We present the results from the implementation of a multilayer perceptron with the backpropagation algorithm on a FUJITSU VP-2400/10 vectorial supercomputer. The programming methodology employed, tries to obtain the m...
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We present the results from the implementation of a multilayer perceptron with the backpropagation algorithm on a FUJITSU VP-2400/10 vectorial supercomputer. The programming methodology employed, tries to obtain the maximum performance in this kind of machines based on: input/output structures, treatment of conditional statements, do-loops vectorization and compiler directives. In this work, computing times for the VU (vectorial unit) and CPU are presented. These times indicate the possibility of real time operation in applications which demand artificial neural networks with a high structural complexity.< >
We propose to train trading systems and portfolios by optimizing objective functions that directly measure trading and investment performance. Rather than basing a trading system on forecasts or training via a supervi...
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We propose to train trading systems and portfolios by optimizing objective functions that directly measure trading and investment performance. Rather than basing a trading system on forecasts or training via a supervised learning algorithm using labelled trading data, we train our systems using recurrent reinforcement learning algorithms. The objective functions that we consider as evaluation functions for reinforcement learning are profit or wealth, economic utility, the Sharpe ratio, and our proposed Differential Sharpe Ratio. The trading and portfolio management systems require prior decisions as input in order to properly take into account the effects of transactions costs, market impact, and taxes. This temporal dependence on system state requires the use of reinforcement versions of standard recurrent learning algorithms. We present empirical results in controlled experiments that demonstrate the efficacy of some of our methods. We find that maximizing the differential Sharpe ratio yields more consistent results than maximizing profits, and that both methods outperform a trading system based on forecasts that minimize MSE.
The problem of correctly evaluating noisy and incorrect data for the interpretation of ultrasonic sensor signals is an often encountered one. Neural networks, with their inherent characteristics of adaptivity and high...
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The problem of correctly evaluating noisy and incorrect data for the interpretation of ultrasonic sensor signals is an often encountered one. Neural networks, with their inherent characteristics of adaptivity and high fault- and noise-tolerance are well suited for such tasks. In this paper two neural network approaches are described for the control of the tracking behavior of an autonomous mobile robot. Input data are provided by a set of ultrasonic sensors mounted at the front of the vehicle. Two neural network learning strategies: backpropagation and reinforcement learning, are examined in a simulation and compared with respect to learning speed, capacity of tracking and the effort required to adapt the control networks of the real vehicle.< >
A simple classification problem using a single-layer feedforward neural network in conjunction with the backpropagation training algorithm (BPTA) is examined. It has been observed that, for such a problem, the values ...
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A simple classification problem using a single-layer feedforward neural network in conjunction with the backpropagation training algorithm (BPTA) is examined. It has been observed that, for such a problem, the values of the input weights are closely related to the input training set. An implication of this observation is that, rather than choosing initially random weights for the BPTA, one may choose initial weights that are actually quite close to a global minimum in the BP error function. An advantage of such a choice would be faster convergence times based on knowledge of the incoming training data.< >
The authors examine the usefulness of the feedforward neural network as a controller. In particular, the authors consider as an example the problem of design of a power system stabilizer that has the structure of a cl...
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The authors examine the usefulness of the feedforward neural network as a controller. In particular, the authors consider as an example the problem of design of a power system stabilizer that has the structure of a classical feedforward artificial neural network. In this case, the controller is developed for a class of problems associated with linear plants. Certain observations are made regarding the generic behavior of systems with this type of controller structure. The authors incorporate a robustness criterion into the design as well as a conventional dynamic performance criterion.< >
This paper discusses an experimental tactile sensor based on force sensitive transducer technology and its application for pattern recognition. A multilayer neural network using the backpropagation algorithm was train...
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This paper discusses an experimental tactile sensor based on force sensitive transducer technology and its application for pattern recognition. A multilayer neural network using the backpropagation algorithm was trained to recognize tactile images of letters embossed on wooden blocks.< >
Neural networks, due to their excellent capabilities for modelling process behaviour, are gaining precedence over traditional empirical modelling techniques, such as statistical methods. While neural networks have goo...
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Neural networks, due to their excellent capabilities for modelling process behaviour, are gaining precedence over traditional empirical modelling techniques, such as statistical methods. While neural networks have good ability to map any reasonable continuous function, they do not easily explain how the inputs are related to an output, and also whether the selected inputs have any significant relationship with an output. There is quite often a need to identify some order of influence of the input variables on the output variable. In this paper, a technique for determining the order of influence of the n elements of the input vector on the m elements of the output vector is presented and discussed. While a sample mathematical function is used to introduce the technique, a more practical application of this method in the aluminium smelting industry is considered. It is shown that, using a sensitivity analysis on the backpropagation (BP) algorithm, the degree of influence of the input parameters on the output error can be successfully estimated.
In this paper, we propose a new strategy (KORA-2) for the replacement of lines in cache memories. The algorithm is efficient and easily implementable. Trace-driven simulations were performed for 42 different cache con...
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In this paper, we propose a new strategy (KORA-2) for the replacement of lines in cache memories. The algorithm is efficient and easily implementable. Trace-driven simulations were performed for 42 different cache configurations using benchmark programs from SPEC92 (Standard performance Evaluation Corporation) benchmark suites. Simulation results illustrate that our algorithm can provide a peak value of approximately 8.71% improvement in the miss ratio over the best performing conventional algorithm (LRU) for the selected benchmark trace files generated from SPEC programs. This translates to a savings of hundreds of thousands of misses for typical programs referencing well over 100 million addresses.
An optimal pruning algorithm for neural tree networks (NTN) is presented. The NTN is grown by a constructive learning algorithm that decreases the classification error on the training data recursively. The optimal pru...
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An optimal pruning algorithm for neural tree networks (NTN) is presented. The NTN is grown by a constructive learning algorithm that decreases the classification error on the training data recursively. The optimal pruning algorithm is then used to improve generalization. The pruning algorithm is shown to be computationally inexpensive. Simulation results on a speaker-independent vowel recognition task are presented to show the improved generalization using the pruning algorithm.< >
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