Selezione basata sulla struttura dell’istanza in un Algorithm Portfolio Instance structure-based Portfolio Selection

نویسندگان

  • Alessio Guerri
  • Michela Milano
چکیده

Many large scale combinatorial problems have a complex structure that prevents a single algorithm and a single technology to outperform all the others on all instances. Therefore algorithms portfolios can be defined embedding more that one approach to the same problem. How do we choose among algorithms when all instances share the same problem structure? This paper is a first attempt to answer this question by using a machine learning technique, namely decision trees, for selecting the best approach given the instance to be solved. We will show that structural instance features provide a clear indication on the best approach to be used. We have extensively tested our conjecture on a case study: the Bid Evaluation Problem in com-binatorial auctions, a well known e-commerce application. We will show that, for the problem considered, the computed decision tree identifies the best approach for the 90% of the instances by using a small set of instance features. We believe this result can be extended to a large variety of combinatorial problems.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Project Portfolio Risk Response Selection Using Bayesian Belief Networks

Risk identification, impact assessment, and response planning constitute three building blocks of project risk management. Correspondingly, three types of interactions could be envisioned between risks, between impacts of several risks on a portfolio component, and between several responses. While the interdependency of risks is a well-recognized issue, the other two types of interactions remai...

متن کامل

A Hybrid DEA Based CHAID and Imperialist Competitive Algorithm for Stock ‎Selection

In this paper, the investment portfolio is formed based on the data mining algorithm of CHAID on the basis of the risk status criteria. In the next step, the second investment portfolio is created based on the decision rules extracted by the DEA-BCC model. The final portfolio is created through a two-objective mathematical programming model based on the Imperialist Competitive algorithm.

متن کامل

A Hybrid Grey based Two Steps Clustering and Firefly Algorithm for Portfolio Selection

Considering the concept of clustering, the main idea of the present study is based on the fact that all stocks for choosing and ranking will not be necessarily in one cluster. Taking the mentioned point into account, this study aims at offering a new methodology for making decisions concerning the formation of a portfolio of stocks in the stock market. To meet this end, Multiple-Criteria Decisi...

متن کامل

Project Portfolio Selection with the Maximization of Net Present Value

Projects scheduling by the project portfolio selection, something that has its own complexity and its flexibility, can create different composition of the project portfolio. An integer programming model is formulated for the project portfolio selection and scheduling.Two heuristic algorithms, genetic algorithm (GA) and simulated annealing (SA), are presented to solve the problem. Results of cal...

متن کامل

Multi-criteria approach to project portfolio selection considering structural hardness and correlations between projects

Project portfolio selection is very important subject of decision-makers in project-based organizations. The best assignment of resources to the most appropriate projects is necessary as financing projects with low benefit is just waste of organization's resources. However, existing project selection models pay not much attention the structure and special features of projects as a selection cri...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004