• Title/Summary/Keyword: Delta Learning Method

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Statistical Modeling of Learning Curves with Binary Response Data (이항 반응 자료에 대한 학습곡선의 모형화)

  • Lee, Seul-Ji;Park, Man-Sik
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.433-450
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    • 2012
  • As a worker performs a certain operation repeatedly, he tends to become familiar with the job and complete it in a very short time. That means that the efficiency is improved due to his accumulated knowledge, experience and skill in regards to the operation. Investing time in an output is reduced by repeating any operation. This phenomenon is referred to as the learning curve effect. A learning curve is a graphical representation of the changing rate of learning. According to previous literature, learning curve effects are determined by subjective pre-assigned factors. In this study, we propose a new statistical model to clarify the learning curve effect by means of a basic cumulative distribution function. This work mainly focuses on the statistical modeling of binary data. We employ the Newton-Raphson method for the estimation and Delta method for the construction of confidence intervals. We also perform a real data analysis.

An Option Hedge Strategy Using Machine Learning and Dynamic Delta Hedging (기계학습과 동적델타헤징을 이용한 옵션 헤지 전략)

  • Ru, Jae-Pil;Shin, Hyun-Joon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.12 no.2
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    • pp.712-717
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    • 2011
  • Option issuers generally utilize Dynamic Delta Hedging(DDH) technique to avoid the risk resulting from continuously changing option value. DDH duplicates payoff of option position by adjusting hedge position according to the delta value from Black-Scholes(BS) model in order to maintain risk neutral state. DDH, however, is not able to guarantee optimal hedging performance because of the weaknesses caused by impractical assumptions inherent in BS model. Therefore, this study presents a methodology for dynamic option hedge using artificial neural network(ANN) to enhance hedging performance and show the superiority of the proposed method using various computational experiments.

Automatic Recognition System for Number Plate of Car using Multi Neural Network (다중 신경망을 이용한 차량 번호판의 자동인식 시스템)

  • Park, S.H.;Choi, G.J.;Ahn, D.S.
    • Journal of Power System Engineering
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    • v.5 no.2
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    • pp.93-99
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    • 2001
  • This paper presents the automatic recognition system for car number plate. In our country, two types of number plate pattern is used. The one is old type of number plate, the other is new type of number plate. To recognize both new and old type number plates, the system must have flexibility. Therefore, in this paper, automatic recognition system is developed by use of the neural network for good adaptation, good generalization, and modulation. And because the number plate is made of three codes, the multi neural network consists of three networks. Neural network is teamed by GDR(Generalized Delta learning Rule) and it is verified the effectiveness of the method through experimental results.

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A Grey Wolf Optimized- Stacked Ensemble Approach for Nitrate Contamination Prediction in Cauvery Delta

  • Kalaivanan K;Vellingiri J
    • Economic and Environmental Geology
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    • v.57 no.3
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    • pp.329-342
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    • 2024
  • The exponential increase in nitrate pollution of river water poses an immediate threat to public health and the environment. This contamination is primarily due to various human activities, which include the overuse of nitrogenous fertilizers in agriculture and the discharge of nitrate-rich industrial effluents into rivers. As a result, the accurate prediction and identification of contaminated areas has become a crucial and challenging task for researchers. To solve these problems, this work leads to the prediction of nitrate contamination using machine learning approaches. This paper presents a novel approach known as Grey Wolf Optimizer (GWO) based on the Stacked Ensemble approach for predicting nitrate pollution in the Cauvery Delta region of Tamilnadu, India. The proposed method is evaluated using a Cauvery River dataset from the Tamilnadu Pollution Control Board. The proposed method shows excellent performance, achieving an accuracy of 93.31%, a precision of 93%, a sensitivity of 97.53%, a specificity of 94.28%, an F1-score of 95.23%, and an ROC score of 95%. These impressive results underline the demonstration of the proposed method in accurately predicting nitrate pollution in river water and ultimately help to make informed decisions to tackle these critical environmental problems.

Enhanced Self-Generation Supervised Learning Alrorithm Using ARTI and Delta-Bar-Delta Method (ART1과 Delta-Bar-Delta 방법을 이용한 개선된 자가 생성 지도 학습 알고리즘)

  • 백인호;김태경;김광백
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09b
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    • pp.71-75
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    • 2003
  • 오류 역전파 학습 알고리즘을 이용하여 영상 인식에 적용 할 경우에는 은닉층의 노드 수를 경험적으로 설정하므로, 학습시간과 지역최소화 및 정체현상이 발생한다. 그리고 ARTI 알고리즘은 입력 패턴과 저장 패턴간의 측정 방법인 유사성 검증 방법과 경계 변수의 설정에 따라 인식률이 좌우된다. 경계 변수의 값이 크면 입력 패턴과 저장 패턴사이에 약간의 차이만 있어도 새로운 카테고리(Category)로 분류하고, 반대로 경계 변수의 값이 적으면 입력 패턴과 저장 패턴 사이에 많은 차이가 있더라도 유사성이 인정되어 입력 패턴들을 대략적으로 분류한다. 따라서 ART1 알고리즘을 영상 인식에 적용하기 위해서는 경계 변수를 경험적으로 설정하므로 인식률에 부정적인 영향을 갖는 문제점이 있다. 따라서 본 논문에서는 개선된 ART1 알고리즘과 지도 학습 방법을 결합하여 신경망의 은닉층 노드를 동적으로 변화시키는 자가 생성지도 학습 알고리즘을 제안한다. 제안된 신경망에서 입력층과 은닉층의 학습 구조에는 ART1 알고리즘을 개선하여 적용하고, 은닉층과 출력층의 학습 구조에는 은닉층에서 승자로 선택된 노드와 출력층 노드와 연결된 가중치만을 조정하고 Delta-Bar-Delta 알고리즘을 적용한다. 제안된 방법의 학습 성능을 분석하기 위하여 학생증 영상에서 추출한 학번 패턴 분류에 적용한 결과, 기존의 신경망 학습 알고리즘보다 학습 성능이 개선됨을 확인하였다.

