Evolutionary Systems
The $(1+(\lambda,\lambda))$ Global SEMO Algorithm
Doerr, Benjamin, Hadri, Omar El, Pinard, Adrien
The theory of evolutionary algorithms (EAs) for a long time has accompanied our attempts to understand the working principles of evolutionary computation [NW10, AD11, Jan13, DN20]. In the recent years, this field has not only explained existing approaches, but also proposed new operators and algorithms. The theory of multi-objective EAs, due to the higher complexity of these algorithms, is still lagging behind its single-objective counterpart. There are several runtime analyses for various multi-objective EAs which explain their working principles. Also, some new ideas specific to multi-objective evolutionary algorithms (MOEAs) have been developed recently. However, many recent developments in single-objective EA theory have not been exploited in multi-objective evolutionary computation (see Section 2 for more details). In this work, we try to profit in multi-objective evolutionary computation from the ideas underlying the (1 + (λ, λ)) GA. The (1 + (λ, λ)) GA, proposed first in [DDE15], tries to combine a larger radius of exploration with traditional greedy-style exploitation of already detected profitable solutions.
Towards a Stronger Theory for Permutation-based Evolutionary Algorithms
Doerr, Benjamin, Ghannane, Yassine, Brahim, Marouane Ibn
While the theoretical analysis of evolutionary algorithms (EAs) has made significant progress for pseudo-Boolean optimization problems in the last 25 years, only sporadic theoretical results exist on how EAs solve permutation-based problems. To overcome the lack of permutation-based benchmark problems, we propose a general way to transfer the classic pseudo-Boolean benchmarks into benchmarks defined on sets of permutations. We then conduct a rigorous runtime analysis of the permutation-based $(1+1)$ EA proposed by Scharnow, Tinnefeld, and Wegener (2004) on the analogues of the \textsc{LeadingOnes} and \textsc{Jump} benchmarks. The latter shows that, different from bit-strings, it is not only the Hamming distance that determines how difficult it is to mutate a permutation $\sigma$ into another one $\tau$, but also the precise cycle structure of $\sigma \tau^{-1}$. For this reason, we also regard the more symmetric scramble mutation operator. We observe that it not only leads to simpler proofs, but also reduces the runtime on jump functions with odd jump size by a factor of $\Theta(n)$. Finally, we show that a heavy-tailed version of the scramble operator, as in the bit-string case, leads to a speed-up of order $m^{\Theta(m)}$ on jump functions with jump size~$m$.%
GBSVM: Granular-ball Support Vector Machine
Xia, Shuyin, Wang, Guoyin, Gao, Xinbo, Peng, Xiaoli
GBSVM (Granular-ball Support Vector Machine) is an important attempt to use the coarse granularity of a granular-ball as the input to construct a classifier instead of a data point. It is the first classifier whose input contains no points, i.e., $x_i$, in the history of machine learning. However, on the one hand, its dual model is not derived, and the algorithm has not been implemented and can not be applied. On the other hand, there are some errors in its existing model. To address these problems, this paper has fixed the errors of the original model of GBSVM, and derived its dual model. Furthermore, an algorithm is designed using particle swarm optimization algorithm to solve the dual model. The experimental results on the UCI benchmark datasets demonstrate that GBSVM has good robustness and efficiency.
Effective Metaheuristic Based Classifiers for Multiclass Intrusion Detection
Network security has become the biggest concern in the area of cyber security because of the exponential growth in computer networks and applications. Intrusion detection plays an important role in the security of information systems or networks devices. The purpose of an intrusion detection system (IDS) is to detect malicious activities and then generate an alarm against these activities. Having a large amount of data is one of the key problems in detecting attacks. Most of the intrusion detection systems use all features of datasets to evaluate the models and result in is, low detection rate, high computational time and uses of many computer resources. For fast attacks detection IDS needs a lightweight data. A feature selection method plays a key role to select best features to achieve maximum accuracy. This research work conduct experiments by considering on two updated attacks datasets, UNSW-NB15 and CICDDoS2019. This work suggests a wrapper based Genetic Algorithm (GA) features selection method with ensemble classifiers. GA select the best feature subsets and achieve high accuracy, detection rate (DR) and low false alarm rate (FAR) compared to existing approaches. This research focuses on multi-class classification. Implements two ensemble methods: stacking and bagging to detect different types of attacks. The results show that GA improve the accuracy significantly with stacking ensemble classifier.
Designing a Robust Low-Level Agnostic Controller for a Quadrotor with Actor-Critic Reinforcement Learning
Eduardo, Guilherme Siqueira, Caarls, Wouter
Purpose: Real-life applications using quadrotors introduce a number of disturbances and time-varying properties that pose a challenge to flight controllers. We observed that, when a quadrotor is tasked with picking up and dropping a payload, traditional PID and RL-based controllers found in literature struggle to maintain flight after the vehicle changes its dynamics due to interaction with this external object. Methods: In this work, we introduce domain randomization during the training phase of a low-level waypoint guidance controller based on Soft Actor-Critic. The resulting controller is evaluated on the proposed payload pick up and drop task with added disturbances that emulate real-life operation of the vehicle. Results & Conclusion: We show that, by introducing a certain degree of uncertainty in quadrotor dynamics during training, we can obtain a controller that is capable to perform the proposed task using a larger variation of quadrotor parameters. Additionally, the RL-based controller outperforms a traditional positional PID controller with optimized gains in this task, while remaining agnostic to different simulation parameters.
