A note on genetic algorithms for large-scale feature selection

We introduce the use of genetic algorithms (GA) for the selection of features in the design of automatic pattern classifiers. Our preliminary results suggest that GA is a powerful means of reducing the time for finding near-optimal subsets of features from large sets.     

Feature generation using genetic programming with comparative partner selection for diabetes classification

The ultimate aim of this research is to facilitate the diagnosis of diabetes, a rapidly increasing disease in the world. In this research a genetic programming (GP) based method has been used for diabetes classification. GP has been used to generate new features by making combinations of the existing diabetes features, without prior knowledge of the probability distribution. The proposed method has three stages: features selection is performed at the first stage using t-test, Kolmogorov–Smirnov test, Kullback–Leibler divergence test, F-score selection, and GP. The results of feature selection methods are used to prepare an ordered list of original features where features are arranged in decreasing order of importance. Different subsets of original features are prepared by adding features one by one in each subset using sequential forward selection method according to the ordered list. At the second stage, GP is used to generate new features from each subset of original diabetes features, by making non-linear combinations of the original features. A variation of GP called GP with comparative partner selection (GP-CPS), utilising the strengths and the weaknesses of GP generated features, has been used at the second stage. The performance of GP generated features for classification is tested using the k-nearest neighbor and support vector machine classifiers at the last stage. The results and their comparisons with other methods demonstrate that the proposed method exhibits superior performance over other recent methods.     

A hybrid stock selection model using genetic algorithms and support vector regression

In the areas of investment research and applications, feasible quantitative models include methodologies stemming from soft computing for prediction of financial time series, multi-objective optimization of investment return and risk reduction, as well as selection of investment instruments for portfolio management based on asset ranking using a variety of input variables and historical data, etc. Among all these, stock selection has long been identified as a challenging and important task. This line of research is highly contingent upon reliable stock ranking for successful portfolio construction. Recent advances in machine learning and data mining are leading to significant opportunities to solve these problems more effectively. In this study, we aim at developing a methodology for effective stock selection using support vector regression (SVR) as well as genetic algorithms (GAs). We first employ the SVR method to generate surrogates for actual stock returns that in turn serve to provide reliable rankings of stocks. Top-ranked stocks can thus be selected to form a portfolio. On top of this model, the GA is employed for the optimization of model parameters, and feature selection to acquire optimal subsets of input variables to the SVR model. We will show that the investment returns provided by our proposed methodology significantly outperform the benchmark. Based upon these promising results, we expect this hybrid GA-SVR methodology to advance the research in soft computing for finance and provide an effective solution to stock selection in practice.     

A variable-grouping based genetic algorithm for large-scale integer programming

To effectively reduce the dimensionality of search space, this paper proposes a variable-grouping based genetic algorithm (VGGA) for large-scale integer programming problems (IPs). The VGGA first groups IP’s decision variables based on the optimal solution to the IP’s continuous relaxation problem, and then applies a standard genetic algorithm (GA) to the subproblem for each group of variables. We compare the VGGA with the standard GA and GAs based on even variable-grouping by applying them to solve randomly generated convex quadratic knapsack problems and integer knapsack problems. Numerical results suggest that the VGGA is superior to the standard GA and GAs based on even variable-grouping both on computation time and solution quality.     

A Hybrid approach for integer programming combining genetic algorithms, linear programming and ordinal optimization

Hybrid methods are promising tools in integer programming, as they combine the best features of different methods in a complementary fashion. This paper presents such a framework, integrating the notions of genetic algorithm, linear programming, and ordinal optimization in an effort to shorten computation times for large and/or difficult integer programming problems. Capitalizing on the central idea of ordinal optimization and on the learning capability of genetic algorithms to quickly generate good feasible solutions, and then using linear programming to solve the problem that results from fixing the integer part of the solution, one may be able to obtain solutions that are close to optimal. Indeed ordinal optimization guarantees the quality of the solutions found. Numerical testing on a real-life complex scheduling problem demonstrates the effectiveness and efficiency of this approach.     

A genetic algorithm for interval nonlinear integer programming problem

In this paper, we formulate an optimal design of system reliability problem as a nonlinear integer programming problem with interval coefficients, transform it into a single objective nonlinear integer programming problem without interval coefficients, and solve it directly with keeping nonlinearity of the objective function by using Genetic Algorithms (GA). Also, we demonstrate the efficiency of this method with incomplete Fault Detecting and Switching (FDS) for allocating redundant units.     

