From metaheuristics to learnheuristics: Applications to logistics, finance, and computing

Un gran nombre de processos de presa de decisions en sectors estratègics com el transport i la producció representen problemes NP-difícils. Sovint, aquests processos es caracteritzen per alts nivells d'incertesa i dinamisme. Les metaheurístiques són mètodes populars per a resoldre problemes d'optimització difícils en temps de càlcul raonables. No obstant això, sovint assumeixen que els inputs, les funcions objectiu, i les restriccions són deterministes i conegudes. Aquests constitueixen supòsits forts que obliguen a treballar amb problemes simplificats. Com a conseqüència, les solucions poden conduir a resultats pobres. Les simheurístiques integren la simulació a les metaheurístiques per resoldre problemes estocàstics d'una manera natural. Anàlogament, les learnheurístiques combinen l'estadística amb les metaheurístiques per fer front a problemes en entorns dinàmics, en què els inputs poden dependre de l'estructura de la solució. En aquest context, les principals contribucions d'aquesta tesi són: el disseny de les learnheurístiques, una classificació dels treballs que combinen l'estadística / l'aprenentatge automàtic i les metaheurístiques, i diverses aplicacions en transport, producció, finances i computació.Un gran número de procesos de toma de decisiones en sectores estratégicos como el transporte y la producción representan problemas NP-difíciles. Frecuentemente, estos problemas se caracterizan por altos niveles de incertidumbre y dinamismo. Las metaheurísticas son métodos populares para resolver problemas difíciles de optimización de manera rápida. Sin embargo, suelen asumir que los inputs, las funciones objetivo y las restricciones son deterministas y se conocen de antemano. Estas fuertes suposiciones conducen a trabajar con problemas simplificados. Como consecuencia, las soluciones obtenidas pueden tener un pobre rendimiento. Las simheurísticas integran simulación en metaheurísticas para resolver problemas estocásticos de una manera natural. De manera similar, las learnheurísticas combinan aprendizaje estadístico y metaheurísticas para abordar problemas en entornos dinámicos, donde los inputs pueden depender de la estructura de la solución. En este contexto, las principales aportaciones de esta tesis son: el diseño de las learnheurísticas, una clasificación de trabajos que combinan estadística / aprendizaje automático y metaheurísticas, y varias aplicaciones en transporte, producción, finanzas y computación.A large number of decision-making processes in strategic sectors such as transport and production involve NP-hard problems, which are frequently characterized by high levels of uncertainty and dynamism. Metaheuristics have become the predominant method for solving challenging optimization problems in reasonable computing times. However, they frequently assume that inputs, objective functions and constraints are deterministic and known in advance. These strong assumptions lead to work on oversimplified problems, and the solutions may demonstrate poor performance when implemented. Simheuristics, in turn, integrate simulation into metaheuristics as a way to naturally solve stochastic problems, and, in a similar fashion, learnheuristics combine statistical learning and metaheuristics to tackle problems in dynamic environments, where inputs may depend on the structure of the solution. The main contributions of this thesis include (i) a design for learnheuristics; (ii) a classification of works that hybridize statistical and machine learning and metaheuristics; and (iii) several applications for the fields of transport, production, finance and computing

Hyperparameter optimization: Foundations, algorithms, best practices, and open challenges

Most machine learning algorithms are configured by a set of hyperparameters whose values must be carefully chosen and which often considerably impact performance. To avoid a time-consuming and irreproducible manual process of trial-and-error to find well-performing hyperparameter configurations, various automatic hyperparameter optimization (HPO) methods—for example, based on resampling error estimation for supervised machine learning—can be employed. After introducing HPO from a general perspective, this paper reviews important HPO methods, from simple techniques such as grid or random search to more advanced methods like evolution strategies, Bayesian optimization, Hyperband, and racing. This work gives practical recommendations regarding important choices to be made when conducting HPO, including the HPO algorithms themselves, performance evaluation, how to combine HPO with machine learning pipelines, runtime improvements, and parallelization. This article is categorized under: Algorithmic Development > Statistics Technologies > Machine Learning Technologies > Prediction

