Induction of Quadratic Decision Trees using Genetic Algorithms and k-d Trees

Size: px
Start display at page:

Download "Induction of Quadratic Decision Trees using Genetic Algorithms and k-d Trees"

Transcription

1 Inducton of Quadratc ecson Trees usng Genetc Algorthms and k- Trees SAI-CHEONG NG, KWONG-SAK LEUNG epartment of Computer Scence and Engneerng The Chnese Unversty of Hong Kong Shatn, New Terrtores HONG KONG SPECIAL AMINISTRATIVE REGION Abstract: - Genetc Algorthm-based Quadratc ecson Tree ( QT) has been appled successfully n varous classfcaton problems wth non-lnear class boundares. However, the executon tme of QT s qute long. In ths paper, a new verson of QT, called Genetc Algorthm-based Quadratc ecson Tree wth k- Tree ( QT wth k- Tree), s proposed. In the proposed algorthm, a k- tree s constructed at each non-leaf node of a decson tree to evaluate the mpurty reducton due to a quadratc hypersurface. Experments show that the proposed algorthm s faster than QT on datasets wth lower dmensonalty or the number of tranng samples s suffcently large, wthout sacrfcng the qualty of a quadratc decson tree. Although the Gn ndex s used to measure the mpurty of a set of samples, varous mpurty measures ncludng entropy and the Twong value can also be used n the proposed algorthm. Key-Words: - ecson Trees, Genetc Algorthms, k- Trees, Quadratc Hypersurface, Impurty, ata Mnng Introducton ecson trees are popular supervsed classfcaton algorthms. Snce the last century, decson trees have been appled successfully n varous felds, ncludng character recognton, remote sensng, medcal dagnoss and so on []. In addton, a decson tree can be transformed to a set of rules, whch can be more easly understood by doman experts []. A decson tree s a tree structure whch classfes an nput sample nto one of ts possble classes. Each non-leaf node contans a decson crteron to select whch chld node should be chosen next. An nput sample arrvng at a leaf node s classfed accordng to the class label assocated wth the node. To learn a decson tree, a set of samples s parttoned nto two dsjont subsets, called tranng set and testng set. The tranng set s employed to construct a decson tree. A constructed decson tree should mnmze the number of msclassfcatons on the testng set, nstead of the tranng set. To start the constructon of a decson tree, a root node s created frst. The decson crteron assocated wth the root node s determned n order to partton all the tranng samples nto two dsjont subsets. The optmalty of the decson crteron can be measured usng varous mpurty measures, ncludng the Gn ndex [3], the Twong value [3] and so on. After determnng the optmal decson crteron, two chld nodes are created recursvely. At each chld node, the assocated optmal decson crteron s determned usng the tranng samples arrvng at t untl a stoppng crteron s satsfed. Genetc Algorthms (GAs) are optmzaton algorthms nspred by the prncples of evoluton and genetcs to fnd solutons to problems [4]. A populaton of chromosomes are ntalzed, representng canddate solutons to a problem. Each chromosome can be coded as a fnte bnary strng or a vector of real numbers. Each chromosome has ts assocated ftness value, reflectng the optmalty of the correspondng soluton to a problem. Better chromosomes are more lkely to be selected for reproducton. Crossover and mutaton operators are appled to the chromosomes n the populaton. In crossover, a par of chromosomes are selected and combned to generate two offsprng chromosomes. In mutaton, one or more elements of a chromosome are modfed to ncrease the dversty of the populaton. A k- tree s a bnary search tree whch recursvely dvdes a d-dmensonal space usng an axs-parallel hyperplane [5]. A k- tree has been appled to speed up nearest neghbor queres [6]. In ths study, a k- tree s employed to evaluate the mpurty reducton due to a quadratc hypersurface. The rest of the paper s organzed as follows. In the next secton, we provde the related work of decson trees, the role of GAs, and the motvaton n ths study. In secton 3, we descrbe how to construct a quadratc decson tree usng GAs. In secton 4, the algorthm to fnd the optmal quadratc hypersurface at each non-leaf node of a decson tree s dscussed.

2 In secton 5, the algorthm to evaluate the mpurty reducton due to a quadratc hypersurface s descrbed. In secton 6, the performance of the proposed algorthm s evaluated and compared wth varous decson tree algorthms. A concluson of the paper s gven n the last secton. Background. ecson Tree Algorthms A unvarate decson tree consders one attrbute at each non-leaf node. For a numerc attrbute, the decson crteron s of the form: x > γ () where x s an nput attrbute and γ s a real constant. If a sample x = (x, x, x d ) T wth d nput attrbutes satsfes (), the rght chld node wll be chosen next. Otherwse, the left chld node wll be chosen. Common unvarate decson tree algorthms nclude classfcaton and regresson trees (CART) [3], C4.5 [7], C5.0 [8] and so on. When the nput samples are correlated, a large unvarate decson tree wth poor generalzaton may be constructed. A multvarate decson tree consders more than one nput attrbutes at each non-leaf node. In a lnear decson tree, the decson crteron s of the form: ω x + ω x + + ω d x d > γ () where ω, ω, ω d are the coeffcents of x, x, x d respectvely and γ s a real constant. The decson crteron s equvalent to a hyperplane wth arbtrary orentaton n the attrbute space. Common lnear decson tree algorthms nclude classfcaton and regresson trees wth lnear combnatons (CART-LC) [3], OC [], lnear machne dscrmnant tree (LMT) [9], lnear dscrmnant tree by Yıldız et al. [0] and so on. In non-lnear decson trees (NT) proposed by Ittner and Schlosser [], new attrbutes are constructed from the par-wse products and the squares of the orgnal attrbutes n each nput sample. A new sample s created by these constructed attrbutes and the orgnal attrbutes. For example, a new sample y = (3, 5, 3x5, 3, 5) T s created from an nput sample x = (3, 5) T. At each non-leaf node, OC algorthm s employed to determne the optmal hyperplane n the new attrbute space. A hyperplane n the new attrbute space s equvalent to a quadratc hypersurface n the orgnal attrbute space.. Applcaton of Genetc Algorthms to Constructon of ecson Trees In bnary tree-genetc algorthm (BTGA) [] and OC-GA [3], GAs are appled to fnd the optmal hyperplane at each non-leaf node of a decson tree because the problem of fndng the optmal hyperplane s NP-complete [4]. In genetc algorthm-based quadratc decson tree ( QT) [5], the decson crteron at each non-leaf node of a decson tree s of the form: x T Ax + b T x > γ (3) where A = (a j,k ) s a symmetrc matrx of order d, b = (b, b, b d ) T s a d-dmensonal column vector, γ s a real constant. The decson crteron s equvalent to a quadratc hypersurface n the attrbute space. GAs are employed to fnd the optmal quadratc hypersurface to partton samples nto two dsjont subsets..3 Motvaton Although QT provdes a better approxmaton to non-lnear class boundares, the executon tme of QT s qute long. A novel decson tree, called Genetc Algorthm-based Quadratc ecson Tree wth k- Tree ( QT wth k- Tree), s proposed. A k- tree s constructed before searchng for the optmal quadratc hypersurface at each non-termnal node of a decson tree. To evaluate the mpurty reducton after parttonng a set S of tranng samples nto two dsjont subsets, only some of the tranng samples n S are requred to be consdered n the proposed algorthm. 3 Constructon of Quadratc ecson Trees To construct a quadratc decson tree, the procedure createtnode() s nvoked recursvely. To create the root node of a quadratc decson tree, the procedure createtnode() accepts the tranng set as the parameter. Fg. shows the algorthm of createtnode(), whch s modfed from [, 5]. 4 Evolvng Quadratc Hypersurface usng Genetc Algorthms At each non-leaf node of a decson tree, GAs are appled to evolve the optmal quadratc hypersurface for parttonng tranng samples arrvng at t nto

