Piero P. Bonissone's Research Interests:

Evolutionary Algorithms (EA), Optimization, and Tuning

 

 

Timeline

 

 

Papers

 

(2009) P. Bonissone, R. Subbu, J. Lizzi, Multi Criteria Decision Making (MCDM): A Framework for Research and Applications, IEEE Computational Intelligence Magazine, 4(3):48-61, Aug 2009 - [GE GR Technical Report, 2009GRC412, Apr 2009 (pdf)].

We view Multi Criteria Decision Making (MCDM) as the conjunction of three components: search, preference tradeoffs, and interactive visualization. The first MCDM component is the search process over the space of possible solutions to identify the non-dominated solutions that compose the Pareto set. The development of efficient search algorithms has been the goal of Multi-Objective Optimization (MOO), from classical mathematical programming to evolutionary approaches. However MOO's emphasis has been on generating densely sampled, well-distributed Pareto sets, without worrying about the solution selection phase. The second component is the preference tradeoff process to select a single solution (or a small subset of solutions) from the Pareto set. The development of methods to capture and aggregate preferences has been the goal of Bayesian and Fuzzy decision-making techniques. However, their emphasis has been on the aggregation mechanisms to select a solution, rather than the solution generation phase. The third component is the interactive visualization process to embed the decision-maker in the solution refinement and selection loop. We often need to embed the decision-maker in the solution refinement and selection loop. To this end, we need to understand and present the impacts that intermediate tradeoffs in one sub-space could have in the other ones, while allowing him/her to retract or modify any intermediate decision steps to strike appropriate tradeoff balances We introduce a requirement framework to compare most MCDM problems, their solutions, and analyze their performances. We focus on two research challenges and illustrate them with three case studies in electric power management, financial portfolio rebalancing, and air traffic planning.

(2009) P. Bonissone, X Hu, R. Subbu, A Systematic PHM Approach for Anomaly Resolution: A Hybrid Neural Fuzzy System for Model Construction, Proc. PHM 2009, San Diego, CA, Sept 27-Oct 1, 2009. - [GE GR Technical Report, 2000, GRC839, Sept. 2009 (pdf)]

(2008) P. Bonissone, Research Issues in Multi Criteria Decision Making (MCDM): The Impact of Uncertainty in Solution Evaluation, IPMU 2008, Malaga, Spain, June 22-27, 2008, [GE GR Technical Report, 2008GRC740, Oct. 2008 (pdf)].

 

We consider Multi Criteria Decision Making (MCDM) as the conjunction of three components: search, preference tradeoffs, and interactive visualization. The first MCDM component is the search process over the space of possible solutions to identify the non-dominated solutions that compose the Pareto set. The second component is the preference tradeoff process to select a single solution (or a small subset of solutions) from the Pareto set. The third component is the interactive visualization process to embed the decision-maker in the solution refinement and selection loop. We focus on the intersection of these three components and we highlight some research challenges, representing gaps in the intersection. We introduce a requirement framework to compare most MCDM problems, their solutions, and analyze their performances. We focus on the impact of uncertainty in each of these components and illustrate it with a real-world application.

 

(2007) R. Subbu, P. Bonissone, Bollapragada, K. Chalermkraivuth, N. Eklund, N. Iyer, R. Shah, F. Xue and W. Yan, A review of two industrial deployments of multi-criteria decision-making systems at General Electric, First IEEE Symposium on Computational Intelligence in Multi-Criteria Decision-Making (MCDM 2007), Honolulu, Hawaii, April 2, 2007 (pdf) - [GE GR Technical Report, 2007GRC259, Mar 28, 2007 (pdf)].