General Univariate Estimation-of-Distribution Algorithms
We propose a general formulation of a univariate estimation-of-distribution algorithm (EDA). It naturally incorporates the three classic univariate EDAs \emph{compact genetic algorithm}, \emph{univariate marginal distribution algorithm} and \emph{population-based incremental learning} as well as the \emph{max-min ant system} with iteration-best update. Our unified description of the existing algorithms allows a unified analysis of these; we demonstrate this by providing an analysis of genetic drift that immediately gives the existing results proven separately for the four algorithms named above. Our general model also includes EDAs that are more efficient than the existing ones and these may not be difficult to find as we demonstrate for the OneMax and LeadingOnes benchmarks.
Incentivising cooperation by rewarding the weakest member
Schossau, Jory, Shirmohammadi, Bamshad, Hintze, Arend
Autonomous agents that act with each other on behalf of humans are becoming more common in many social domains, such as customer service, transportation, and health care. In such social situations greedy strategies can reduce the positive outcome for all agents, such as leading to stop-and-go traffic on highways, or causing a denial of service on a communications channel. Instead, we desire autonomous decision-making for efficient performance while also considering equitability of the group to avoid these pitfalls. Unfortunately, in complex situations it is far easier to design machine learning objectives for selfish strategies than for equitable behaviors. Here we present a simple way to reward groups of agents in both evolution and reinforcement learning domains by the performance of their weakest member. We show how this yields ``fairer'' more equitable behavior, while also maximizing individual outcomes, and we show the relationship to biological selection mechanisms of group-level selection and inclusive fitness theory.
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks
Portfolio optimization has been an area of research that has attracted a lot of attention from researchers and financial analysts. Designing an optimum portfolio is a complex task since it not only involves accurate forecasting of future stock returns and risks but also needs to optimize them. This paper presents a systematic approach to portfolio optimization using two approaches, the hierarchical risk parity algorithm and the Eigen portfolio on seven sectors of the Indian stock market. The portfolios are built following the two approaches to historical stock prices from Jan 1, 2016, to Dec 31, 2020. The portfolio performances are evaluated on the test data from Jan 1, 2021, to Nov 1, 2021. The backtesting results of the portfolios indicate that the performance of the HRP portfolio is superior to that of its Eigen counterpart on both training and test data for the majority of the sectors studied.
Subspace Learning for Feature Selection via Rank Revealing QR Factorization: Unsupervised and Hybrid Approaches with Non-negative Matrix Factorization and Evolutionary Algorithm
Moslemi, Amir, Ahmadian, Arash
The selection of most informative and discriminative features from high-dimensional data has been noticed as an important topic in machine learning and data engineering. Using matrix factorization-based techniques such as nonnegative matrix factorization for feature selection has emerged as a hot topic in feature selection. The main goal of feature selection using matrix factorization is to extract a subspace which approximates the original space but in a lower dimension. In this study, rank revealing QR (RRQR) factorization, which is computationally cheaper than singular value decomposition (SVD), is leveraged in obtaining the most informative features as a novel unsupervised feature selection technique. This technique uses the permutation matrix of QR for feature selection which is a unique property to this factorization method. Moreover, QR factorization is embedded into non-negative matrix factorization (NMF) objective function as a new unsupervised feature selection method. Lastly, a hybrid feature selection algorithm is proposed by coupling RRQR, as a filter-based technique, and a Genetic algorithm as a wrapper-based technique. In this method, redundant features are removed using RRQR factorization and the most discriminative subset of features are selected using the Genetic algorithm. The proposed algorithm shows to be dependable and robust when compared against state-of-the-art feature selection algorithms in supervised, unsupervised, and semi-supervised settings. All methods are tested on seven available microarray datasets using KNN, SVM and C4.5 classifiers. In terms of evaluation metrics, the experimental results shows that the proposed method is comparable with the state-of-the-art feature selection.
Landscape Analysis for Surrogate Models in the Evolutionary Black-Box Context
Pitra, Zbyněk, Koza, Jan, Tumpach, Jiří, Holeňa, Martin
When solving a real-world optimization problem we often have no information about the analytic form of the objective function. Evaluation of such black-box functions is frequently expensive in terms of time and money (Baerns and Holeňa, 2009; Lee et al., 2016; Zaefferer et al., 2016), which has been for two decades the driving force of research into surrogate modeling of black-box objective functions (Büche et al., 2005; Forrester and Keane, 2009; Jin, 2011). Given a set of observations, a surrogate model can be fitted to approximate the landscape of the black-box function. The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) by Hansen (2006), which we consider the state-of-the-art evolutionary black-box optimizer, has been frequently combined with surrogate models.