MACOC: a medoid-based ACO clustering algorithm

The application of ACO-based algorithms in data mining is growing over the last few years and several supervised and unsupervised learning algorithms have been developed using this bio-inspired approach. Most recent works concerning unsupervised learning have been focused on clustering, showing great potential of ACO-based techniques. This work presents an ACO-based clustering algorithm inspired by the ACO Clustering (ACOC) algorithm. The proposed approach restructures ACOC from a centroid-based technique to a medoid-based technique, where the properties of the search space are not necessarily known. Instead, it only relies on the information about the distances amongst data. The new algorithm, called MACOC, has been compared against well-known algorithms (K-means and Partition Around Medoids) and with ACOC. The experiments measure the accuracy of the algorithm for both synthetic datasets and real-world datasets extracted from the UCI Machine Learning Repository

Naive Bayes ant colony optimization for designing high dimensional experiments

In a large number of experimental problems, high dimensionality of the search area and economical constraints can severely limit the number of experimental points that can be tested. Within these constraints, classical optimization techniques perform poorly, in particular, when little a priori knowledge is available. In this work we investigate the possibility of combining approaches from statistical modeling and bio-inspired algorithms to effectively explore a huge search space, sampling only a limited number of experimental points. To this purpose, we introduce a novel approach, combining ant colony optimization (ACO) and naive Bayes classifier (NBC) that is, the naive Bayes ant colony optimization (NACO) procedure. We compare NACO with other similar approaches developing a simulation study. We then derive the NACO procedure with the goal to design artificial enzymes with no sequence homology to the extant one. Our final aim is to mimic the natural fold of 200 amino acids 1AGY serine esterase from Fusarium solani

A Pareto-based multi-objective optimization algorithm to design energy-efficient shading devices

In this paper we address the problem of designing new energy-efficient static daylight devices that will surround the external windows of a residential building in Madrid. Shading devices can in fact largely influence solar gains in a building and improve thermal and lighting comforts by selectively intercepting the solar radiation and by reducing the undesirable glare. A proper shading device can therefore significantly increase the thermal performance of a building by reducing its energy demand in different climate conditions. In order to identify the set of optimal shading devices that allow a low energy consumption of the dwelling while maintaining high levels of thermal and lighting comfort for the inhabitants we derive a multi-objective optimization methodology based on Harmony Search and Pareto front approaches. The results show that the multi-objective approach here proposed is an effective procedure in designing energy efficient shading devices when a large set of conflicting objectives characterizes the performance of the proposed solutions. (C) 2016 Elsevier Ltd. All rights reserved

An evolutionary approach to the design of experiments for combinatorial optimization with an application to enzyme engineering

In a large number of problems the high dimensionality of the search space, the vast number of variables and the economical constrains limit the ability of classical techniques to reach the optimum of a function, known or unknown. In this thesis we investigate the possibility to combine approaches from advanced statistics and optimization algorithms in such a way to better explore the combinatorial search space and to increase the performance of the approaches. To this purpose we propose two methods: (i) Model Based Ant Colony Design and (ii) Naïve Bayes Ant Colony Optimization. We test the performance of the two proposed solutions on a simulation study and we apply the novel techniques on an appplication in the field of Enzyme Engineering and Design

A Deep Reinforcement Learning Approach for Automated Cryptocurrency Trading

Part 7: Deep Learning - Convolutional ANNInternational audienceNowadays, Artificial Intelligence (AI) is changing our daily life in many application fields. Automatic trading has inspired a large number of field experts and scientists in developing innovative techniques and deploying cutting-edge technologies to trade different markets. In this context, cryptocurrency has given new interest in the application of AI techniques for predicting the future price of a financial asset. In this work Deep Reinforcement Learning is applied to trade bitcoin. More precisely, Double and Dueling Double Deep Q-learning Networks are compared over a period of almost four years. Two reward functions are also tested: Sharpe ratio and profit reward functions. The Double Deep Q-learning trading system based on Sharpe ratio reward function demonstrated to be the most profitable approach for trading bitcoin