 

Two industrial deployments of multi-criteria decision-making systems at General Electric are reviewed from the perspective of their multi-criteria decision-making component similarities and differences. The motivation is to present a framework for multi-criteria decision-making system development and deployment. The first deployment is a financial portfolio management system that integrates hybrid multi-objective optimization and interactive Pareto frontier decision-making techniques to optimally allocate financial assets while considering multiple measures of return and risk, and numerous regulatory constraints. The second deployment is a power plant management system that integrates predictive modeling based on neural networks, optimization based on multi-objective evolutionary algorithms, and automated decision-making based on Pareto frontier techniques. The integrated approach, embedded in a real-time plant optimization and control software environment dynamically optimizes emissions and efficiency while simultaneously meeting load demands and other operational constraints in a complex real-world power plant

(2007) P. Bonissone, A. Varma, K. Aggour, and Feng Xue, Design of local fuzzy models using evolutionary algorithms, Computational Statistics and Data Analysis, 51:398-416, 2006, (pdf) 2007 - [GE GR Technical Report, 2006GRC594, Oct 2, 2007 (pdf)].

 

(2007) K. Aggour, P. Bonissone, W. Cheetham, R. Messmer, Automating the Underwriting of Insurance Applications, AI Magazine, 27(3): 36-50, Fall 2006 (pdf) - [GE GR Technical Report, 2007GRC304, Apr 16, 2007 (pdf)].

 

(2006) R. Subbu, P. Bonissone, N. Eklund, W. Yan, N. Iyer, F. Xue, R. Shah, Management of Complex Dynamic Systems based on Model-Predictive Multi-objective Optimization, CIMSA 2006, pp. 64-69, La Coruna, Spain, Jul 12-14, 2006 (pdf) – [GE GR Tech. Report, 2006GRC456, Nov 10, 2006 (pdf)].

(2005) P. Bonissone, R. Subbu, N. Eklund, and T. Kiehl, Evolutionary Algorithms + Domain Knowledge = Real-World Evolutionary Computation, IEEE Transactions on Evolutionary Computation, 10(3): 256-280, June 2006 (pdf) - [GE GR Technical Report, 2004GRC142, Feb 20, 2004 (pdf)].

 

We discuss implicit and explicit knowledge representation mechanisms for Evolutionary Algorithms (EA's). We also describe offline and on-line meta-heuristics, as examples of explicit methods to leverage this knowledge. We illustrate the benefits of this approach with four real-world applications. The first application is automated insurance underwriting - a discrete classification problem, which requires a careful tradeoff between the percentage of insurance applications handled by the classifier and its classification accuracy. The second application is flexible design and manufacturing - a combinatorial assignment problem, where we optimize design and manufacturing assignments with respect to time and cost of design and manufacturing for a given product. Both problems use meta-heuristics as a way to encode domain knowledge. In the first application the EA is used at the meta-level, while in the second application the EA is the object level problem solver. In both cases the EA's use a single-valued fitness function that represents the required tradeoffs. The third application is a lamp spectrum optimization that is formulated as a multi-objective optimization problem. Using domain customized mutation operators we obtain a well-sampled Pareto Front showing all the non-dominated solutions. The fourth application describes a scheduling problem for the maintenance tasks of a constellation of 25 Low Earth Orbit satellites. The domain knowledge in this application is embedded in the design of a structured chromosome, a collection of time-value transformations to reflect static constraints, and a time-dependent penalty function to prevent schedule collisions.

 

(2005) R. Subbu, P. Bonissone, N. Eklund, S. Bollapragada, K. Chalermkraivuth, Multiobjective Financial Portfolio Design: A Hybrid Evolutionary Approach, 2005 IEEE Congress on Evolutionary Computation (CEC 2005), pp. 1722-1729, Edinburgh UK, September 2-5, 2005 (pdf) - [GE GR Tech. Report, 2005GRC389, Sep 6, 2005 (pdf)].

