One-Step or Two-Step Optimization and the Overfitting Phenomenon - A Case Study on Time Series Classification

Muhammad Marwan Muhammad Fuad

2014

Abstract

For the last few decades, optimization has been developing at a fast rate. Bio-inspired optimization algorithms are metaheuristics inspired by nature. These algorithms have been applied to solve different problems in engineering, economics, and other domains. Bio-inspired algorithms have also been applied in different branches of information technology such as networking and software engineering. Time series data mining is a field of information technology that has its share of these applications too. In previous works we showed how bio-inspired algorithms such as the genetic algorithms and differential evolution can be used to find the locations of the breakpoints used in the symbolic aggregate approximation of time series representation, and in another work we showed how we can utilize the particle swarm optimization, one of the famous bio-inspired algorithms, to set weights to the different segments in the symbolic aggregate approximation representation. In this paper we present, in two different approaches, a new meta optimization process that produces optimal locations of the breakpoints in addition to optimal weights of the segments. The experiments of time series classification task that we conducted show an interesting example of how the overfitting phenomenon, a frequently encountered problem in data mining which happens when the model overfits the training set, can interfere in the optimization process and hide the superior performance of an optimization algorithm.

Paper Citation

in Harvard Style

Muhammad Fuad M. (2014). One-Step or Two-Step Optimization and the Overfitting Phenomenon - A Case Study on Time Series Classification . In Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART, ISBN 978-989-758-015-4, pages 645-650. DOI: 10.5220/0004916706450650

in Bibtex Style

@conference{icaart14,
author={Muhammad Marwan Muhammad Fuad},
title={One-Step or Two-Step Optimization and the Overfitting Phenomenon - A Case Study on Time Series Classification},
booktitle={Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART,},
year={2014},
pages={645-650},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004916706450650},
isbn={978-989-758-015-4},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 6th International Conference on Agents and Artificial Intelligence - Volume 1: ICAART,
TI - One-Step or Two-Step Optimization and the Overfitting Phenomenon - A Case Study on Time Series Classification
SN - 978-989-758-015-4
AU - Muhammad Fuad M.
PY - 2014
SP - 645
EP - 650
DO - 10.5220/0004916706450650