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Traditional genetic programming (GP) often struggles in stock alpha factor discovery due to its vast search space, overwhelming computational burden, and sporadic effective alphas. We find that GP performs better when focusing on promising…

Statistical Finance · Quantitative Finance 2024-12-03 Weizhe Ren , Yichen Qin , Yang Li

In Search Based Software Engineering, Genetic Programming has been used for bug fixing, performance improvement and parallelisation of programs through the modification of source code. Where an evolutionary computation algorithm, such as…

Neural and Evolutionary Computing · Computer Science 2012-11-22 Brendan Cody-Kenny , Stephen Barrett

Population-based evolutionary algorithms (EAs) have been widely applied to solve various optimization problems. The question of how the performance of a population-based EA depends on the population size arises naturally. The performance of…

Neural and Evolutionary Computing · Computer Science 2013-05-13 Jun He , Tianshi Chen , Boris Mitavskiy

Genetic programming is an evolutionary approach known for its performance in program synthesis. However, it is not yet mature enough for a practical use in real-world software development, since usually many training cases are required to…

Software Engineering · Computer Science 2023-01-23 Dominik Sobania , Martin Briesch , Philipp Röchner , Franz Rothlauf

Grammars provide a convenient and powerful mechanism to define the space of possible solutions for a range of problems. However, when used in grammatical evolution (GE), great care must be taken in the design of a grammar to ensure that the…

Neural and Evolutionary Computing · Computer Science 2022-04-18 Grant Dick , Peter A. Whigham

Algorithm selection is crucial in the field of optimization, as no single algorithm performs perfectly across all types of optimization problems. Finding the best algorithm among a given set of algorithms for a given problem requires a…

Neural and Evolutionary Computing · Computer Science 2025-01-27 Saba Sadeghi Ahouei , Denis Antipov , Aneta Neumann , Frank Neumann

Current GP frameworks are highly effective on a range of real and simulated benchmarks. However, due to the high dimensionality of the genotypes for GP, the task of visualising the fitness landscape for GP search can be difficult. This…

Artificial Intelligence · Computer Science 2018-06-12 Brad Alexander

The analysis of vast amounts of data constitutes a major challenge in modern high energy physics experiments. Machine learning (ML) methods, typically trained on simulated data, are often employed to facilitate this task. Several choices…

High Energy Physics - Experiment · Physics 2021-02-25 Laurits Tani , Diana Rand , Christian Veelken , Mario Kadastik

A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…

Neural and Evolutionary Computing · Computer Science 2013-08-26 Guanghui Huang , Zhifeng Pan

In order to compare and benchmark the mathematical software, the performance profiles have been introduced [1]. However, it has been proved that the algorithm is not flawless. The main issue with the performance profile is that it may rank…

Optimization and Control · Mathematics 2020-01-31 Rasoul Hekmati , Hanieh Mirhajianmoghadam

In the empirical study of evolutionary algorithms, the solution quality is evaluated by either the fitness value or approximation error. The latter measures the fitness difference between an approximation solution and the optimal solution.…

Neural and Evolutionary Computing · Computer Science 2018-10-30 Jun He , Yu Chen , Yuren Zhou

In the rapidly evolving optimization and metaheuristics domains, the efficacy of algorithms is crucially determined by the benchmark (test) functions. While several functions have been developed and derived over the past decades, little…

Traceless Genetic Programming (TGP) is a Genetic Programming (GP) variant that is used in cases where the focus is rather the output of the program than the program itself. The main difference between TGP and other GP techniques is that TGP…

Neural and Evolutionary Computing · Computer Science 2021-10-27 Mihai Oltean , Crina Grosan

We present a novel multivariate classification technique based on Genetic Programming. The technique is distinct from Genetic Algorithms and offers several advantages compared to Neural Networks and Support Vector Machines. The technique…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Kyle Cranmer , R. Sean Bowman

In modular robotics, modules can be reconfigured to change the morphology of the robot, making it able to adapt for specific tasks. However, optimizing both the body and control is a difficult challenge due to the intricate relationship…

Robotics · Computer Science 2020-12-09 Jørgen Nordmoen , Frank Veenstra , Kai Olav Ellefsen , Kyrre Glette

Evolutionary algorithms (EAs) serve as powerful black-box optimizers inspired by biological evolution. However, most existing EAs predominantly focus on heuristic operators such as crossover and mutation, while usually overlooking…

Neural and Evolutionary Computing · Computer Science 2026-01-21 Kaichen Ouyang , Mingyang Yu , Zong Ke , Junbo Jacob Lian , Shengwei Fu , Xiaoyang Hao , Shengju Yu , Dayu Hu

The objective of this paper is to define an effective strategy for building an ensemble of Genetic Programming (GP) models. Ensemble methods are widely used in machine learning due to their features: they average out biases, they reduce the…

Neural and Evolutionary Computing · Computer Science 2019-06-14 Mauro Castelli , Ivo Gonçalves , Luca Manzoni , Leonardo Vanneschi

Choosing appropriate hyperparameters plays a crucial role in the success of neural networks as hyper-parameters directly control the behavior and performance of the training algorithms. To obtain efficient tuning, Bayesian optimization…

Machine Learning · Statistics 2024-02-08 Jiazhao Zhang , Ying Hung , Chung-Ching Lin , Zicheng Liu

An experimental comparison of two or more optimization algorithms requires the same computational resources to be assigned to each algorithm. When a maximum runtime is set as the stopping criterion, all algorithms need to be executed in the…

Performance · Computer Science 2024-02-09 Etor Arza , Josu Ceberio , Ekhiñe Irurozki , Aritz Pérez

Benchmarks are used for testing new optimization algorithms and their variants to evaluate their performance. Most existing benchmarks are smooth functions. This chapter introduces ten new benchmarks with different properties, including…

Optimization and Control · Mathematics 2023-09-06 Xin-She Yang