• 제목/요약/키워드: Optimal Learning Rates

검색결과 50건 처리시간 0.03초

클러스터링 기법 및 유전자 알고리즘을 이용한 퍼지 뉴럴 네트워크 모델의 최적화에 관한 연구 (A Study On Optimization Of Fuzzy-Neural Network Using Clustering Method And Genetic Algorithm)

  • 박춘성;윤기찬;박병준;오성권
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 하계학술대회 논문집 B
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    • pp.566-568
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    • 1998
  • In this paper, we suggest a optimal design method of Fuzzy-Neural Networks model for complex and nonlinear systems. FNNs have the stucture of fusion of both fuzzy inference with linguistic variables and Neural Networks. The network structure uses the simpified inference as fuzzy inference system and the BP algorithm as learning procedure. And we use a clustering algorithm to find initial parameters of membership function. The parameters such as membership functions, learning rates and momentum coefficients are easily adjusted using the genetic algorithms. Also, the performance index with weighted value is introduced to achieve a meaningful balance between approximation and generalization abilities of the model. To evaluate the performance index, we use the time series data for gas furnace and the sewage treatment process.

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HCM과 하이브리드 동정 알고리즘을 이용한 퍼지-뉴럴 네트워크 구조의 최적 설계 (Optimal Design of Fuzzy-Neural Networkd Structure Using HCM and Hybrid Identification Algorithm)

  • 오성권;박호성;김현기
    • 대한전기학회논문지:시스템및제어부문D
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    • 제50권7호
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    • pp.339-349
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    • 2001
  • This paper suggests an optimal identification method for complex and nonlinear system modeling that is based on Fuzzy-Neural Networks(FNN). The proposed Hybrid Identification Algorithm is based on Yamakawa's FNN and uses the simplified inference as fuzzy inference method and Error Back Propagation Algorithm as learning rule. In this paper, the FNN modeling implements parameter identification using HCM algorithm and hybrid structure combined with two types of optimization theories for nonlinear systems. We use a HCM(Hard C-Means) clustering algorithm to find initial apexes of membership function. The parameters such as apexes of membership functions, learning rates, and momentum coefficients are adjusted using hybrid algorithm. The proposed hybrid identification algorithm is carried out using both a genetic algorithm and the improved complex method. Also, an aggregated objective function(performance index) with weighting factor is introduced to achieve a sound balance between approximation and generalization abilities of the model. According to the selection and adjustment of a weighting factor of an aggregate objective function which depends on the number of data and a certain degree of nonlinearity(distribution of I/O data), we show that it is available and effective to design an optimal FNN model structure with mutual balance and dependency between approximation and generalization abilities. To evaluate the performance of the proposed model, we use the time series data for gas furnace, the data of sewage treatment process and traffic route choice process.

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기상 데이터와 기상 위성 영상을 이용한 다중 딥러닝 모델 기반 일사량 예측 (Radiation Prediction Based on Multi Deep Learning Model Using Weather Data and Weather Satellites Image)

  • 김재정;유용훈;김창복
    • 한국항행학회논문지
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    • 제25권6호
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    • pp.569-575
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    • 2021
  • 딥러닝은 데이터의 품질과 모델에 따라 예측 성능에 차이를 보인다. 본 연구는 발전량 예측에 가장 영향을 주는 일사량 예측을 위한 최적의 딥러닝 모델을 구축하기 위해 다양한 입력 데이터와 다중 딥러닝 모델을 사용하였다. 입력 데이터는 기상청의 기상 데이터와 천리안 기상영상을 기상청 지역의 영상을 분할하여 사용하였다, 본 연구는 기본적인 딥러닝 모델인 DNN, LSTM, CNN 모델에 대해 중간층의 깊이와 노드를 변경하여 일사량을 예측하여, 비교 평가하였다, 또한, 각 모델에서 가장 좋은 오차율을 가진 모델을 연결한 다증 딥러닝 모델을 구축하여 일사량을 예측하였다. 실험 결과로서 다중 딥러닝 모델인 모델 A의 RMSE는 0.0637이며, 모델 B의 RMSE는 0.07062이며, 모델 C의 RMSE는 0.06052로서 단일 모델보다 모델 A 그리고 모델 C의 오차율이 좋았다. 본 연구는 실험을 통해 두 개 이상의 모델을 연결한 모델이 향상된 예측률과 안정된 학습 결과를 보였다.

