Genetic Programming Individuals Research Articles

Evolving robust GP solutions for hedge fund stock selection in emerging markets

Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution must survive) are dynamic, unpredictable and unforgiving. How can GP be improved so that solutions are produced that are robust to non-trivial changes in the environment? We explore two new approaches. The first approach uses subsets of extreme environments during training and the second approach uses a voting committee of GP individuals with differing phenotypic behaviour.

Order of Nonlinearity as a Complexity Measure for Models Generated by Symbolic Regression via Pareto Genetic Programming

This paper presents a novel approach to generate data-driven regression models that not only give reliable prediction of the observed data but also have smoother response surfaces and extra generalization capabilities with respect to extrapolation. These models are obtained as solutions of a genetic programming (GP) process, where selection is guided by a tradeoff between two competing objectives - numerical accuracy and the order of nonlinearity. The latter is a novel complexity measure that adopts the notion of the minimal degree of the best-fit polynomial, approximating an analytical function with a certain precision. Using nine regression problems, this paper presents and illustrates two different strategies for the use of the order of nonlinearity in symbolic regression via GP. The combination of optimization of the order of nonlinearity together with the numerical accuracy strongly outperforms ldquoconventionalrdquo optimization of a size-related expressional complexity and the accuracy with respect to extrapolative capabilities of solutions on all nine test problems. In addition to exploiting the new complexity measure, this paper also introduces a novel heuristic of alternating several optimization objectives in a 2-D optimization framework. Alternating the objectives at each generation in such a way allows us to exploit the effectiveness of 2-D optimization when more than two objectives are of interest (in this paper, these are accuracy, expressional complexity, and the order of nonlinearity). Results of the experiments on all test problems suggest that alternating the order of nonlinearity of GP individuals with their structural complexity produces solutions that are both compact and have smoother response surfaces, and, hence, contributes to better interpretability and understanding.

A genetic programming-based approach to the classification of multiclass microarray datasets

Feature selection approaches have been widely applied to deal with the small sample size problem in the analysis of micro-array datasets. For the multiclass problem, the proposed methods are based on the idea of selecting a gene subset to distinguish all classes. However, it will be more effective to solve a multiclass problem by splitting it into a set of two-class problems and solving each problem with a respective classification system. We propose a genetic programming (GP)-based approach to analyze multiclass microarray datasets. Unlike the traditional GP, the individual proposed in this article consists of a set of small-scale ensembles, named as sub-ensemble (denoted by SE). Each SE consists of a set of trees. In application, a multiclass problem is divided into a set of two-class problems, each of which is tackled by a SE first. The SEs tackling the respective two-class problems are combined to construct a GP individual, so each individual can deal with a multiclass problem directly. Effective methods are proposed to solve the problems arising in the fusion of SEs, and a greedy algorithm is designed to keep high diversity in SEs. This GP is tested in five datasets. The results show that the proposed method effectively implements the feature selection and classification tasks.

Multitask Visual Learning Using Genetic Programming

We propose a multitask learning method of visual concepts within the genetic programming (GP) framework. Each GP individual is composed of several trees that process visual primitives derived from input images. Two trees solve two different visual tasks and are allowed to share knowledge with each other by commonly calling the remaining GP trees (subfunctions) included in the same individual. The performance of a particular tree is measured by its ability to reproduce the shapes contained in the training images. We apply this method to visual learning tasks of recognizing simple shapes and compare it to a reference method. The experimental verification demonstrates that such multitask learning often leads to performance improvements in one or both solved tasks, without extra computational effort.

Hybrid Genetic Programming with Local Search Operators for Dynamic Force Identification

In this paper, based on the Darwinian and Lamarckian evolution theories, three hybrid genetic programming (GP) algorithms integrated with different local search operators (LSOs) are implemented to improve the search efficiency of the standard GP. These three LSOs are the genetic algorithm, the linear bisection search, and the Hooke and Jeeves method. A simple encoding method is presented to encode the GP individuals into the expressions that can be recognized by the different LSOs. The implemented hybrid GP algorithms are applied to identify the excitation force acting on the structures from the measured structural response, which is an important type of inverse problem in structural dynamics. Illustrative examples of a frame structure and a multistory building structure demonstrate that, compared with the standard GP, the hybrid GP algorithms have higher search efficiency which can be used as alternate global search and optimization tools for other engineering problem solving.

A Comparison of Bloat Control Methods for Genetic Programming

Genetic programming has highlighted the problem of bloat, the uncontrolled growth of the average size of an individual in the population. The most common approach to dealing with bloat in tree-based genetic programming individuals is to limit their maximal allowed depth. An alternative to depth limiting is to punish individuals in some way based on excess size, and our experiments have shown that the combination of depth limiting with such a punitive method is generally more effective than either alone. Which such combinations are most effective at reducing bloat? In this article we augment depth limiting with nine bloat control methods and compare them with one another. These methods are chosen from past literature and from techniques of our own devising. esting with four genetic programming problems, we identify where each bloat control method performs well on a per-problem basis, and under what settings various methods are effective independent of problem. We report on the results of these tests, and discover an unexpected winner in the cross-platform category.

