Adaptive Ranking Based Constraint Handling for Explicitly Constrained Black-Box Optimization

A novel explicit constraint handling technique for the covariance matrix adaptation evolution strategy (CMA-ES) is proposed. The proposed constraint handling exhibits two invariance properties. One is the invariance to arbitrary element-wise increasing transformation of the objective and constraint functions. The other is the invariance to arbitrary affine transformation of the search space. The proposed technique virtually transforms a constrained optimization problem into an unconstrained optimization problem by considering an adaptive weighted sum of the ranking of the objective function values and the ranking of the constraint violations that are measured by the Mahalanobis distance between each candidate solution to its projection onto the boundary of the constraints. Simulation results are presented and show that the CMA-ES with the proposed constraint handling exhibits the affine invariance and performs similarly to the CMA-ES on unconstrained counterparts.Comment: 9 page

Markov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constrained Problem

This paper analyzes a (1, $\lambda$)-Evolution Strategy, a randomized comparison-based adaptive search algorithm, optimizing a linear function with a linear constraint. The algorithm uses resampling to handle the constraint. Two cases are investigated: first the case where the step-size is constant, and second the case where the step-size is adapted using cumulative step-size adaptation. We exhibit for each case a Markov chain describing the behaviour of the algorithm. Stability of the chain implies, by applying a law of large numbers, either convergence or divergence of the algorithm. Divergence is the desired behaviour. In the constant step-size case, we show stability of the Markov chain and prove the divergence of the algorithm. In the cumulative step-size adaptation case, we prove stability of the Markov chain in the simplified case where the cumulation parameter equals 1, and discuss steps to obtain similar results for the full (default) algorithm where the cumulation parameter is smaller than 1. The stability of the Markov chain allows us to deduce geometric divergence or convergence , depending on the dimension, constraint angle, population size and damping parameter, at a rate that we estimate. Our results complement previous studies where stability was assumed.Comment: Evolutionary Computation, Massachusetts Institute of Technology Press (MIT Press): STM Titles, 201

Surrogate time series

Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many processes in nature seem very unlikely a priori to be linear, the possible nonlinear nature might not be evident in specific aspects of their dynamics. The method of surrogate data has become a very popular tool to address such a question. However, while it was meant to provide a statistically rigorous, foolproof framework, some limitations and caveats have shown up in its practical use. In this paper, recent efforts to understand the caveats, avoid the pitfalls, and to overcome some of the limitations, are reviewed and augmented by new material. In particular, we will discuss specific as well as more general approaches to constrained randomisation, providing a full range of examples. New algorithms will be introduced for unevenly sampled and multivariate data and for surrogate spike trains. The main limitation, which lies in the interpretability of the test results, will be illustrated through instructive case studies. We will also discuss some implementational aspects of the realisation of these methods in the TISEAN (http://www.mpipks-dresden.mpg.de/~tisean) software package.Comment: 28 pages, 23 figures, software at http://www.mpipks-dresden.mpg.de/~tisea

Computational intelligence contributions to readmisision risk prediction in Healthcare systems

136 p.The Thesis tackles the problem of readmission risk prediction in healthcare systems from a machine learning and computational intelligence point of view. Readmission has been recognized as an indicator of healthcare quality with primary economic importance. We examine two specific instances of the problem, the emergency department (ED) admission and heart failure (HF) patient care using anonymized datasets from three institutions to carry real-life computational experiments validating the proposed approaches. The main difficulties posed by this kind of datasets is their high class imbalance ratio, and the lack of informative value of the recorded variables. This thesis reports the results of innovative class balancing approaches and new classification architectures

Evolutionary improvement of programs

Most applications of genetic programming (GP) involve the creation of an entirely new function, program or expression to solve a specific problem. In this paper, we propose a new approach that applies GP to improve existing software by optimizing its non-functional properties such as execution time, memory usage, or power consumption. In general, satisfying non-functional requirements is a difficult task and often achieved in part by optimizing compilers. However, modern compilers are in general not always able to produce semantically equivalent alternatives that optimize non-functional properties, even if such alternatives are known to exist: this is usually due to the limited local nature of such optimizations. In this paper, we discuss how best to combine and extend the existing evolutionary methods of GP, multiobjective optimization, and coevolution in order to improve existing software. Given as input the implementation of a function, we attempt to evolve a semantically equivalent version, in this case optimized to reduce execution time subject to a given probability distribution of inputs. We demonstrate that our framework is able to produce non-obvious optimizations that compilers are not yet able to generate on eight example functions. We employ a coevolved population of test cases to encourage the preservation of the function's semantics. We exploit the original program both through seeding of the population in order to focus the search, and as an oracle for testing purposes. As well as discussing the issues that arise when attempting to improve software, we employ rigorous experimental method to provide interesting and practical insights to suggest how to address these issues

k-Centres Functional Clustering:A Person-Centered Approach to Modeling Complex Nonlinear Growth Trajectories

In the present paper, we introduce k-centres functional clustering (k-centres FC), a person-centered method that clusters people with similar patterns of complex, highly nonlinear change over time. We review fundamentals of the methodology and argue how it addresses some of the limitations of the traditional approaches to modeling repeated measures data. The usefulness of k-centres FC is demonstrated by applying the method to weekly measured commitment data from 109 participants who reported psychological contract breach events. The k-centres FC analysis shows two substantively meaningful clusters, the first cluster showing reaction patterns with general growth in commitment after breach and the second cluster showing general decline in commitment after breach. Further, the reaction patterns in the second cluster appear to be the result of a combination of two interesting reaction logics: immediate and delayed reactions. We conclude by outlining how future organizational research can incorporate this methodology

Machine Learning

Machine Learning can be defined in various ways related to a scientific domain concerned with the design and development of theoretical and implementation tools that allow building systems with some Human Like intelligent behavior. Machine learning addresses more specifically the ability to improve automatically through experience

Book of Abstracts 15th International Symposium on Computer Methods in Biomechanics and Biomedical Engineering and 3rd Conference on Imaging and Visualization

In this edition, the two events will run together as a single conference, highlighting the strong connection with the Taylor & Francis journals: Computer Methods in Biomechanics and Biomedical Engineering (John Middleton and Christopher Jacobs, Eds.) and Computer Methods in Biomechanics and Biomedical Engineering: Imaging and Visualization (JoãoManuel R.S. Tavares, Ed.). The conference has become a major international meeting on computational biomechanics, imaging andvisualization. In this edition, the main program includes 212 presentations. In addition, sixteen renowned researchers will give plenary keynotes, addressing current challenges in computational biomechanics and biomedical imaging. In Lisbon, for the first time, a session dedicated to award the winner of the Best Paper in CMBBE Journal will take place. We believe that CMBBE2018 will have a strong impact on the development of computational biomechanics and biomedical imaging and visualization, identifying emerging areas of research and promoting the collaboration and networking between participants. This impact is evidenced through the well-known research groups, commercial companies and scientific organizations, who continue to support and sponsor the CMBBE meeting series. In fact, the conference is enriched with five workshops on specific scientific topics and commercial software.info:eu-repo/semantics/draf