• Title/Summary/Keyword: Stochastic optimization method

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Drought Monitoring with Indexed Sequential Modeling

  • Kim, Hung-Soo;Yoon, Yong-Nam
    • Korean Journal of Hydrosciences
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    • v.8
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    • pp.125-136
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    • 1997
  • The simulation techniques of hydrologic data series have develped for the purposes of the design of water resources system, the optimization of reservoir operation, and the design of flood control of reservoir, etc. While the stochastic models are usually used in most analysis of water resources fields for the generation of data sequences, the indexed sequential modeling (ISM) method based on generation of a series of overlapping short-term flow sequences directly from the historical record has been used for the data generation in the western USA since the early of 1980s. It was reported that the reliable results by ISM were obtained in practical applications. In this study, we generate annual inflow series at a location of Hong Cheon Dam site by using ISM method and autoregressive, order-1 model (AR(1)), and estimate the drought characteristics for the comparison aim between ISM and AR(1).

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K-Way Graph Partitioning: A Semidefinite Programming Approach (Semidefinite Programming을 통한 그래프의 동시 분할법)

  • Jaehwan, Kim;Seungjin, Choi;Sung-Yang, Bang
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.10a
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    • pp.697-699
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    • 2004
  • Despite many successful spectral clustering algorithm (based on the spectral decomposition of Laplacian(1) or stochastic matrix(2) ) there are several unsolved problems. Most spectral clustering Problems are based on the normalized of algorithm(3) . are close to the classical graph paritioning problem which is NP-hard problem. To get good solution in polynomial time. it needs to establish its convex form by using relaxation. In this paper, we apply a novel optimization technique. semidefinite programming(SDP). to the unsupervised clustering Problem. and present a new multiple Partitioning method. Experimental results confirm that the Proposed method improves the clustering performance. especially in the Problem of being mixed with non-compact clusters compared to the previous multiple spectral clustering methods.

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Ensemble variable selection using genetic algorithm

  • Seogyoung, Lee;Martin Seunghwan, Yang;Jongkyeong, Kang;Seung Jun, Shin
    • Communications for Statistical Applications and Methods
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    • v.29 no.6
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    • pp.629-640
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    • 2022
  • Variable selection is one of the most crucial tasks in supervised learning, such as regression and classification. The best subset selection is straightforward and optimal but not practically applicable unless the number of predictors is small. In this article, we propose directly solving the best subset selection via the genetic algorithm (GA), a popular stochastic optimization algorithm based on the principle of Darwinian evolution. To further improve the variable selection performance, we propose to run multiple GA to solve the best subset selection and then synthesize the results, which we call ensemble GA (EGA). The EGA significantly improves variable selection performance. In addition, the proposed method is essentially the best subset selection and hence applicable to a variety of models with different selection criteria. We compare the proposed EGA to existing variable selection methods under various models, including linear regression, Poisson regression, and Cox regression for survival data. Both simulation and real data analysis demonstrate the promising performance of the proposed method.

Development of Robust-SDP for improving dam operation to cope with non-stationarity of climate change (기후변화의 비정상성 대비 댐 운영 개선을 위한 Robust-SDP의 개발)

  • Yoon, Hae Na;Seo, Seung Beom;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.51 no.spc
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    • pp.1135-1148
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    • 2018
  • Previous studies on reservoir operation have been assumed that the climate in the future would be similar to that in the past. However, in the presence of climate non-stationarity, Robust Optimization (RO) which finds the feasible solutions under broader uncertainty is necessary. RO improves the existing optimization method by adding a robust term to the objective function that controls the uncertainty inherent due to input data instability. This study proposed Robust-SDP that combines Stochastic Dynamic Programming (SDP) and RO to estimate dam operation rules while coping with climate non-stationarity. The future inflow series that reflect climate non-stationarity were synthetically generated. We then evaluated the capacity of the dam operation rules obtained from the past inflow series based on six evaluation indicators and two decision support schemes. Although Robust-SDP was successful in reducing the incidence of extreme water scarcity events under climate non-stationarity, there was a trade-off between the number of extreme water scarcity events and the water scarcity ratio. Thus, it is proposed that decision-makers choose their optimal rules in reference to the evaluation results and decision support illustrations.