遗传算法选择方法的比较分析

本文基于改进的基本遗传算法实验,对选择方法进行了比较分析的研究,测试了四种不同选择方法：轮盘赌选择法、锦标赛选择法、随机遍历选择法以及一种新的基于种群交流的选择方法,分析比较这四种不同选择方法封种群发展及最佳适应值的影响。结果表明各种选择方法各有特点。最後为了防止陷入局部收敛,而对轮盘赌选择方法进行了改进,并比较了改进前後的结果,发现改进后的结果要好一些。     

Fuzzy lagged variable selection in fuzzy time series with genetic algorithms

Fuzzy time series forecasting models can be divided into two subclasses which are first order and high order. In high order models, all lagged variables exist in the model according to the model order. Thus, some of these can exist in the model although these lagged variables are not significant in explaining fuzzy relationships. If such lagged variables can be removed from the model, fuzzy relationships will be defined better and it will cause more accurate forecasting results. In this study, a new fuzzy time series forecasting model has been proposed by defining a partial high order fuzzy time series forecasting model in which the selection of fuzzy lagged variables is done by using genetic algorithms. The proposed method is applied to some real life time series and obtained results are compared with those obtained from other methods available in the literature. It is shown that the proposed method has high forecasting accuracy.     

A comparative analysis of genetic algorithms and directed grid search for parametric optimization

In this paper, a comparative analysis of the performance of the Genetic Algorithm (GA) and Directed Grid Search (DGS) methods for optimal parametric design is presented. A genetic algorithm is a guided random search mechanism based on the principle of natural selection and population genetics. The Directed Grid Search method uses a selective directed search of grid points in the direction of descent to find the minimum of a real function, when the initial estimate of the location of the minimum and the bounds of the design variables are specified. An experimental comparison and a discussion on the performance of these two methods in solving a set of eight test functions is presented.     

Statistical properties analysis of real world tournament selection in genetic algorithms

Genetic algorithms (GAs) are probabilistic optimization methods based on the biological principle of natural evolution. One of the important operators in GAs is the selection strategy for obtaining better solutions. Specifically, finding a balance between the selection pressure and diversity is a critical issue in designing an efficient selection strategy. To this extent, the recently proposed real world tournament selection (RWTS) method has showed good performance in various benchmark problems. In this paper, we focus on analyzing characteristics of RWTS from the viewpoint of both the selection probabilities and stochastic sampling properties in order to provide a rational explanation for why RWTS provides improved performance. Statistical experimental results show that RWTS has a higher selection pressure with a relatively small loss of diversity and higher sampling accuracy than conventional tournament selection. The performance tests in a traveling salesman problem further confirm that the comparatively higher pressure and sampling accuracy, which are inherent in RWTS, can enhance the performance in the selection strategy.     

An investigation of genetic algorithms for the optimization of multi-objective fisheries bioeconomic models

The use of genetic algorithms (GA) for optimization problems offers an alternative approach to the traditional solution methods. GA follow the concept of solution evolution, by stochastically developing generations of solution populations using a given fitness statistic, for example the achievement function in goal programs. They are particularly applicable to problems which are large, non-linear and possibly discrete in nature, features that traditionally add to the degree of complexity of solution. Owing to the probabilistic development of populations, GA do not distinguish solutions, e.g. local optima from other solutions, and therefore cannot guarantee optimality even though a global optimum may be reached. In this paper, a non-linear goal program of the North Sea demersal fisheries is used to develop a genetic algorithm for optimization. Comparisons between the GA approach and traditional solution methods are made, in order to measure the relative effectiveness. General observations of the use of GA in multi-objective fisheries bioeconomic models, and other similar models, are discussed.     

Adaptive crossover,mutation and selection using fuzzy system for genetic algorithms

Genetic algorithms use a tournament selection or a roulette selection to choice better population. But these selections couldn’t use heuristic information for specific problem. Fuzzy selection system by heuristic rule base help to find optimal solution efficiently. And adaptive crossover and mutation probabilistic rate is faster than using fixed value. In this paper, we want fuzzy selection system for genetic algorithms and adaptive crossover and mutation rate fuzzy system. This work was presented in part and awarded as Young Author Award at the 13th International Symposium on Artificial Life and Robotics, Oita, Japan, January 31–February 2, 2008     

数据立方体实体化的多目标遗传算法

多维数据实视图选择问题是一个NP完全问题。提出一种基于约束的多目标优化遗传算法,将查询代价和维护代价分开考虑,更有效地解决复杂的实视图选择问题。实验结果表明,该算法具有更好的性能,特别是在获得的Pareto前沿的分布性上。     

A review of procedures to evolve quantum algorithms

There exist quantum algorithms that are more efficient than their classical counterparts; such algorithms were invented by Shor in 1994 and then Grover in 1996. A lack of invention since Grover’s algorithm has been commonly attributed to the non-intuitive nature of quantum algorithms to the classically trained person. Thus, the idea of using computers to automatically generate quantum algorithms based on an evolutionary model emerged. A limitation of this approach is that quantum computers do not yet exist and quantum simulation on a classical machine has an exponential order overhead. Nevertheless, early research into evolving quantum algorithms has shown promise. This paper provides an introduction into quantum and evolutionary algorithms for the computer scientist not familiar with these fields. The exciting field of using evolutionary algorithms to evolve quantum algorithms is then reviewed.

