• Title/Summary/Keyword: Cross-Entropy

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Comparison of Objective Functions for Feed-forward Neural Network Classifiers Using Receiver Operating Characteristics Graph

  • Oh, Sang-Hoon;Wakuya, Hiroshi
    • International Journal of Contents
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    • v.10 no.1
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    • pp.23-28
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    • 2014
  • When developing a classifier using various objective functions, it is important to compare the performances of the classifiers. Although there are statistical analyses of objective functions for classifiers, simulation results can provide us with direct comparison results and in this case, a comparison criterion is considerably critical. A Receiver Operating Characteristics (ROC) graph is a simulation technique for comparing classifiers and selecting a better one based on a performance. In this paper, we adopt the ROC graph to compare classifiers trained by mean-squared error, cross-entropy error, classification figure of merit, and the n-th order extension of cross-entropy error functions. After the training of feed-forward neural networks using the CEDAR database, the ROC graphs are plotted to help us identify which objective function is better.

Fixed size LS-SVM for multiclassification problems of large data sets

  • Hwang, Hyung-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.561-567
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    • 2010
  • Multiclassification is typically performed using voting scheme methods based on combining a set of binary classifications. In this paper we use multiclassification method with a hat matrix of least squares support vector machine (LS-SVM), which can be regarded as the revised one-against-all method. To tackle multiclass problems for large data, we use the $Nystr\ddot{o}m$ approximation and the quadratic Renyi entropy with estimation in the primal space such as used in xed size LS-SVM. For the selection of hyperparameters, generalized cross validation techniques are employed. Experimental results are then presented to indicate the performance of the proposed procedure.

Contour Plots of Objective Functions for Feed-Forward Neural Networks

  • Oh, Sang-Hoon
    • International Journal of Contents
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    • v.8 no.4
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    • pp.30-35
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    • 2012
  • Error surfaces provide us with very important information for training of feed-forward neural networks (FNNs). In this paper, we draw the contour plots of various error or objective functions for training of FNNs. Firstly, when applying FNNs to classifications, the weakness of mean-squared error is explained with the viewpoint of error contour plot. And the classification figure of merit, mean log-square error, cross-entropy error, and n-th order extension of cross-entropy error objective functions are considered for the contour plots. Also, the recently proposed target node method is explained with the viewpoint of contour plot. Based on the contour plots, we can explain characteristics of various error or objective functions when training of FNNs proceeds.

지하수 함양량 추정시 공간상에서의 자료 sampling 방법에 따른 Minimum Entropy Deconvolution의 적용성에 관한 검토

  • Kim Tae-Hui;Kim Yong-Je;Lee Gang-Geun
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2005.04a
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    • pp.139-142
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    • 2005
  • Kim and Lee(2005) suggested Minimum Entropy Deconvolution(MED) to estimate the temporal sequence of the relative recharge. However this study by Kim and Lee(2005) was just related to the verification of the conceptual approach with MED. In this study, we try to characterize the applicability of MED in the case of spatially heterogeneous recharge (distance from recharge area). Simulated results were recorded with some specific sampling points. Estimated results from this study show higher than 0.8 in cross-correlation with the original recharge sequence.

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An Efficient Video Coding Algorithm Applying Brightness Variation Compensation (밝기변화 보상을 적용한 효율적인 비디오 코딩 알고리즘)

  • Kim Sang-Hyun
    • Journal of the Institute of Convergence Signal Processing
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    • v.5 no.4
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    • pp.287-293
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    • 2004
  • This paper proposes an efficient motion compensation algorithm for video sequences with brightness variations. In the proposed algorithm, the brightness variation parameters are estimated and local motions are compensated. To detect the frame with large brightness variations, we employ the frame classification based on the cross entropy between histograms of two successive frames, which can reduce the computational redundancy. Simulation results show that the proposed method yields a higher peak signal to noise ratio (PSNR) than that of the conventional methods, with a low computational load, when the video scene contains large brightness changes.

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An Approach for Stock Price Forecast using Long Short Term Memory

  • K.A.Surya Rajeswar;Pon Ramalingam;Sudalaimuthu.T
    • International Journal of Computer Science & Network Security
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    • v.23 no.4
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    • pp.166-171
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    • 2023
  • The Stock price analysis is an increasing concern in a financial time series. The purpose of the study is to analyze the price parameters of date, high, low, and news feed about the stock exchange price. Long short term memory (LSTM) is a cutting-edge technology used for predicting the data based on time series. LSTM performs well in executing large sequence of data. This paper presents the Long Short Term Memory Model has used to analyze the stock price ranges of 10 days and 20 days by exponential moving average. The proposed approach gives better performance using technical indicators of stock price with an accuracy of 82.6% and cross entropy of 71%.

