Radial Basis Function Neural Network(RBFNN)ensembles have long suffered from non-efficient training,where incorrect parameter settings can be computationally disastrous.This paper examines different evolutionary algor...Radial Basis Function Neural Network(RBFNN)ensembles have long suffered from non-efficient training,where incorrect parameter settings can be computationally disastrous.This paper examines different evolutionary algorithms for training the Symbolic Radial Basis Function Neural Network(SRBFNN)through the behavior’s integration of satisfiability programming.Inspired by evolutionary algorithms,which can iteratively find the nearoptimal solution,different Evolutionary Algorithms(EAs)were designed to optimize the producer output weight of the SRBFNN that corresponds to the embedded logic programming 2Satisfiability representation(SRBFNN-2SAT).The SRBFNN’s objective function that corresponds to Satisfiability logic programming can be minimized by different algorithms,including Genetic Algorithm(GA),Evolution Strategy Algorithm(ES),Differential Evolution Algorithm(DE),and Evolutionary Programming Algorithm(EP).Each of these methods is presented in the steps in the flowchart form which can be used for its straightforward implementation in any programming language.With the use of SRBFNN-2SAT,a training method based on these algorithms has been presented,then training has been compared among algorithms,which were applied in Microsoft Visual C++software using multiple metrics of performance,including Mean Absolute Relative Error(MARE),Root Mean Square Error(RMSE),Mean Absolute Percentage Error(MAPE),Mean Bias Error(MBE),Systematic Error(SD),Schwarz Bayesian Criterion(SBC),and Central Process Unit time(CPU time).Based on the results,the EP algorithm achieved a higher training rate and simple structure compared with the rest of the algorithms.It has been confirmed that the EP algorithm is quite effective in training and obtaining the best output weight,accompanied by the slightest iteration error,which minimizes the objective function of SRBFNN-2SAT.展开更多
Nonlinear equations systems(NESs)are widely used in real-world problems and they are difficult to solve due to their nonlinearity and multiple roots.Evolutionary algorithms(EAs)are one of the methods for solving NESs,...Nonlinear equations systems(NESs)are widely used in real-world problems and they are difficult to solve due to their nonlinearity and multiple roots.Evolutionary algorithms(EAs)are one of the methods for solving NESs,given their global search capabilities and ability to locate multiple roots of a NES simultaneously within one run.Currently,the majority of research on using EAs to solve NESs focuses on transformation techniques and improving the performance of the used EAs.By contrast,problem domain knowledge of NESs is investigated in this study,where we propose the incorporation of a variable reduction strategy(VRS)into EAs to solve NESs.The VRS makes full use of the systems of expressing a NES and uses some variables(i.e.,core variable)to represent other variables(i.e.,reduced variables)through variable relationships that exist in the equation systems.It enables the reduction of partial variables and equations and shrinks the decision space,thereby reducing the complexity of the problem and improving the search efficiency of the EAs.To test the effectiveness of VRS in dealing with NESs,this paper mainly integrates the VRS into two existing state-of-the-art EA methods(i.e.,MONES and DR-JADE)according to the integration framework of the VRS and EA,respectively.Experimental results show that,with the assistance of the VRS,the EA methods can produce better results than the original methods and other compared methods.Furthermore,extensive experiments regarding the influence of different reduction schemes and EAs substantiate that a better EA for solving a NES with more reduced variables tends to provide better performance.展开更多
To solve single-objective constrained optimization problems,a new population-based evolutionary algorithm with elite strategy(PEAES) is proposed with the concept of single and multi-objective optimization.Constrained ...To solve single-objective constrained optimization problems,a new population-based evolutionary algorithm with elite strategy(PEAES) is proposed with the concept of single and multi-objective optimization.Constrained functions are combined to be an objective function.During the evolutionary process,the current optimal solution is found and treated as the reference point to divide the population into three sub-populations:one feasible and two infeasible ones.Different evolutionary operations of single or multi-objective optimization are respectively performed in each sub-population with elite strategy.Thirteen famous benchmark functions are selected to evaluate the performance of PEAES in comparison of other three optimization methods.The results show the proposed method is valid in efficiency,precision and probability for solving single-objective constrained optimization problems.展开更多