 

A principal challenge in modern computational finance is efficient portfolio design - portfolio optimization followed by decision-making. Optimization based on even the widely used Markowitz two-objective mean-variance approach becomes computationally challenging for real-life portfolios. Practical portfolio design introduces further complexity as it requires the optimization of multiple return and risk measures subject to a variety of risk and regulatory constraints. Further, some of these measures may be nonlinear and nonconvex, presenting a daunting challenge to conventional optimization approaches. We introduce a powerful hybrid multiobjective optimization approach that combines evolutionary computation with linear programming to simultaneously maximize these return measures, minimize these risk measures, and identify the efficient frontier of portfolios that satisfy all constraints. We also present a novel interactive graphical decision-making method that allows the decision-maker to quickly down-select to a small subset of efficient portfolios. The approach has been tested on real-life portfolios with hundreds to thousands of assets, and is currently being used for investment decision-making in industry.

(2005) F. Xue, A.C. Sanderson, P. Bonissone, R.J. Graves, Fuzzy Logic Controlled Multi-Objective Differential Evolution, Proc. FUZZ-IEEE 2005, Reno NV, USA, May 22-25, 2005 (pdf) - [GE GR Tech. Report, 2005GRC347, Aug 1, 2005 (pdf)].

 

In recent years, multi-objective evolutionary algorithms (MOEA) have generated a large research interest. MOEA's attraction stems from their ability to find a set of Pareto solutions rather than any single, aggregated optimal solution for a multi-objective problem. As for single-objective evolutionary algorithms (SOEA), multi-objective evolutionary algorithms also require parameter tuning to achieve desirable performance. In the literature we can find Fuzzy Logic Controllers (FLC's) applied to online parameter control for SOEA. In this paper, we propose to use a FLC to dynamically adjust the parameters of a particular Multi-Objective Differential Evolution (MODE) algorithm. The fuzzy logic controlled multi-objective differential evolution (FLC-MODE) is applied to a suite of benchmark functions. Its results are compared to those obtained by using MODE with constant parameter settings. We show that the FLC-MODE obtains better results in 80% of the testing examples. Given that the benchmarks were synthetic test functions, we designed the FLC using only our understanding of the working mechanism of the MODE, without incorporating any additional problem-specific knowledge. When addressing real-world applications, we expect the FLC to be an excellent way for representing and leveraging their associated heuristic knowledge.

 

(2005) P. Bonissone, A. Varma, Predicting the Best Units within a Fleet: Prognostic Capabilities Enabled by Peer Learning, Fuzzy Similarity, and Evolutionary Design Process, Proc. FUZZ-IEEE 2005, Reno NV, USA, May 22-25, 2005 (pdf) - [GE GR Tech. Report, 2005GRC019, Aug 1, 2005 (pdf)].

 

(2003) K. Aggour, M. Pavese, P. Bonissone, and W. Cheetham, SOFT-CBR: A self-optimizing fuzzy tool for case-based reasoning, Proc. 5th Int. Conference on Case-Based Reasoning (ICCBR) 2003, pp. 5-19, Lecture Notes in Artificial Intelligence, Trondheim, Norway, 2003 (pdf)

 

A generic Case-Based Reasoning tool has been designed, implemented, and successfully used in two distinct applications. SOFT-CBR can be applied to a wide range of decision problems, independent of the underlying input case data and output decision space. The tool supplements the traditional case base paradigm by incorporating Fuzzy Logic concepts in a flexible, extensible component-based architecture. An Evolutionary Algorithm has also been incorporated into SOFTCBR to facilitate the optimization and maintenance of the system. SOFT-CBR relies on simple XML files for configuration, enabling its widespread use beyond the software development community. SOFT-CBR has been used in an automated insurance underwriting system and a gas turbine diagnosis system.

 

(2003) T. Khiel and P. Bonissone, Evolving Artificial Biochemical Reaction Networks: First Steps, Proc. International Conference on Systems Biology 2003, St Louis MO, November 2003 (pdf) - [GE GR Tech. Report, 2004GRC129, Apr 30, 2004 (pdf)].