EVOLUTIONARY NEURAL LOGIC NETWORKS IN SPLICE-JUNCTION GENE SEQUENCES CLASSIFICATION

The paper demonstrates the efficient use of hybrid intelligent systems for solving the classification problem of splice-junction gene sequences. The aim of the study is to obtain classification schemes able to recognize, given a sequence of DNA, the boundaries between exons and introns. Previous attempts to form efficient classifiers for the same problem using intelligent or standard statistical techniques are discussed throughout the paper. The authors propose the use of evolutionary neural logic networks, an advantageous approach for their ability to interpret their structure into expert rules, a desirable feature for field experts. Evolutionary neural logic networks in fact consist an innovative hybrid intelligent methodology, by which evolutionary programming techniques are used for obtaining the best possible topology of a neural logic network. The genetic programming process is guided using a context-free grammar and indirect encoding of the neural logic networks into the genetic programming individuals. Indicative classification results are presented and discussed in detail in terms of both, classification accuracy and solution interpretability.

Geometry and sizing optimisation of discrete structure using the genetic programming method

This paper presents a structural optimisation method using the genetic programming (GP) technique. This method applied linear GP to derive optimum geometry and sizing of discrete structure from an arbitrary initial design space. The linear GP was used to find out the optimum nodal locations and member sizing of the structure through a linear sequence of programming instructions. The nodal locations and member cross-sectional areas of the structure were used as the design variable for these instructions, with the optimal geometry and sizing obtained by evolving a population of GP individuals satisfying the optimisation design objective. The approach was applied to the benchmark example of ten-bar planar truss for verification. Other truss examples, including 18-bar planar truss and 25-bar space truss, were also used to demonstrate the effectiveness of this method. The optimum results obtained demonstrate the practicability and generality of using the proposed method in geometry and sizing optimisation problems.

Bankruptcy prediction with neural logic networks by means of grammar-guided genetic programming

The paper demonstrates the efficient use of hybrid intelligent systems for solving the classification problem of bankruptcy. The aim of the study is to obtain classification schemes able to predict business failure. Previous attempts to form efficient classifiers for the same problem using intelligent or statistical techniques are discussed throughout the paper. The application of neural logic networks by means of genetic programming is proposed. This is an advantageous approach enabling the interpretation of the network structure through set of expert rules, which is a desirable feature for field experts. These evolutionary neural logic networks are consisted of an innovative hybrid intelligent methodology, by which evolutionary programming techniques are used for obtaining the best possible topology of a neural logic network. The genetic programming process is guided using a context-free grammar and indirect encoding of the neural logic networks into the genetic programming individuals. Indicative classification results are presented and discussed in detail in terms of both, classification accuracy and solution interpretability.

Multi-step optimal control of complex process: a genetic programming strategy and its application

In many industrial processes, especially chemistry and metallurgy industry, the plant is slow for feedback and data test because of complex and varying factors. Considering the multi-objective feature and the complex problem of production stability in optimal control, this paper proposed an optimal control strategy based on genetic programming (GP), used as a multi-step state transferring procedure. The fitness function is computed by multi-step comprehensive evaluation algorithm, which provides a synthetic evaluation of multi-objective in process state based on single objective models. The punishment to process state variance is also introduced for the balance between optimal performance and stability of production. The individuals in GP are constructed as a chain linked by a few relation operators of time sequence for a facilitated evolution in GP with compact individuals. The optimal solution gained by evolution is a multi-step command program of process control, which not only ensures the optimization tendency but also avoids violent process variation by adjusting control parameters step by step. An optimal control system for operation direction is developed based on this strategy for imperial smelting process in Shaoguan. The simulation and application results showed its effectiveness for production objects optimization in complex process control.

An evolutionary system for neural logic networks using genetic programming and indirect encoding

Nowadays, intelligent connectionist systems such as artificial neural networks have been proved very powerful in a wide area of applications. Consequently, the ability to interpret their structure was always a desirable feature for experts. In this field, the neural logic networks (NLN) by their definition are able to represent complex human logic and provide knowledge discovery. However, under contemporary methodologies, the training of these networks may often result in non-comprehensible or poorly designed structures. In this work, we propose an evolutionary system that uses current advances in genetic programming that overcome these drawbacks and produces neural logic networks that can be arbitrarily connected and are easily interpretable into expert rules. To accomplish this task, we guide the genetic programming process using a context-free grammar and we encode indirectly the neural logic networks into the genetic programming individuals. We test the proposed system in two problems of medical diagnosis. Our results are examined both in terms of the solution interpretability that can lead in knowledge discovery, and in terms of the achieved accuracy. We draw conclusions about the effectiveness of the system and we propose further research directions.

Combined method of genetic programming and association rule algorithm

Genetic programming (GP) usually has a wide search space and a high flexibility. Therefore, GP may search for global optimum solution. But, in general, GPs learning speed is not so fast. An apriori algorithm is one of association rule algorithms. It can be applied to a large database. But it is difficult to define its parameters without experience. We propose a rule generation technique from a database using GP combined with an association rule algorithm. It takes rules generated by the association rule algorithm as initial individual of GP. The learning speed of GP is improved by the combined algorithm. To verify the effectiveness of the proposed method, we apply it to the decision tree construction problem from the University of California at Irvine (UCI) machine-learning repository, and rule discovery problem from the occurrence of the hypertension database. We compare the results of the proposed method with prior ones.