• Title/Summary/Keyword: neural network optimization

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Searching a global optimum by stochastic perturbation in error back-propagation algorithm (오류 역전파 학습에서 확률적 가중치 교란에 의한 전역적 최적해의 탐색)

  • 김삼근;민창우;김명원
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.35C no.3
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    • pp.79-89
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    • 1998
  • The Error Back-Propagation(EBP) algorithm is widely applied to train a multi-layer perceptron, which is a neural network model frequently used to solve complex problems such as pattern recognition, adaptive control, and global optimization. However, the EBP is basically a gradient descent method, which may get stuck in a local minimum, leading to failure in finding the globally optimal solution. Moreover, a multi-layer perceptron suffers from locking a systematic determination of the network structure appropriate for a given problem. It is usually the case to determine the number of hidden nodes by trial and error. In this paper, we propose a new algorithm to efficiently train a multi-layer perceptron. OUr algorithm uses stochastic perturbation in the weight space to effectively escape from local minima in multi-layer perceptron learning. Stochastic perturbation probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the probabilistically re-initializes weights associated with hidden nodes to escape a local minimum if the EGP learning gets stuck to it. Addition of new hidden nodes also can be viewed asa special case of stochastic perturbation. Using stochastic perturbation we can solve the local minima problem and the network structure design in a unified way. The results of our experiments with several benchmark test problems including theparity problem, the two-spirals problem, andthe credit-screening data show that our algorithm is very efficient.

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Implementation of Elbow Method to improve the Gases Classification Performance based on the RBFN-NSG Algorithm

  • Jeon, Jin-Young;Choi, Jang-Sik;Byun, Hyung-Gi
    • Journal of Sensor Science and Technology
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    • v.25 no.6
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    • pp.431-434
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    • 2016
  • Currently, the radial basis function network (RBFN) and various other neural networks are employed to classify gases using chemical sensors arrays, and their performance is steadily improving. In particular, the identification performance of the RBFN algorithm is being improved by optimizing parameters such as the center, width, and weight, and improved algorithms such as the radial basis function network-stochastic gradient (RBFN-SG) and radial basis function network-normalized stochastic gradient (RBFN-NSG) have been announced. In this study, we optimized the number of centers, which is one of the parameters of the RBFN-NSG algorithm, and observed the change in the identification performance. For the experiment, repeated measurement data of 8 samples were used, and the elbow method was applied to determine the optimal number of centers for each sample of input data. The experiment was carried out in two cases(the only one center per sample and the optimal number of centers obtained by elbow method), and the experimental results were compared using the mean square error (MSE). From the results of the experiments, we observed that the case having an optimal number of centers, obtained using the elbow method, showed a better identification performance than that without any optimization.

Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taeksoo;Han, Ingoo
    • Proceedings of the Korea Database Society Conference
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    • 1999.06a
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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Image Pattern Classification and Recognition by Using the Associative Memory with Cellular Neural Networks (셀룰라 신경회로망의 연상메모리를 이용한 영상 패턴의 분류 및 인식방법)

  • Shin, Yoon-Cheol;Park, Yong-Hun;Kang, Hoon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.13 no.2
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    • pp.154-162
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    • 2003
  • In this paper, Associative Memory with Cellular Neural Networks classifies and recognizes image patterns as an operator applied to image process. CNN processes nonlinear data in real-time like neural networks, and made by cell which communicates with each other directly through its neighbor cells as the Cellular Automata does. It is applied to the optimization problem, associative memory, pattern recognition, and computer vision. Image processing with CNN is appropriate to 2-D images, because each cell which corresponds to each pixel in the image is simultaneously processed in parallel. This paper shows the method for designing the structure of associative memory based on CNN and getting output image by choosing the most appropriate weight pattern among the whole learned weight pattern memories. Each template represents weight values between cells and updates them by learning. Hebbian rule is used for learning template weights and LMS algorithm is used for classification.

R-Trader: An Automatic Stock Trading System based on Reinforcement learning (R-Trader: 강화 학습에 기반한 자동 주식 거래 시스템)

  • 이재원;김성동;이종우;채진석
    • Journal of KIISE:Software and Applications
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    • v.29 no.11
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    • pp.785-794
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    • 2002
  • Automatic stock trading systems should be able to solve various kinds of optimization problems such as market trend prediction, stock selection, and trading strategies, in a unified framework. But most of the previous trading systems based on supervised learning have a limit in the ultimate performance, because they are not mainly concerned in the integration of those subproblems. This paper proposes a stock trading system, called R-Trader, based on reinforcement teaming, regarding the process of stock price changes as Markov decision process (MDP). Reinforcement learning is suitable for Joint optimization of predictions and trading strategies. R-Trader adopts two popular reinforcement learning algorithms, temporal-difference (TD) and Q, for selecting stocks and optimizing other trading parameters respectively. Technical analysis is also adopted to devise the input features of the system and value functions are approximated by feedforward neural networks. Experimental results on the Korea stock market show that the proposed system outperforms the market average and also a simple trading system trained by supervised learning both in profit and risk management.