(2003) R. Subbu and P. Bonissone, A Retrospective View of Fuzzy Control of Evolutionary Algorithm Resources, Proc. FUZZ-IEEE 2003, Best Paper Award, pp. 143-148, St..Louis, MO, 2003 (pdf)

 

(2003) W. Cheetham, K. Goebel, and P. Bonissone, Knowledge Engineering for Decision Support using Soft Computing, in Applied Decision Support with Soft Computing, Kacprzyk, Carlsson, and X. Yu (Eds.), Physica-Verlag, 2003.

 

General Electric's Research Center has been using soft computing (SC) and related techniques to create decision support systems (DSS) since the early 1980's. After fielding and maintaining multiple applications we have found many benefits from using soft computing to create knowledge based decision support applications. This chapter will describe the benefits of using SC for creating a DSS and then show two recently fielded applications. The applications are a classification tool for determining the risk of financial transactions and a parts advisor for servicing medical equipment.

 

(2002) P. Bonissone, R. Subbu, and K. Aggour, Evolutionary Optimization of Fuzzy Decision Systems for Automated Insurance Underwriting, Proc. FUZZ-IEEE 2002, pp. 1003-1008, Honolulu, HI, May 2002 (pdf)

 

A robust method for automating the tuning and maintenance of fuzzy decision-making systems is presented. A configurable multi-stage mutation-based evolutionary algorithm optimally tunes the decision thresholds and internal parameters of fuzzy rule-based and case-based systems that decide the risk categories of insurance applications. The tunable parameters have a critical impact on the coverage and accuracy of decision-making, and a reliable method to optimally tune these parameters is critical to the quality of decision-making and maintainability of these systems.

 

(2001) P. Bonissone and K. Aggour, Fuzzy Automated Braking System for Collision Prevention, Proc. FUZZ-IEEE 2001, pp. 757-760, vol.3, Melbourne, Australia, Dec. 2001 (pdf)

 

(1998) R. Subbu, A. Anderson, P. Bonissone, Fuzzy Logic Controlled Genetic Algorithms versus Tuned Genetic Algorithms: An Agile Manufacturing Application, IEEE International Symposium on Intelligent Control, NIST, Gaithersburg, MD, September 14-15, 1998 (pdf)

 

(1996) P. Bonissone, P. Khedkar, Y-T Chen, Genetic Algorithms for Automated Tuning of Fuzzy Controllers: A Transportation Application, Proceedings of the 1996 IEEE Conference on Fuzzy Systems (FUZZ-IEEE'96), pages 674--680, New Orleans, Louisiana, September 1996 (pdf)

 

Patents (Issued / Applications)

 

(2009) Systems and methods for multi-objective portfolio analysis and decision-making using visualization techniques, P. Bonissone, S. Bollapragada, K. Chalermkraivuth, N. Eklund, N. Iyer, R. Subbu, US Patent 7,630,928 (Dec 8, 2009)

(2009) Systems and methods for multi-objective portfolio optimization, K. Chalermkraivuth, S. Bollapragada, P. Bonissone, M. Clark, N. Eklund, N. White N. Iyer, R. Subbu, US Patent 7,542,932 (June 2, 2009)

(2009) Method and system for performing model-based multi-objective asset optimization and decision-making, K. Chalermkraivuth, S. Bollapragada, P. Bonissone, M. Clark, N. Eklund, N. Iyer, R. Subbu, US Patent 7,536,364 (May 19, 2009), (WO2005081902)

(2008) Systems and methods for efficient frontier supplementation in multi-objective portfolio analysis, P. Bonissone, S. Bollapragada, C. Chalermkraivuth, N. Eklund, N. Iyer, R; Subbu, US Patent No. 7,469,228 (Dec 23, 2008)

(2008) Systems and methods for multi-level optimizing control systems for boilers, V. Badami, R. Subbu, A. Taware, P. Bonissone, N. Widmer, US Patent No. 7,389,151 (June 17, 2008)

 