Vertiport Location Problem to Maximize Utilization Rate for Air Taxi (에어 택시 이용률 최대화를 위한 수직이착륙장 위치 결정 문제)

  • Gwang Kim
    • Journal of Korea Society of Industrial Information Systems
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    • v.28 no.5
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    • pp.67-75
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    • 2023
  • This paper deals with the operation of air taxis, which is one of the latest innovative technologies aimed at solving the issue of traffic congestion in cities. A key challenge for the successful introduction of the technology and efficient operation is a vertiport location problem. This paper employs a discrete choice model to calculate choice probabilities of transportation modes for each route, taking into account factors such as cost and travel time associated with different modes. Based on this probability, a mathematical formulation to maximize the utilization rate for air taxi is proposed. However, the proposed model is NP-hard, effective and efficient solution methodology is required. Compared to previous studies that simply proposed the optimization models, this study presents a solution methodology using the cross-entropy algorithm and confirms the effectiveness and efficiency of the algorith through numerical experiments. In addition to the academic excellence of the algorithm, it suggests that decision-making that considers actual data and air taxi utilization plans can increase the practial usability.

Blockchain Based Financial Portfolio Management Using A3C (A3C를 활용한 블록체인 기반 금융 자산 포트폴리오 관리)

  • Kim, Ju-Bong;Heo, Joo-Seong;Lim, Hyun-Kyo;Kwon, Do-Hyung;Han, Youn-Hee
    • KIPS Transactions on Computer and Communication Systems
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    • v.8 no.1
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    • pp.17-28
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    • 2019
  • In the financial investment management strategy, the distributed investment selecting and combining various financial assets is called portfolio management theory. In recent years, the blockchain based financial assets, such as cryptocurrencies, have been traded on several well-known exchanges, and an efficient portfolio management approach is required in order for investors to steadily raise their return on investment in cryptocurrencies. On the other hand, deep learning has shown remarkable results in various fields, and research on application of deep reinforcement learning algorithm to portfolio management has begun. In this paper, we propose an efficient financial portfolio investment management method based on Asynchronous Advantage Actor-Critic (A3C), which is a representative asynchronous reinforcement learning algorithm. In addition, since the conventional cross-entropy function can not be applied to portfolio management, we propose a proper method where the existing cross-entropy is modified to fit the portfolio investment method. Finally, we compare the proposed A3C model with the existing reinforcement learning based cryptography portfolio investment algorithm, and prove that the performance of the proposed A3C model is better than the existing one.

Shadow Removal Based on Chromaticity and Entropy for Efficient Moving Object Tracking (효과적인 이동물체 추적을 위한 색도 영상과 엔트로피 기반의 그림자 제거)

  • Park, Ki-Hong
    • Journal of Advanced Navigation Technology
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    • v.18 no.4
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    • pp.387-392
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    • 2014
  • Recently, various research for intelligent video surveillance system have been proposed, but the existing monitoring systems are inefficient because all of situational awareness is judged by the human. In this paper, shadow removal based moving object tracking method is proposed using the chromaticity and entropy image. The background subtraction model, effective in the context awareness environment, has been applied for moving object detection. After detecting the region of moving object, the shadow candidate region has been estimated and removed by RGB based chromaticity and minimum cross entropy images. For the validity of the proposed method, the highway video is used to experiment. Some experiments are conducted so as to verify the proposed method, and as a result, shadow removal and moving object tracking are well performed.

EXPERIMENTAL STUDY ON THE FLOW AND MIXTURE DISTIBUTION IN A VISUALIZATION ENGINE USING DIGITAL PARTICLE IMAGE VELOCIMETRY AND ENTROPY ANALYSIS

  • Lee, K.H.;Lee, C.H.
    • International Journal of Automotive Technology
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    • v.8 no.2
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    • pp.127-135
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    • 2007
  • The objective of this study is to analyze the effect of velocity and vorticity on stratified mixture formation in the visualization engine. In order to investigate spray behavior, the pray velocity is obtained through the cross-correlation PIV method, a useful optical diagnostics technology and the vorticity calculated from the spray velocity component. These results elucidated the relationship between vorticity and entropy, which play an important role in the diffusion process for the early injection case and the stratification process for the late injection case. In addition, we quantified the homogeneous diffusion ate of spray using entropy analysis based on Boltzmann's statistical thermodynamics. Using these methods, we discovered that the homogeneous mixture distribution is more effective as a momentum dissipation of surrounding air than that of the spray concentration with a change in the injection timing. We found that the homogenous diffusion rate increased as the injection timing moved to the early intake stroke process, and BTDC $60^{\circ}$ was the most efficient injection timing for the stratified mixture formation during the compression stroke.