3 two dsjont subsets. In the followng sectons, we defne as the number of terms requred to represent a quadratc hypersurface. From (3), the relaton between and d s gven by: = (d+)(d+)/. (4) 4. Populaton Intalzaton Gven a populaton of L chromosomes P = {θ, θ, θ L }. Each chromosome θ, =,, L, represents the followng quadratc hypersurface: x T A x + b T x > γ, =,, L, (5) where A = (a,j,k ), =,, L, are symmetrc matrces of order d, b = (b,, b,, b,d ) T, =, L, are d-dmensonal column vectors and γ, γ, γ L are real constants. The chromosome θ = (w,, w,, w, ) s encoded such that: a,j,j f j =, d a,,j-d+ f j = d+, d+, d- a,,j-(d-)+ f j = d, d+, 3d-3 w,j = a,d-,d f j = d(d+)/ b, j-d(d+)/ f j = d(d+)/+, - γ f j =. Each value of w,, w,, w,-, =,, L, s ntalzed usng a unform random number wthn the range [-, ]. The values of w,, w,..., w L, are ntalzed so that each quadratc hypersurface PROCEURE createtnode INPUT: A set of tranng samples S OUTPUT: A new node N of a decson tree. If S < n 0 or the mpurty of S s less than a threshold g 0, N s a termnal node and go to step 7.. Construct a k- tree usng the set S 3. Fnd the optmal quadratc hypersurface, specfed by A = (a j,k ), b = (b, b,, b d ) T and constant term γ, usng GAs such that the mpurty reducton s maxmzed. 4. If the mpurty reducton s less than g 0, N s a termnal node and go to step efne S L = {x S x T Ax + b T x γ} and S R = S \ S L 6. Invoke createtnode(s L ) and createtnode(s R ), and then skp step etermne the class label assocated wth the node N. Fg. Algorthm to create a node of the proposed decson tree contans a pont on the lne segment jonng a par of tranng samples wth dstnct classes. Moreover, the values of w,, w,, w,, =,,, L, are normalzed such that the followng condton s satsfed: j = w (6), j = Each chromosome represents a canddate quadratc hypersurface n the attrbute space. It s hoped that the qualty of each chromosome s mproved by reproducton, crossover and mutaton. 4. Ftness Evaluaton The ftness value of a chromosome equals the mpurty reducton after parttonng a set of tranng samples nto two dsjont subsets. The algorthm to measure the mpurty reducton due to a quadratc hypersurface s descrbed n secton Selecton After the ftness value of each chromosome s evaluated, L chromosomes are selected and replcated to the matng pool usng the roulette wheel selecton method. Each chromosome θ s selected wth a probablty p, whch s proportonal to ts ftness value. Chromosomes wth hgher ftness values are more lkely to be replcated to the matng pool. 4.4 Crossover A par of chromosomes are selected (wthout replacement) frst. Crossover s appled to each par of selected chromosomes wth a fxed probablty p c. Gven two parent chromosomes u = (u, u, u ) and v = (v, v, v ), f u v < 0, the values of v, v, v wll be negated so that u v > 0. Two random numbers t, t [-α, α+] are generated, where α s a user-defned real constant. Two offsprng o and o are generated such that: o = (t u +( t )v, t u +( t )v, t u + ( t )v ) o = (t v +( t )u, t v +( t )u. t v + ( t )u ) We set α = 0.5 for all the experments reported n secton Mutaton After crossover operator s appled to these chromosomes, each offsprng chromosome

4 undergoes mutaton. Non-unform mutaton [6] s employed n ths paper. Each element of a chromosome s mutated wth a mutaton probablty p m. Suppose mutaton operator s appled to a chromosome θ = (w, w, w ). When the value of w, =,, -, s selected to mutate, t s set to zero wth probablty p m and modfed by non-unform mutaton wth probablty - p m f w 0. If w = 0, the value of w s set to zero wth probablty - p m and modfed by non-unform mutaton wth probablty p m. When the value of w s selected to mutate, ts value s modfed by non-unform mutaton. 4.6 Evolvng the Optmal Quadratc Hypersurface usng Genetc Algorthms When a new node of a quadratc decson tree s created, GAs are appled to evolve the optmal quadratc hypersurface provded that the number of tranng samples arrvng at t s greater than a threshold n 0. An eltst strategy s employed to ensure that the best chromosome n the current generaton s preserved n the next generaton. The followng outlnes the steps to fnd the optmal quadratc hypersurface usng GAs:. Intalze a populaton of chromosomes P = {θ, θ, θ L }.. Evaluate the ftness value of each chromosome n P. 3. enote θ best the best chromosome n the populaton P, T the number of generatons, τ the current generaton number. Set τ = o the followng whle τ < T Select L chromosomes θ (), θ (), θ (L) P usng the roulette wheel selecton method. enote the matng pool M = {θ (), θ (), θ (L) }. Set M = Crossover(M). Set M = Mutaton(M). Calculate the ftness value of each chromosome n M. enote θ worst the worst chromosome n M. Set P = M \ {θ worst } + {θ best }. Set θ best as the best chromosome n P. Set τ = τ The best chromosome θ best s chosen to dvde the set of tranng samples arrvng at node N h of nto two dsjont subsets, provded that the ftness value of θ best s greater than a threshold g 0. 5 Evaluatng the Impurty Reducton due to a Quadratc Hypersurface wth a k- Tree Suppose S h s the set of tranng samples arrvng at node N h of a decson tree. In order to evaluate the mpurty reducton after parttonng S h nto two dsjont subsets usng the decson crteron n (3), a k- tree s constructed so that t s requred to test whether the condton (3) s satsfed or not for some of the tranng samples n S h only. In QT, all the tranng samples n S h are requred to be tested whether the condton (3) s satsfed or not. In ths secton, we denote Q as a node of a k- tree and S Q s the set of tranng samples arrvng at node Q. Let T Q,L be the set of tranng samples arrvng at the left chld node of Q and T Q,R be the set of tranng samples arrvng at the rght chld node of Q. efne y Q = (y Q,, y Q,, y Q,d ) and z Q = (z Q,, z Q,, z Q,d ), where y Q, and z Q,, =,, d, are the mnmum and maxmum values of the th nput attrbute n S Q respectvely. 5. Constructon of a k- Tree To construct a k- tree, the procedure createktnode() s nvoked recursvely. To create the root node of a k- tree, the procedure createktnode(s h, 0) s nvoked. Fg. shows the algorthm of createktnode(). PROCEURE createktnode(s Q, k) INPUTS: - A set of tranng samples S Q. - An nteger k {0,, d-}, where the (k+) th nput attrbute s used to partton S Q. OUTPUT: A new node Q of a k- tree. If S Q < d+, go to step 7.. Set y Q and z Q usng the set S Q. 3. Set T Q,L = T Q,R = φ. 4. For each x = (x,, x,, x,d ) S Q If x,k+ < β, set T Q,L = T Q,L + {x }, where β = x / S x S Q, k+ Q Otherwse, set T Q,R = T Q,R + {x }. 5. Invoke createktnode(t Q,L, (k+) mod d) and createktnode(t Q,R, (k+) mod d) 6. Return the node Q and skp step Label Q as a leaf node and create an array of ponters to the tranng samples n S Q. Fg. Algorthm to create a node of a k- tree

