多智能体遗传算法投影寻踪建模与实证研究.pdfVIP

Computer Engineering and Applications 计算机工程与应用 2013 ，49 （17） 63 多智能体遗传算法投影寻踪建模与实证研究 1，2 2 楼文高 ，乔 龙 LOU Wengao1，2 , QIAO Long2 1.上海商学院，上海 200235 2.上海理工大学 管理学院，上海 200093 1.Shanghai Business School, Shanghai 200235, China 2.Business School, University of Shanghai for Science and Technology, Shanghai 200093, China LOU Wengao, QIAO Long. Projection pursuit clustering modeling applying multi-agent genetic algorithm and positive research. Computer Engineering and Applications, 2013, 49 （17）：63-67. Abstract ：Multi-agent Genetic Algorithm （MGA ）is applied to effectively and successfully optimize the optimal projection vec- tor in the Projection Pursuit Clustering （PPC ）model. Two different normalization methods, without changing the evolution pro- cess, for projection vector get the same results for three cases with various amounts of samples. The two different Maximum and Minimum Normalization Methods （MMNMs ）for evaluation indexes yield opposite number of projection vector coefficients. The difference between the projected values of the same sample with two different MMNMs is constant. The PPC model is thus suitable to exploratory research and confirmatory analysis. PPC model is mainly applied to large sample situation and gets prop- erly reliable and effective results. The correlation between variables will influence PPC model ’s effectiveness and rational. Key words ：Multi-agent Genetic Algorithm （MGA ）; Projection Pursuit Clustering （PPC ）model; projection vector; evaluation indexes; exploratory research; confirmatory analysis 摘 要：采用多智能体遗传算法（MGA ）进行投影寻踪聚类（PPC ）建模，对投影向量约束条件采用两种不改变迭代进化过 程的归一化处理方法，经三种不同类型的数据分别进行建模，得到了相同的建模结果，有效地解决了求解最佳投影向量的 最优化问题。对评价指标数据采用极大化或极小化（不同的归一化）处理方式，得到的投影向量系数互为相反数，同一样 本的投影值之间只相差一个常数，说明PPC 建模技术既可用于探索性研究，也可用于验证性分析。PPC 技术主要用于大 样本情况，稳健性和可靠性均较好；指标之间存在明显的相关性，会影响建模结果的有效性和合理性。 关键词：多智能体遗传优化算法；投影寻踪聚类模型；投影向量；评价指标；探索性研究；验证性分析 文献标志码：A 中图分类号：TP3