• Title/Summary/Keyword: Function Optimization

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Performance Evaluation of Loss Functions and Composition Methods of Log-scale Train Data for Supervised Learning of Neural Network (신경 망의 지도 학습을 위한 로그 간격의 학습 자료 구성 방식과 손실 함수의 성능 평가)

  • Donggyu Song;Seheon Ko;Hyomin Lee
    • Korean Chemical Engineering Research
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    • v.61 no.3
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    • pp.388-393
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    • 2023
  • The analysis of engineering data using neural network based on supervised learning has been utilized in various engineering fields such as optimization of chemical engineering process, concentration prediction of particulate matter pollution, prediction of thermodynamic phase equilibria, and prediction of physical properties for transport phenomena system. The supervised learning requires training data, and the performance of the supervised learning is affected by the composition and the configurations of the given training data. Among the frequently observed engineering data, the data is given in log-scale such as length of DNA, concentration of analytes, etc. In this study, for widely distributed log-scaled training data of virtual 100×100 images, available loss functions were quantitatively evaluated in terms of (i) confusion matrix, (ii) maximum relative error and (iii) mean relative error. As a result, the loss functions of mean-absolute-percentage-error and mean-squared-logarithmic-error were the optimal functions for the log-scaled training data. Furthermore, we figured out that uniformly selected training data lead to the best prediction performance. The optimal loss functions and method for how to compose training data studied in this work would be applied to engineering problems such as evaluating DNA length, analyzing biomolecules, predicting concentration of colloidal suspension.

Multi-objective Genetic Algorism Model for Determining an Optimal Capital Structure of Privately-Financed Infrastructure Projects (민간투자사업의 최적 자본구조 결정을 위한 다목적 유전자 알고리즘 모델에 관한 연구)

  • Yun, Sungmin;Han, Seung Heon;Kim, Du Yon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.1D
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    • pp.107-117
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    • 2008
  • Private financing is playing an increasing role in public infrastructure construction projects worldwide. However, private investors/operators are exposed to the financial risk of low profitability due to the inaccurate estimation of facility demand, operation income, maintenance costs, etc. From the operator's perspective, a sound and thorough financial feasibility study is required to establish the appropriate capital structure of a project. Operators tend to reduce the equity amount to minimize the level of risk exposure, while creditors persist to raise it, in an attempt to secure a sufficient level of financial involvement from the operators. Therefore, it is important for creditors and operators to reach an agreement for a balanced capital structure that synthetically considers both profitability and repayment capacity. This paper presents an optimal capital structure model for successful private infrastructure investment. This model finds the optimized point where the profitability is balanced with the repayment capacity, with the use of the concept of utility function and multi-objective GA (Generic Algorithm)-based optimization. A case study is presented to show the validity of the model and its verification. The research conclusions provide a proper capital structure for privately-financed infrastructure projects through a proposed multi-objective model.

Predicting blast-induced ground vibrations at limestone quarry from artificial neural network optimized by randomized and grid search cross-validation, and comparative analyses with blast vibration predictor models

  • Salman Ihsan;Shahab Saqib;Hafiz Muhammad Awais Rashid;Fawad S. Niazi;Mohsin Usman Qureshi
    • Geomechanics and Engineering
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    • v.35 no.2
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    • pp.121-133
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    • 2023
  • The demand for cement and limestone crushed materials has increased many folds due to the tremendous increase in construction activities in Pakistan during the past few decades. The number of cement production industries has increased correspondingly, and so the rock-blasting operations at the limestone quarry sites. However, the safety procedures warranted at these sites for the blast-induced ground vibrations (BIGV) have not been adequately developed and/or implemented. Proper prediction and monitoring of BIGV are necessary to ensure the safety of structures in the vicinity of these quarry sites. In this paper, an attempt has been made to predict BIGV using artificial neural network (ANN) at three selected limestone quarries of Pakistan. The ANN has been developed in Python using Keras with sequential model and dense layers. The hyper parameters and neurons in each of the activation layers has been optimized using randomized and grid search method. The input parameters for the model include distance, a maximum charge per delay (MCPD), depth of hole, burden, spacing, and number of blast holes, whereas, peak particle velocity (PPV) is taken as the only output parameter. A total of 110 blast vibrations datasets were recorded from three different limestone quarries. The dataset has been divided into 85% for neural network training, and 15% for testing of the network. A five-layer ANN is trained with Rectified Linear Unit (ReLU) activation function, Adam optimization algorithm with a learning rate of 0.001, and batch size of 32 with the topology of 6-32-32-256-1. The blast datasets were utilized to compare the performance of ANN, multivariate regression analysis (MVRA), and empirical predictors. The performance was evaluated using the coefficient of determination (R2), mean absolute error (MAE), mean squared error (MSE), mean absolute percentage error (MAPE), and root mean squared error (RMSE)for predicted and measured PPV. To determine the relative influence of each parameter on the PPV, sensitivity analyses were performed for all input parameters. The analyses reveal that ANN performs superior than MVRA and other empirical predictors, andthat83% PPV is affected by distance and MCPD while hole depth, number of blast holes, burden and spacing contribute for the remaining 17%. This research provides valuable insights into improving safety measures and ensuring the structural integrity of buildings near limestone quarry sites.

