在线销售预测的多目标进化特征选择

#引用

##LaTex

@article{JIMENEZ201775,
title = “Multi-objective evolutionary feature selection for online sales forecasting”,
journal = “Neurocomputing”,
volume = “234”,
pages = “75 - 92”,
year = “2017”,
issn = “0925-2312”,
doi = “https://doi.org/10.1016/j.neucom.2016.12.045”,
url = “http://www.sciencedirect.com/science/article/pii/S0925231216315612”,
author = “F. Jim茅nez and G. S谩nchez and J.M. Garc铆a and G. Sciavicco and L. Miralles”,
keywords = “Multi-objective evolutionary algorithms, Feature selection, Random forest, Regression model, Online sales forecasting”
}

##Normal

F. Jiménez, G. Sánchez, J.M. García, G. Sciavicco, L. Miralles,
Multi-objective evolutionary feature selection for online sales forecasting,
Neurocomputing,
Volume 234,
2017,
Pages 75-92,
ISSN 0925-2312,
https://doi.org/10.1016/j.neucom.2016.12.045.
(http://www.sciencedirect.com/science/article/pii/S0925231216315612)
Keywords: Multi-objective evolutionary algorithms; Feature selection; Random forest; Regression model; Online sales forecasting

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#摘要

historical sales figures 历史销售数字
products characteristics and peculiarities 产品特性与特点
sound financial and business plans 健全的财务和商业计划

an accurate regression model for online sales forecasting：
a novel feature selection methodology
multi-objective evolutionary algorithm
ENORA (Evolutionary NOn-dominated Radial slots based Algorithm)
a wrapper method
regression model learner — Random Forest

integrates feature selection for regression, model evaluation, and decision making
in order to choose the most satisfactory model
an a posteriori process
a multi-objective context

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#主要内容

root mean squared error (RMSE)

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##ENORA (Evolutionary NOn-dominated Radial slots based Algorithm)

a (μ + λ) survival strategy
an elitist method
μ = λ = N
N is the size of the population,
binary tournament selection,
and self-adaptive crossover and mutation
for multi-objective evolutionary optimization

a rank-crowding-better function

$d=\lfloor \sqrt[n-1]{N}\rfloor$
$h_j^I$ — 目标函数$f_j^I$在$[0,1]$归一化后
$n$ — 目标函数数目

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##NSGA-II (Non-dominated Sorted Genetic Algorithm)

a (μ + λ) strategy
a binary tournament selection
a rank-crowding better function

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##ENORA 与 NSGA-II 的区别

how the calculation of the ranking of the individuals in the population is performed

• ENORA：the non-domination level of the individual in its slot
• NSGA-II：the non-domination level of the individual in the whole population

在binary tournament中，被占优的个体是否能胜出
个体C是否能优于B，提升多样性

---

##特征选择

算法：

• supervised
• unsupervised
• semi-supervised

取决于训练集是否被标记

模型：

• filter — statistical measures
• wrapper — a search problem
• embedded — model-dependent

算法步骤：

• subset generation — greedy hill-climbing approach, sequential forward selection, sequential backward elimination, bi-directional selection, branch and bound, beam search, Las Vegas algorithms, evolutionary algorithms, and particle swarm optimization algorithms.
• subset evaluation — multivariate filter methods (the distance, the uncertainty, the dependence, and the consistency) + wrapper methods (the accuracy)
• stopping criterion
• result validation

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##多目标

• accuracy
• number of features
• number of instances
• the cardinality and granularity of the subset selection
• the cross-validation accuracy
• the false positive rate
• the false negative rate
• the sensitivity
• the specificity
• measures of consistency, dependency, distance and information
• error identification rate
• undetected identification rate

##算法

同时优化特征表示与使用的交叉与变异算子

优化目标：

the root mean squared error
the cardinality of the subset

a Bernoulli random variable

maintaining diversity in the population and sustaining the convergence capacity of the evolutionary algorithm

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##试验

data set — the Kaggle community — predictive modeling competitions — the Online
Product Sales competition

population size equal to 1000 and for 100 generations
100,000 evaluations
10-folds cross-validation