A tribe competition-based genetic algorithm for feature selection in pattern classification

Feature selection has always been a critical step in pattern recognition, in which evolutionary algorithms, such as the genetic algorithm (GA), are most commonly used. However, the individual encoding scheme used in various GAs would either pose a bias on the solution or require a pre-specified number of features, and hence may lead to less accurate results. In this paper, a tribe competition-based genetic algorithm (TCbGA) is proposed for feature selection in pattern classification. The population of individuals is divided into multiple tribes, and the initialization and evolutionary operations are modified to ensure that the number of selected features in each tribe follows a Gaussian distribution. Thus each tribe focuses on exploring a specific part of the solution space. Meanwhile, tribe competition is introduced to the evolution process, which allows the winning tribes, which produce better individuals, to enlarge their sizes, i.e. having more individuals to search their parts of the solution space. This algorithm, therefore, avoids the bias on solutions and requirement of a pre-specified number of features. We have evaluated our algorithm against several state-of-the-art feature selection approaches on 20 benchmark datasets. Our results suggest that the proposed TCbGA algorithm can identify the optimal feature subset more effectively and produce more accurate pattern classification.     

A multi-objective strategy in genetic algorithms for gene selection of gene expression data

A microarray machine offers the capacity to measure the expression levels of thousands of genes simultaneously. It is used to collect information from tissue and cell samples regarding gene expression differences that could be useful for cancer classification. However, the urgent problems in the use of gene expression data are the availability of a huge number of genes relative to the small number of available samples, and the fact that many of the genes are not relevant to the classification. It has been shown that selecting a small subset of genes can lead to improved accuracy in the classification. Hence, this paper proposes a solution to the problems by using a multiobjective strategy in a genetic algorithm. This approach was tried on two benchmark gene expression data sets. It obtained encouraging results on those data sets as compared with an approach that used a single-objective strategy in a genetic algorithm. This work was presented in part at the 13th International Symposium on Artificial Life and Robotics, Oita, Japan, January 31–February 2, 2008     

Feature selection by genetic algorithms in object-based classification of IKONOS imagery for forest mapping in Flanders, Belgium

Obtaining detailed information about the amount of forest cover is an important issue for governmental policy and forest management. This paper presents a new approach to update the Flemish Forest Map using IKONOS imagery. The proposed method is a three-step object-oriented classification routine that involves the integration of 1) image segmentation, 2) feature selection by Genetic Algorithms (GAs) and 3) joint Neural Network (NN) based object-classification. The added value of feature selection and neural network combination is investigated. Results show that, with GA-feature selection, the mean classification accuracy (in terms of Kappa Index of Agreement) is significantly higher (p < 0.01) than without feature selection. On average, the summed output of 50 networks provided a significantly higher (p < 0.01) classification accuracy than the mean output of 50 individual networks. Finally, the proposed classification routine yields a significantly higher (p < 0.01) classification accuracy as compared with a strategy without feature selection and joint network output. In addition, the proposed method showed its potential when few training data were available.     

A goal programming model for joint decision making of inventory lot-size,supplier selection and carrier selection

In this paper, we address a problem in which a storage space constrained buyer procures a single product in multiple periods from multiple suppliers. The production capacity constrained suppliers offer all-unit quantity discounts. The late deliveries and rejections are also incorporated in sourcing. In addition, we consider transportation cost explicitly in decision making which may vary because of freight quantity and distance of shipment between the buyer and a supplier. We propose a multi-objective integer linear programming model for joint decision making of inventory lot-sizing, supplier selection and carrier selection problem. In the multi-objective formulation, net rejected items, net costs and net late delivered items are considered as three objectives that have to be minimized simultaneously over the decision horizon. The intent of the model is to determine the timings, lot-size to be procured, and supplier and carrier to be chosen in each replenishment period. We solve the multi-objective optimization problem using three variants of goal programming (GP) approaches: preemptive GP, non-preemptive GP and weighted max–min fuzzy GP. The solution of these models is compared at different service-level requirements using value path approach.     

A survey of genetic algorithms for solving multi depot vehicle routing problem

This article presents a survey of genetic algorithms that are designed for solving multi depot vehicle routing problem. In this context, most of the articles focus on different genetic approaches, methods and operators, commonly used in practical applications to solve this well-known and researched problem. Besides providing an up-to-date overview of the research in the field, the results of a thorough experiment are presented and discussed, which evaluated the efficiency of different existing genetic methods on standard benchmark problems in detail. In this manner, the insights into strengths and weaknesses of specific methods, operators and settings are presented, which should help researchers and practitioners to optimize their solutions in further studies done with the similar type of the problem in mind. Finally, genetic algorithm based solutions are compared with other existing approaches, both exact and heuristic, for solving this same problem.     

Ant algorithms and simulated annealing for multicriteria dynamic programming

The paper presents a comparison of ant algorithms and simulated annealing as well as their applications in multicriteria discrete dynamic programming. The considered dynamic process consists of finite states and decision variables. In order to describe the effectiveness of multicriteria algorithms, four measures of the quality of the nondominated set approximations are used.