Performance Evaluation and Analysis on Single and Multi-Network Virtualization Systems with Virtio and SR-IOV (가상화 시스템에서 Virtio와 SR-IOV 적용에 대한 단일 및 다중 네트워크 성능 평가 및 분석)

  • Jaehak Lee;Jongbeom Lim;Heonchang Yu
    • The Transactions of the Korea Information Processing Society
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    • v.13 no.2
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    • pp.48-59
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    • 2024
  • As functions that support virtualization on their own in hardware are developed, user applications having various workloads are operating efficiently in the virtualization system. SR-IOV is a virtualization support function that takes direct access to PCI devices, thus giving a high I/O performance by minimizing the need for hypervisor or operating system interventions. With SR-IOV, network I/O acceleration can be realized in virtualization systems that have relatively long I/O paths compared to bare-metal systems and frequent context switches between the user area and kernel area. To take performance advantages of SR-IOV, network resource management policies that can derive optimal network performance when SR-IOV is applied to an instance such as a virtual machine(VM) or container are being actively studied.This paper evaluates and analyzes the network performance of SR-IOV implementing I/O acceleration is compared with Virtio in terms of 1) network delay, 2) network throughput, 3) network fairness, 4) performance interference, and 5) multi-network. The contributions of this paper are as follows. First, the network I/O process of Virtio and SR-IOV was clearly explained in the virtualization system, and second, the evaluation results of the network performance of Virtio and SR-IOV were analyzed based on various performance metrics. Third, the system overhead and the possibility of optimization for the SR-IOV network in a virtualization system with high VM density were experimentally confirmed. The experimental results and analysis of the paper are expected to be referenced in the network resource management policy for virtualization systems that operate network-intensive services such as smart factories, connected cars, deep learning inference models, and crowdsourcing.

Survey of Technical Parameters for Pediatric Chest X-ray Imaging by Using Effective DQE and Dose (유효검출양자효율과 선량을 이용한 소아 흉부 X-선 영상의 기술적인 인자에 관한 조사)

  • Park, Hye-Suk;Kim, Ye-Seul;Kim, Sang-Tae;Park, Ok-Seob;Jeon, Chang-Woo;Kim, Hee-Joung
    • Progress in Medical Physics
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    • v.22 no.4
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    • pp.163-171
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    • 2011
  • The purpose of this study was to investigate the effect of various technical parameters for the dose optimization in pediatric chest radiological examinations by evaluating effective dose and effective detective quantum efficiency (eDQE) including the scatter radiation from the object, the blur caused by the focal spot, geometric magnification and detector characteristics. For the tube voltages ranging from 40 to 90 kVp in 10 kVp increments at the FDD of 100, 110, 120, 150, 180 cm, the eDQE was evaluated at the same effective dose. The results showed that the eDQE was largest at 60 kVp when compares the eDQE at different tube voltage. Especially, the eDQE was considerably higher without the use of an anti-scatter grid on equivalent effective dose. This indicates that the reducing the scatter radiation did not compensate for the loss of absorbed effective photons in the grid. When the grid is not used the eDQE increased with increasing FDD because of the greater effective modulation transfer function (eMTF). However, most of major hospitals in Korea employed a short FDD of 100 cm with an anti-scatter grid for the chest radiological examination of a 15 month old infant. As a result, the entrance surface air kerma (ESAK) values for the hospitals of this survey exceeded the Korean DRL (diagnostic reference level) of $100{\mu}Gy$. Therefore, appropriate technical parameters should be established to perform pediatric chest examinations on children of different ages. The results of this study may serve as a baseline to establish detailed reference level of pediatric dose for different ages.