5 5. Evaluatng the Impurty Reducton ue to a Quadratc Hypersurface Gven a chromosome θ = (w, w, w ) represents the quadratc hypersurface n (3), the mpurty reducton s calculated by nvokng the procedure evaluateftness() recursvely. The root node of the constructed k- tree s consdered frst. At each non-leaf node of a k- tree, ts chld nodes wll be consdered f necessary. Suppose the node Q s beng consdered, f ether (7) or (8) s satsfed, = = where λ = and ρ = w [ λ ( + sgn( w )) + ρ ( sgn( w ))] > w (7) w[ λ ( sgn( w )) + ρ ( + sgn( w ))] w (8) y Q, f =, d y Q, y Q,-d+ f = d+, d+, d- y Q, y Q,-(d-)+ f = d, d+, 3d-3 y Q,d- y Q,d f = d(d+)/ f = d(d+)/+, -, y Q,-d(d+)/ z Q, f =, d z Q, z Q,-d+ f = d+, d+, d- z Q, z Q,-(d-)+ f = d, d+, 3d-3 z Q,d- z Q,d f = d(d+)/ f = d(d+)/+, -, z Q,-d(d+)/ t s not requred to test whether the condton (3) s satsfed or not for each sample n S Q. If nether (7) nor (8) holds, the chld nodes of Q wll be consdered f Q s a non-leaf node of a k- tree. If Q s a leaf node of a k- tree, all the tranng samples n S Q wll be consdered. Fg. 3 shows the algorthm of procedure evaluateftness(). 6 Performance Evaluaton To evaluate the performance of the proposed algorthm, several artfcal and publc-doman datasets (from the UCI machne learnng repostory [7]) are chosen. Several decson tree algorthms, ncludng C4.5, C5.0, OC, LMT, NT, BTGA, OC-GA, OC-ES (a hybrd algorthm of decson trees and evoluton strateges [3] and QT, are used for performance comparson. All the experments are executed on a dual Intel Xeon machne (.GHz). The frst dataset s an artfcal data set, called AS. AS s a three-class problem and there are PROCEURE evaluateftness(q, S Q, θ, r, l) INPUTS: - A node Q of a k- tree - A set S Q of tranng samples arrvng at node Q - h Q = (h Q,, h Q,, h Q,C ), where C s the number of classes and h Q, s the number of tranng samples of class arrvng at node Q - θ = (w, w,w ), the chromosome representng the quadratc hypersurface n (3) INPUT/OUTPUT: r = (r, r r C ), where r s the number of samples of class such that (3) s satsfed. l = (l, l, l C ) where l s the number of samples of class such that (3) s volated. OUTPUT: f, the ftness value of θ ALGORITHM: - If Q s the root node of a k- tree, set r = l = 0. - If S Q > and (7) s satsfed, set r = r + h Q Else If S Q > and (8) s satsfed, set l = l + h Q Else If Q s a non-leaf node of a k- tree, - Invoke evaluateftness(q, T Q,L, θ, r, l) - Invoke evaluateftness(q, T Q,R, θ, r, l) Else - For each tranng sample x S Q Let K be the class label of the sample x If (3) s satsfed for the sample x, set r K = r K + Else set l K = l K + - End For End If - If Q s the root node of a k- tree, set C h C Q, r g' = ( ), g = S ( ), T = Q = Q, R C l T Q, R TQ, L g = ( ), f = g' g g = TQ, L SQ SQ Else set f = 0 Fg. 3 Algorthm of the procedure evaluateftness() 000 samples n AS. Each sample s a two-dmensonal vector (x, x ), where x, x [0, 000]. If a sample satsfes (9), t wll be labelled as class. If a sample volates (9) but satsfes (0), t wll be labelled as class. If nether (9) nor (0) s satsfed, t wll be labelled as class 3. (x -550) /500+(x -500) /44400> (9) x >600sn(πx /000) (0)

6 The second dataset s also an artfcal data set, called AS. There are 000 samples n AS. Each sample s a two-dmensonal vector (x, x ), where x, x [0, 000]. If a sample satsfes (), t wll be labelled as class. If a sample volates () but satsfes (), t wll be labelled as class. If nether () nor () s satsfed, t wll be labelled as class 3. (x -500) /0500+(x -500) /500> () (x -500) /90000+(x -50) /6500> () The ECOLI and BALANCE datasets are publc-doman datasets from the UCI machne learnng repostory [7]. For the ECOLI dataset, there are 336 samples and 8 possble classes. Each sample has 7 numerc attrbutes. For the BALANCE dataset, there are 65 samples. Each sample has 4 numerc attrbutes and a class label. The BALANCE dataset s a three-class problem. Tables and respectvely show the average and standard devaton of valdaton accuracy (%) and executon tme (n seconds) on each dataset when 0-fold cross-valdaton s appled wth 0 runs. The populaton sze for OC-GA, BTGA, QT and the proposed algorthm s 00. Tables 3, 4 and 5 show the other parameters for the decson tree algorthms nvolvng GAs and ES on each dataset so as to maxmze ther valdaton accuraces. Snce the executon tme of one generaton s dfferent for each of these algorthms even the tranng set s dentcal, the number of generatons for OC-GA, OC-ES and BTGA are adjusted so that the executon tme for each of these algorthms s comparable or larger than that of QT on each dataset. Preprunng s employed n BTGA, QT and the proposed algorthm. Table 5 shows the optmal values of n 0 (mnmum number of tranng samples at each node) and g 0 (mnmum mpurty reducton) for these algorthms on each dataset. AS AS ECOLI BALANCE C ± ± ± ± 0.7 C ± ± ± ± 0.8 OC 95.3 ± ± ±.8 9. ± 0.6 LMT 94.8 ± ± ± ±. NT 95.5 ± ± ± ±. OC-GA 94.6 ± ± ±. 94. ± 0.7 OC-ES 95.7 ± ± ± ±. BTGA 96.5 ± ± ± ± ± ± ± ± 0.5 QT 99. ± ± ± ± 0.5 Algorthm Table : Comparson of Valdaton Accuracy (%) of Varous ecson Tree Algorthms The valdaton accuraces of varous decson tree algorthms are compared usng one-sded t-test. From Table, QT and the proposed algorthm outperform the others on AS, AS, ECOLI and BALANCE n terms of valdaton accuracy at 95% sgnfcance level. The qualty of a quadratc decson tree constructed by the proposed algorthm s dentcal to that constructed by QT. AS AS ECOLI BALANCE C4.5 < < < < C5.0 < < < < OC 3.± ± ± ± 0.6 LMT 7.3 ± ± ± ± 0.5 NT 4.±. 0 ± 5 4 ± ±.6 OC-GA 65 ± 5 66 ± 6 80 ± ± 8 OC-ES 57 ± 6 5 ± 3 070±07 4 ± BTGA 467 ± 6 77 ± 80 54± ± 68 QT 9 ± 3 ± 894 ± ± 7 Algorthm 53 ± 94 ± 94 ± ± 7 Table : Comparson of Executon Tme (n seconds) of Varous ecson Tree Algorthms AS AS ECOLI BALANCE OC-GA OC-ES BTGA QT 000 Algorthm 000 Table 3: Number of Generatons for OC-GA, OC-ES, BTGA, QT and the Algorthm AS AS ECOLI BALANCE p c p m p c p m p c p m p c p m OC-GA BTGA QT Algorthm Table 4: Crossover Probablty (p c ) and Mutaton Probablty (p m ) of OC-GA, BTGA, QT and the Algorthm AS AS ECOLI BALANCE n 0 g 0 n 0 g 0 n 0 g 0 n 0 g 0 BTGA QT Algorthm Table 5: Mnmum Number of Samples (n 0 ) and Mnmum Impurty Reducton (g 0 ) of BTGA, QT and the Algorthm

7 From Table, the proposed algorthm and QT run slower than other decson tree algorthms. The executon tme of the proposed algorthm s compared wth that of QT. The parameters for QT and the proposed algorthm are dentcal n order to have a far comparson of ther executon tmes. From Table, the proposed algorthm s faster than QT on AS, AS and BALANCE. However, the executon tme of the proposed algorthm s longer than that of QT on ECOLI. It s possble that all the tranng samples n S Q le on the same sde of the quadratc hypersurface n (3) even both of the condtons (7) and (8) are volated. Ths stuaton s more lkely to occur when the number of nput attrbutes of a sample ncreases. (Recall that there are 7 nput attrbutes on ECOLI) Although quadratc programmng can be used to reduce the chance of occurrence of ths stuaton, t s computatonally ntensve to use quadratc programmng nstead of the condtons (7) and (8) to determne whether the chld nodes of Q are consdered or t s necessary to evaluate the sgn of all the samples n S Q. 7 Concluson QT and the proposed algorthm provde a better approxmaton to non-lnear class boundares. The qualty of a quadratc decson tree constructed by the proposed algorthm s dentcal to that constructed by QT provded that they use the dentcal set of parameters. Although the executon tme of the proposed algorthm s longer than that of QT on ECOLI, the proposed algorthm provdes an alternatve algorthm to calculate the mpurty of a set of tranng samples. Moreover, varous mpurty measures, ncludng entropy, the Gn ndex and the Twong value, may be used n the proposed algorthm. In the future, the sze of a k- tree can be controlled dynamcally n order to mnmze the tme requred to evaluate the mpurty reducton due to a quadratc hypersurface. References: [] S.R. Safavan,. Landgrebe, A Survey of ecson Tree Classfer Methodology, IEEE Trans. on Systems, Man, & Cybernetcs, Vol., No. 3, May 99, pp [] S.K. Murthy, S. Kasf, S. Salzberg, A System for Inducton of Oblque ecson Trees, Journal of Artfcal Intellgence Research, Vol., 994, pp. -3. [3] L. Breman, J. Fredman, R. Olshen, C. Stone, Classfcaton and Regresson Trees, Wadsworth Internatonal Group, 984. [4].E. Goldberg, Genetc Algorthms n Search, Optmzaton and Machne Learnng, Addson Wesley, 989. [5] H. Samet, The esgn and Analyss of Spatal ata Structures, Addson Wesley, 990. [6] N. Yanlos, ata Structures and Algorthms for Nearest Neghbor Search n General Metrc Spaces, SOA: ACM-SIAM Symposum on screte Algorthms, 993, pp [7] J.R. Qunlan, C4.5: Programs for Machne Learnng, Morgan Kaufmann, 993. [8] J.R. Qunlan, See5/C5.0, Rulequest Research, 999. [9] C.E. Brodley, P.E. Utgoff, Multvarate ecson Trees, Machne Learnng, Vol. 9, 995, pp [0] O.T. Yıldız, E. Alpaydın, Lnear scrmnant Trees, Proceedngs of the 7th Internatonal Conference on Machne Learnng, pp [] A. Ittner, M. Schlosser, Non-lnear ecson trees NT, Proceedngs of the 3th Internatonal Conference on Machne Learnng, pp [] B.B. Cha, T. Huang, X. Zhuang, Y. Zhao, J.Sklansky, Pecewse Lnear Classfers usng Bnary Tree Structure and Genetc Algorthm, Pattern Recognton, Vol. 9, No., November 996, pp [3] E. Cantú-Paz, C. Kamath, Inducng Oblque ecson Trees wth Evolutonary Algorthms, IEEE Trans. on Evolutonary Computaton, Vol. 7, No., February 003, pp [4]. Heath, S. Kasf, S. Salzberg, Inducton of Oblque ecson Trees, Proceedngs of the 3th Internatonal Jont Conference on Artfcal Intellgence, pp [5] S. C. Ng, K. S. Leung, Inducton of Quadratc ecson Trees usng Genetc Algorthms, 003 Intellgent Automaton Conference, ecember 003, pp [6] Z. Mchalewcz, Genetc Algorthms + ata Structures = Evoluton Programs, Sprnger Verlag, 99. [7] C.L. Blake, C.J. Merz, UCI Repostory of Machne Learnng atabases [ y.html], Irvne, CA: Unversty of Calforna, epartment of Informaton and Computer Scence, 998.

