Biblio

{Surrogate model-based optimization algorithm remains as an important solution to expensive black-box function optimization. The introduction of ensemble model enables the algorithm to automatically choose a proper model integration mode and adapt to various parameter spaces when dealing with different problems. However, this also significantly increases the computational burden of the algorithm. On the other hand, utilizing parallel computing resources and improving efficiency of black-box function optimization also require combination with surrogate optimization algorithm in order to design and realize an efficient parallel parameter space sampling mechanism. This paper makes use of parallel computing technology to speed up the weight updating related computation for the ensemble model based on Dempster-Shafer theory, and combines it with stochastic response surface method to develop a novel parallel sampling mechanism for asynchronous parameter optimization. Furthermore, it designs and implements corresponding parallel computing framework and applies the developed algorithm to quantitative trading strategy tuning in financial market. It is verified that the algorithm is both feasible and effective in actual application. The experiment demonstrates that with guarantee of optimizing performance, the parallel optimization algorithm can achieve excellent accelerating effect.

In this work, we applied a deep Convolutional Neural Network (CNN) with Xception model to perform malware image classification. The Xception model is a recently developed special CNN architecture that is more powerful with less over- fitting problems than the current popular CNN models such as VGG16. However only a few use cases of the Xception model can be found in literature, and it has never been used to solve the malware classification problem. The performance of our approach was compared with other methods including KNN, SVM, VGG16 etc. The experiments on two datasets (Malimg and Microsoft Malware Dataset) demonstrated that the Xception model can achieve the highest training accuracy than all other approaches including the champion approach, and highest validation accuracy than all other approaches including VGG16 model which are using image-based malware classification (except the champion solution as this information was not provided). Additionally, we proposed a novel ensemble model to combine the predictions from .bytes files and .asm files, showing that a lower logloss can be achieved. Although the champion on the Microsoft Malware Dataset achieved a bit lower logloss, our approach does not require any features engineering, making it more effective to adapt to any future evolution in malware, and very much less time consuming than the champion's solution.

This paper introduces an ensemble model that solves the binary classification problem by incorporating the basic Logistic Regression with the two recent advanced paradigms: extreme gradient boosted decision trees (xgboost) and deep learning. To obtain the best result when integrating sub-models, we introduce a solution to split and select sets of features for the sub-model training. In addition to the ensemble model, we propose a flexible robust and highly scalable new scheme for building a composite classifier that tries to simultaneously implement multiple layers of model decomposition and outputs aggregation to maximally reduce both bias and variance (spread) components of classification errors. We demonstrate the power of our ensemble model to solve the problem of predicting the outcome of Hearthstone, a turn-based computer game, based on game state information. Excellent predictive performance of our model has been acknowledged by the second place scored in the final ranking among 188 competing teams.