We show the practicality of two existing meta-learning algorithms Model-</span></span><span><span><span> </span></span></span><span><span><span><spa...We show the practicality of two existing meta-learning algorithms Model-</span></span><span><span><span> </span></span></span><span><span><span><span style="font-family:Verdana;">Agnostic Meta-Learning and Fast Context Adaptation Via Meta-learning using an evolutionary strategy for parameter optimization, as well as propose two novel quantum adaptations of those algorithms using continuous quantum neural networks, for learning to trade portfolios of stocks on the stock market. The goal of meta-learning is to train a model on a variety of tasks, such that it can solve new learning tasks using only a small number of training samples. In our classical approach, we trained our meta-learning models on a variety of portfolios that contained 5 randomly sampled Consumer Cyclical stocks from a pool of 60. In our quantum approach, we trained our </span><span style="font-family:Verdana;">quantum meta-learning models on a simulated quantum computer with</span><span style="font-family:Verdana;"> portfolios containing 2 randomly sampled Consumer Cyclical stocks. Our findings suggest that both classical models could learn a new portfolio with 0.01% of the number of training samples to learn the original portfolios and can achieve a comparable performance within 0.1% Return on Investment of the Buy and Hold strategy. We also show that our much smaller quantum meta-learned models with only 60 model parameters and 25 training epochs </span><span style="font-family:Verdana;">have a similar learning pattern to our much larger classical meta-learned</span><span style="font-family:Verdana;"> models that have over 250,000 model parameters and 2500 training epochs. Given these findings</span></span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">,</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> we also discuss the benefits of scaling up our experiments from a simulated quantum computer to a real quantum computer. To the best of our knowledge, we are the first to apply the ideas of both classical meta-learning as well as quantum meta-learning to enhance stock trading.展开更多
As a new intelligent optimization method,brain storm optimization(BSO)algorithm has been widely concerned for its advantages in solving classical optimization problems.Recently,an evolutionary classification optimizat...As a new intelligent optimization method,brain storm optimization(BSO)algorithm has been widely concerned for its advantages in solving classical optimization problems.Recently,an evolutionary classification optimization model based on BSO algorithm has been proposed,which proves its effectiveness in solving the classification problem.However,BSO algorithm also has defects.For example,large-scale datasets make the structure of the model complex,which affects its classification performance.In addition,in the process of optimization,the information of the dominant solution cannot be well preserved in BSO,which leads to its limitations in classification performance.Moreover,its generation strategy is inefficient in solving a variety of complex practical problems.Therefore,we briefly introduce the optimization model structure by feature selection.Besides,this paper retains the brainstorming process of BSO algorithm,and embeds the new generation strategy into BSO algorithm.Through the three generation methods of global optimal,local optimal and nearest neighbor,we can better retain the information of the dominant solution and improve the search efficiency.To verify the performance of the proposed generation strategy in solving the classification problem,twelve datasets are used in experiment.Experimental results show that the new generation strategy can improve the performance of BSO algorithm in solving classification problems.展开更多
现实工业生产应用中存在大量的混合变量优化问题,这类问题的决策变量既包含连续变量,又包含离散变量。由于决策变量为混合类型,导致问题的决策空间变得不规则,采用已有的方法很难进行有效求解。引入协同进化策略,提出一种基于竞争式协...现实工业生产应用中存在大量的混合变量优化问题,这类问题的决策变量既包含连续变量,又包含离散变量。由于决策变量为混合类型,导致问题的决策空间变得不规则,采用已有的方法很难进行有效求解。引入协同进化策略,提出一种基于竞争式协同进化的混合变量粒子群优化算法(competitive coevolution based PSO,CCPSO)。设计基于容忍度的搜索方向调整机制来判断粒子的进化状态,从而自适应地调整粒子的搜索方向,避免陷入局部最优,平衡了种群的收敛性和多样性;引入基于竞争式协同进化的学习对象生成机制,在检测到粒子进化停滞时为每个粒子生成新的学习对象,从而推动粒子的进一步搜索,提高了种群的多样性;采用基于竞争学习的预测策略为粒子选择合适的学习对象,充分利用了新旧学习对象的学习潜力,保证了算法的收敛速度。实验结果表明:相比其他主流的混合变量优化算法,CCPSO可以获得更优的结果。展开更多