Analysis of the Applicability of Parameter Estimation Methods for a Stochastic Rainfall Model (추계학적 강우모형 매개변수 추정기법의 적합성 분석)

  • Cho, HyunGon;Kim, GwangSeob;Yi, JaeEung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.4
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    • pp.1105-1116
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    • 2014
  • A stochastic rainfall model, NSRPM (Neyman-Scott Rectangular Pulse Model), is able to reflect the cluster characteristics of rainfall events which is unable in the RPM (Rectangular Pulse Model). Therefore NSRPM has advantage in the hydrological applications. The NSRPM consists of five model parameters and the parameters are estimated using optimization techniques such as DFP (Davidon-Fletcher-Powell) method and genetic algorithm. However the DFP method is very sensitive in initial values and is easily converge to local minimum. Also genetic algorithm has disadvantage of long computation time. Nelder-Mead method has several advantages of short computation time and no need of a proper initial value. In this study, the applicability of parameter estimation methods was evaluated using rainfall data of 59 national rainfall networks from 1973-2011. Overall results demonstrated that accuracy in parameter estimation is in the order of Nelder-Mead method, genetic algorithm, and DFP method.

Privacy Preserving Techniques for Deep Learning in Multi-Party System (멀티 파티 시스템에서 딥러닝을 위한 프라이버시 보존 기술)

  • Hye-Kyeong Ko
    • The Journal of the Convergence on Culture Technology
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    • v.9 no.3
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    • pp.647-654
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    • 2023
  • Deep Learning is a useful method for classifying and recognizing complex data such as images and text, and the accuracy of the deep learning method is the basis for making artificial intelligence-based services on the Internet useful. However, the vast amount of user da vita used for training in deep learning has led to privacy violation problems, and it is worried that companies that have collected personal and sensitive data of users, such as photographs and voices, own the data indefinitely. Users cannot delete their data and cannot limit the purpose of use. For example, data owners such as medical institutions that want to apply deep learning technology to patients' medical records cannot share patient data because of privacy and confidentiality issues, making it difficult to benefit from deep learning technology. In this paper, we have designed a privacy preservation technique-applied deep learning technique that allows multiple workers to use a neural network model jointly, without sharing input datasets, in multi-party system. We proposed a method that can selectively share small subsets using an optimization algorithm based on modified stochastic gradient descent, confirming that it could facilitate training with increased learning accuracy while protecting private information.

Various Quality Fingerprint Classification Using the Optimal Stochastic Models (최적화된 확률 모델을 이용한 다양한 품질의 지문분류)

  • Jung, Hye-Wuk;Lee, Jee-Hyong
    • Journal of the Korea Society for Simulation
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    • v.19 no.1
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    • pp.143-151
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    • 2010
  • Fingerprint classification is a step to increase the efficiency of an 1:N fingerprint recognition system and plays a role to reduce the matching time of fingerprint and to increase accuracy of recognition. It is difficult to classify fingerprints, because the ridge pattern of each fingerprint class has an overlapping characteristic with more than one class, fingerprint images may include a lot of noise and an input condition is an exceptional case. In this paper, we propose a novel approach to design a stochastic model and to accomplish fingerprint classification using a directional characteristic of fingerprints for an effective classification of various qualities. We compute the directional value by searching a fingerprint ridge pixel by pixel and extract a directional characteristic by merging a computed directional value by fixed pixels unit. The modified Markov model of each fingerprint class is generated using Markov model which is a stochastic information extraction and a recognition method by extracted directional characteristic. The weight list of classification model of each class is decided by analyzing the state transition matrixes of the generated Markov model of each class and the optimized value which improves the performance of fingerprint classification using GA (Genetic Algorithm) is estimated. The performance of the optimized classification model by GA is superior to the model before the optimization by the experiment result of applying the fingerprint database of various qualities to the optimized model by GA. And the proposed method effectively achieved fingerprint classification to exceptional input conditions because this approach is independent of the existence and nonexistence of singular points by the result of analyzing the fingerprint database which is used to the experiments.