Multi-objective evolutionary algorithms of spiking neural networks

Spiking neural network (SNN) is considered as the third generation of artificial neural networks. Although there are many models of SNN, Evolving Spiking Neural Network (ESNN) is widely used in many recent research works. Among the many important issues that need to be explored in ESNN are determining the optimal pre-synaptic neurons and parameters values for a given data set. Moreover, previous studies have not investigated the performance of the multi-objective approach with ESNN. In this study, the aim is to find the optimal pre-synaptic neurons and parameter values for ESNN simultaneously by proposing several integrations between ESNN and differential evolution (DE). The proposed algorithms applied to address these problems include DE with evolving spiking neural network (DE-ESNN) and DE for parameter tuning with evolving spiking neural network (DEPT-ESNN). This study also utilized the approach of multi-objective (MOO) with ESNN for better learning structure and classification accuracy. Harmony Search (HS) and memetic approach was used to improve the performance of MOO with ESNN. Consequently, Multi- Objective Differential Evolution with Evolving Spiking Neural Network (MODE-ESNN), Harmony Search Multi-Objective Differential Evolution with Evolving Spiking Neural Network (HSMODE-ESNN) and Memetic Harmony Search Multi-Objective Differential Evolution with Evolving Spiking Neural Network (MEHSMODE-ESNN) were applied to improve ESNN structure and accuracy rates. The hybrid methods were tested by using seven benchmark data sets from the machine learning repository. The performance was evaluated using different criteria such as accuracy (ACC), geometric mean (GM), sensitivity (SEN), specificity (SPE), positive predictive value (PPV), negative predictive value (NPV) and average site performance (ASP) using k-fold cross validation. Evaluation analysis shows that the proposed methods demonstrated better classification performance as compared to the standard ESNN especially in the case of imbalanced data sets. The findings revealed that the MEHSMODE-ESNN method statistically outperformed all the other methods using the different data sets and evaluation criteria. It is concluded that multi objective proposed methods have been evinced as the best proposed methods for most of the data sets used in this study. The findings have proven that the proposed algorithms attained the optimal presynaptic neurons and parameters values and MOO approach was applicable for the ESNN

Automated design of population-based algorithms: a case study in vehicle routing

Metaheuristics have been extensively studied to solve constraint combinatorial optimisation problems such as vehicle routing problems. Most existing algorithms require considerable human effort and different kinds of expertise in algorithm design. These manually designed algorithms are discarded after solving the specific instances. It is highly desirable to automate the design of search algorithms, thus to solve problem instances effectively with less human intervention. This thesis develops a novel general search framework to formulate in a unified way a range of population-based algorithms. Within this framework, generic algorithmic components such as selection heuristics on the population and evolution operators are defined, and can be composed using machine learning to generate effective search algorithms automatically. This unified framework aims to serve as the basis to analyse algorithmic components, generating effective search algorithms for complex combinatorial optimisation problems. Three key research issues within the general search framework are identified: automated design of evolution operators, of selection heuristics, and of both. To accurately describe the search space of algorithm design as a new task for machine learning, this thesis identifies new key features, namely search-dependent and instance-dependent features. These features are identified to assist effective algorithm design. With these features, a set of state-of-the-art reinforcement learning techniques, such as deep Q-network based and proximal policy optimisation based models and maximum entropy mechanisms have been developed to intelligently select and combine appropriate evolution operators and selection heuristics during different stages of the optimisation process. The effectiveness and generality of these algorithms automatically designed within the proposed general search framework are validated comprehensively across different capacitated vehicle routing problem with time windows benchmark instances. This thesis contributes to making a key step towards automated algorithm design with a general framework supporting fundamental analysis by effective machine learning