Bankruptcy prediction using an improved bagging ensemble (개선된 배깅 앙상블을 활용한 기업부도예측)

  • Min, Sung-Hwan
    • Journal of Intelligence and Information Systems
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    • v.20 no.4
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    • pp.121-139
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    • 2014
  • Predicting corporate failure has been an important topic in accounting and finance. The costs associated with bankruptcy are high, so the accuracy of bankruptcy prediction is greatly important for financial institutions. Lots of researchers have dealt with the topic associated with bankruptcy prediction in the past three decades. The current research attempts to use ensemble models for improving the performance of bankruptcy prediction. Ensemble classification is to combine individually trained classifiers in order to gain more accurate prediction than individual models. Ensemble techniques are shown to be very useful for improving the generalization ability of the classifier. Bagging is the most commonly used methods for constructing ensemble classifiers. In bagging, the different training data subsets are randomly drawn with replacement from the original training dataset. Base classifiers are trained on the different bootstrap samples. Instance selection is to select critical instances while deleting and removing irrelevant and harmful instances from the original set. Instance selection and bagging are quite well known in data mining. However, few studies have dealt with the integration of instance selection and bagging. This study proposes an improved bagging ensemble based on instance selection using genetic algorithms (GA) for improving the performance of SVM. GA is an efficient optimization procedure based on the theory of natural selection and evolution. GA uses the idea of survival of the fittest by progressively accepting better solutions to the problems. GA searches by maintaining a population of solutions from which better solutions are created rather than making incremental changes to a single solution to the problem. The initial solution population is generated randomly and evolves into the next generation by genetic operators such as selection, crossover and mutation. The solutions coded by strings are evaluated by the fitness function. The proposed model consists of two phases: GA based Instance Selection and Instance based Bagging. In the first phase, GA is used to select optimal instance subset that is used as input data of bagging model. In this study, the chromosome is encoded as a form of binary string for the instance subset. In this phase, the population size was set to 100 while maximum number of generations was set to 150. We set the crossover rate and mutation rate to 0.7 and 0.1 respectively. We used the prediction accuracy of model as the fitness function of GA. SVM model is trained on training data set using the selected instance subset. The prediction accuracy of SVM model over test data set is used as fitness value in order to avoid overfitting. In the second phase, we used the optimal instance subset selected in the first phase as input data of bagging model. We used SVM model as base classifier for bagging ensemble. The majority voting scheme was used as a combining method in this study. This study applies the proposed model to the bankruptcy prediction problem using a real data set from Korean companies. The research data used in this study contains 1832 externally non-audited firms which filed for bankruptcy (916 cases) and non-bankruptcy (916 cases). Financial ratios categorized as stability, profitability, growth, activity and cash flow were investigated through literature review and basic statistical methods and we selected 8 financial ratios as the final input variables. We separated the whole data into three subsets as training, test and validation data set. In this study, we compared the proposed model with several comparative models including the simple individual SVM model, the simple bagging model and the instance selection based SVM model. The McNemar tests were used to examine whether the proposed model significantly outperforms the other models. The experimental results show that the proposed model outperforms the other models.