This paper describes an efficient solution to parallelize softwareprogram instructions, regardless of the programming language in which theyare written. We solve the problem of the optimal distribution of a set ofinst...This paper describes an efficient solution to parallelize softwareprogram instructions, regardless of the programming language in which theyare written. We solve the problem of the optimal distribution of a set ofinstructions on available processors. We propose a genetic algorithm to parallelize computations, using evolution to search the solution space. The stagesof our proposed genetic algorithm are: The choice of the initial populationand its representation in chromosomes, the crossover, and the mutation operations customized to the problem being dealt with. In this paper, geneticalgorithms are applied to the entire search space of the parallelization ofthe program instructions problem. This problem is NP-complete, so thereare no polynomial algorithms that can scan the solution space and solve theproblem. The genetic algorithm-based method is general and it is simple andefficient to implement because it can be scaled to a larger or smaller number ofinstructions that must be parallelized. The parallelization technique proposedin this paper was developed in the C# programming language, and our resultsconfirm the effectiveness of our parallelization method. Experimental resultsobtained and presented for different working scenarios confirm the theoreticalresults, and they provide insight on how to improve the exploration of a searchspace that is too large to be searched exhaustively.展开更多
Aiming at constructing the multi-knapsack model of collaborative portfolio configurations in multi-strategy oriented, the hybrid evolutionary algorithm was designed based on greedy method, combining with the organizat...Aiming at constructing the multi-knapsack model of collaborative portfolio configurations in multi-strategy oriented, the hybrid evolutionary algorithm was designed based on greedy method, combining with the organization of the multiple strategical guidance and multi-knapsack model. Furthermore, the organizing resource utility and risk management of portfolio were considered. The experiments were conducted on three main technological markets which contain communication, transportation and industry. The results demonstrated that the proposed model and algorithm were feasible and reliable.展开更多
基金This work is supported by Ministry of Higher Education(MOHE)through Fundamental Research Grant Scheme(FRGS)(FRGS/1/2020/STG06/UTHM/03/7).
文摘Radial Basis Function Neural Network(RBFNN)ensembles have long suffered from non-efficient training,where incorrect parameter settings can be computationally disastrous.This paper examines different evolutionary algorithms for training the Symbolic Radial Basis Function Neural Network(SRBFNN)through the behavior’s integration of satisfiability programming.Inspired by evolutionary algorithms,which can iteratively find the nearoptimal solution,different Evolutionary Algorithms(EAs)were designed to optimize the producer output weight of the SRBFNN that corresponds to the embedded logic programming 2Satisfiability representation(SRBFNN-2SAT).The SRBFNN’s objective function that corresponds to Satisfiability logic programming can be minimized by different algorithms,including Genetic Algorithm(GA),Evolution Strategy Algorithm(ES),Differential Evolution Algorithm(DE),and Evolutionary Programming Algorithm(EP).Each of these methods is presented in the steps in the flowchart form which can be used for its straightforward implementation in any programming language.With the use of SRBFNN-2SAT,a training method based on these algorithms has been presented,then training has been compared among algorithms,which were applied in Microsoft Visual C++software using multiple metrics of performance,including Mean Absolute Relative Error(MARE),Root Mean Square Error(RMSE),Mean Absolute Percentage Error(MAPE),Mean Bias Error(MBE),Systematic Error(SD),Schwarz Bayesian Criterion(SBC),and Central Process Unit time(CPU time).Based on the results,the EP algorithm achieved a higher training rate and simple structure compared with the rest of the algorithms.It has been confirmed that the EP algorithm is quite effective in training and obtaining the best output weight,accompanied by the slightest iteration error,which minimizes the objective function of SRBFNN-2SAT.
