• Title/Summary/Keyword: Stochastic Global Optimization

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은닉 마르코프 모델의 확률적 최적화를 통한 자동 독순의 성능 향상 (Improved Automatic Lipreading by Stochastic Optimization of Hidden Markov Models)

  • 이종석;박철훈
    • 정보처리학회논문지B
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    • 제14B권7호
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    • pp.523-530
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    • 2007
  • 본 논문에서는 자동 독순(automatic lipreading)의 인식기로 쓰이는 은닉 마르코프 모델(HMM: hidden Markov model)의 새로운 확률적 최적화 기법을 제안한다. 제안하는 기법은 전역 최적화가 가능한 확률적 기법인 모의 담금질과 지역 최적화 기법을 결합하는 것으로써, 알고리즘의 빠른 수렴과 좋은 해로의 수렴을 가능하게 한다. 제안하는 알고리즘이 전역 최적해로 수렴함을 수학적으로 보인다. 제안하는 기법을 통해 HMM을 학습함으로써 기존의 알고리즘이 지역해만을 찾는 단점을 개선함으로써 향상된 독순 성능을 나타냄을 실험으로 보인다.

Nonlinear optimization algorithm using monotonically increasing quantization resolution

  • Jinwuk Seok;Jeong-Si Kim
    • ETRI Journal
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    • 제45권1호
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    • pp.119-130
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    • 2023
  • We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

Numerical analysis of quantization-based optimization

  • Jinwuk Seok;Chang Sik Cho
    • ETRI Journal
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    • 제46권3호
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    • pp.367-378
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    • 2024
  • We propose a number-theory-based quantized mathematical optimization scheme for various NP-hard and similar problems. Conventional global optimization schemes, such as simulated and quantum annealing, assume stochastic properties that require multiple attempts. Although our quantization-based optimization proposal also depends on stochastic features (i.e., the white-noise hypothesis), it provides a more reliable optimization performance. Our numerical analysis equates quantization-based optimization to quantum annealing, and its quantization property effectively provides global optimization by decreasing the measure of the level sets associated with the objective function. Consequently, the proposed combinatorial optimization method allows the removal of the acceptance probability used in conventional heuristic algorithms to provide a more effective optimization. Numerical experiments show that the proposed algorithm determines the global optimum in less operational time than conventional schemes.

이항 반응 실험의 확률적 전역최적화 기법연구 (A Study on the Stochastic Optimization of Binary-response Experimentation)

  • 이동훈;황근철;이상일;윤원영
    • 한국시뮬레이션학회논문지
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    • 제32권1호
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    • pp.23-34
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    • 2023
  • 본 논문의 목적은 이항출력 실험을 이용할 경우에 확률적 전역 최적화 방법론들을 검토하고 알고리즘들간의 성능을 비교하기 위한 것이다. 모 성공확률은 알수 없고 확률적 특성을 갖기 때문에 확률적 전역 최적화 방법론에서는 모 성공확률 대신 성공확률의 추정치를 이용한다. 언덕오르기 알고리즘 , 단순랜덤탐색, 랜덤재출발 랜덤탐색, 랜덤 최적화, 담금질 기법 및 군집기반의 알고리즘인 입자 군집 최적화 알고리즘을 확률적 전역 최적화 알고리즘으로 사용하였다. 알고리즘의 비교를 위하여 두가지 테스트 함수(하나는 단봉이고 나머지는 다봉임)가 제안되었고 몬테카를로 시뮬레이션을 이용하여 알고리즘의 성능을 평가하였다. 단순 테스트 함수에 대하여는 모든 알고리즘이 유사한 성능을 보이고 있다. 복잡한 다봉의 테스트 함수에 대하여는 랜덤재출발 랜덤최적화, 담금질 기법과 군집 기반의 입자군집 알고리즘이 훨씬 더 좋은 성능을 보임을 알 수 있다.

