Search results for "selection"
showing 10 items of 1940 documents
A non dominated ranking Multi Objective Genetic Algorithm and electre method for unequal area facility layout problems
2013
The unequal area facility layout problem (UA-FLP) comprises a class of extremely difficult and widely applicable optimization problems arising in diverse areas and meeting the requirements for real-world applications. Genetic Algorithms (GAs) have recently proven their effectiveness in finding (sub) optimal solutions to many NP-hard problems such as UA-FLP. A main issue in such approach is related to the genetic encoding and to the evolutionary mechanism implemented, which must allow the efficient exploration of a wide solution space, preserving the feasibility of the solutions and ensuring the convergence towards the optimum. In addition, in realistic situations where several design issues…
A Conditional Value–at–Risk Model for Insurance Products with Guarantee
2009
We propose a model to select the optimal portfolio which underlies insurance policies with a guarantee. The objective function is defined in order to minimise the conditional value at-risk (CVaR) of the distribution of the losses with respect to a target return. We add operational and regulatory constraints to make the model as flexible as possible when used for real applications. We show that the integration of the asset and liability side yields superior performances with respect to naive fixed-mix portfolios and asset based strategies. We validate the model on out-of-sample scenarios and provide insights on policy design.
Optimal selection of the four best of a sequence
1993
We consider the situation in which the decision-maker is allowed to have four choices with purpose to choose exactly the four absolute best candidates fromN applicants. The optimal stopping rule and the maximum probability of making the right choice are given for largeN∈N, the maximum asymptotic value of the best choice being limN→∞P(win)≈0.12706.
A Memetic Algorithm for Binary Image Reconstruction
2008
This paper deals with a memetic algorithm for the reconstruction of binary images, by using their projections along four directions. The algorithm generates by network flows a set of initial images according to two of the input projections and lets them evolve toward a solution that can be optimal or close to the optimum. Switch and compactness operators improve the quality of the reconstructed images which belong to a given generation, while the selection of the best image addresses the evolution to an optimal output.
Robust model calibration using determinist and stochastic performance metrics
2016
International audience; The aeronautics industry has benefited from the use of numerical models to supplement or replace the costly design-build-test paradigm. These models are often calibrated using experimental data to obtain optimal fidelity-to-data but compensating effects between calibration parameters can complicate the model selection process due to the non-uniqueness of the solution. One way to reduce this ambiguity is to include a robustness requirement to the selection criteria. In this study, the info-gap decision theory is used to represent the lack of knowledge resulting from compensating effects and a robustness analysis is performed to investigate the impact of uncertainty on…
Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues
2011
In this article, we describe the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals, which implement, respectively, the exact Bayesian model-averaging estimator and the weighted-average least-squares estimator developed by Magnus, Powell, and Prüfer (2010, Journal of Econometrics 154: 139–153). Unlike standard pretest estimators that are based on some preliminary diagnostic test, these model-averaging estimators provide a coherent way of making inference on the regression parameters of interest by taking into account the uncertainty due to both the estimation and the model selection steps. Spec…
Seed Activation Scheduling for Influence Maximization in Social Networks
2018
This paper addresses the challenge of strategically maximizing the influence spread in a social network, by exploiting cascade propagators termed “seeds”. It introduces the Seed Activation Scheduling Problem (SASP) that chooses the timing of seed activation under a given budget, over a given time horizon, in the presence/absence of competition. The SASP is framed as a blogger-centric marketing problem on a two-level network, where the decisions are made to buy sponsored posts from prominent bloggers at calculated points in time. A Bayesian evidence diffusion model – the Partial Parallel Cascade (PPC) model – allows the network nodes to be partially activated, proportional to their accumulat…
Integration of multifunctions with closed convex values in arbitrary Banach spaces
2018
Integral properties of multifunctions with closed convex values are studied. In this more general framework not all the tools and the technique used for weakly compact convex valued multifunctions work. We pay particular attention to the "positive multifunctions". Among them an investigation of multifunctions determined by vector-valued functions is presented. Finally, decomposition results are obtained for scalarly and gauge-defined integrals of multifunctions and a full description of McShane integrability in terms of Henstock and Pettis integrability is given.
GWideCodeML: A python package for testing evolutionary hypotheses at the genome-wide level
2020
One of the most widely used programs for detecting positive selection, at the molecular level, is the program codeml, which is implemented in the Phylogenetic Analysis by Maximum Likelihood (PAML) package. However, it has a limitation when it comes to genome-wide studies, as it runs on a gene-by-gene basis. Furthermore, the size of such studies will depend on the number of orthologous genes the genomes have income and these are often restricted to only account for instances where a one-to-one relationship is observed between the genomes. In this work, we present GWideCodeML, a Python package, which runs a genome-wide codeml with the option of parallelization. To maximize the number of analy…
Use of Guided Regularized Random Forest for Biophysical Parameter Retrieval
2018
This paper introduces a feature selection method based on random forest -the Guided Regularized Random Forest (GRRF)- which can be used in classification and regression tasks. The method is based on the regularization of the information gain in the random forest nodes to obtain a subset of relevant and non-redundant features. The proposed method is used as a preliminary step In the process of retrieving biophysical parameters from a hyperspectral image. Preliminary experiments show that we can reduce the RMSE of the retrievals by around 7% for the Leaf Area Index and around 8% for the fraction of vegetation cover when compared to the results using random forest features.