Incorporating Confidence Intervals on the Decision Threshold in Logistic Regression

This paper discusses an application of confidence intervals to the threshold decision value used in logistic regres]sion and discusses its effect on changing the quantification of false positive and false negative errors. In doing this a grey area, in which observations are not classified as success (1) or failure (0), but rather ‘uncertain’ is developed. The size of this grey area is related to the level of confidence chosen to create the interval around the threshold as well as the quality of logistic regression model fit. This method shows that potential errors may be mitigated. Monte Carlo simulation and an experimental design approach are used to study the relationship between a number of responses relating to classification of observations and the following factors: threshold level, confidence level, noise in the data, and number of observations collected. Copyright © 2015 John Wiley & Sons, Ltd.     

具有约束多目标优化的进化算法

针对带有约束多目标优化问题,提出一种多目标优化进化算法。在选择过程中,采用约束的Pareto支配和聚集距离定义适应值,根据适应值挑选出有代表性的个体。在变异过程中,沿着权重梯度方向搜索来寻找可行的Pareto最优解。最后,采用两个数值算例测草算法的性能,结果表明该算法能获得多目标约束优化问题的可行Pareto最优解并且具有较好的分散性。     

基于精英进化导向的多目标PID参数优化

在多目标优化问题中,决策者必须对Pareto前沿的众多非劣解做出选择.本文将决策偏好融入Pareto优化过程,提出一种基于精英导向机制的多目标遗传算法,根据决策偏好选择Pareto最优解为精英,利用无损有限精度法和归一增量距离保持种群多样性,通过多种群进化机制将决策偏好的影响传播到整个种群.该方法成功应用于自动导引车(AGV)伺服系统的PID参数优化,可根据决策偏好快速有效地定向搜索Pareto最优解,保证伺服控制达到路径跟踪要求的速度响应性能.     

多项目多资源均衡问题及其基于Pareto的向量评价微粒群算法

首先针对多项目多资源均衡问题的特点,建立描述问题的多目标优化模型;然后将Pareto方法嵌入向量评价微粒群算法(VEPSO),提出一种新的基于Pareto的向量评价微粒群算法(VEPSO-BP);最后利用一个算例测试了VEPSO-BP的性能,并与VEPSO进行了对比.实验结果表明,VEPSO-BP的收敛性能优于VEPSO,实现了对多项目多资源均衡问题的高质量求解.     

Reliability-based robust Pareto design of linear state feedback controllers using a multi-objective uniform-diversity genetic algorithm (MUGA)

In this paper, fuzzy threshold values, instead of crisp threshold values, have been used for optimal reliability-based multi-objective Pareto design of robust state feedback controllers for a single inverted pendulum having parameters with probabilistic uncertainties. The objective functions that have been considered are, namely, the normalized summation of rising time and overshoot of cart (S_RO–C) and the normalized summation of rising time and overshoot of pendulum (S_RO–P) in the deterministic approach. Accordingly, the probabilities of failure of those objective functions are also considered in the reliability-based design optimization (RBDO) approach. A new multi-objective uniform-diversity genetic algorithm (MUGA) is presented and used for Pareto optimum design of linear state feedback controllers for single inverted pendulum problem. In this way, Pareto front of optimum controllers is first obtained for the nominal deterministic single inverted pendulum using the conflicting objective functions in time domain. Such Pareto front is then obtained for single inverted pendulum having probabilistic uncertainties in its parameters using the statistical moments of those objective functions through a Monte Carlo simulation (MCS) approach. It is shown that multi-objective reliability-based Pareto optimization of the robust state feedback controllers using MUGA with fuzzy threshold values includes those that may be obtained by various crisp threshold values of probability of failures and, thus, remove the difficulty of selecting suitable crisp values. Besides, the multi-objective Pareto optimization of such robust feedback controllers using MUGA unveils some very important and informative trade-offs among those objective functions. Consequently, some optimum robust state feedback controllers can be compromisingly chosen from the Pareto frontiers.     

A self-adaptive linear evolutionary algorithm for solving constrained optimization problems

In many real-world applications of evolutionary algorithms, the fitness of an individual requires a quantitative measure. This paper proposes a self-adaptive linear evolutionary algorithm (ALEA) in which we introduce a novel strategy for evaluating individual’s relative strengths and weaknesses. Based on this strategy, searching space of constrained optimization problems with high dimensions for design variables is compressed into two-dimensional performance space in which it is possible to quickly identify ‘good’ individuals of the performance for a multiobjective optimization application, regardless of original space complexity. This is considered as our main contribution. In addition, the proposed new evolutionary algorithm combines two basic operators with modification in reproduction phase, namely, crossover and mutation. Simulation results over a comprehensive set of benchmark functions show that the proposed strategy is feasible and effective, and provides good performance in terms of uniformity and diversity of solutions.     

基于双边多议题的Pareto最优协商研究

研究完全信息情况下的双边多议题协商问题,提出一种双方反提议决策模型,在每一轮反提议生成过程中,提议方在满足自身效用在该轮的保留效用水平下,最大化对方的效用,从而使协商结果达到Pareto最优,同时对双方在不同让步策略下的协商结果进行算例分析,为基于双方合作的完全信息协商提供理论参考。     

Bi-objective scheduling for reentrant hybrid flow shop using Pareto genetic algorithm

This paper deals with a scheduling problem for reentrant hybrid flowshop with serial stages where each stage consists of identical parallel machines. In a reentrant flowshop, a job may revisit any stage several times. Local-search based Pareto genetic algorithms with Minkowski distance-based crossover operator is proposed to approximate the Pareto optimal solutions for the minimization of makespan and total tardiness in a reentrant hybrid flowshop. The Pareto genetic algorithms are compared with existing multi-objective genetic algorithm, NSGA-II in terms of the convergence to optimal solution, the diversity of solution and the dominance of solution. Experimental results show that the proposed crossover operator and local search are effective and the proposed algorithm outperforms NSGA-II by statistical analysis.     

Fast computation of equispaced Pareto manifolds and Pareto fronts for multiobjective optimization problems

In this paper, we consider the problem of generating a well sampled discrete representation of the Pareto manifold or the Pareto front corresponding to the equilibrium points of a multi-objective optimization problem. We show how the introduction of simple additional constraints into a continuation procedure produces equispaced points in either of those two sets. Moreover, we describe in detail a novel algorithm for global continuation that requires two orders of magnitude less function evaluations than evolutionary algorithms commonly used to solve this problem. The performance of the methods is demonstrated on problems from the current literature.     

Distributed evolutionary multi-objective mesh-partitioning algorithm for parallel finite element computations

Majority of the mesh-partitioning algorithms attempt to optimise the interprocessor communications, while balancing the computational load among the processors. However, it is desirable to simultaneously optimise the submesh aspect ratios in order to significantly improve the convergence characteristics of the domain decomposition based Preconditioned-conjugate-gradient algorithms, being used extensively in the state-of-the-art parallel finite element codes. Keeping this in view, a new distributed multi-objective mesh-partitioning algorithm using evolutionary computing techniques is proposed in this paper. Effectiveness of the proposed distributed mesh-partitioning algorithm is demonstrated by solving several unstructured meshes of practical-engineering problems and also benchmark problems.