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Anthony Brabazon - IEEE Xplore Author Profile

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We wish to explore the contribution that asocial and social learning might play as a mechanism for self-adaptation in the search for variable-length structures by an evolutionary algorithm. An extremely challenging, yet simple to understand problem landscape is adopted where the probability of randomly finding a solution is approximately one in a trillion. A number of learning mechanisms operating...Show More
A recent study in Artificial Life found that the need for mutational robustness can give rise to simpler structures in an evolving population. This begs the question, do we observe a similar phenomenon in Genetic Programming? Genetic Programming requires the search of structural space of solutions, usually requiring code growth to find fitter solutions. Typically Genetic Programming algorithms the...Show More
Learning as a form of adaptation has been shown to benefit the evolutionary process through the Baldwin Effect, promoting the adaptivity of an evolving population. Learning generally can be classified into two types: asocial learning, e.g., trial-and-error; and social learning, e.g., imitation learning. Recent research has shown that a learning strategy (or learning rule) - which combines social a...Show More
Modern genetic programming (GP) operates within the statistical machine learning (SML) framework. In this framework, evolution needs to balance between approximation of an unknown target function on the training data and generalization, which is the ability to predict well on new data. This paper provides a survey and critical discussion of SML methods that enable GP to generalize.Show More
Learning, through the Baldwin effect, has showed to successfully guide evolutionary process in a number of research. More interestingly, learning can be classified into two categories. The first one is asocial (individual) learning when learners learn by directly interacting with their environment, e.g. trial-and-error. The other is social learning when learners learn from others, e.g. imitation l...Show More
A notable weakness of the literature concerning foraging inspired algorithms is that little attempt is typically made to rigorously identify the similarities and differences between newly proposed algorithms and existing ones. This has led to a critique from a growing number of researchers that greater efforts need to be made to consolidate the literature on foraging algorithms (and that of metahe...Show More
Drawing on a rich literature concerning social learning in animals, this paper presents a variation of Grammatical Evolution (GE) which incorporates one of the most powerful forms of social learning, namely imitation learning. This replaces the traditional method of `communication' between individuals in GE - crossover - which is drawn from an evolutionary metaphor. The paper provides an introduct...Show More
Computer games are highly dynamic environments, where players are faced with a multitude of potentially unseen scenarios. In this paper, AI controllers are applied to the Mario AI benchmark platform, by using the grammatical evolution system to evolve behavior tree structures. These controllers are either evolved to both deal with navigation and reactiveness to elements of the game or used in conj...Show More
We explore the application of grammar-based Genetic Programming, specifically Grammatical Evolution, to the problem of modeling the outcome of Six Nations Rugby matches. A series of grammars are developed in attempts to generate different forms of predictive rules, which might be useful in pre-match and mid-match scenarios. A number of interesting models are generated and their utility discussed.Show More
Model complexity of Genetic Programming (GP) as a learning machine is currently attracting considerable interest from the research community. Here we provide an up-to-date overview of the research concerning complexity measure techniques in GP learning. The scope of this review includes methods based on information theory techniques, such as the Akaike Information Criterion (AIC), Bayesian Informa...Show More
A training protocol for learning deep neural networks, called greedy layer-wise training, is applied to the evolution of a hierarchical, feed-forward Genetic Programming based system for feature construction and object recognition. Results on a popular handwritten digit recognition benchmark clearly demonstrate that two layers of feature transformations improves generalisation compared to a single...Show More
Forecasting daily returns volatility is crucial in finance. Traditionally, volatility is modelled using a time-series of lagged information only, an approach which is in essence a theoretical. Although the relationship of market conditions and volatility has been studied for decades, we still lack a clear theoretical framework to allow us to forecast volatility, despite having many plausible expla...Show More
The field of Genetic Programming has recently seen a surge of attention to the fact that benchmarking and comparison of approaches is often done in non-standard ways, using poorly designed comparison problems. We raise some issues concerning the design of benchmarks, within the domain of symbolic regression, through experimental evidence. A set of guidelines is provided, aiming towards careful def...Show More
Effective hedging of derivative securities is of paramount importance to derivatives investors and to market makers. The standard approach used to hedge derivative instruments is delta hedging. In a Black-Scholes setting, a continuously rebalanced delta hedged portfolio will result in a perfect hedge with no associated hedging error. In reality, continuous rehedging is impossible and this raises t...Show More
Studying price impact is important in finance and previous work examines the relationship between trade size and price impact on a number of equity markets. In this study, using recent order book data from the London Stock Exchange, we examine the price impact function for six highly-liquid stocks and novelly investigate whether the function displays time-of-day effects. The results show that pric...Show More
This paper considers the general problem of function estimation via Genetic Programming (GP). Data analysts typically select a model from a population of models, and then proceed as if the selected model had generated the data. This approach ignores the uncertainty in model selection, leading to over-confident inferences and lack of generalisation. We adopt a coherent method for accounting for thi...Show More
An Artificial Genetic Regulatory Network (GRN) is a model of the gene expression regulation mechanism in biological organisms. It is a dynamical system that is capable of mimicking non-linear time series. The GRN was adapted to allow for input and output so that the system's rich dynamics could be used for dynamic problem solving. In order for the GRN to be embedded in the environment, the time sc...Show More
Price impact models are important for devising trade execution strategies. However, a proper characterization of price impacts is still lacking. This study models the price impact using an agent-based modeling approach. The purpose of this paper is to investigate whether agent intelligence is a necessary condition when seeking to construct realistic price impact with an artificial market simulatio...Show More
This paper explores the issues with mapping termination in Grammatical Evolution, and examines approaches that can be used to minimise them. It analyses the traditional approach of reusing the same genetic material, known as wrapping, and shows why this is inefficient with some grammars used in the literature. It suggests the appending of non-coding genetic material to genotype strings, at the sta...Show More
Although significant attention is given to the study of intellectual property rights (IPR) in economic and other literatures our understanding of the impact of these rights on the process of technological advance is surprisingly incomplete. In this paper we focus on one form of IPR, namely patents. An important and open question faced by policy-makers is what form of patent regime will encourage t...Show More
This paper presents an approach to the Mario AI Benchmark problem, using the A* algorithm for navigation, and an evolutionary process combining routines for the reactiveness of the resulting bot. The Grammatical Evolution system was used to evolve Behaviour Trees, combining both types of routines, while the highly dynamic nature of the environment required specific approaches to deal with over-fit...Show More
For computational intelligence to be useful in creating game agent AI we need to focus on methods that allow the creation and maintenance of models for the environment, which the artificial agents inhabit. Maintaining a model allows an agent to plan its actions more effectively by combining immediate sensory information along with a memories that have been acquired while operating in that environm...Show More
The use of higher-order functions, as a method of abstraction and re-use in EC encodings, has been the subject of relatively little research. In this paper we introduce and give motivation for the ideas of higher-order functions, and describe their general advantages in EC encodings. We implement grammars using higher-order ideas for two problem domains, music and 3D architectural design, and use ...Show More
A key indicator of problem difficulty in evolutionary computation problems is the landscape's locality, that is whether the genotype-phenotype mapping preserves neighbourhood. In genetic programming the genotype and phenotype are not distinct, but the locality of the genotype-fitness mapping is of interest. In this paper we extend the original standard quantitative definition of locality to cover ...Show More
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how to trade a large order as efficiently as possible. A trade execution strategy is designed for this task to minimize total trade cost. Grammatical Evolution (GE) is an evolutionary automatic programming methodology which ...Show More