Evolving Gaussian Process Kernels for Translation Editing Effort Estimation

In many Natural Language Processing problems the combination of machine learning and optimization techniques is essential. One of these problems is estimating the effort required to improve, under direct human supervision, a text that has been translated using a machine translation method. Recent developments in this area have shown that Gaussian Processes can be accurate for post-editing effort prediction. However, the Gaussian Process kernel has to be chosen in advance, and this choice in- fluences the quality of the prediction. In this paper, we propose a Genetic Programming algorithm to evolve kernels for Gaussian Processes. We show that the combination of evolutionary optimization and Gaussian Processes removes the need for a-priori specification of the kernel choice, and achieves predictions that, in many cases, outperform those obtained with fixed kernels.TIN2016-78365-

Hybrid Local Search for Constrained Financial Portfolio Selection Problems

Abstract. Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its more practical and realistic variants, which include various kinds of constraints and objectives, have in many cases to be tackled by approximate algorithms. In this work, we present a hybrid technique that combines a local search, as master solver, with a quadratic programming procedure, as slave solver. Experimental results show that the approach is very promising and achieves results comparable with, or superior to, the state of the art solvers.