Tests for Two Correlations

Tests for Two Correlations PASS Sample Sze Software Chapter 805 Tests for Two Correlatons Introducton The correlaton coeffcent (or correlaton), ρ, s a popular parameter for descrbng the strength of the assocaton between two varables.

More information

Tree-based and GA tools for optimal sampling design

Tree-based and GA tools for optimal sampling design Tree-based and GA tools for optmal samplng desgn The R User Conference 2008 August 2-4, Technsche Unverstät Dortmund, Germany Marco Balln, Gulo Barcarol Isttuto Nazonale d Statstca (ISTAT) Defnton of the

More information

OPERATIONS RESEARCH. Game Theory

OPERATIONS RESEARCH. Game Theory OPERATIONS RESEARCH Chapter 2 Game Theory Prof. Bbhas C. Gr Department of Mathematcs Jadavpur Unversty Kolkata, Inda Emal: bcgr.umath@gmal.com 1.0 Introducton Game theory was developed for decson makng

More information

Economic Design of Short-Run CSP-1 Plan Under Linear Inspection Cost

Economic Design of Short-Run CSP-1 Plan Under Linear Inspection Cost Tamkang Journal of Scence and Engneerng, Vol. 9, No 1, pp. 19 23 (2006) 19 Economc Desgn of Short-Run CSP-1 Plan Under Lnear Inspecton Cost Chung-Ho Chen 1 * and Chao-Yu Chou 2 1 Department of Industral

More information

TCOM501 Networking: Theory & Fundamentals Final Examination Professor Yannis A. Korilis April 26, 2002

TCOM501 Networking: Theory & Fundamentals Final Examination Professor Yannis A. Korilis April 26, 2002 TO5 Networng: Theory & undamentals nal xamnaton Professor Yanns. orls prl, Problem [ ponts]: onsder a rng networ wth nodes,,,. In ths networ, a customer that completes servce at node exts the networ wth

More information

Linear Combinations of Random Variables and Sampling (100 points)

Linear Combinations of Random Variables and Sampling (100 points) Economcs 30330: Statstcs for Economcs Problem Set 6 Unversty of Notre Dame Instructor: Julo Garín Sprng 2012 Lnear Combnatons of Random Varables and Samplng 100 ponts 1. Four-part problem. Go get some

More information

A MODEL OF COMPETITION AMONG TELECOMMUNICATION SERVICE PROVIDERS BASED ON REPEATED GAME

A MODEL OF COMPETITION AMONG TELECOMMUNICATION SERVICE PROVIDERS BASED ON REPEATED GAME A MODEL OF COMPETITION AMONG TELECOMMUNICATION SERVICE PROVIDERS BASED ON REPEATED GAME Vesna Radonć Đogatovć, Valentna Radočć Unversty of Belgrade Faculty of Transport and Traffc Engneerng Belgrade, Serba

More information

Cyclic Scheduling in a Job shop with Multiple Assembly Firms

Cyclic Scheduling in a Job shop with Multiple Assembly Firms Proceedngs of the 0 Internatonal Conference on Industral Engneerng and Operatons Management Kuala Lumpur, Malaysa, January 4, 0 Cyclc Schedulng n a Job shop wth Multple Assembly Frms Tetsuya Kana and Koch

More information

MgtOp 215 Chapter 13 Dr. Ahn

MgtOp 215 Chapter 13 Dr. Ahn MgtOp 5 Chapter 3 Dr Ahn Consder two random varables X and Y wth,,, In order to study the relatonshp between the two random varables, we need a numercal measure that descrbes the relatonshp The covarance

More information

EDC Introduction

EDC Introduction .0 Introducton EDC3 In the last set of notes (EDC), we saw how to use penalty factors n solvng the EDC problem wth losses. In ths set of notes, we want to address two closely related ssues. What are, exactly,

More information

Appendix - Normally Distributed Admissible Choices are Optimal

Appendix - Normally Distributed Admissible Choices are Optimal Appendx - Normally Dstrbuted Admssble Choces are Optmal James N. Bodurtha, Jr. McDonough School of Busness Georgetown Unversty and Q Shen Stafford Partners Aprl 994 latest revson September 00 Abstract

More information

/ Computational Genomics. Normalization

/ Computational Genomics. Normalization 0-80 /02-70 Computatonal Genomcs Normalzaton Gene Expresson Analyss Model Computatonal nformaton fuson Bologcal regulatory networks Pattern Recognton Data Analyss clusterng, classfcaton normalzaton, mss.

More information

Stochastic job-shop scheduling: A hybrid approach combining pseudo particle swarm optimization and the Monte Carlo method

Stochastic job-shop scheduling: A hybrid approach combining pseudo particle swarm optimization and the Monte Carlo method 123456789 Bulletn of the JSME Journal of Advanced Mechancal Desgn, Systems, and Manufacturng Vol.10, No.3, 2016 Stochastc job-shop schedulng: A hybrd approach combnng pseudo partcle swarm optmzaton and

More information

AC : THE DIAGRAMMATIC AND MATHEMATICAL APPROACH OF PROJECT TIME-COST TRADEOFFS

AC : THE DIAGRAMMATIC AND MATHEMATICAL APPROACH OF PROJECT TIME-COST TRADEOFFS AC 2008-1635: THE DIAGRAMMATIC AND MATHEMATICAL APPROACH OF PROJECT TIME-COST TRADEOFFS Kun-jung Hsu, Leader Unversty Amercan Socety for Engneerng Educaton, 2008 Page 13.1217.1 Ttle of the Paper: The Dagrammatc

More information

COS 511: Theoretical Machine Learning. Lecturer: Rob Schapire Lecture #21 Scribe: Lawrence Diao April 23, 2013

COS 511: Theoretical Machine Learning. Lecturer: Rob Schapire Lecture #21 Scribe: Lawrence Diao April 23, 2013 COS 511: Theoretcal Machne Learnng Lecturer: Rob Schapre Lecture #21 Scrbe: Lawrence Dao Aprl 23, 2013 1 On-Lne Log Loss To recap the end of the last lecture, we have the followng on-lne problem wth N

More information

II. Random Variables. Variable Types. Variables Map Outcomes to Numbers

II. Random Variables. Variable Types. Variables Map Outcomes to Numbers II. Random Varables Random varables operate n much the same way as the outcomes or events n some arbtrary sample space the dstncton s that random varables are smply outcomes that are represented numercally.

