Arlindo R. G. Filho

A GPU-Based Implementation of the Firefly Algorithm for Variable Selection in Multivariate Calibration Problems

Several variable selection algorithms in multivariate calibration can be accelerated using Graphics Processing Units (GPU). Among these algorithms, the Firefly Algorithm (FA) is a recent proposed metaheuristic that may be used for variable selection. This paper presents a GPU-based FA (FA-MLR) with multiobjective formulation for variable selection in multivariate calibration problems and compares it with some traditional sequential algorithms in the literature. The advantage of the proposed implementation is demonstrated in an example involving a relatively large number of variables. The results showed that the FA-MLR, in comparison with the traditional algorithms is a more suitable choice and a relevant contribution for the variable selection problem. Additionally, the results also demonstrated that the FA-MLR performed in a GPU can be five times faster than its sequential implementation.

Parallelization of a Modified Firefly Algorithm using GPU for Variable Selection in a Multivariate Calibration Problem

The recent improvements of Graphics Processing Units (GPU) have provided to the bio-inspired algorithms a powerful processing platform. Indeed, a lot of highly parallelizable problems can be significantly accelerated using GPU architecture. Among these algorithms, the Firefly Algorithm (FA) is a newly proposed method with potential application in several real world problems such as variable selection problem in multivariate calibration. The main drawback of this task lies in its computation burden, as it grows polynomially with the number of variables available. In this context, this paper proposes a GPU-based FA for variable selection in a multivariate calibration problem. Such implementation is aimed at improving the computational efficiency of the algorithm. For this purpose, a new strategy of regression coefficients calculation is employed. The advantage of the proposed implementation is demonstrated in an example involving a large number of variables. In such example, gains of speedup were obtained. Additionally the authors also demonstrate that the FA, in comparison with traditional algorithms, can be a relevant contribution for the variable selection problem.

Effect of the subsampling ratio in the application of subagging for multivariate calibration with the successive projections algorithm

This paper concerns the effect of the subsampling ratio on the subagging approach for multiple linear regression with variable selection by the successive projections algorithm. Investigations involving simulated data, as well as near-infrared spectrometric determination of moisture and protein in wheat and distillation temperatures (T10 and T90), specific mass and sulphur in diesel, are presented. In terms of prediction ability and sensitivity to noise, the best results were obtained for subsampling ratios around 40%.

Improving the computational efficiency of the successive projections algorithm by using a sequential regression implementation: a case study involving nir spectrometric analysis of wheat samples

This short report proposes a sequential regression implementation for the successive projections algorithm (SPA), which is a variable selection technique for multiple linear regression. An example involving the near-infrared determination of protein in wheat is presented for illustration. The resulting model predictions exhibited a correlation coefficient of 0.989 and an RMSEP (root-mean-square error of prediction) value of 0.2% m/m in the range 10.2-16.2% m/m. The proposed implementation provided computational gains of up to five-fold.

Multi-objective evolutionary algorithm for variable selection in calibration problems: A case study for protein concentration prediction

This paper presents a multi-objective formulation for variable selection in calibration problems. The prediction of protein concentration on wheat is obtained by a linear regression model using variables obtained by a spectrophotometer device. This device measure hundreds of correlated variables related with physicochemical properties and that can be used to estimate the protein concentration. The problem is the selection of a subset informative and uncorrelated variables that help the minimization of prediction error. In this work we propose the use of two objectives in this problem: the prediction error and the number of variables in the model, both related to linear equations system stability. We proposed a multi-objective formulation using two multi-objective algorithms: the NSGA-II and the SPEA-II. Additionally we propose a final decision maker method to choice the final subset of variables from the Pareto front. For the case study is used wheat data obtained by NIR spectrometry where the objective is the determination of a variable subgroup with information about protein concentration. The results of traditional techniques of multivariate calibration as the Successive Projections Algorithm (SPA), Partial Least Square (PLS) and mono-objective genetic algorithm are presents for comparisons. For NIR spectral analysis of protein concentration on wheat, the number of variables selected from 775 spectral variables was reduced for just 10 in the SPEA-II algorithm. The prediction error decreased from 0.2 in the classical methods to 0.09 in proposed approach, a reduction of 45%. The model using variables selected by SPEA-II had better prediction performance than classical algorithms and full-spectrum partial least-squares (PLS).

Parallel regressions for variable selection using GPU

This paper proposes a parallel regression formulation to reduce the computational time of variable selection algorithms. The proposed strategy can be used for several forward algorithms in order to select uncorrelated variables that contribute for a better predictive capability of the model. Our demonstration of the proposed method include the use of Successive Projections Algorithm (SPA), which is an iterative forward technique that minimizes multicollinearity. SPA is traditionally used for variable selection in the context of multivariate calibration. Nevertheless, due to the need of calculating an inverse matrix for each insertion of a new variable in the model calibration, the computational performance of the algorithm may become impractical as the matrix size increases. Based on such limitation, this paper proposes a new strategy called Parallel Regressions (PR). PR strategy was implemented in the SPA to avoid the matrix inverse calculation of original SPA in order to increase the computational performance of the algorithm. It uses a parallel computing platform called Compute Unified Device Architecture (CUDA) in order to exploit a Graphics Processing Unit, and was called SPA-PR-CUDA. For this purpose, we used a case study involving a large data set of spectral variables. The results obtained with SPA-PR-CUDA presented 37

Integer-based genetic algorithm for feature selection in multivariate calibration

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Paralelização do algoritmo das projeções sucessivas em GPU usando uma implementação das regressões sequenciais para seleção de variáveis em problemas de calibração multivariada

× times better performance compared to a traditional SPA implementation. Additionally, when compared to traditional algorithms we demonstrated that SPA-PR-CUDA may be a more viable choice for obtaining a model with a reduced prediction error value.