8,773 research outputs found
Variable Selection using Non-Standard Optimisation of Information Criteria
The question of variable selection in a regression model is a major open research topic in econometrics. Traditionally two broad classes of methods have been used. One is sequential testing and the other is information criteria. The advent of large datasets used by institutions such as central banks has exacerbated this model selection problem. This paper provides a new solution in the context of information criteria. The solution rests on the judicious selection of a subset of models for consideration using nonstandard optimisation algorithms for information criterion minimisation. In particular, simulated annealing and genetic algorithms are considered. Both a Monte Carlo study and an empirical forecasting application to UK CPI infation suggest that the new methods are worthy of further consideration.Simulated Annealing, Genetic Algorithms, Information criteria, Model selection, Forecasting, Inflation
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An enhanced artificial neural network with a shuffled complex evolutionary global optimization with principal component analysis
The classical Back-Propagation (BP) scheme with gradient-based optimization in training Artificial Neural Networks (ANNs) suffers from many drawbacks, such as the premature convergence, and the tendency of being trapped in local optimums. Therefore, as an alternative for the BP and gradient-based optimization schemes, various Evolutionary Algorithms (EAs), i.e., Particle Swarm Optimization (PSO), Genetic Algorithm (GA), Simulated Annealing (SA), and Differential Evolution (DE), have gained popularity in the field of ANN weight training. This study applied a new efficient and effective Shuffled Complex Evolutionary Global Optimization Algorithm with Principal Component Analysis – University of California Irvine (SP-UCI) to the weight training process of a three-layer feed-forward ANN. A large-scale numerical comparison is conducted among the SP-UCI-, PSO-, GA-, SA-, and DE-based ANNs on 17 benchmark, complex, and real-world datasets. Results show that SP-UCI-based ANN outperforms other EA-based ANNs in the context of convergence and generalization. Results suggest that the SP-UCI algorithm possesses good potential in support of the weight training of ANN in real-word problems. In addition, the suitability of different kinds of EAs on training ANN is discussed. The large-scale comparison experiments conducted in this paper are fundamental references for selecting proper ANN weight training algorithms in practice
A Survey on Software Testing Techniques using Genetic Algorithm
The overall aim of the software industry is to ensure delivery of high
quality software to the end user. To ensure high quality software, it is
required to test software. Testing ensures that software meets user
specifications and requirements. However, the field of software testing has a
number of underlying issues like effective generation of test cases,
prioritisation of test cases etc which need to be tackled. These issues demand
on effort, time and cost of the testing. Different techniques and methodologies
have been proposed for taking care of these issues. Use of evolutionary
algorithms for automatic test generation has been an area of interest for many
researchers. Genetic Algorithm (GA) is one such form of evolutionary
algorithms. In this research paper, we present a survey of GA approach for
addressing the various issues encountered during software testing.Comment: 13 Page
A controlled migration genetic algorithm operator for hardware-in-the-loop experimentation
In this paper, we describe the development of an extended migration operator, which combats the negative effects of noise on the effective search capabilities of genetic algorithms. The research is motivated by the need to minimize the num- ber of evaluations during hardware-in-the-loop experimentation, which can carry a significant cost penalty in terms of time or financial expense. The authors build on previous research, where convergence for search methods such as Simulated Annealing and Variable Neighbourhood search was accelerated by the implementation of an adaptive decision support operator. This methodology was found to be effective in searching noisy data surfaces. Providing that noise is not too significant, Genetic Al- gorithms can prove even more effective guiding experimentation. It will be shown that with the introduction of a Controlled Migration operator into the GA heuristic, data, which repre- sents a significant signal-to-noise ratio, can be searched with significant beneficial effects on the efficiency of hardware-in-the- loop experimentation, without a priori parameter tuning. The method is tested on an engine-in-the-loop experimental example, and shown to bring significant performance benefits
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Recursive Percentage based Hybrid Pattern Training for Supervised Learning
Supervised learning algorithms, often used to find the I/O relationship in data, have the tendency to be trapped in local optima as opposed to the desirable global optima. In this paper, we discuss the RPHP learning algorithm. The algorithm uses Real Coded Genetic Algorithm based global and local searches to find a set of pseudo global optimal solutions. Each pseudo global optimum is a local optimal solution from the point of view of all the patterns but globally optimal from the point of view of a subset of patterns. Together with RPHP, a Kth nearest neighbor algorithm is used as a second level pattern distributor to solve a test pattern. We also show theoretically the condition under which finding several pseudo global optimal solutions requires a shorter training time than finding a single global optimal solution. As the difficulty of curve fitting problems is easily estimated, we verify the capability of the RPHP algorithm against them and compare the RPHP algorithm with three counterparts to show the benefits of hybrid learning and active recursive subset selection. The RPHP shows a clear superiority in performance. We conclude our paper by identifying possible loopholes in the RPHP algorithm and proposing possible solutions
State-of-the-art in aerodynamic shape optimisation methods
Aerodynamic optimisation has become an indispensable component for any aerodynamic design over the past 60 years, with applications to aircraft, cars, trains, bridges, wind turbines, internal pipe flows, and cavities, among others, and is thus relevant in many facets of technology. With advancements in computational power, automated design optimisation procedures have become more competent, however, there is an ambiguity and bias throughout the literature with regards to relative performance of optimisation architectures and employed algorithms. This paper provides a well-balanced critical review of the dominant optimisation approaches that have been integrated with aerodynamic theory for the purpose of shape optimisation. A total of 229 papers, published in more than 120 journals and conference proceedings, have been classified into 6 different optimisation algorithm approaches. The material cited includes some of the most well-established authors and publications in the field of aerodynamic optimisation. This paper aims to eliminate bias toward certain algorithms by analysing the limitations, drawbacks, and the benefits of the most utilised optimisation approaches. This review provides comprehensive but straightforward insight for non-specialists and reference detailing the current state for specialist practitioners
Who Learns Better Bayesian Network Structures: Accuracy and Speed of Structure Learning Algorithms
Three classes of algorithms to learn the structure of Bayesian networks from
data are common in the literature: constraint-based algorithms, which use
conditional independence tests to learn the dependence structure of the data;
score-based algorithms, which use goodness-of-fit scores as objective functions
to maximise; and hybrid algorithms that combine both approaches.
Constraint-based and score-based algorithms have been shown to learn the same
structures when conditional independence and goodness of fit are both assessed
using entropy and the topological ordering of the network is known (Cowell,
2001).
In this paper, we investigate how these three classes of algorithms perform
outside the assumptions above in terms of speed and accuracy of network
reconstruction for both discrete and Gaussian Bayesian networks. We approach
this question by recognising that structure learning is defined by the
combination of a statistical criterion and an algorithm that determines how the
criterion is applied to the data. Removing the confounding effect of different
choices for the statistical criterion, we find using both simulated and
real-world complex data that constraint-based algorithms are often less
accurate than score-based algorithms, but are seldom faster (even at large
sample sizes); and that hybrid algorithms are neither faster nor more accurate
than constraint-based algorithms. This suggests that commonly held beliefs on
structure learning in the literature are strongly influenced by the choice of
particular statistical criteria rather than just by the properties of the
algorithms themselves.Comment: 27 pages, 8 figure
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