Fitness landscape-based analysis of nature-inspired algorithms

As the number of nature-inspired algorithms increases so does the need to characterise these algorithms. A rigorous process to characterise algorithms helps practitioners decide which algorithms may offer a good fit for their given problem. One approach is to relate the characteristics of a problem's associated fitness landscape with the performance of an algorithm. The aim of this thesis is to capitalise on the notion of fitness landscape characteristics as a technique for analysing algorithm performance, and to provide a novel algorithm- and problem-independent methodology that can be used to present the strengths and weaknesses of an algorithm. The methodology was tested by developing a portfolio of six nature-inspired algorithms commonly used to solve continuous optimisation problems. This portfolio includes the performance of these algorithms with parameters both “out of the box" and after they have been tuned using an automated tuning technique. Each of the algorithms shows a different “resilience" profile to the landscape characteristics, and responds differently to the tuning process. In order to provide a more practical way to utilise the portfolio an automated “ranking" methodology based on two machine learning techniques was developed. Using estimates of the fitness landscape characteristics on benchmark problems, the best algorithm to use is estimated, and compared with the actual performance of each algorithm. While results show that predicting algorithm performance is difficult, the results are promising, and show that this is an area worth exploring further. This methodology has significant advantages over the current practice of demonstrating novel algorithm performance on benchmark problems, most importantly offering a practical, generalised overview of the algorithm to a potential practitioner. Choosing to use a technique such as the one demonstrated here when presenting a novel algorithm could greatly ease the problem of algorithm selection

Automated design of population-based algorithms: a case study in vehicle routing

Metaheuristics have been extensively studied to solve constraint combinatorial optimisation problems such as vehicle routing problems. Most existing algorithms require considerable human effort and different kinds of expertise in algorithm design. These manually designed algorithms are discarded after solving the specific instances. It is highly desirable to automate the design of search algorithms, thus to solve problem instances effectively with less human intervention. This thesis develops a novel general search framework to formulate in a unified way a range of population-based algorithms. Within this framework, generic algorithmic components such as selection heuristics on the population and evolution operators are defined, and can be composed using machine learning to generate effective search algorithms automatically. This unified framework aims to serve as the basis to analyse algorithmic components, generating effective search algorithms for complex combinatorial optimisation problems. Three key research issues within the general search framework are identified: automated design of evolution operators, of selection heuristics, and of both. To accurately describe the search space of algorithm design as a new task for machine learning, this thesis identifies new key features, namely search-dependent and instance-dependent features. These features are identified to assist effective algorithm design. With these features, a set of state-of-the-art reinforcement learning techniques, such as deep Q-network based and proximal policy optimisation based models and maximum entropy mechanisms have been developed to intelligently select and combine appropriate evolution operators and selection heuristics during different stages of the optimisation process. The effectiveness and generality of these algorithms automatically designed within the proposed general search framework are validated comprehensively across different capacitated vehicle routing problem with time windows benchmark instances. This thesis contributes to making a key step towards automated algorithm design with a general framework supporting fundamental analysis by effective machine learning

New Archive-Based Ant Colony Optimization Algorithms for Learning Predictive Rules from Data

Data mining is the process of extracting knowledge and patterns from data. Classification and Regression are among the major data mining tasks, where the goal is to predict a value of an attribute of interest for each data instance, given the values of a set of predictive attributes. Most classification and regression problems involve continuous, ordinal and categorical attributes. Currently Ant Colony Optimization (ACO) algorithms have focused on directly handling categorical attributes only; continuous attributes are transformed using a discretisation procedure in either a preprocessing stage or dynamically during the rule creation. The use of a discretisation procedure has several limitations: (i) it increases the computational runtime, since several candidates values need to evaluated; (ii) requires access to the entire attribute domain, which in some applications all data is not available; (iii) the values used to create discrete intervals are not optimised in combination with the values of other attributes. This thesis investigates the use of solution archive pheromone model, based on Ant Colony Optimization for mixed-variable (ACOMV) algorithm, to directly cope with all attribute types. Firstly, an archive-based ACO classification algorithm is presented, followed by an automatic design framework to generate new configuration of ACO algorithms. Then, we addressed the challenging problem of mining data streams, presenting a new ACO algorithm in combination with a hybrid pheromone model. Finally, the archive-based approach is extended to cope with regression problems. All algorithms presented are compared against well-known algorithms from the literature using publicly available data sets. Our results have been shown to improve the computational time while maintaining a competitive predictive performance