SPMS-ALS: A Single-Point Memetic structure with accelerated local search for instance reduction

Abstract

• SPMS-ALS is a single-point memetic structure for instance reduction. • SPMS-ALS proposes a domain specific accelerated local search based on Pattern Search. • SPMS-ALS is a memetic approach designed according to a bottom-up strategy. • SPMS-ALS can save up to 85% of the runtime and yet achieves an excellent performance. Real-world optimisation problems pose domain specific challenges that often require an ad-hoc algorithmic design to be efficiently addressed. The present paper investigates the optimisation of a key stage in data mining, known as instance reduction, which aims to shrink the input data prior to applying a learning algorithm. Performing a smart selection or creation of a reduced number of samples that represent the original data may become a complex large-scale optimisation problem, characterised by a computationally expensive objective function, which has been often tackled by sophisticated population-based metaheuristics that suffer from a high runtime. Instead, by following the Ockham’s Razor in Memetic Computing, we propose a Memetic Computing approach that we refer to as fast Single-Point Memetic Structure with Accelerated Local Search (SPMS-ALS). Using the k-nearest neighbours algorithm as base classifier, we first employ a simple local search for large-scale problems that exploits the search logic of Pattern Search, perturbing an n -dimensional vector along the directions identified by its design variables one by one. This point-by-point perturbation mechanism allows us to design a strategy to re-use most of the calculations previously made to compute the objective function of a candidate solution. The proposed Accelerated Local Search is integrated within a single-point memetic framework and coupled with a resampling mechanism and a crossover. A thorough experimental analysis shows that SPMS-ALS, despite its simplicity, displays an excellent performance which is as good as that of the state-of-the-art while reducing up to approximately 85% of the runtime with respect to any other algorithm that performs the same number of function calls.