arXiv subjects

Marc Schoenauer

Publications and source records attributed to Marc Schoenauer.

77 records · Page 5Linked to original sources

arXiv2005

Artificial Agents and Speculative Bubbles

Pertaining to Agent-based Computational Economics (ACE), this work presents two models for the rise and downfall of speculative bubbles through an exchange price fixing based on double auction mechanisms. The first model is based on a finite time horizon context, where the expected dividends decrease along time. The second model follows the {\em greater fool} hypothesis; the agent behaviour depends on the comparison of the estimated risk with the greater fool's. Simulations shed some light on the influent parameters and the necessary conditions for the apparition of speculative bubbles in an asset market within the considered framework.

cs.GT↗

arXiv2005

Evolutionary Computing

Evolutionary computing (EC) is an exciting development in Computer Science. It amounts to building, applying and studying algorithms based on the Darwinian principles of natural selection. In this paper we briefly introduce the main concepts behind evolutionary computing. We present the main components all evolutionary algorithms (EA), sketch the differences between different types of EAs and survey application areas ranging from optimization, modeling and simulation to entertainment.

cs.AI↗

arXiv2005

An efficient memetic, permutation-based evolutionary algorithm for real-world train timetabling

Train timetabling is a difficult and very tightly constrained combinatorial problem that deals with the construction of train schedules. We focus on the particular problem of local reconstruction of the schedule following a small perturbation, seeking minimisation of the total accumulated delay by adapting times of departure and arrival for each train and allocation of resources (tracks, routing nodes, etc.). We describe a permutation-based evolutionary algorithm that relies on a semi-greedy heuristic to gradually reconstruct the schedule by inserting trains one after the other following the permutation. This algorithm can be hybridised with ILOG commercial MIP programming tool CPLEX in a coarse-grained manner: the evolutionary part is used to quickly obtain a good but suboptimal solution and this intermediate solution is refined using CPLEX. Experimental results are presented on a large real-world case involving more than one million variables and 2 million constraints. Results are surprisingly good as the evolutionary algorithm, alone or hybridised, produces excellent solutions much faster than CPLEX alone.

cs.AI↗

arXiv2005

ATNoSFERES revisited

ATNoSFERES is a Pittsburgh style Learning Classifier System (LCS) in which the rules are represented as edges of an Augmented Transition Network. Genotypes are strings of tokens of a stack-based language, whose execution builds the labeled graph. The original ATNoSFERES, using a bitstring to represent the language tokens, has been favorably compared in previous work to several Michigan style LCSs architectures in the context of Non Markov problems. Several modifications of ATNoSFERES are proposed here: the most important one conceptually being a representational change: each token is now represented by an integer, hence the genotype is a string of integers; several other modifications of the underlying grammar language are also proposed. The resulting ATNoSFERES-II is validated on several standard animat Non Markov problems, on which it outperforms all previously published results in the LCS literature. The reasons for these improvement are carefully analyzed, and some assumptions are proposed on the underlying mechanisms in order to explain these good results.

cs.AI↗

arXiv2005

Dominance Based Crossover Operator for Evolutionary Multi-objective Algorithms

In spite of the recent quick growth of the Evolutionary Multi-objective Optimization (EMO) research field, there has been few trials to adapt the general variation operators to the particular context of the quest for the Pareto-optimal set. The only exceptions are some mating restrictions that take in account the distance between the potential mates - but contradictory conclusions have been reported. This paper introduces a particular mating restriction for Evolutionary Multi-objective Algorithms, based on the Pareto dominance relation: the partner of a non-dominated individual will be preferably chosen among the individuals of the population that it dominates. Coupled with the BLX crossover operator, two different ways of generating offspring are proposed. This recombination scheme is validated within the well-known NSGA-II framework on three bi-objective benchmark problems and one real-world bi-objective constrained optimization problem. An acceleration of the progress of the population toward the Pareto set is observed on all problems.

cs.AI↗