More information

Lecture 7. We now use Brouwer s fixed point theorem to prove Nash s theorem.

Lecture 7. We now use Brouwer s fixed point theorem to prove Nash s theorem. Topcs on the Border of Economcs and Computaton December 11, 2005 Lecturer: Noam Nsan Lecture 7 Scrbe: Yoram Bachrach 1 Nash s Theorem We begn by provng Nash s Theorem about the exstance of a mxed strategy

More information

Introduction to PGMs: Discrete Variables. Sargur Srihari

Introduction to PGMs: Discrete Variables. Sargur Srihari Introducton to : Dscrete Varables Sargur srhar@cedar.buffalo.edu Topcs. What are graphcal models (or ) 2. Use of Engneerng and AI 3. Drectonalty n graphs 4. Bayesan Networks 5. Generatve Models and Samplng

More information

A DUAL EXTERIOR POINT SIMPLEX TYPE ALGORITHM FOR THE MINIMUM COST NETWORK FLOW PROBLEM

A DUAL EXTERIOR POINT SIMPLEX TYPE ALGORITHM FOR THE MINIMUM COST NETWORK FLOW PROBLEM Yugoslav Journal of Operatons Research Vol 19 (2009), Number 1, 157-170 DOI:10.2298/YUJOR0901157G A DUAL EXTERIOR POINT SIMPLEX TYPE ALGORITHM FOR THE MINIMUM COST NETWORK FLOW PROBLEM George GERANIS Konstantnos

More information

Price and Quantity Competition Revisited. Abstract

Price and Quantity Competition Revisited. Abstract rce and uantty Competton Revsted X. Henry Wang Unversty of Mssour - Columba Abstract By enlargng the parameter space orgnally consdered by Sngh and Vves (984 to allow for a wder range of cost asymmetry,

More information

Parallel Prefix addition

Parallel Prefix addition Marcelo Kryger Sudent ID 015629850 Parallel Prefx addton The parallel prefx adder presented next, performs the addton of two bnary numbers n tme of complexty O(log n) and lnear cost O(n). Lets notce the

More information

Using Harmony Search with Multiple Pitch Adjustment Operators for the Portfolio Selection Problem

Using Harmony Search with Multiple Pitch Adjustment Operators for the Portfolio Selection Problem 2014 IEEE Congress on Evolutonary Computaton (CEC) July 6-11, 2014, Beng, Chna Usng Harmony Search wth Multple Ptch Adustment Operators for the Portfolo Selecton Problem Nasser R. Sabar and Graham Kendall,

More information

Tests for Two Ordered Categorical Variables

Tests for Two Ordered Categorical Variables Chapter 253 Tests for Two Ordered Categorcal Varables Introducton Ths module computes power and sample sze for tests of ordered categorcal data such as Lkert scale data. Assumng proportonal odds, such

More information

3: Central Limit Theorem, Systematic Errors

3: Central Limit Theorem, Systematic Errors 3: Central Lmt Theorem, Systematc Errors 1 Errors 1.1 Central Lmt Theorem Ths theorem s of prme mportance when measurng physcal quanttes because usually the mperfectons n the measurements are due to several

More information

Available online at ScienceDirect. Procedia Computer Science 24 (2013 ) 9 14

Available online at   ScienceDirect. Procedia Computer Science 24 (2013 ) 9 14 Avalable onlne at www.scencedrect.com ScenceDrect Proceda Computer Scence 24 (2013 ) 9 14 17th Asa Pacfc Symposum on Intellgent and Evolutonary Systems, IES2013 A Proposal of Real-Tme Schedulng Algorthm

More information

arxiv: v2 [math.co] 6 Apr 2016

arxiv: v2 [math.co] 6 Apr 2016 On the number of equvalence classes of nvertble Boolean functons under acton of permutaton of varables on doman and range arxv:1603.04386v2 [math.co] 6 Apr 2016 Marko Carć and Modrag Žvkovć Abstract. Let

More information

Topics on the Border of Economics and Computation November 6, Lecture 2

Topics on the Border of Economics and Computation November 6, Lecture 2 Topcs on the Border of Economcs and Computaton November 6, 2005 Lecturer: Noam Nsan Lecture 2 Scrbe: Arel Procacca 1 Introducton Last week we dscussed the bascs of zero-sum games n strategc form. We characterzed

More information

15-451/651: Design & Analysis of Algorithms January 22, 2019 Lecture #3: Amortized Analysis last changed: January 18, 2019

15-451/651: Design & Analysis of Algorithms January 22, 2019 Lecture #3: Amortized Analysis last changed: January 18, 2019 5-45/65: Desgn & Analyss of Algorthms January, 09 Lecture #3: Amortzed Analyss last changed: January 8, 09 Introducton In ths lecture we dscuss a useful form of analyss, called amortzed analyss, for problems

More information

ECE 586GT: Problem Set 2: Problems and Solutions Uniqueness of Nash equilibria, zero sum games, evolutionary dynamics

ECE 586GT: Problem Set 2: Problems and Solutions Uniqueness of Nash equilibria, zero sum games, evolutionary dynamics Unversty of Illnos Fall 08 ECE 586GT: Problem Set : Problems and Solutons Unqueness of Nash equlbra, zero sum games, evolutonary dynamcs Due: Tuesday, Sept. 5, at begnnng of class Readng: Course notes,

More information

Quiz on Deterministic part of course October 22, 2002

Quiz on Deterministic part of course October 22, 2002 Engneerng ystems Analyss for Desgn Quz on Determnstc part of course October 22, 2002 Ths s a closed book exercse. You may use calculators Grade Tables There are 90 ponts possble for the regular test, or

More information

Data Mining Linear and Logistic Regression

Data Mining Linear and Logistic Regression 07/02/207 Data Mnng Lnear and Logstc Regresson Mchael L of 26 Regresson In statstcal modellng, regresson analyss s a statstcal process for estmatng the relatonshps among varables. Regresson models are

More information

An Application of Alternative Weighting Matrix Collapsing Approaches for Improving Sample Estimates

An Application of Alternative Weighting Matrix Collapsing Approaches for Improving Sample Estimates Secton on Survey Research Methods An Applcaton of Alternatve Weghtng Matrx Collapsng Approaches for Improvng Sample Estmates Lnda Tompkns 1, Jay J. Km 2 1 Centers for Dsease Control and Preventon, atonal

More information

Problem Set 6 Finance 1,

Problem Set 6 Finance 1, Carnege Mellon Unversty Graduate School of Industral Admnstraton Chrs Telmer Wnter 2006 Problem Set 6 Fnance, 47-720. (representatve agent constructon) Consder the followng two-perod, two-agent economy.

More information

New Distance Measures on Dual Hesitant Fuzzy Sets and Their Application in Pattern Recognition

New Distance Measures on Dual Hesitant Fuzzy Sets and Their Application in Pattern Recognition Journal of Artfcal Intellgence Practce (206) : 8-3 Clausus Scentfc Press, Canada New Dstance Measures on Dual Hestant Fuzzy Sets and Ther Applcaton n Pattern Recognton L Xn a, Zhang Xaohong* b College

More information

Dr. A. Sudhakaraiah* V. Rama Latha E.Gnana Deepika

Dr. A. Sudhakaraiah* V. Rama Latha E.Gnana Deepika Internatonal Journal Of Scentfc & Engneerng Research, Volume, Issue 6, June-0 ISSN - Splt Domnatng Set of an Interval Graph Usng an Algorthm. Dr. A. Sudhakaraah* V. Rama Latha E.Gnana Deepka Abstract :

More information

Evaluating Performance

Evaluating Performance 5 Chapter Evaluatng Performance In Ths Chapter Dollar-Weghted Rate of Return Tme-Weghted Rate of Return Income Rate of Return Prncpal Rate of Return Daly Returns MPT Statstcs 5- Measurng Rates of Return

More information

Analysis of Variance and Design of Experiments-II

Analysis of Variance and Design of Experiments-II Analyss of Varance and Desgn of Experments-II MODULE VI LECTURE - 4 SPLIT-PLOT AND STRIP-PLOT DESIGNS Dr. Shalabh Department of Mathematcs & Statstcs Indan Insttute of Technology Kanpur An example to motvate

More information

Lecture Note 2 Time Value of Money

Lecture Note 2 Time Value of Money Seg250 Management Prncples for Engneerng Managers Lecture ote 2 Tme Value of Money Department of Systems Engneerng and Engneerng Management The Chnese Unversty of Hong Kong Interest: The Cost of Money