The Flow-rate Measurements in a Multi-phase Flow Pipeline by Using a Clamp-on Sealed Radioisotope Cross Correlation Flowmeter (투과 감마선 계측신호의 Cross correlation 기법 적용에 의한 다중상 유체의 유량측정)

  • Kim, Jin-Seop;Kim, Jong-Bum;Kim, Jae-Ho;Lee, Na-Young;Jung, Sung-Hee
    • Journal of Radiation Protection and Research
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    • v.33 no.1
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    • pp.13-20
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    • 2008
  • The flow rate measurements in a multi-phase flow pipeline were evaluated quantitatively by means of a clamp-on sealed radioisotope based on a cross correlation signal processing technique. The flow rates were calculated by a determination of the transit time between two sealed gamma sources by using a cross correlation function following FFT filtering, then corrected with vapor fraction in the pipeline which was measured by the ${\gamma}$-ray attenuation method. The pipeline model was manufactured by acrylic resin(ID. 8 cm, L=3.5 m, t=10 mm), and the multi-phase flow patterns were realized by an injection of compressed $N_2$ gas. Two sealed gamma sources of $^{137}Cs$ (E=0.662 MeV, ${\Gamma}$ $factor=0.326\;R{\cdot}h^{-1}{\cdot}m^2{\cdot}Ci^{-1}$) of 20 mCi and 17 mCi, and radiation detectors of $2"{\times}2"$ NaI(Tl) scintillation counter (Eberline, SP-3) were used for this study. Under the given conditions(the distance between two sources: 4D(D; inner diameter), N/S ratio: $0.12{\sim}0.15$, sampling time ${\Delta}t$: 4msec), the measured flow rates showed the maximum. relative error of 1.7 % when compared to the real ones through the vapor content corrections($6.1\;%{\sim}9.2\;%$). From a subsequent experiment, it was proven that the closer the distance between the two sealed sources is, the more precise the measured flow rates are. Provided additional studies related to the selection of radioisotopes their activity, and an optimization of the experimental geometry are carried out, it is anticipated that a radioisotope application for flow rate measurements can be used as an important tool for monitoring multi-phase facilities belonging to petrochemical and refinery industries and contributes economically in the light of maintenance and control of them.

Object Tracking Based on Exactly Reweighted Online Total-Error-Rate Minimization (정확히 재가중되는 온라인 전체 에러율 최소화 기반의 객체 추적)

  • JANG, Se-In;PARK, Choong-Shik
    • Journal of Intelligence and Information Systems
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    • v.25 no.4
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    • pp.53-65
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    • 2019
  • Object tracking is one of important steps to achieve video-based surveillance systems. Object tracking is considered as an essential task similar to object detection and recognition. In order to perform object tracking, various machine learning methods (e.g., least-squares, perceptron and support vector machine) can be applied for different designs of tracking systems. In general, generative methods (e.g., principal component analysis) were utilized due to its simplicity and effectiveness. However, the generative methods were only focused on modeling the target object. Due to this limitation, discriminative methods (e.g., binary classification) were adopted to distinguish the target object and the background. Among the machine learning methods for binary classification, total error rate minimization can be used as one of successful machine learning methods for binary classification. The total error rate minimization can achieve a global minimum due to a quadratic approximation to a step function while other methods (e.g., support vector machine) seek local minima using nonlinear functions (e.g., hinge loss function). Due to this quadratic approximation, the total error rate minimization could obtain appropriate properties in solving optimization problems for binary classification. However, this total error rate minimization was based on a batch mode setting. The batch mode setting can be limited to several applications under offline learning. Due to limited computing resources, offline learning could not handle large scale data sets. Compared to offline learning, online learning can update its solution without storing all training samples in learning process. Due to increment of large scale data sets, online learning becomes one of essential properties for various applications. Since object tracking needs to handle data samples in real time, online learning based total error rate minimization methods are necessary to efficiently address object tracking problems. Due to the need of the online learning, an online learning based total error rate minimization method was developed. However, an approximately reweighted technique was developed. Although the approximation technique is utilized, this online version of the total error rate minimization could achieve good performances in biometric applications. However, this method is assumed that the total error rate minimization can be asymptotically achieved when only the number of training samples is infinite. Although there is the assumption to achieve the total error rate minimization, the approximation issue can continuously accumulate learning errors according to increment of training samples. Due to this reason, the approximated online learning solution can then lead a wrong solution. The wrong solution can make significant errors when it is applied to surveillance systems. In this paper, we propose an exactly reweighted technique to recursively update the solution of the total error rate minimization in online learning manner. Compared to the approximately reweighted online total error rate minimization, an exactly reweighted online total error rate minimization is achieved. The proposed exact online learning method based on the total error rate minimization is then applied to object tracking problems. In our object tracking system, particle filtering is adopted. In particle filtering, our observation model is consisted of both generative and discriminative methods to leverage the advantages between generative and discriminative properties. In our experiments, our proposed object tracking system achieves promising performances on 8 public video sequences over competing object tracking systems. The paired t-test is also reported to evaluate its quality of the results. Our proposed online learning method can be extended under the deep learning architecture which can cover the shallow and deep networks. Moreover, online learning methods, that need the exact reweighting process, can use our proposed reweighting technique. In addition to object tracking, the proposed online learning method can be easily applied to object detection and recognition. Therefore, our proposed methods can contribute to online learning community and object tracking, detection and recognition communities.