Federated Deep Reinforcement Learning Based on Privacy Preserving for Industrial Internet of Things (산업용 사물 인터넷을 위한 프라이버시 보존 연합학습 기반 심층 강화학습 모델)

  • Chae-Rim Han;Sun-Jin Lee;Il-Gu Lee
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.33 no.6
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    • pp.1055-1065
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    • 2023
  • Recently, various studies using deep reinforcement learning (deep RL) technology have been conducted to solve complex problems using big data collected at industrial internet of things. Deep RL uses reinforcement learning"s trial-and-error algorithms and cumulative compensation functions to generate and learn its own data and quickly explore neural network structures and parameter decisions. However, studies so far have shown that the larger the size of the learning data is, the higher are the memory usage and search time, and the lower is the accuracy. In this study, model-agnostic learning for efficient federated deep RL was utilized to solve privacy invasion by increasing robustness as 55.9% and achieve 97.8% accuracy, an improvement of 5.5% compared with the comparative optimization-based meta learning models, and to reduce the delay time by 28.9% on average.

Development of IT-based tunnel design system (IT 기반의 터널 최적 설계를 위한 시스템 개발)

  • Yoo, Chung-Sik;Kim, Sun-Bin;Yoo, Kwang-Ho
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.10 no.2
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    • pp.153-166
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    • 2008
  • This paper concerns the development of a knowledge-based tunnel design system within the framework of artificial neural networks (ANNs). The system is aimed at expediting a routine tunnel design works such as determination of support patterns and stability analysis of selected support patterns. A number of sub-modules for determination of support patterns and stability assessment were developed and implemented to the system. It is shown that the ANNs trained with the results of 2D and 3D numerical analyses can be generalized with a reasonable accuracy, and that the ANN based tunnel design concept is a robust tool for tunnel design optimization. The details of the system architecture and the ANNs development are discussed in this paper.

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Design of FNN architecture based on HCM Clustering Method (HCM 클러스터링 기반 FNN 구조 설계)

  • Park, Ho-Sung;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2002.07d
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    • pp.2821-2823
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    • 2002
  • In this paper we propose the Multi-FNN (Fuzzy-Neural Networks) for optimal identification modeling of complex system. The proposed Multi-FNNs is based on a concept of FNNs and exploit linear inference being treated as generic inference mechanisms. In the networks learning, backpropagation(BP) algorithm of neural networks is used to updata the parameters of the network in order to control of nonlinear process with complexity and uncertainty of data, proposed model use a HCM(Hard C-Means)clustering algorithm which carry out the input-output dat a preprocessing function and Genetic Algorithm which carry out optimization of model The HCM clustering method is utilized to determine the structure of Multi-FNNs. The parameters of Multi-FNN model such as apexes of membership function, learning rates, and momentum coefficients are adjusted using genetic algorithms. An aggregate performance index with a weighting factor is proposed in order to achieve a sound balance between approximation and generalization abilities of the model. NOx emission process data of gas turbine power plant is simulated in order to confirm the efficiency and feasibility of the proposed approach in this paper.

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Deep neural networks trained by the adaptive momentum-based technique for stability simulation of organic solar cells

  • Xu, Peng;Qin, Xiao;Zhu, Honglei
    • Structural Engineering and Mechanics
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    • v.83 no.2
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    • pp.259-272
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    • 2022
  • The branch of electronics that uses an organic solar cell or conductive organic polymers in order to yield electricity from sunlight is called photovoltaic. Regarding this crucial issue, an artificial intelligence-based predictor is presented to investigate the vibrational behavior of the organic solar cell. In addition, the generalized differential quadrature method (GDQM) is utilized to extract the results. The validation examination is done to confirm the credibility of the results. Then, the deep neural network with fully connected layers (DNN-FCL) is trained by means of Adam optimization on the dataset whose members are the vibration response of the design-points. By determining the optimum values for the biases along with weights of DNN-FCL, one can predict the vibrational characteristics of any organic solar cell by knowing the properties defined as the inputs of the mentioned DNN. To assess the ability of the proposed artificial intelligence-based model in prediction of the vibrational response of the organic solar cell, the authors monitored the mean squared error in different steps of the training the DNN-FCL and they observed that the convergency of the results is excellent.

Development of Prediction Model of Chloride Diffusion Coefficient using Machine Learning (기계학습을 이용한 염화물 확산계수 예측모델 개발)

  • Kim, Hyun-Su
    • Journal of Korean Association for Spatial Structures
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    • v.23 no.3
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    • pp.87-94
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    • 2023
  • Chloride is one of the most common threats to reinforced concrete (RC) durability. Alkaline environment of concrete makes a passive layer on the surface of reinforcement bars that prevents the bar from corrosion. However, when the chloride concentration amount at the reinforcement bar reaches a certain level, deterioration of the passive protection layer occurs, causing corrosion and ultimately reducing the structure's safety and durability. Therefore, understanding the chloride diffusion and its prediction are important to evaluate the safety and durability of RC structure. In this study, the chloride diffusion coefficient is predicted by machine learning techniques. Various machine learning techniques such as multiple linear regression, decision tree, random forest, support vector machine, artificial neural networks, extreme gradient boosting annd k-nearest neighbor were used and accuracy of there models were compared. In order to evaluate the accuracy, root mean square error (RMSE), mean square error (MSE), mean absolute error (MAE) and coefficient of determination (R2) were used as prediction performance indices. The k-fold cross-validation procedure was used to estimate the performance of machine learning models when making predictions on data not used during training. Grid search was applied to hyperparameter optimization. It has been shown from numerical simulation that ensemble learning methods such as random forest and extreme gradient boosting successfully predicted the chloride diffusion coefficient and artificial neural networks also provided accurate result.