More information

Pricing for Customers with Probabilistic Valuations as a Continuous Knapsack Problem

Pricing for Customers with Probabilistic Valuations as a Continuous Knapsack Problem Prcng for Customers wth Probablstc Valuatons as a Contnuous Knapsack Problem Mchael Bensch School of Computer Scence, Carnege Mellon Unversty mbensch@cs.cmu.edu Norman Sadeh School of Computer Scence,

More information

Elton, Gruber, Brown, and Goetzmann. Modern Portfolio Theory and Investment Analysis, 7th Edition. Solutions to Text Problems: Chapter 9

Elton, Gruber, Brown, and Goetzmann. Modern Portfolio Theory and Investment Analysis, 7th Edition. Solutions to Text Problems: Chapter 9 Elton, Gruber, Brown, and Goetzmann Modern Portfolo Theory and Investment Analyss, 7th Edton Solutons to Text Problems: Chapter 9 Chapter 9: Problem In the table below, gven that the rskless rate equals

More information

A Bayesian Classifier for Uncertain Data

A Bayesian Classifier for Uncertain Data A Bayesan Classfer for Uncertan Data Bao Qn, Yun Xa Department of Computer Scence Indana Unversty - Purdue Unversty Indanapols, USA {baoqn, yxa}@cs.upu.edu Fang L Department of Mathematcal Scences Indana

More information

Elton, Gruber, Brown and Goetzmann. Modern Portfolio Theory and Investment Analysis, 7th Edition. Solutions to Text Problems: Chapter 4

Elton, Gruber, Brown and Goetzmann. Modern Portfolio Theory and Investment Analysis, 7th Edition. Solutions to Text Problems: Chapter 4 Elton, Gruber, Brown and Goetzmann Modern ortfolo Theory and Investment Analyss, 7th Edton Solutons to Text roblems: Chapter 4 Chapter 4: roblem 1 A. Expected return s the sum of each outcome tmes ts assocated

More information

Global Optimization in Multi-Agent Models

Global Optimization in Multi-Agent Models Global Optmzaton n Mult-Agent Models John R. Brge R.R. McCormck School of Engneerng and Appled Scence Northwestern Unversty Jont work wth Chonawee Supatgat, Enron, and Rachel Zhang, Cornell 11/19/2004

More information

Interval Estimation for a Linear Function of. Variances of Nonnormal Distributions. that Utilize the Kurtosis

Interval Estimation for a Linear Function of. Variances of Nonnormal Distributions. that Utilize the Kurtosis Appled Mathematcal Scences, Vol. 7, 013, no. 99, 4909-4918 HIKARI Ltd, www.m-hkar.com http://dx.do.org/10.1988/ams.013.37366 Interval Estmaton for a Lnear Functon of Varances of Nonnormal Dstrbutons that

More information

International ejournals

International ejournals Avalable onlne at www.nternatonalejournals.com ISSN 0976 1411 Internatonal ejournals Internatonal ejournal of Mathematcs and Engneerng 7 (010) 86-95 MODELING AND PREDICTING URBAN MALE POPULATION OF BANGLADESH:

More information

A Bootstrap Confidence Limit for Process Capability Indices

A Bootstrap Confidence Limit for Process Capability Indices A ootstrap Confdence Lmt for Process Capablty Indces YANG Janfeng School of usness, Zhengzhou Unversty, P.R.Chna, 450001 Abstract The process capablty ndces are wdely used by qualty professonals as an

More information

2) In the medium-run/long-run, a decrease in the budget deficit will produce:

2) In the medium-run/long-run, a decrease in the budget deficit will produce: 4.02 Quz 2 Solutons Fall 2004 Multple-Choce Questons ) Consder the wage-settng and prce-settng equatons we studed n class. Suppose the markup, µ, equals 0.25, and F(u,z) = -u. What s the natural rate of

More information

CHAPTER 3: BAYESIAN DECISION THEORY

CHAPTER 3: BAYESIAN DECISION THEORY CHATER 3: BAYESIAN DECISION THEORY Decson makng under uncertanty 3 rogrammng computers to make nference from data requres nterdscplnary knowledge from statstcs and computer scence Knowledge of statstcs

More information

PASS Sample Size Software. :log

PASS Sample Size Software. :log PASS Sample Sze Software Chapter 70 Probt Analyss Introducton Probt and lot analyss may be used for comparatve LD 50 studes for testn the effcacy of drus desned to prevent lethalty. Ths proram module presents

More information

Final Exam. 7. (10 points) Please state whether each of the following statements is true or false. No explanation needed.

Final Exam. 7. (10 points) Please state whether each of the following statements is true or false. No explanation needed. Fnal Exam Fall 4 Econ 8-67 Closed Book. Formula Sheet Provded. Calculators OK. Tme Allowed: hours Please wrte your answers on the page below each queston. (5 ponts) Assume that the rsk-free nterest rate

More information

Equilibrium in Prediction Markets with Buyers and Sellers

Equilibrium in Prediction Markets with Buyers and Sellers Equlbrum n Predcton Markets wth Buyers and Sellers Shpra Agrawal Nmrod Megddo Benamn Armbruster Abstract Predcton markets wth buyers and sellers of contracts on multple outcomes are shown to have unque

More information

UNIVERSITY OF NOTTINGHAM

UNIVERSITY OF NOTTINGHAM UNIVERSITY OF NOTTINGHAM SCHOOL OF ECONOMICS DISCUSSION PAPER 99/28 Welfare Analyss n a Cournot Game wth a Publc Good by Indraneel Dasgupta School of Economcs, Unversty of Nottngham, Nottngham NG7 2RD,

More information

SIMPLE FIXED-POINT ITERATION

SIMPLE FIXED-POINT ITERATION SIMPLE FIXED-POINT ITERATION The fed-pont teraton method s an open root fndng method. The method starts wth the equaton f ( The equaton s then rearranged so that one s one the left hand sde of the equaton

More information

A Utilitarian Approach of the Rawls s Difference Principle

A Utilitarian Approach of the Rawls s Difference Principle 1 A Utltaran Approach of the Rawls s Dfference Prncple Hyeok Yong Kwon a,1, Hang Keun Ryu b,2 a Department of Poltcal Scence, Korea Unversty, Seoul, Korea, 136-701 b Department of Economcs, Chung Ang Unversty,

More information

4. Greek Letters, Value-at-Risk

4. Greek Letters, Value-at-Risk 4 Greek Letters, Value-at-Rsk 4 Value-at-Rsk (Hull s, Chapter 8) Math443 W08, HM Zhu Outlne (Hull, Chap 8) What s Value at Rsk (VaR)? Hstorcal smulatons Monte Carlo smulatons Model based approach Varance-covarance

More information

Creating a zero coupon curve by bootstrapping with cubic splines.

Creating a zero coupon curve by bootstrapping with cubic splines. MMA 708 Analytcal Fnance II Creatng a zero coupon curve by bootstrappng wth cubc splnes. erg Gryshkevych Professor: Jan R. M. Röman 0.2.200 Dvson of Appled Mathematcs chool of Educaton, Culture and Communcaton

More information

EVOLUTIONARY OPTIMIZATION OF RESOURCE ALLOCATION IN REPETITIVE CONSTRUCTION SCHEDULES

EVOLUTIONARY OPTIMIZATION OF RESOURCE ALLOCATION IN REPETITIVE CONSTRUCTION SCHEDULES EVOLUTIONARY OPTIMIZATION OF RESOURCE ALLOCATION IN REPETITIVE CONSTRUCTION SCHEDULES SUBMITTED: October 2003 REVISED: September 2004 ACCEPTED: September 2005 at http://www.tcon.org/2005/18/ EDITOR: C.

