Multivariate time series (MTS) prediction plays a key role in many fields such as finance, energy and transport, where each individual time series corresponds to the data collected from a certain data source, so-called channel. A typical pipeline of building an MTS prediction model (PM) consists of selecting a subset of channels among all available ones, extracting features from the selected channels, and building a PM based on the extracted features, where each component involves certain optimization tasks, i.e., selection of channels, feature extraction (FE) methods, and PMs as well as configuration of the selected FE method and PM. Accordingly, pursuing the best prediction performance corresponds to optimizing the pipeline by solving all of its involved optimization problems. This is a non-trivial task due to the vastness of the solution space. Different from most of the existing works which target at optimizing certain components of the pipeline, we propose a novel evolutionary ensemble learning framework to optimize the entire pipeline in a holistic manner. In this framework, a specific pipeline is encoded as a candidate solution and a multi-objective evolutionary algorithm is applied under different population sizes to produce multiple Pareto optimal sets (POSs). Finally, selective ensemble learning is designed to choose the optimal subset of solutions from the POSs and combine them to yield final prediction by using greedy sequential selection and least square methods. We implement the proposed framework and evaluate our implementation on two real-world applications, i.e., electricity consumption prediction and air quality prediction. The performance comparison with state-of-the-art techniques demonstrates the superiority of the proposed approach.

Finding the optimal parameter setting (i.e. the optimal population size, the optimal mutation probability, the optimal evolutionary model etc) for an Evolutionary Algorithm (EA) is a difficult task. Instead of evolving only the parameters of the algorithm we will evolve an entire EA capable of solving a particular problem. For this purpose the Multi Expression Programming (MEP) technique is used. Each MEP chromosome will encode multiple EAs. An nongenerational EA for function optimization is evolved in this paper. Numerical experiments show the effectiveness of this approach.

Manifold learning methods are an invaluable tool in today's world of increasingly huge datasets. Manifold learning algorithms can discover a much lower-dimensional representation (embedding) of a high-dimensional dataset through non-linear transformations that preserve the most important structure of the original data. State-of-the-art manifold learning methods directly optimise an embedding without mapping between the original space and the discovered embedded space. This makes interpretability - a key requirement in exploratory data analysis - nearly impossible. Recently, genetic programming has emerged as a very promising approach to manifold learning by evolving functional mappings from the original space to an embedding. However, genetic programming-based manifold learning has struggled to match the performance of other approaches. In this work, we propose a new approach to using genetic programming for manifold learning, which preserves local topology. This is expected to significantly improve performance on tasks where local neighbourhood structure (topology) is paramount. We compare our proposed approach with various baseline manifold learning methods and find that it often outperforms other methods, including a clear improvement over previous genetic programming approaches. These results are particularly promising, given the potential interpretability and reusability of the evolved mappings.

Background and aim: Surgical telepresence using augmented perception has been applied, but mixed reality is still being researched and is only theoretical. The aim of this work is to propose a solution to improve the visualization in the final merged video by producing globally consistent videos when the intensity of illumination in the input source and target video varies. Methodology: The proposed system uses an enhanced multi-layer visualization with illumination-aware gradient mixing using Illumination Aware Video Composition algorithm. Particle Swarm Optimization Algorithm is used to find the best sample pair from foreground and background region and image pixel correlation to estimate the alpha matte. Particle Swarm Optimization algorithm helps to get the original colour and depth of the unknown pixel in the unknown region. Result: Our results showed improved accuracy caused by reducing the Mean squared Error for selecting the best sample pair for unknown region in 10 each sample for bowel, jaw and breast. The amount of this reduction is 16.48% from the state of art system. As a result, the visibility accuracy is improved from 89.4 to 97.7% which helped to clear the hand vision even in the difference of light. Conclusion: Illumination effect and alpha pixel correlation improves the visualization accuracy and produces a globally consistent composition results and maintains the temporal coherency when compositing two videos with high and inverse illumination effect. In addition, this paper provides a solution for selecting the best sampling pair for the unknown region to obtain the original colour and depth.

According to the No Free Lunch (NFL) theorems all black-box algorithms perform equally well when compared over the entire set of optimization problems. An important problem related to NFL is finding a test problem for which a given algorithm is better than another given algorithm. Of high interest is finding a function for which Random Search is better than another standard evolutionary algorithm. In this paper, we propose an evolutionary approach for solving this problem: we will evolve test functions for which a given algorithm A is better than another given algorithm B. Two ways for representing the evolved functions are employed: as GP trees and as binary strings. Several numerical experiments involving NFL-style Evolutionary Algorithms for function optimization are performed. The results show the effectiveness of the proposed approach. Several test functions for which Random Search performs better than all other considered algorithms have been evolved.

A new model for evolving Evolutionary Algorithms is proposed in this paper. The model is based on the Linear Genetic Programming (LGP) technique. Every LGP chromosome encodes an EA which is used for solving a particular problem. Several Evolutionary Algorithms for function optimization, the Traveling Salesman Problem, and the Quadratic Assignment Problem are evolved by using the considered model. Numerical experiments show that the evolved Evolutionary Algorithms perform similarly and sometimes even better than standard approaches for several well-known benchmarking problems.

An evolutionary approach for computing the winning strategy for Nim-like games is proposed in this paper. The winning strategy is computed by using the Multi Expression Programming (MEP) technique - a fast and efficient variant of the Genetic Programming (GP). Each play strategy is represented by a mathematical expression that contains mathematical operators (such as +, -, *, mod, div, and , or, xor, not) and operands (encoding the current game state). Several numerical experiments for computing the winning strategy for the Nim game are performed. The computational effort needed for evolving a winning strategy is reported. The results show that the proposed evolutionary approach is very suitable for computing the winning strategy for Nim-like games.

Multi Expression Programming (MEP) is a Genetic Programming variant that uses linear chromosomes for solution encoding. A unique feature of MEP is its ability of encoding multiple solutions of a problem in a single chromosome. In this paper we use Multi Expression Programming for evolving digital circuits for a well-known NP-Complete problem: the knapsack (subset sum) problem. Numerical experiments show that Multi Expression Programming performs well on the considered test problems.

The ubiquitous availability of computing devices and the widespread use of the internet have generated a large amount of data continuously. Therefore, the amount of available information on any given topic is far beyond humans' processing capacity to properly process, causing what is known as information overload. To efficiently cope with large amounts of information and generate content with significant value to users, we require identifying, merging and summarising information. Data summaries can help gather related information and collect it into a shorter format that enables answering complicated questions, gaining new insight and discovering conceptual boundaries. This thesis focuses on three main challenges to alleviate information overload using novel summarisation techniques. It further intends to facilitate the analysis of documents to support personalised information extraction. This thesis separates the research issues into four areas, covering (i) feature engineering in document summarisation, (ii) traditional static and inflexible summaries, (iii) traditional generic summarisation approaches, and (iv) the need for reference summaries. We propose novel approaches to tackle these challenges, by: i)enabling automatic intelligent feature engineering, ii) enabling flexible and interactive summarisation, iii) utilising intelligent and personalised summarisation approaches. The experimental results prove the efficiency of the proposed approaches compared to other state-of-the-art models. We further propose solutions to the information overload problem in different domains through summarisation, covering network traffic data, health data and business process data.

DEAP is a novel evolutionary computation framework for rapid prototyping and testing of ideas. It seeks to make algorithms explicit and data structures transparent. It works in perfect harmony with parallelisation mechanisms such as multiprocessing and SCOOP. Following acceptance of PEP 438 by the Python community, we have moved DEAP's source releases on PyPI. You can find the most recent releases at: https://pypi.python.org/pypi/deap/.