Korean Sentence Generation Using Phoneme-Level LSTM Language Model (한국어 음소 단위 LSTM 언어모델을 이용한 문장 생성)

  • Ahn, SungMahn;Chung, Yeojin;Lee, Jaejoon;Yang, Jiheon
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.71-88
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    • 2017
  • Language models were originally developed for speech recognition and language processing. Using a set of example sentences, a language model predicts the next word or character based on sequential input data. N-gram models have been widely used but this model cannot model the correlation between the input units efficiently since it is a probabilistic model which are based on the frequency of each unit in the training set. Recently, as the deep learning algorithm has been developed, a recurrent neural network (RNN) model and a long short-term memory (LSTM) model have been widely used for the neural language model (Ahn, 2016; Kim et al., 2016; Lee et al., 2016). These models can reflect dependency between the objects that are entered sequentially into the model (Gers and Schmidhuber, 2001; Mikolov et al., 2010; Sundermeyer et al., 2012). In order to learning the neural language model, texts need to be decomposed into words or morphemes. Since, however, a training set of sentences includes a huge number of words or morphemes in general, the size of dictionary is very large and so it increases model complexity. In addition, word-level or morpheme-level models are able to generate vocabularies only which are contained in the training set. Furthermore, with highly morphological languages such as Turkish, Hungarian, Russian, Finnish or Korean, morpheme analyzers have more chance to cause errors in decomposition process (Lankinen et al., 2016). Therefore, this paper proposes a phoneme-level language model for Korean language based on LSTM models. A phoneme such as a vowel or a consonant is the smallest unit that comprises Korean texts. We construct the language model using three or four LSTM layers. Each model was trained using Stochastic Gradient Algorithm and more advanced optimization algorithms such as Adagrad, RMSprop, Adadelta, Adam, Adamax, and Nadam. Simulation study was done with Old Testament texts using a deep learning package Keras based the Theano. After pre-processing the texts, the dataset included 74 of unique characters including vowels, consonants, and punctuation marks. Then we constructed an input vector with 20 consecutive characters and an output with a following 21st character. Finally, total 1,023,411 sets of input-output vectors were included in the dataset and we divided them into training, validation, testsets with proportion 70:15:15. All the simulation were conducted on a system equipped with an Intel Xeon CPU (16 cores) and a NVIDIA GeForce GTX 1080 GPU. We compared the loss function evaluated for the validation set, the perplexity evaluated for the test set, and the time to be taken for training each model. As a result, all the optimization algorithms but the stochastic gradient algorithm showed similar validation loss and perplexity, which are clearly superior to those of the stochastic gradient algorithm. The stochastic gradient algorithm took the longest time to be trained for both 3- and 4-LSTM models. On average, the 4-LSTM layer model took 69% longer training time than the 3-LSTM layer model. However, the validation loss and perplexity were not improved significantly or became even worse for specific conditions. On the other hand, when comparing the automatically generated sentences, the 4-LSTM layer model tended to generate the sentences which are closer to the natural language than the 3-LSTM model. Although there were slight differences in the completeness of the generated sentences between the models, the sentence generation performance was quite satisfactory in any simulation conditions: they generated only legitimate Korean letters and the use of postposition and the conjugation of verbs were almost perfect in the sense of grammar. The results of this study are expected to be widely used for the processing of Korean language in the field of language processing and speech recognition, which are the basis of artificial intelligence systems.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.