More information

Generation of Well-Formed Parenthesis Strings in Constant Worst-Case Time

Generation of Well-Formed Parenthesis Strings in Constant Worst-Case Time Ž. JOURNAL OF ALGORITHMS 29, 165173 1998 ARTICLE NO. AL980960 Generaton of Well-Formed Parenthess Strngs n Constant Worst-Case Tme Tmothy R. Walsh Department of Computer Scence, Unersty of Quebec at Montreal,

More information

Bayesian belief networks

Bayesian belief networks CS 2750 achne Learnng Lecture 12 ayesan belef networks los Hauskrecht mlos@cs.ptt.edu 5329 Sennott Square CS 2750 achne Learnng Densty estmaton Data: D { D1 D2.. Dn} D x a vector of attrbute values ttrbutes:

More information

Dynamic Analysis of Knowledge Sharing of Agents with. Heterogeneous Knowledge

Dynamic Analysis of Knowledge Sharing of Agents with. Heterogeneous Knowledge Dynamc Analyss of Sharng of Agents wth Heterogeneous Kazuyo Sato Akra Namatame Dept. of Computer Scence Natonal Defense Academy Yokosuka 39-8686 JAPAN E-mal {g40045 nama} @nda.ac.jp Abstract In ths paper

More information

A Case Study for Optimal Dynamic Simulation Allocation in Ordinal Optimization 1

A Case Study for Optimal Dynamic Simulation Allocation in Ordinal Optimization 1 A Case Study for Optmal Dynamc Smulaton Allocaton n Ordnal Optmzaton Chun-Hung Chen, Dongha He, and Mchael Fu 4 Abstract Ordnal Optmzaton has emerged as an effcent technque for smulaton and optmzaton.

More information

Scribe: Chris Berlind Date: Feb 1, 2010

Scribe: Chris Berlind Date: Feb 1, 2010 CS/CNS/EE 253: Advanced Topcs n Machne Learnng Topc: Dealng wth Partal Feedback #2 Lecturer: Danel Golovn Scrbe: Chrs Berlnd Date: Feb 1, 2010 8.1 Revew In the prevous lecture we began lookng at algorthms

More information

Cofactorisation strategies for the number field sieve and an estimate for the sieving step for factoring 1024-bit integers

Cofactorisation strategies for the number field sieve and an estimate for the sieving step for factoring 1024-bit integers Cofactorsaton strateges for the number feld seve and an estmate for the sevng step for factorng 1024-bt ntegers Thorsten Klenjung Unversty of Bonn, Department of Mathematcs, Berngstraße 1, D-53115 Bonn,

More information

European Journal of Business and Management ISSN (Paper) ISSN (Online) Vol.5, No.6, 2013

European Journal of Business and Management ISSN (Paper) ISSN (Online) Vol.5, No.6, 2013 European Journal of Busness and Management ISSN 2222-1905 (Paper) ISSN 2222-2839 (Onlne) www.ste.org Portfolo Optmzaton of Commercal Banks- An Applcaton of Genetc Algorthm Dr. A.K.Msra Vnod Gupta School

More information

A Constant-Factor Approximation Algorithm for Network Revenue Management

A Constant-Factor Approximation Algorithm for Network Revenue Management A Constant-Factor Approxmaton Algorthm for Networ Revenue Management Yuhang Ma 1, Paat Rusmevchentong 2, Ma Sumda 1, Huseyn Topaloglu 1 1 School of Operatons Research and Informaton Engneerng, Cornell

More information

An asymmetry-similarity-measure-based neural fuzzy inference system

An asymmetry-similarity-measure-based neural fuzzy inference system Fuzzy Sets and Systems 15 (005) 535 551 www.elsever.com/locate/fss An asymmetry-smlarty-measure-based neural fuzzy nference system Cheng-Jan Ln, Wen-Hao Ho Department of Computer Scence and Informaton

More information

COMPARISON OF THE ANALYTICAL AND NUMERICAL SOLUTION OF A ONE-DIMENSIONAL NON-STATIONARY COOLING PROBLEM. László Könözsy 1, Mátyás Benke 2

COMPARISON OF THE ANALYTICAL AND NUMERICAL SOLUTION OF A ONE-DIMENSIONAL NON-STATIONARY COOLING PROBLEM. László Könözsy 1, Mátyás Benke 2 COMPARISON OF THE ANALYTICAL AND NUMERICAL SOLUTION OF A ONE-DIMENSIONAL NON-STATIONARY COOLING PROBLEM László Könözsy 1, Mátyás Benke Ph.D. Student 1, Unversty Student Unversty of Mskolc, Department of

More information

Random Variables. b 2.

Random Variables. b 2. Random Varables Generally the object of an nvestgators nterest s not necessarly the acton n the sample space but rather some functon of t. Techncally a real valued functon or mappng whose doman s the sample

More information

Simultaneous Monitoring of Multivariate-Attribute Process Mean and Variability Using Artificial Neural Networks

Simultaneous Monitoring of Multivariate-Attribute Process Mean and Variability Using Artificial Neural Networks Journal of Qualty Engneerng and Producton Optmzaton Vol., No., PP. 43-54, 05 Smultaneous Montorng of Multvarate-Attrbute Process Mean and Varablty Usng Artfcal Neural Networks Mohammad Reza Malek and Amrhossen

More information

Parsing beyond context-free grammar: Tree Adjoining Grammar Parsing I

Parsing beyond context-free grammar: Tree Adjoining Grammar Parsing I Parsng beyond context-free grammar: Tree donng Grammar Parsng I Laura Kallmeyer, Wolfgang Maer ommersemester 2009 duncton and substtuton (1) Tree donng Grammars (TG) Josh et al. (1975), Josh & chabes (1997):

More information

Research Article Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading

Research Article Integrated Model of Multiple Kernel Learning and Differential Evolution for EUR/USD Trading Hndaw Publshng Corporaton e Scentfc World Journal Volume 2014, Artcle ID 914641, 12 pages http://dx.do.org/10.1155/2014/914641 Research Artcle Integrated Model of Multple Kernel Learnng and Dfferental

More information

How to Share a Secret, Infinitely

How to Share a Secret, Infinitely How to Share a Secret, Infntely Ilan Komargodsk Mon Naor Eylon Yogev Abstract Secret sharng schemes allow a dealer to dstrbute a secret pece of nformaton among several partes such that only qualfed subsets

More information

Chapter 5 Student Lecture Notes 5-1

Chapter 5 Student Lecture Notes 5-1 Chapter 5 Student Lecture Notes 5-1 Basc Busness Statstcs (9 th Edton) Chapter 5 Some Important Dscrete Probablty Dstrbutons 004 Prentce-Hall, Inc. Chap 5-1 Chapter Topcs The Probablty Dstrbuton of a Dscrete

More information

Building a Trend Based Segmentation Method with SVR Model for Stock Turning Detection

Building a Trend Based Segmentation Method with SVR Model for Stock Turning Detection Buldng a Trend Based Segmentaton Method wth SVR Model for Stock Turnng Detecton Jheng-Long Wu, Pe-Chann Chang, and Y-Fang Pan AbstractThs research focus on developng a new segmentaton method for mprovng

More information

Clearing Notice SIX x-clear Ltd

Clearing Notice SIX x-clear Ltd Clearng Notce SIX x-clear Ltd 1.0 Overvew Changes to margn and default fund model arrangements SIX x-clear ( x-clear ) s closely montorng the CCP envronment n Europe as well as the needs of ts Members.

More information

Heuristic optimization of complex constrained portfolio sets with short sales

Heuristic optimization of complex constrained portfolio sets with short sales Heurstc optmzaton of complex constraned portfolo sets wth short sales G A Vjayalakshm Pa Dept of Math. & Computer Applns. PSG College of Technology Combatore, INDIA pagav@mca.psgtech.ac.n Therry Mchel

More information

1. Introduction. Bai Li. address:

1. Introduction. Bai Li.  address: Automaton, Control and Intellgent Systems 014; (5): 71-80 Publshed onlne September 30, 014 (http://www.scencepublshnggroup.com/j/acs) do: 10.11648/j.acs.014005.11 IS: 38-5583 (Prnt); IS: 38-5591 (Onlne)

More information

OCR Statistics 1 Working with data. Section 2: Measures of location

OCR Statistics 1 Working with data. Section 2: Measures of location OCR Statstcs 1 Workng wth data Secton 2: Measures of locaton Notes and Examples These notes have sub-sectons on: The medan Estmatng the medan from grouped data The mean Estmatng the mean from grouped data

More information

Solution of periodic review inventory model with general constrains

Solution of periodic review inventory model with general constrains Soluton of perodc revew nventory model wth general constrans Soluton of perodc revew nventory model wth general constrans Prof Dr J Benkő SZIU Gödöllő Summary Reasons for presence of nventory (stock of

More information

Production and Supply Chain Management Logistics. Paolo Detti Department of Information Engeneering and Mathematical Sciences University of Siena

Production and Supply Chain Management Logistics. Paolo Detti Department of Information Engeneering and Mathematical Sciences University of Siena Producton and Supply Chan Management Logstcs Paolo Dett Department of Informaton Engeneerng and Mathematcal Scences Unversty of Sena Convergence and complexty of the algorthm Convergence of the algorthm

More information

Appendix for Solving Asset Pricing Models when the Price-Dividend Function is Analytic

Appendix for Solving Asset Pricing Models when the Price-Dividend Function is Analytic Appendx for Solvng Asset Prcng Models when the Prce-Dvdend Functon s Analytc Ovdu L. Caln Yu Chen Thomas F. Cosmano and Alex A. Hmonas January 3, 5 Ths appendx provdes proofs of some results stated n our

More information

CS 286r: Matching and Market Design Lecture 2 Combinatorial Markets, Walrasian Equilibrium, Tâtonnement

CS 286r: Matching and Market Design Lecture 2 Combinatorial Markets, Walrasian Equilibrium, Tâtonnement CS 286r: Matchng and Market Desgn Lecture 2 Combnatoral Markets, Walrasan Equlbrum, Tâtonnement Matchng and Money Recall: Last tme we descrbed the Hungaran Method for computng a maxmumweght bpartte matchng.