신용카드 사기 검출을 위한 비용 기반 학습에 관한 연구 (Cost-sensitive Learning for Credit Card Fraud Detection)

  • 박래정
    • 한국지능시스템학회논문지
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    • 제15권5호
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    • pp.545-551
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    • 2005
  • 사기 검출의 주목적은 사기 거래로 인해 발생하는 손실을 최소화하는 것이다. 하지만, 사기 검출 문제의 특이한 속성, 즉 불균형하고 중첩이 심한 클래스 분포와 비균일한 오분류 비용으로 인해, 실제로 희망하는 거절율 동작 영역에서의 분류비용 측면의 최적 분류기를 생성하는 것이 용이하지 않다. 본 논문에서는, 특정 동작 영역에서의 분류기의 분류 비용을 정의하고, 진화 탐색을 이용하여 이를 직접적으로 최적화함으로써, 실제 신용카드 사기 검출에 적합한 분류기를 학습할 수 있는 비용 기반 학습 방법을 제시한다. 신용카드 거래 데이터를 사용한 실험을 통해, 제시한 방법이 타 학습 방법에 비해 비용에 민감한 분류기를 학습할 수 있는 효과적인 방법임을 보인다.

액터-크리틱 모형기반 포트폴리오 연구 (A Study on the Portfolio Performance Evaluation using Actor-Critic Reinforcement Learning Algorithms)

  • 이우식
    • 한국산업융합학회 논문집
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    • 제25권3호
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    • pp.467-476
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    • 2022
  • The Bank of Korea raised the benchmark interest rate by a quarter percentage point to 1.75 percent per year, and analysts predict that South Korea's policy rate will reach 2.00 percent by the end of calendar year 2022. Furthermore, because market volatility has been significantly increased by a variety of factors, including rising rates, inflation, and market volatility, many investors have struggled to meet their financial objectives or deliver returns. Banks and financial institutions are attempting to provide Robo-Advisors to manage client portfolios without human intervention in this situation. In this regard, determining the best hyper-parameter combination is becoming increasingly important. This study compares some activation functions of the Deep Deterministic Policy Gradient(DDPG) and Twin-delayed Deep Deterministic Policy Gradient (TD3) Algorithms to choose a sequence of actions that maximizes long-term reward. The DDPG and TD3 outperformed its benchmark index, according to the results. One reason for this is that we need to understand the action probabilities in order to choose an action and receive a reward, which we then compare to the state value to determine an advantage. As interest in machine learning has grown and research into deep reinforcement learning has become more active, finding an optimal hyper-parameter combination for DDPG and TD3 has become increasingly important.

A Baltic Dry Index Prediction using Deep Learning Models

  • Bae, Sung-Hoon;Lee, Gunwoo;Park, Keun-Sik
    • Journal of Korea Trade
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    • 제25권4호
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    • pp.17-36
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    • 2021
  • Purpose - This study provides useful information to stakeholders by forecasting the tramp shipping market, which is a completely competitive market and has a huge fluctuation in freight rates due to low barriers to entry. Moreover, this study provides the most effective parameters for Baltic Dry Index (BDI) prediction and an optimal model by analyzing and comparing deep learning models such as the artificial neural network (ANN), recurrent neural network (RNN), and long short-term memory (LSTM). Design/methodology - This study uses various data models based on big data. The deep learning models considered are specialized for time series models. This study includes three perspectives to verify useful models in time series data by comparing prediction accuracy according to the selection of external variables and comparison between models. Findings - The BDI research reflecting the latest trends since 2015, using weekly data from 1995 to 2019 (25 years), is employed in this study. Additionally, we tried finding the best combination of BDI forecasts through the input of external factors such as supply, demand, raw materials, and economic aspects. Moreover, the combination of various unpredictable external variables and the fundamentals of supply and demand have sought to increase BDI prediction accuracy. Originality/value - Unlike previous studies, BDI forecasts reflect the latest stabilizing trends since 2015. Additionally, we look at the variation of the model's predictive accuracy according to the input of statistically validated variables. Moreover, we want to find the optimal model that minimizes the error value according to the parameter adjustment in the ANN model. Thus, this study helps future shipping stakeholders make decisions through BDI forecasts.

