On-line Search History-assisted Restart Strategy for Covariance Matrix Adaptation Evolution Strategy

Restart strategy helps the covariance matrix adaptation evolution strategy (CMA-ES) to increase the probability of finding the global optimum in optimization, while a single run CMA-ES is easy to be trapped in local optima. In this paper, the continuous non-revisiting genetic algorithm (cNrGA) is used to help CMA-ES to achieve multiple restarts from different sub-regions of the search space. The CMA-ES with on-line search history-assisted restart strategy (HR-CMA-ES) is proposed. The entire on-line search history of cNrGA is stored in a binary space partitioning (BSP) tree, which is effective for performing local search. The frequently sampled sub-region is reflected by a deep position in the BSP tree. When leaf nodes are located deeper than a threshold, the corresponding sub-region is considered a region of interest (ROI). In HR-CMA-ES, cNrGA is responsible for global exploration and suggesting ROI for CMA-ES to perform an exploitation within or around the ROI. CMA-ES restarts independently in each suggested ROI. The non-revisiting mechanism of cNrGA avoids to suggest the same ROI for a second time. Experimental results on the CEC 2013 and 2017 benchmark suites show that HR-CMA-ES performs better than both CMA-ES and cNrGA. A positive synergy is observed by the memetic cooperation of the two algorithms.Comment: 8 pages, 9 figure

Efficient regularized isotonic regression with application to gene--gene interaction search

Isotonic regression is a nonparametric approach for fitting monotonic models to data that has been widely studied from both theoretical and practical perspectives. However, this approach encounters computational and statistical overfitting issues in higher dimensions. To address both concerns, we present an algorithm, which we term Isotonic Recursive Partitioning (IRP), for isotonic regression based on recursively partitioning the covariate space through solution of progressively smaller "best cut" subproblems. This creates a regularized sequence of isotonic models of increasing model complexity that converges to the global isotonic regression solution. The models along the sequence are often more accurate than the unregularized isotonic regression model because of the complexity control they offer. We quantify this complexity control through estimation of degrees of freedom along the path. Success of the regularized models in prediction and IRPs favorable computational properties are demonstrated through a series of simulated and real data experiments. We discuss application of IRP to the problem of searching for gene--gene interactions and epistasis, and demonstrate it on data from genome-wide association studies of three common diseases.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS504 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Recent Advances in Graph Partitioning

We survey recent trends in practical algorithms for balanced graph partitioning together with applications and future research directions

Incorporating Road Networks into Territory Design

Given a set of basic areas, the territory design problem asks to create a predefined number of territories, each containing at least one basic area, such that an objective function is optimized. Desired properties of territories often include a reasonable balance, compact form, contiguity and small average journey times which are usually encoded in the objective function or formulated as constraints. We address the territory design problem by developing graph theoretic models that also consider the underlying road network. The derived graph models enable us to tackle the territory design problem by modifying graph partitioning algorithms and mixed integer programming formulations so that the objective of the planning problem is taken into account. We test and compare the algorithms on several real world instances