More information

Title: Stock Market Prediction Using Artificial Neural Networks

Title: Stock Market Prediction Using Artificial Neural Networks Ttle: Stock Market Predcton Usng Artfcal Neural Networks Authors: Brgul Egel, Asst. Prof. Bogazc Unversty, Hsar Kampus 34342, Istanbul, Turkey egel@boun.edu.tr Meltem Ozturan, Assoc. Prof. Bogazc Unversty,

More information

A Distributed Algorithm for Constrained Multi-Robot Task Assignment for Grouped Tasks

A Distributed Algorithm for Constrained Multi-Robot Task Assignment for Grouped Tasks A Dstrbuted Algorthm for Constraned Mult-Robot Tas Assgnment for Grouped Tass Lngzh Luo Robotcs Insttute Carnege Mellon Unversty Pttsburgh, PA 15213 lngzhl@cs.cmu.edu Nlanjan Charaborty Robotcs Insttute

More information

Partial ARTIAL Incompatible based Lower Bound of NC* For MAX-CSPs

Partial ARTIAL Incompatible based Lower Bound of NC* For MAX-CSPs Egyptan Computer Scence Journal,ECS,Vol. 37 No., January 03 ISSN-0-586 Partal ARTIAL Incompatble based Lower Bound of NC* For MAX-CSPs Ashraf M. Bhery, Soher M. Khams, and Wafaa A. Kabela Dvson of Computer

More information

Foundations of Machine Learning II TP1: Entropy

Foundations of Machine Learning II TP1: Entropy Foundatons of Machne Learnng II TP1: Entropy Gullaume Charpat (Teacher) & Gaétan Marceau Caron (Scrbe) Problem 1 (Gbbs nequalty). Let p and q two probablty measures over a fnte alphabet X. Prove that KL(p

More information

ISE High Income Index Methodology

ISE High Income Index Methodology ISE Hgh Income Index Methodology Index Descrpton The ISE Hgh Income Index s desgned to track the returns and ncome of the top 30 U.S lsted Closed-End Funds. Index Calculaton The ISE Hgh Income Index s

More information

Note on Cubic Spline Valuation Methodology

Note on Cubic Spline Valuation Methodology Note on Cubc Splne Valuaton Methodology Regd. Offce: The Internatonal, 2 nd Floor THE CUBIC SPLINE METHODOLOGY A model for yeld curve takes traded yelds for avalable tenors as nput and generates the curve

More information

3/3/2014. CDS M Phil Econometrics. Vijayamohanan Pillai N. Truncated standard normal distribution for a = 0.5, 0, and 0.5. CDS Mphil Econometrics

3/3/2014. CDS M Phil Econometrics. Vijayamohanan Pillai N. Truncated standard normal distribution for a = 0.5, 0, and 0.5. CDS Mphil Econometrics Lmted Dependent Varable Models: Tobt an Plla N 1 CDS Mphl Econometrcs Introducton Lmted Dependent Varable Models: Truncaton and Censorng Maddala, G. 1983. Lmted Dependent and Qualtatve Varables n Econometrcs.

More information

Privatization and government preference in an international Cournot triopoly

Privatization and government preference in an international Cournot triopoly Fernanda A Ferrera Flávo Ferrera Prvatzaton and government preference n an nternatonal Cournot tropoly FERNANDA A FERREIRA and FLÁVIO FERREIRA Appled Management Research Unt (UNIAG School of Hosptalty

More information

CS54701: Information Retrieval

CS54701: Information Retrieval CS54701: Informaton Retreval Federated Search 22 March 2016 Prof. Chrs Clfton Federated Search Outlne Introducton to federated search Man research problems Resource Representaton Resource Selecton Results

More information

A Set of new Stochastic Trend Models

A Set of new Stochastic Trend Models A Set of new Stochastc Trend Models Johannes Schupp Longevty 13, Tape, 21 th -22 th September 2017 www.fa-ulm.de Introducton Uncertanty about the evoluton of mortalty Measure longevty rsk n penson or annuty

More information

Taxation and Externalities. - Much recent discussion of policy towards externalities, e.g., global warming debate/kyoto

Taxation and Externalities. - Much recent discussion of policy towards externalities, e.g., global warming debate/kyoto Taxaton and Externaltes - Much recent dscusson of polcy towards externaltes, e.g., global warmng debate/kyoto - Increasng share of tax revenue from envronmental taxaton 6 percent n OECD - Envronmental

More information

A Virtual Deadline Scheduler for Window-Constrained Service Guarantees

A Virtual Deadline Scheduler for Window-Constrained Service Guarantees A Vrtual Deadlne Scheduler for Wndow-Constraned Servce Guarantees Yutng Zhang, Rchard West and Xn Q Computer Scence Department Boston Unversty Boston, MA 02215 {danazh,rchwest,xq}@cs.bu.edu Abstract Ths

More information

Supplementary material for Non-conjugate Variational Message Passing for Multinomial and Binary Regression

Supplementary material for Non-conjugate Variational Message Passing for Multinomial and Binary Regression Supplementary materal for Non-conjugate Varatonal Message Passng for Multnomal and Bnary Regresson October 9, 011 1 Alternatve dervaton We wll focus on a partcular factor f a and varable x, wth the am

More information

SCHEDULING PROBLEM. procedure and implemented through object oriented programming. The method is appl

SCHEDULING PROBLEM. procedure and implemented through object oriented programming. The method is appl Ngeran Journal o Technology (NIJOTECH) Vol. 34 No. 1, January 2015, pp. 127 132 Copyrght Faculty o Engneerng, Unversty o Ngera, Nsukka, ISSN: 1115-8443 www.njotech.com http://dx.do.org/1 10.4314/njt.v341.16

More information

Job Submission in the Cloud: Energy Aware Approaches

Job Submission in the Cloud: Energy Aware Approaches Proceedngs of the World Congress on Engneerng and Computer Scence 2016 Vol I, October 19-21, 2016, San Francsco, USA Job Submsson n the Cloud: Energy Aware Approaches Auday Al-Dulamy, Rached Zantout, Wassm

More information

Computation-Aware Intra-Mode Decision for H.264 Coding and Transcoding

Computation-Aware Intra-Mode Decision for H.264 Coding and Transcoding Computaton-Aware Intra-Mode Decson for H.264 Codng and Transcodng Jhh-Shen Shen, Chh-Hung Chen, and Cha-Mng Tsa Department of Computer Scence & Informaton Engneerng atonal Chung Cheng Unversty Chay 62,

More information

A Hybrid Meta-heuristic Approach for Customer Service Level in the Vehicle Routing Problem

A Hybrid Meta-heuristic Approach for Customer Service Level in the Vehicle Routing Problem A Hybrd Meta-heurstc Approach for Customer Servce Level n the Vehcle Routng Problem Pasquale Carotenuto, Grazano Galano, Stefano Gordan, Guseppe Stecca Isttuto d Tecnologe Industral e Automazone - Sezone

More information

Least Cost Strategies for Complying with New NOx Emissions Limits

Least Cost Strategies for Complying with New NOx Emissions Limits Least Cost Strateges for Complyng wth New NOx Emssons Lmts Internatonal Assocaton for Energy Economcs New England Chapter Presented by Assef A. Zoban Tabors Caramans & Assocates Cambrdge, MA 02138 January

More information