A Novel Road Segmentation Technique from Orthophotos Using Deep Convolutional Autoencoders

  • Sameen, Maher Ibrahim;Pradhan, Biswajeet
    • Korean Journal of Remote Sensing
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    • v.33 no.4
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    • pp.423-436
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    • 2017
  • This paper presents a deep learning-based road segmentation framework from very high-resolution orthophotos. The proposed method uses Deep Convolutional Autoencoders for end-to-end mapping of orthophotos to road segmentations. In addition, a set of post-processing steps were applied to make the model outputs GIS-ready data that could be useful for various applications. The optimization of the model's parameters is explained which was conducted via grid search method. The model was trained and implemented in Keras, a high-level deep learning framework run on top of Tensorflow. The results show that the proposed model with the best-obtained hyperparameters could segment road objects from orthophotos at an average accuracy of 88.5%. The results of optimization revealed that the best optimization algorithm and activation function for the studied task are Stochastic Gradient Descent (SGD) and Exponential Linear Unit (ELU), respectively. In addition, the best numbers of convolutional filters were found to be 8 for the first and second layers and 128 for the third and fourth layers of the proposed network architecture. Moreover, the analysis on the time complexity of the model showed that the model could be trained in 4 hours and 50 minutes on 1024 high-resolution images of size $106{\times}106pixels$, and segment road objects from similar size and resolution images in around 14 minutes. The results show that the deep learning models such as Convolutional Autoencoders could be a best alternative to traditional machine learning models for road segmentation from aerial photographs.

Optimization of Energy Consumption in the Mobile Cloud Systems

  • Su, Pan;Shengping, Wang;Weiwei, Zhou;Shengmei, Liu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.9
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    • pp.4044-4062
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    • 2016
  • We investigate the optimization of energy consumption in Mobile Cloud environment in this paper. In order to optimize the energy consumed by the CPUs in mobile devices, we put forward using the asymptotic time complexity (ATC) method to distinguish the computational complexities of the applications when they are executed in mobile devices. We propose a multi-scale scheme to quantize the channel gain and provide an improved dynamic transmission scheduling algorithm when offloading the applications to the cloud center, which has been proved to be helpful for reducing the mobile devices energy consumption. We give the energy estimation methods in both mobile execution model and cloud execution model. The numerical results suggest that energy consumed by the mobile devices can be remarkably saved with our proposed multi-scale scheme. Moreover, the results can be used as a guideline for the mobile devices to choose whether executing the application locally or offloading it to the cloud center.

Optimal Buffer Allocation in Multi-Product Repairable Production Lines Based on Multi-State Reliability and Structural Complexity

  • Duan, Jianguo;Xie, Nan;Li, Lianhui
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.4
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    • pp.1579-1602
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    • 2020
  • In the design of production system, buffer capacity allocation is a major step. Through polymorphism analysis of production capacity and production capability, this paper investigates a buffer allocation optimization problem aiming at the multi-stage production line including unreliable machines, which is concerned with maximizing the system theoretical production rate and minimizing the system state entropy for a certain amount of buffers simultaneously. Stochastic process analysis is employed to establish Markov models for repairable modular machines. Considering the complex structure, an improved vector UGF (Universal Generating Function) technique and composition operators are introduced to construct the system model. Then the measures to assess the system's multi-state reliability and structural complexity are given. Based on system theoretical production rate and system state entropy, mathematical model for buffer capacity optimization is built and optimized by a specific genetic algorithm. The feasibility and effectiveness of the proposed method is verified by an application of an engine head production line.