(2001) System and Method for Generating a Fuel-Optimal Reference Velocity Profile for a Rail-Based Transportation Handling Controller, P. Bonissone, Y-T Chen, P. Khedkar, P. Houpt, J. Schneiter, US Patent No. 6,243,694 (Jun. 5, 2001)

 

 

(2006) Method and system for performing model-based multi-objective asset optimization and decision-making, (165411), R. Subbu, P. Bonissone, N. Eklund N. Iyer, R Shah, W. Yan, C. Knodle, J. Schmid, filed April 28, 2005, PUB_20060271210, published Nov. 30, 2006. (EP1717735, CA2544360)

 

(2006) Method and system for performing multi-objective predictive modeling, monitoring, and update for an asset, R. Subbu, P. Bonissone, N. Eklund N. Iyer, R Shah, W. Yan, C. Knodle; J. Schmid, PUB_20060247798, filed April 28, 2005, published November 2, 2006, (EP1717736 , CN1866286, CA2545121, AU2006201792)

(2005) Systems and methods for initial sampling in multi-objective portfolio analysis, S. Bollapragada, P. Bonissone, K. Chalermkraivuth, N. Eklund, N. Iyer, R. Subbu, PUB_20050187849, filed February 20, 2004, published Aug 25, 2005

 

(2005) Systems and methods for multi-objective portfolio analysis using Pareto sorting evolutionary algorithms, R. Subbu, S. Bollapragada, P. Bonissone, K. Chalermkraivuth, N. Eklund, N. Iyer, PUB_20050187846, filed February 20, 2004, published Aug 25, 2005

(2005) Systems and methods for multi-objective portfolio analysis using dominance filtering, N. Eklund, S. Bollapragada, P. Bonissone, K. Chalermkraivuth, N. Iyer, R. Subbu, PUB_20050187845, filed February 20, 2004, published Aug 25, 2005

(2003) System for optimization of insurance underwriting suitable for use by an automated system, P. Bonissone, R. Messmer, A. Patterson, D. Yang, M. Pavese, R. Subbu, K. Aggour, PUB_20030187702 filed June 18, 2002, published October 2, 2003. (WO03058381)

 

(2003) Process for optimization of insurance underwriting suitable for use by an automated system, P. Bonissone, R. Messmer, A. Patterson, D. Yang, M. Pavese, R. Subbu, K. Aggour, PUB_20030187701 filed June 18, 2002, published October 2, 2003. (WO03058383)

 

 

Supervised MS - PhD Theses

 

MS Theses:

(2004) Multiobjective Evolutionary Algorithms: Targeting Migrant Election and Selection Schemes on an Island Model PMOEA, Renee Guhde, CS Dept. [Advisor: P.P. Bonissone]

(2003) A Memory Enabled Nondominated Sorting Genetic Algorithm, M. Abrams, ECSE Dept. [Advisor: P.P. Bonissone]

(1999) Genetic Algorithms for Autonomous Satellite Control, T. Khiel, CS Dept, [Advisors: P.P. Bonissone, M. Skolnick]

(1996) Algorimes genetics aplicats a problemes d'optimitzacio de functions continues i discretes (Genetic algorithms applied to optimization problems of continuous and discrete functions), I. Plancheria i Coll, Universitat Politecnica de Catalunya (UPC), CS Dept. [Advisor: P.P. Bonissone]

 

Projects

 

  • Optimal Management of Coal-Fired Boilers for Power Generation (GE Energy) [2003-07]
  • Collective Mind (DARPA) [2005-2005]
  • Portfolio Optimization/Rebalancing for investment funds (GE Asset Management) [2002-06]
  • Automated Term-Life and Long Term Care Insurance Underwriting (GE Financial Assurance, now Genworth Financial). [2000-2003]
  • Automated Train Controller (GE Rail) [1993-1996]

 

 

Author: Piero P. Bonissone - Email: bonissone@crd.ge.com

 

 
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