• Title/Summary/Keyword: Hybrid Monte Carlo Algorithms

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Pattern Classification Using Hybrid Monte Carlo Neural Networks (변종 몬테 칼로 신경망을 이용한 패턴 분류)

  • Jeon, Seong-Hae;Choe, Seong-Yong;O, Im-Geol;Lee, Sang-Ho;Jeon, Hong-Seok
    • The KIPS Transactions:PartB
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    • v.8B no.3
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    • pp.231-236
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    • 2001
  • 일반적인 다층 신경망에서 가중치의 갱신 알고리즘으로 사용하는 오류 역전과 방식은 가중치 갱신 결과를 고정된(fixed) 한 개의 값으로 결정한다. 이는 여러 갱신의 가능성을 오직 한 개의 값으로 고정하기 때문에 다양한 가능성들을 모두 수용하지 못하는 면이 있다. 하지만 모든 가능성을 확률적 분포로 표현하는 갱신 알고리즘을 도입하면 이런 문제는 해결된다. 이러한 알고리즘을 사용한 베이지안 신경망 모형(Bayesian Neural Networks Models)은 주어진 입력값(Input)에 대해 블랙 박스(Black-Box)와같은 신경망 구조의 각 층(Layer)을 거친 출력값(Out put)을 계산한다. 이 때 주어진 입력 데이터에 대한 결과의 예측값은 사후분포(posterior distribution)의 기댓값(mean)에 의해 계산할 수 있다. 주어진 사전분포(prior distribution)와 학습데이터에 의한 우도함수(likelihood functions)에 의해 계산한 사후확률의 함수는 매우 복잡한 구조를 가짐으로 기댓값의 적분계산에 대한 어려움이 발생한다. 따라서 수치해석적인 방법보다는 확률적 추정에 의한 근사 방법인 몬테 칼로 시뮬레이션을 이용할 수 있다. 이러한 방법으로서 Hybrid Monte Carlo 알고리즘은 좋은 결과를 제공하여준다(Neal 1996). 본 논문에서는 Hybrid Monte Carlo 알고리즘을 적용한 신경망이 기존의 CHAID, CART 그리고 QUEST와 같은 여러 가지 분류 알고리즘에 비해서 우수한 결과를 제공하는 것을 나타내고 있다.

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Hybrid evolutionary identification of output-error state-space models

  • Dertimanis, Vasilis K.;Chatzi, Eleni N.;Spiridonakos, Minas D.
    • Structural Monitoring and Maintenance
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    • v.1 no.4
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    • pp.427-449
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    • 2014
  • A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.

Machine learning-based design automation of CMOS analog circuits using SCA-mGWO algorithm

  • Vijaya Babu, E;Syamala, Y
    • ETRI Journal
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    • v.44 no.5
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    • pp.837-848
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    • 2022
  • Analog circuit design is comparatively more complex than its digital counterpart due to its nonlinearity and low level of abstraction. This study proposes a novel low-level hybrid of the sine-cosine algorithm (SCA) and modified grey-wolf optimization (mGWO) algorithm for machine learning-based design automation of CMOS analog circuits using an all-CMOS voltage reference circuit in 40-nm standard process. The optimization algorithm's efficiency is further tested using classical functions, showing that it outperforms other competing algorithms. The objective of the optimization is to minimize the variation and power usage, while satisfying all the design limitations. Through the interchange of scripts for information exchange between two environments, the SCA-mGWO algorithm is implemented and simultaneously simulated. The results show the robustness of analog circuit design generated using the SCA-mGWO algorithm, over various corners, resulting in a percentage variation of 0.85%. Monte Carlo analysis is also performed on the presented analog circuit for output voltage and percentage variation resulting in significantly low mean and standard deviation.

A Classification Analysis using Bayesian Neural Network (베이지안 신경망을 이용한 분류분석)

  • Hwang, Jin-Soo;Choi, Seong-Yong;Jun, Hong-Suk
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.2
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    • pp.11-25
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    • 2001
  • There are several algorithms for classification in modeling relations, patterns, and rules which exist in data. We learn to classify objects on the basis of instances presented to us, not by being given a set of classification rules. The Bayesian learning uses the probability distribution to express our knowledge about unknown parameters and update our knowledge by the law of probability as the evidence gathered from data. Also, the neural network models are designed for predicting an unknown category or quantity on the basis of known attributes by training. In this paper, we compare the misclassification error rates of Bayesian Neural Network method with those of other classification algorithms, CHAID, CART, and QUBST using several data sets.

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