namely ECCGA, is proposed in the application domain of pattern classification. Concurrent local and global evolution and conclusive global evolution are proposed to improve further the classification performance. Different approaches of ECCGA are evaluated on benchmark classification data sets, and the results show that ECCGA can achieve better performance than the cooperative co-evolution genetic algorithm and normal GA. Some analysis and discussions on ECCGA and possible improvement are also presented