Service ORiented Computing EnviRonment (SORCER) for deterministic global and stochastic aircraft design optimization: part 1

  • Raghunath, Chaitra;Watson, Layne T.;Jrad, Mohamed;Kapania, Rakesh K.;Kolonay, Raymond M.
    • Advances in aircraft and spacecraft science
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    • 제4권3호
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    • pp.297-316
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    • 2017
  • With rapid growth in the complexity of large scale engineering systems, the application of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor scalability. The introduction of a distributed, collaborative computational environment results in better utilization of available computational resources, reducing the time to solution, and enhancing scalability. SORCER, a Java-based network-centric computing platform, enables analyses and design studies in a distributed collaborative computing environment. Two different optimization algorithms widely used in multidisciplinary engineering design-VTDIRECT95 and QNSTOP-are implemented on a SORCER grid. VTDIRECT95, a Fortran 95 implementation of D. R. Jones' algorithm DIRECT, is a highly parallelizable derivative-free deterministic global optimization algorithm. QNSTOP is a parallel quasi-Newton algorithm for stochastic optimization problems. The purpose of integrating VTDIRECT95 and QNSTOP into the SORCER framework is to provide load balancing among computational resources, resulting in a dynamically scalable process. Further, the federated computing paradigm implemented by SORCER manages distributed services in real time, thereby significantly speeding up the design process. Part 1 covers SORCER and the algorithms, Part 2 presents results for aircraft panel design with curvilinear stiffeners.

Service ORiented Computing EnviRonment (SORCER) for deterministic global and stochastic aircraft design optimization: part 2

  • Raghunath, Chaitra;Watson, Layne T.;Jrad, Mohamed;Kapania, Rakesh K.;Kolonay, Raymond M.
    • Advances in aircraft and spacecraft science
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    • 제4권3호
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    • pp.317-334
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    • 2017
  • With rapid growth in the complexity of large scale engineering systems, the application of multidisciplinary analysis and design optimization (MDO) in the engineering design process has garnered much attention. MDO addresses the challenge of integrating several different disciplines into the design process. Primary challenges of MDO include computational expense and poor scalability. The introduction of a distributed, collaborative computational environment results in better utilization of available computational resources, reducing the time to solution, and enhancing scalability. SORCER, a Java-based network-centric computing platform, enables analyses and design studies in a distributed collaborative computing environment. Two different optimization algorithms widely used in multidisciplinary engineering design-VTDIRECT95 and QNSTOP-are implemented on a SORCER grid. VTDIRECT95, a Fortran 95 implementation of D. R. Jones' algorithm DIRECT, is a highly parallelizable derivative-free deterministic global optimization algorithm. QNSTOP is a parallel quasi-Newton algorithm for stochastic optimization problems. The purpose of integrating VTDIRECT95 and QNSTOP into the SORCER framework is to provide load balancing among computational resources, resulting in a dynamically scalable process. Further, the federated computing paradigm implemented by SORCER manages distributed services in real time, thereby significantly speeding up the design process. Part 1 covers SORCER and the algorithms, Part 2 presents results for aircraft panel design with curvilinear stiffeners.

확률적 근사법과 후형질과 알고리즘을 이용한 다층 신경망의 학습성능 개선 (Improving the Training Performance of Multilayer Neural Network by Using Stochastic Approximation and Backpropagation Algorithm)

  • 조용현;최흥문
    • 전자공학회논문지B
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    • 제31B권4호
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    • pp.145-154
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    • 1994
  • This paper proposes an efficient method for improving the training performance of the neural network by using a hybrid of a stochastic approximation and a backpropagation algorithm. The proposed method improves the performance of the training by appliying a global optimization method which is a hybrid of a stochastic approximation and a backpropagation algorithm. The approximate initial point for a stochastic approximation and a backpropagation algorihtm. The approximate initial point for fast global optimization is estimated first by applying the stochastic approximation, and then the backpropagation algorithm, which is the fast gradient descent method, is applied for a high speed global optimization. And further speed-up of training is made possible by adjusting the training parameters of each of the output and the hidden layer adaptively to the standard deviation of the neuron output of each layer. The proposed method has been applied to the parity checking and the pattern classification, and the simulation results show that the performance of the proposed method is superior to that of the backpropagation, the Baba's MROM, and the Sun's method with randomized initial point settings. The results of adaptive adjusting of the training parameters show that the proposed method further improves the convergence speed about 20% in training.

