Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe)

Causal networks offer an intuitive framework to understand influence structures within time series systems. However, the presence of cycles can obscure dynamic relationships and hinder hierarchical analysis. These networks are typically identified through multivariate predictive modelling, but enforcing acyclic constraints significantly increases computational and analytical complexity. Despite recent advances, there remains a lack of simple, flexible approaches that are easily tailorable to specific problem instances. We propose an evolutionary approach to fitting acyclic vector autoregressive processes and introduces a novel hierarchical representation that directly models structural elements within a time series system. On simulated datasets, our model retains most of the predictive accuracy of unconstrained models and outperforms permutation-based alternatives. When applied to a dataset of 100 cryptocurrency return series, our method generates acyclic causal networks capturing key structural properties of the unconstrained model. The acyclic networks are approximately sub-graphs of the unconstrained networks, and most of the removed links originate from low-influence nodes. Given the high levels of feature preservation, we conclude that this cryptocurrency price system functions largely hierarchically. Our findings demonstrate a flexible, intuitive approach for identifying hierarchical causal networks in time series systems, with broad applications to fields like econometrics and social network analysis.

Evolutionary Generation of Random Surreal Numbers for Benchmarking

There are many areas of scientific endeavour where large, complex datasets are needed for benchmarking. Evolutionary computing provides a means towards creating such sets. As a case study, we consider Conway's Surreal numbers. They have largely been treated as a theoretical construct, with little effort towards empirical study, at least in part because of the difficulty of working with all but the smallest numbers. To advance this status, we need efficient algorithms, and in order to develop such we need benchmark data sets of surreal numbers. In this paper, we present a method for generating ensembles of random surreal numbers to benchmark algorithms. The approach uses an evolutionary algorithm to create the benchmark datasets where we can analyse and control features of the resulting test sets. Ultimately, the process is designed to generate networks with defined properties, and we expect this to be useful for other types of network data.

Modified CMA-ES Algorithm for Multi-Modal Optimization: Incorporating Niching Strategies and Dynamic Adaptation Mechanism

This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's ability to maintain diversity and explore complex fitness landscapes. We incorporate niching strategies and dynamic adaptation mechanisms to refine the algorithm's performance in identifying and optimizing multiple global optima. The algorithm generates a population of candidate solutions by sampling from a multivariate normal distribution centered around the current mean vector, with the spread determined by the step size and covariance matrix. Each solution's fitness is evaluated as a weighted sum of its contributions to all global minima, maintaining population diversity and preventing premature convergence. We implemented the algorithm on 8 tunable composite functions for the GECCO 2024 Competition on Benchmarking Niching Methods for Multi-Modal Optimization (MMO), adhering to the competition's benchmarking framework. The results are presenting in many ways such as Peak Ratio, F1 score on various dimensions. They demonstrate the algorithm's robustness and effectiveness in handling both global optimization and MMO- specific challenges, providing a comprehensive solution for complex multi-modal optimization problems.

Em-K Indexing for Approximate Query Matching in Large-scale ER

Accurate and efficient entity resolution (ER) is a significant challenge in many data mining and analysis projects requiring integrating and processing massive data collections. It is becoming increasingly important in real-world applications to develop ER solutions that produce prompt responses for entity queries on large-scale databases. Some of these applications demand entity query matching against large-scale reference databases within a short time. We define this as the query matching problem in ER in this work. Indexing or blocking techniques reduce the search space and execution time in the ER process. However, approximate indexing techniques that scale to very large-scale datasets remain open to research. In this paper, we investigate the query matching problem in ER to propose an indexing method suitable for approximate and efficient query matching. We first use spatial mappings to embed records in a multidimensional Euclidean space that preserves the domain-specific similarity. Among the various mapping techniques, we choose multidimensional scaling. Then using a Kd-tree and the nearest neighbour search, the method returns a block of records that includes potential matches for a query. Our method can process queries against a large-scale dataset using only a fraction of the data $L$ (given the dataset size is $N$), with a $O(L^2)$ complexity where $L \ll N$. The experiments conducted on several datasets showed the effectiveness of the proposed method.

High Performance Out-of-sample Embedding Techniques for Multidimensional Scaling

The recent rapid growth of the dimension of many datasets means that many approaches to dimension reduction (DR) have gained significant attention. High-performance DR algorithms are required to make data analysis feasible for big and fast data sets. However, many traditional DR techniques are challenged by truly large data sets. In particular multidimensional scaling (MDS) does not scale well. MDS is a popular group of DR techniques because it can perform DR on data where the only input is a dissimilarity function. However, common approaches are at least quadratic in memory and computation and, hence, prohibitive for large-scale data. We propose an out-of-sample embedding (OSE) solution to extend the MDS algorithm for large-scale data utilising the embedding of only a subset of the given data. We present two OSE techniques: the first based on an optimisation approach and the second based on a neural network model. With a minor trade-off in the approximation, the out-of-sample techniques can process large-scale data with reasonable computation and memory requirements. While both methods perform well, the neural network model outperforms the optimisation approach of the OSE solution in terms of efficiency. OSE has the dual benefit that it allows fast DR on streaming datasets as well as static databases.