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Gas detonation cell width prediction model based on support vector regression

  • Yu, Jiyang;Hou, Bingxu;Lelyakin, Alexander;Xu, Zhanjie;Jordan, Thomas
    • Nuclear Engineering and Technology
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    • v.49 no.7
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    • pp.1423-1430
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    • 2017
  • Detonation cell width is an important parameter in hydrogen explosion assessments. The experimental data on gas detonation are statistically analyzed to establish a universal method to numerically predict detonation cell widths. It is commonly understood that detonation cell width, ${\lambda}$, is highly correlated with the characteristic reaction zone width, ${\delta}$. Classical parametric regression methods were widely applied in earlier research to build an explicit semiempirical correlation for the ratio of ${\lambda}/{\delta}$. The obtained correlations formulate the dependency of the ratio ${\lambda}/{\delta}$ on a dimensionless effective chemical activation energy and a dimensionless temperature of the gas mixture. In this paper, support vector regression (SVR), which is based on nonparametric machine learning, is applied to achieve functions with better fitness to experimental data and more accurate predictions. Furthermore, a third parameter, dimensionless pressure, is considered as an additional independent variable. It is found that three-parameter SVR can significantly improve the performance of the fitting function. Meanwhile, SVR also provides better adaptability and the model functions can be easily renewed when experimental database is updated or new regression parameters are considered.

ON LEARNING OF CNAC FOR MANIPULATOR CONTROL

  • Hwang, Heon;Choi, Dong-Y.
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.653-662
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    • 1989
  • Cerebellar Model Arithmetic Controller (CMAC) has been introduced as an adaptive control function generator. CMAC computes control functions referring to a distributed memory table storing functional values rather than by solving equations analytically or numerically. CMAC has a unique mapping structure as a coarse coding and supervisory delta-rule learning property. In this paper, learning aspects and a convergence of the CMAC were investigated. The efficient training algorithms were developed to overcome the limitations caused by the conventional maximum error correction training and to eliminate the accumulated learning error caused by a sequential node training. A nonlinear function generator and a motion generator for a two d.o.f. manipulator were simulated. The efficiency of the various learning algorithms was demonstrated through the cpu time used and the convergence of the rms and maximum errors accumulated during a learning process. A generalization property and a learning effect due to the various gains were simulated. A uniform quantizing method was applied to cope with various ranges of input variables efficiently.

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A multi-layed neural network learning procedure and generating architecture method for improving neural network learning capability (다층신경망의 학습능력 향상을 위한 학습과정 및 구조설계)

  • 이대식;이종태
    • Korean Management Science Review
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    • v.18 no.2
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    • pp.25-38
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    • 2001
  • The well-known back-propagation algorithm for multi-layered neural network has successfully been applied to pattern c1assification problems with remarkable flexibility. Recently. the multi-layered neural network is used as a powerful data mining tool. Nevertheless, in many cases with complex boundary of classification, the successful learning is not guaranteed and the problems of long learning time and local minimum attraction restrict the field application. In this paper, an Improved learning procedure of multi-layered neural network is proposed. The procedure is based on the generalized delta rule but it is particular in the point that the architecture of network is not fixed but enlarged during learning. That is, the number of hidden nodes or hidden layers are increased to help finding the classification boundary and such procedure is controlled by entropy evaluation. The learning speed and the pattern classification performance are analyzed and compared with the back-propagation algorithm.

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ON LEARNING OF CMAC FOR MANIPULATOR CONTROL

  • Choe, Dong-Yeop;Hwang, Hyeon
    • 한국기계연구소 소보
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    • s.19
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    • pp.93-115
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    • 1989
  • Cerebellar Model Arithmetic Controller(CMAC) has been introduced as an adaptive control function generator. CMAC computes control functions referring to a distributed memory table storing functional values rather than by solving equations analytically or numerically. CMAC has a unique mapping structure as a coarse coding and supervisory delta-rule learning property. In this paper, learning aspects and a convergence of the CMAC were investigated. The efficient training algorithms were developed to overcome the limitations caused by the conventional maximum error correction training and to eliminate the accumulated learning error caused by a sequential node training. A nonlinear function generator and a motion generator for a two d. o. f. manipulator were simulated. The efficiency of the various learning algorithms was demonstrated through the cpu time used and the convergence of the rms and maximum errors accumulated during a learning process; A generalization property and a learning effect due to the various gains were simulated. A uniform quantizing method was applied to cope with various ranges of input variables efficiently.

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On-line Estimation of DNB Protection Limit via a Fuzzy Neural Network

  • Na, Man-Gyun
    • Nuclear Engineering and Technology
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    • v.30 no.3
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    • pp.222-234
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    • 1998
  • The Westinghouse OT$\Delta$T DNB protection logic heavily restricts the operation region by applying the same logic for a full range of operating pressure in order to maintain its simplicity. In this work, a fuzzy neural network method is used to estimate the DNB protection limit using the measured average temperature and pressure of a reactor core. Fuzzy system parameters are optimized by a hybrid learning method. This algorithm uses a gradient descent algorithm to optimize the antecedent parameters and a least-squares algorithm to solve the consequent parameters. The proposed method is applied to Yonggwang 3&4 nuclear power plants and the proposed method has 5.99 percent larger thermal margin than the conventional OT$\Delta$T trip logic. This simple algorithm provides a good information for the nuclear power plant operation and diagnosis by estimating the DNB protection limit each time step.

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