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PSO법을 응용한 확률적 시뮬레이션의 최적화 기법 연구 (A Study on Modified PSO for the Optimization of Stochastic Simulations)

  • 김선범;김정훈;이동훈
    • 한국시뮬레이션학회논문지
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    • 제22권4호
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    • pp.21-28
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    • 2013
  • 일반적으로 최적화 문제에서 군사 시뮬레이션과 같이 결과가 확률적으로 나타나는 경우를 계산할 때에는 문제를 모델링 하여 일반적인 최적화 기법을 적용하는 것에 어려움이 있다. 본 논문에서는 이러한 군사 시뮬레이션의 특징을 반영하는 복잡한 반응표면을 가진 확률적 평가 함수를 정의하였다. 그리고 이러한 확률적 시뮬레이션에 대해 기존의 PSO법이 가진 약점을 보완하는 기법을 제안하였다. 제안한 기법을 이용해 평가 함수에 대한 최적화를 시행하였으며 최적화의 속도와 정확도에 영향을 미치는 계산 조건들의 상호작용을 분석하였다. 이를 통해 본 논문에서 제안한 확률적 시뮬레이션의 최적화 전략을 제시하였다.

재료 물성치의 공간적 임의성에 대한 역추정 방법 및 지반구조 형상의 위상 최적화 적용 (Inverse Estimation Method for Spatial Randomness of Material Properties and Its Application to Topology Optimization on Shape of Geotechnical Structures)

  • 김대영;송명관
    • 한국지반신소재학회논문집
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    • 제21권3호
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    • pp.1-10
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    • 2022
  • 본 논문에서는 지반 구조물의 재료 물성치에 대한 추계장 세트를 이용하여 재료 물성치의 공간적 임의성 및 확률 특성을 역추정한다. 이러한 추정된 재료 물성치의 확률분포 및 확률특성을 이용하여 구조 형상에 대한 위상 최적화를 수행하고, 기존의 결정론적 위상 최적화 결과와 비교한다. 재료 물성치에 대한 한 세트의 추계장들을 생성하고, 각 추계장에서 재료 물성치의 공간적 임의성을 모사한다. 각 추계장에서 재료 물성치의 부분값들을 이용하여 실제 재료 물성치의 확률분포와 확률 특성을 추정한다. 추정된 실제 재료 물성치의 확률특성을 추계장 세트의 확률 특성과 비교한다. 또한, 임의성을 가진 재료탄성계수를 가지는 지반구조물의 최적화 응답변화도와 임의성이 없는 재료탄성계수를 가지는 지반구조의 응답변화도를 비교한다. 따라서, 실제 재료 물성치의 공간적 임의성을 고려한 정량화된 확률론적 위상 최적화 결과를 얻을 수 있다.

배전계통 커패시터 설치를 위한 전역적 최적화 기법 (A Global Optimization Technique for the Capacitor Placement in Distribution Systems)

  • 이상봉;김규호;이상근
    • 전기학회논문지
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    • 제57권5호
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    • pp.748-754
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    • 2008
  • The general capacitor placement problem is a combinatorial optimization problem having an objective function composed of power losses and capacitor installation costs subject to bus voltage constraints. In this paper, a global optimization technique, which employing the chaos search algorithm, is applied to solve optimal capacitor placement problem with reducing computational effort and enhancing global optimality of the solution. Chaos method in optimization problem searches the global optimal solution on the regularity of chaotic motions and easily escapes from local or near optimal solution than stochastic optimization algorithms. The chaos optimization method is tested on 9 buses and 69 buses system to illustrate the effectiveness of the proposed method.