Text document clustering can greatly simplify browsing large collections of documents by reorganizing them into a smaller number of manageable clusters. Algorithms to solve this task exist; however, the algorithms are only as good as the data they work on. Problems include ambiguity and synonymy, the former allowing for erroneous groupings and the latter causing similarities between documents to go unnoticed. In this research, naïve, syntax-based disambiguation is attempted by assigning each word a part-of-speech tag and by enriching the 'bag-ofwords' data representation often used for document clustering with synonyms and hypernyms from WordNet.
The use of parameters in the description of natural language syntax has to balance between the need to discriminate among (sometimes subtly different) languages, which can be seen as a cross-linguistic version of Chomsky's descriptive adequacy (Chomsky, 1964), and the complexity of the acquisition task that a large number of parameters would imply, which is a problem for explanatory adequacy. Here we first present a novel approach in which machine learning is used to detect hidden dependencies in a table of parameters. The result is a dependency graph in which some of the parameters can be fully predicted from others. These findings can be then subjected to linguistic analysis, which may either refute them by providing typological counterexamples of languages not included in the original dataset, dismiss them on theoretical grounds, or uphold them as tentative empirical laws worth of further study. Machine learning is also used to explore the full sets of parameters that are sufficient to distinguish one historically established language family from others. These results provide a new type of empirical evidence about the historical adequacy of parameter theories.
Adaptive Operator Selection (AOS) is an approach that controls discrete parameters of an Evolutionary Algorithm (EA) during the run. In this paper, we propose an AOS method based on Double Deep Q-Learning (DDQN), a Deep Reinforcement Learning method, to control the mutation strategies of Differential Evolution (DE). The application of DDQN to DE requires two phases. First, a neural network is trained offline by collecting data about the DE state and the benefit (reward) of applying each mutation strategy during multiple runs of DE tackling benchmark functions. We define the DE state as the combination of 99 different features and we analyze three alternative reward functions. Second, when DDQN is applied as a parameter controller within DE to a different test set of benchmark functions, DDQN uses the trained neural network to predict which mutation strategy should be applied to each parent at each generation according to the DE state. Benchmark functions for training and testing are taken from the CEC2005 benchmark with dimensions 10 and 30. We compare the results of the proposed DE-DDQN algorithm to several baseline DE algorithms using no online selection, random selection and other AOS methods, and also to the two winners of the CEC2005 competition. The results show that DE-DDQN outperforms the non-adaptive methods for all functions in the test set; while its results are comparable with the last two algorithms.
Abstract. The use of technical indicators to derive stock trading signals is a foundation of financial technical analysis. Many of these indicators have several parameters which creates a difficult optimization problem given the highly non-linear and non-stationary nature of a financial timeseries. This study investigates a popular financial indicator, Bollinger Bands, and the fine tuning of its parameters via particle swarm optimization under 4 different fitness functions: profitability, Sharpe ratio, Sortino ratio and accuracy. The experiment results show that the parameters optimized through PSO using the profitability fitness function produced superior out-of-sample trading results which includes transaction costs when compared to the default parameters.
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