基金This work was supported by the National Natural Science Foundation of China(62073341)in part by the Natural Science Fund for Distinguished Young Scholars of Hunan Province(2019JJ20026).
文摘Nonlinear equations systems(NESs)are widely used in real-world problems and they are difficult to solve due to their nonlinearity and multiple roots.Evolutionary algorithms(EAs)are one of the methods for solving NESs,given their global search capabilities and ability to locate multiple roots of a NES simultaneously within one run.Currently,the majority of research on using EAs to solve NESs focuses on transformation techniques and improving the performance of the used EAs.By contrast,problem domain knowledge of NESs is investigated in this study,where we propose the incorporation of a variable reduction strategy(VRS)into EAs to solve NESs.The VRS makes full use of the systems of expressing a NES and uses some variables(i.e.,core variable)to represent other variables(i.e.,reduced variables)through variable relationships that exist in the equation systems.It enables the reduction of partial variables and equations and shrinks the decision space,thereby reducing the complexity of the problem and improving the search efficiency of the EAs.To test the effectiveness of VRS in dealing with NESs,this paper mainly integrates the VRS into two existing state-of-the-art EA methods(i.e.,MONES and DR-JADE)according to the integration framework of the VRS and EA,respectively.Experimental results show that,with the assistance of the VRS,the EA methods can produce better results than the original methods and other compared methods.Furthermore,extensive experiments regarding the influence of different reduction schemes and EAs substantiate that a better EA for solving a NES with more reduced variables tends to provide better performance.
文摘To solve single-objective constrained optimization problems,a new population-based evolutionary algorithm with elite strategy(PEAES) is proposed with the concept of single and multi-objective optimization.Constrained functions are combined to be an objective function.During the evolutionary process,the current optimal solution is found and treated as the reference point to divide the population into three sub-populations:one feasible and two infeasible ones.Different evolutionary operations of single or multi-objective optimization are respectively performed in each sub-population with elite strategy.Thirteen famous benchmark functions are selected to evaluate the performance of PEAES in comparison of other three optimization methods.The results show the proposed method is valid in efficiency,precision and probability for solving single-objective constrained optimization problems.
文摘We show the practicality of two existing meta-learning algorithms Model-</span></span><span><span><span> </span></span></span><span><span><span><span style="font-family:Verdana;">Agnostic Meta-Learning and Fast Context Adaptation Via Meta-learning using an evolutionary strategy for parameter optimization, as well as propose two novel quantum adaptations of those algorithms using continuous quantum neural networks, for learning to trade portfolios of stocks on the stock market. The goal of meta-learning is to train a model on a variety of tasks, such that it can solve new learning tasks using only a small number of training samples. In our classical approach, we trained our meta-learning models on a variety of portfolios that contained 5 randomly sampled Consumer Cyclical stocks from a pool of 60. In our quantum approach, we trained our </span><span style="font-family:Verdana;">quantum meta-learning models on a simulated quantum computer with</span><span style="font-family:Verdana;"> portfolios containing 2 randomly sampled Consumer Cyclical stocks. Our findings suggest that both classical models could learn a new portfolio with 0.01% of the number of training samples to learn the original portfolios and can achieve a comparable performance within 0.1% Return on Investment of the Buy and Hold strategy. We also show that our much smaller quantum meta-learned models with only 60 model parameters and 25 training epochs </span><span style="font-family:Verdana;">have a similar learning pattern to our much larger classical meta-learned</span><span style="font-family:Verdana;"> models that have over 250,000 model parameters and 2500 training epochs. Given these findings</span></span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">,</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> we also discuss the benefits of scaling up our experiments from a simulated quantum computer to a real quantum computer. To the best of our knowledge, we are the first to apply the ideas of both classical meta-learning as well as quantum meta-learning to enhance stock trading.
