28678366
Genetic Wrappers for Constructive Induction in High-Performance Data Mining
We present an application of genetic algorithm-based design to configuration of high-level optimization systems, or wrappers, for relevance determination and constructive induction. Our system combines genetic wrappers with elicited knowledge on attribute relevance and synthesis. We discuss decision support issues in a large-scale commercial data mining project (cost prediction for multiple automobile insurance markets), and report experiments using D2K, a Java-based visual programming system for data mining and information visualization, and several commercial and research tools. Our GA system, Jenesis [HWRC00], is deployed on several network-of-workstation systems (Beowulf clusters). It achieves a linear speedup, due to a high degree of task parallelism, and improved test set accuracy, compared to decision tree learning with only constructive induction and state-space search-based wrappers [KJ97].
7095064
An evolutionary approach to constructive induction for link discovery
This paper presents a genetic programming-based symbolic regression approach to the construction of relational features in link analysis applications. Specifically, we consider the problems of predicting, classifying and annotating friends relations in friends networks, based upon features constructed from network structure and user profile data. We explain how the problem of classifying a user pair in a social network, as directly connected or not, poses the problem of selecting and constructing relevant features. We use genetic programming to construct features, represented by multiple symbol trees with base features as their leaves. In this manner, the genetic program selects and constructs features that may not have been originally considered, but possess better predictive properties than the base features. Finally, we present classification results and compare these results with those of the control and similar approaches.
13504862
Control of inductive bias in supervised learning using evolutionary computation: a wrapper-based approach
In this chapter, I discuss the problem of feature subset selection for supervised inductive learning approaches to knowledge discovery in databases (KDD), and examine this and related problems in the context of controlling inductive bias. I survey several combinatorial search and optimization approaches to this problem, focusing on data-driven, validation-based techniques. In particular, I present a wrapper approach that uses genetic algorithms for the search component, using a validation criterion based upon model accuracy and problem complexity, as the fitness measure. Next, I focus on design and configuration of high-level optimization systems (wrappers) for relevance determination and constructive induction, and on integrating these wrappers with elicited knowledge on attribute relevance and synthesis. I then discuss the relationship between this model selection criterion and those from the minimum description length (MDL) family of learning criteria. I then present results on several synthetic problems on task-decomposable machine learning and on two large-scale commercial data-mining and decision-support projects: crop condition monitoring, and loss prediction for insurance pricing. Finally, I report experiments using the Machine Learning in Java (MLJ) and Data to Knowledge (D2K) Java-based visual programming systems for data mining and information visualization, and several commercial and research tools. Test set accuracy using a genetic wrapper is significantly higher than that of decision tree inducers alone and is comparable to that of the best extant search-space based wrappers.
1797464
Genetic Programming And Multi-agent Layered Learning By Reinforcements
We present an adaptation of the standard genetic program (GP) to hierarchically decomposable, multi-agent learning problems. To break down a problem that requires cooperation of multiple agents, we use the team objective function to derive a simpler, intermediate objective function for pairs of cooperating agents. We apply GP to optimize first for the intermediate, then for the team objective function, using the final population from the earlier GP as the initial seed population for the next. This layered learning approach facilitates the discovery of primitive behaviors that can be reused and adapted towards complex objectives based on a shared team goal. We use this method to evolve agents to play a subproblem of robotic soccer (keep-away soccer). Finally, we show how layered learning GP evolves better agents than standard GP, including GP with automatically defined functions, and how the problem decomposition results in a significant learning-speed increase.
1482302
GA-Hardness Revisited
Ever since the invention of Genetic Algorithms (GAs), researchers have put a lot of efforts into understanding what makes a function or problem instance hard for GAs to optimize. Many measures have been proposed to distinguish so- called GA-hard from GA-easy problems. None of these, however, has yet achieved the goal of being a reliable predictive GA-hardness measure. In this paper, we first present a general, abstract theoretical framework of instance hardness and algorithm performance based on Kolmogorov complexity. We then list several major misconceptions of GA-hardness research in the context of this theory. Finally, we propose some future directions.
11049498
An Ant Colony Approach For The Steiner Tree Problem
One ant is placed initially at each of the given terminal vertices that are to be connected. In each iteration, an ant is moved to a new location via an edge, determined stochastically, but biased in such a manner that the ants get drawn to the paths traced out by one another. Each ant maintains its own separate list of vertices already visited to avoid revisiting it. When any ant collides with another ant, or even with the path of another, it merges into the latter. An antm , currently at a vertexi , selects a vertex j not in its tabu list ) (m T , to move to, only if E j i ∈ ) , ( . In order to ensure that the ants merge with one another as quickly as possible, we define a potential for each vertex j in V , with respect to an ant m as follows,
38525575
Parameter significance estimation and financial prediction
This paper deals with the problem of parameter significance estimation, and its application to currency exchange rate prediction. The basic problem is that over the years, practitioners in the field of financial engineering have developed dozens of technical and fundamental indicators on the basis of which they try to predict financial time series. The practitioners are now faced with the problem of finding out which combinations of those indicators are most significant or relevant, and how their significance changes over time. The authors propose a novel neural architecture calledSupNet for estimating the significance of various parameters. The methodology is based on the principle of penalizing those features that are the largest contributors to the error term. Two algorithms based on this principle are proposed. This approach is different from related methodologies, which are based on the principle of removing parameters with the least significance. The proposed methodology is demonstrated on the next day returns of the DM-US currency exchange rate, and promising results are obtained.