• Title/Summary/Keyword: memory yield

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Hardware Approach to Fuzzy Inference―ASIC and RISC―

  • Watanabe, Hiroyuki
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.975-976
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    • 1993
  • This talk presents the overview of the author's research and development activities on fuzzy inference hardware. We involved it with two distinct approaches. The first approach is to use application specific integrated circuits (ASIC) technology. The fuzzy inference method is directly implemented in silicon. The second approach, which is in its preliminary stage, is to use more conventional microprocessor architecture. Here, we use a quantitative technique used by designer of reduced instruction set computer (RISC) to modify an architecture of a microprocessor. In the ASIC approach, we implemented the most widely used fuzzy inference mechanism directly on silicon. The mechanism is beaded on a max-min compositional rule of inference, and Mandami's method of fuzzy implication. The two VLSI fuzzy inference chips are designed, fabricated, and fully tested. Both used a full-custom CMOS technology. The second and more claborate chip was designed at the University of North Carolina(U C) in cooperation with MCNC. Both VLSI chips had muliple datapaths for rule digital fuzzy inference chips had multiple datapaths for rule evaluation, and they executed multiple fuzzy if-then rules in parallel. The AT & T chip is the first digital fuzzy inference chip in the world. It ran with a 20 MHz clock cycle and achieved an approximately 80.000 Fuzzy Logical inferences Per Second (FLIPS). It stored and executed 16 fuzzy if-then rules. Since it was designed as a proof of concept prototype chip, it had minimal amount of peripheral logic for system integration. UNC/MCNC chip consists of 688,131 transistors of which 476,160 are used for RAM memory. It ran with a 10 MHz clock cycle. The chip has a 3-staged pipeline and initiates a computation of new inference every 64 cycle. This chip achieved an approximately 160,000 FLIPS. The new architecture have the following important improvements from the AT & T chip: Programmable rule set memory (RAM). On-chip fuzzification operation by a table lookup method. On-chip defuzzification operation by a centroid method. Reconfigurable architecture for processing two rule formats. RAM/datapath redundancy for higher yield It can store and execute 51 if-then rule of the following format: IF A and B and C and D Then Do E, and Then Do F. With this format, the chip takes four inputs and produces two outputs. By software reconfiguration, it can store and execute 102 if-then rules of the following simpler format using the same datapath: IF A and B Then Do E. With this format the chip takes two inputs and produces one outputs. We have built two VME-bus board systems based on this chip for Oak Ridge National Laboratory (ORNL). The board is now installed in a robot at ORNL. Researchers uses this board for experiment in autonomous robot navigation. The Fuzzy Logic system board places the Fuzzy chip into a VMEbus environment. High level C language functions hide the operational details of the board from the applications programme . The programmer treats rule memories and fuzzification function memories as local structures passed as parameters to the C functions. ASIC fuzzy inference hardware is extremely fast, but they are limited in generality. Many aspects of the design are limited or fixed. We have proposed to designing a are limited or fixed. We have proposed to designing a fuzzy information processor as an application specific processor using a quantitative approach. The quantitative approach was developed by RISC designers. In effect, we are interested in evaluating the effectiveness of a specialized RISC processor for fuzzy information processing. As the first step, we measured the possible speed-up of a fuzzy inference program based on if-then rules by an introduction of specialized instructions, i.e., min and max instructions. The minimum and maximum operations are heavily used in fuzzy logic applications as fuzzy intersection and union. We performed measurements using a MIPS R3000 as a base micropro essor. The initial result is encouraging. We can achieve as high as a 2.5 increase in inference speed if the R3000 had min and max instructions. Also, they are useful for speeding up other fuzzy operations such as bounded product and bounded sum. The embedded processor's main task is to control some device or process. It usually runs a single or a embedded processer to create an embedded processor for fuzzy control is very effective. Table I shows the measured speed of the inference by a MIPS R3000 microprocessor, a fictitious MIPS R3000 microprocessor with min and max instructions, and a UNC/MCNC ASIC fuzzy inference chip. The software that used on microprocessors is a simulator of the ASIC chip. The first row is the computation time in seconds of 6000 inferences using 51 rules where each fuzzy set is represented by an array of 64 elements. The second row is the time required to perform a single inference. The last row is the fuzzy logical inferences per second (FLIPS) measured for ach device. There is a large gap in run time between the ASIC and software approaches even if we resort to a specialized fuzzy microprocessor. As for design time and cost, these two approaches represent two extremes. An ASIC approach is extremely expensive. It is, therefore, an important research topic to design a specialized computing architecture for fuzzy applications that falls between these two extremes both in run time and design time/cost. TABLEI INFERENCE TIME BY 51 RULES {{{{Time }}{{MIPS R3000 }}{{ASIC }}{{Regular }}{{With min/mix }}{{6000 inference 1 inference FLIPS }}{{125s 20.8ms 48 }}{{49s 8.2ms 122 }}{{0.0038s 6.4㎲ 156,250 }} }}

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A Study on Risk Parity Asset Allocation Model with XGBoos (XGBoost를 활용한 리스크패리티 자산배분 모형에 관한 연구)

  • Kim, Younghoon;Choi, HeungSik;Kim, SunWoong
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.135-149
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    • 2020
  • Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.