基金supported by the National Natural Science Foundation of China(61876089,61403206,61876185,61902281)the opening Project of Jiangsu Key Laboratory of Data Science and Smart Software(No.2019DS302)+2 种基金the Natural Science Foundation of Jiangsu Province(BK20141005)the Natural Science Foundation of the Jiangsu Higher Education Institutions of China(14KJB520025)the Engineering Research Center of Digital Forensics,Ministry of Education,and the Priority Academic Program Development of Jiangsu Higher Education Institutions.
文摘As a new intelligent optimization method,brain storm optimization(BSO)algorithm has been widely concerned for its advantages in solving classical optimization problems.Recently,an evolutionary classification optimization model based on BSO algorithm has been proposed,which proves its effectiveness in solving the classification problem.However,BSO algorithm also has defects.For example,large-scale datasets make the structure of the model complex,which affects its classification performance.In addition,in the process of optimization,the information of the dominant solution cannot be well preserved in BSO,which leads to its limitations in classification performance.Moreover,its generation strategy is inefficient in solving a variety of complex practical problems.Therefore,we briefly introduce the optimization model structure by feature selection.Besides,this paper retains the brainstorming process of BSO algorithm,and embeds the new generation strategy into BSO algorithm.Through the three generation methods of global optimal,local optimal and nearest neighbor,we can better retain the information of the dominant solution and improve the search efficiency.To verify the performance of the proposed generation strategy in solving the classification problem,twelve datasets are used in experiment.Experimental results show that the new generation strategy can improve the performance of BSO algorithm in solving classification problems.
文摘现实工业生产应用中存在大量的混合变量优化问题,这类问题的决策变量既包含连续变量,又包含离散变量。由于决策变量为混合类型,导致问题的决策空间变得不规则,采用已有的方法很难进行有效求解。引入协同进化策略,提出一种基于竞争式协同进化的混合变量粒子群优化算法(competitive coevolution based PSO,CCPSO)。设计基于容忍度的搜索方向调整机制来判断粒子的进化状态,从而自适应地调整粒子的搜索方向,避免陷入局部最优,平衡了种群的收敛性和多样性;引入基于竞争式协同进化的学习对象生成机制,在检测到粒子进化停滞时为每个粒子生成新的学习对象,从而推动粒子的进一步搜索,提高了种群的多样性;采用基于竞争学习的预测策略为粒子选择合适的学习对象,充分利用了新旧学习对象的学习潜力,保证了算法的收敛速度。实验结果表明:相比其他主流的混合变量优化算法,CCPSO可以获得更优的结果。
文摘This paper describes an efficient solution to parallelize softwareprogram instructions, regardless of the programming language in which theyare written. We solve the problem of the optimal distribution of a set ofinstructions on available processors. We propose a genetic algorithm to parallelize computations, using evolution to search the solution space. The stagesof our proposed genetic algorithm are: The choice of the initial populationand its representation in chromosomes, the crossover, and the mutation operations customized to the problem being dealt with. In this paper, geneticalgorithms are applied to the entire search space of the parallelization ofthe program instructions problem. This problem is NP-complete, so thereare no polynomial algorithms that can scan the solution space and solve theproblem. The genetic algorithm-based method is general and it is simple andefficient to implement because it can be scaled to a larger or smaller number ofinstructions that must be parallelized. The parallelization technique proposedin this paper was developed in the C# programming language, and our resultsconfirm the effectiveness of our parallelization method. Experimental resultsobtained and presented for different working scenarios confirm the theoreticalresults, and they provide insight on how to improve the exploration of a searchspace that is too large to be searched exhaustively.
文摘Aiming at constructing the multi-knapsack model of collaborative portfolio configurations in multi-strategy oriented, the hybrid evolutionary algorithm was designed based on greedy method, combining with the organization of the multiple strategical guidance and multi-knapsack model. Furthermore, the organizing resource utility and risk management of portfolio were considered. The experiments were conducted on three main technological markets which contain communication, transportation and industry. The results demonstrated that the proposed model and algorithm were feasible and reliable.