A Six-Phase CRIM Driving CVT using Blend Modified Recurrent Gegenbauer OPNN Control

  • Lin, Chih-Hong
    • Journal of Power Electronics
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    • 제16권4호
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    • pp.1438-1454
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    • 2016
  • Because the nonlinear and time-varying characteristics of continuously variable transmission (CVT) systems driven by means of a six-phase copper rotor induction motor (CRIM) are unconscious, the control performance obtained for classical linear controllers is disappointing, when compared to more complex, nonlinear control methods. A blend modified recurrent Gegenbauer orthogonal polynomial neural network (OPNN) control system which has the online learning capability to come back to a nonlinear time-varying system, was complied to overcome difficulty in the design of a linear controller for six-phase CRIM driving CVT systems with lumped nonlinear load disturbances. The blend modified recurrent Gegenbauer OPNN control system can carry out examiner control, modified recurrent Gegenbauer OPNN control, and reimbursed control. Additionally, the adaptation law of the online parameters in the modified recurrent Gegenbauer OPNN is established on the Lyapunov stability theorem. The use of an amended artificial bee colony (ABC) optimization technique brought about two optimal learning rates for the parameters, which helped reform convergence. Finally, a comparison of the experimental results of the present study with those of previous studies demonstrates the high control performance of the proposed control scheme.

IKPCA-ELM-based Intrusion Detection Method

  • Wang, Hui;Wang, Chengjie;Shen, Zihao;Lin, Dengwei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제14권7호
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    • pp.3076-3092
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    • 2020
  • An IKPCA-ELM-based intrusion detection method is developed to address the problem of the low accuracy and slow speed of intrusion detection caused by redundancies and high dimensions of data in the network. First, in order to reduce the effects of uneven sample distribution and sample attribute differences on the extraction of KPCA features, the sample attribute mean and mean square error are introduced into the Gaussian radial basis function and polynomial kernel function respectively, and the two improved kernel functions are combined to construct a hybrid kernel function. Second, an improved particle swarm optimization (IPSO) algorithm is proposed to determine the optimal hybrid kernel function for improved kernel principal component analysis (IKPCA). Finally, IKPCA is conducted to complete feature extraction, and an extreme learning machine (ELM) is applied to classify common attack type detection. The experimental results demonstrate the effectiveness of the constructed hybrid kernel function. Compared with other intrusion detection methods, IKPCA-ELM not only ensures high accuracy rates, but also reduces the detection time and false alarm rate, especially reducing the false alarm rate of small sample attacks.

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

  • 박호성;오성권
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 D
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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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HCM 클러스터링과 유전자 알고리즘을 이용한 다중 FNN 모델 설계와 비선형 공정으로의 응용 (The Design of Multi-FNN Model Using HCM Clustering and Genetic Algorithms and Its Applications to Nonlinear Process)

  • 박호성;오성권;김현기
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2000년도 춘계학술대회 학술발표 논문집
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    • pp.47-50
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    • 2000
  • In this paper, an optimal identification method using Multi-FNN(Fuzzy-Neural Network) is proposed for model ins of nonlinear complex system. In order to control of nonlinear process with complexity and uncertainty of data, proposed model use a HCM clustering algorithm which carry out the input-output data preprocessing function and Genetic Algorithm which carry out optimization of model. The proposed Multi-FNN is based on Yamakawa's FNN and it uses simplified inference as fuzzy inference method and Error Back Propagation Algorithm as learning rules. HCM clustering method which carry out the data preprocessing function for system modeling, is utilized to determine the structure of Multi-FNN by means of the divisions of input-output space. Also, the parameters of Multi-FNN model such as apexes of membership function, learning rates and momentum coefficients are adjusted using genetic algorithms. Also, a performance index with a weighting factor is presented to achieve a sound balance between approximation and generalization abilities of the model, To evaluate the performance of the proposed model, we use the time series data for gas furnace and the numerical data of nonlinear function.

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