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A Neuro-Fuzzy Approach for Functional Genomics Data Interpretation and AnalysisNeagu, Daniel, Palade, V. January 2003 (has links)
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Comitê de misturas de especialistasSILVA, Everson Veríssimo da 14 August 2013 (has links)
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Previous issue date: 2013-08-14 / CAPES / Apesar dos avanços em técnicas da Aprendizagem de Máquina, muito esforço ainda
é despendido na concepção de um classificador que consiga aprender bem uma dada tarefa.
Váriasabordagenssurgiramparaatenuaresseesforçoatravésdacombinaçãodeclassificadores.
A combinação de classificadores permite que o projetista do sistema não necessite escolher
o classificador mais eficiente dentre vários, nem descartar classificadores que podem possuir
informaçãoimportantesobreatarefa. Estratégiasdecombinaçãopermitemqueváriosalgoritmos
trabalhem em conjunto a fim de melhorar a precisão de todo o sistema numa dada tarefa. O
objetivodestetrabalhoéproporummétododecombinaçãodeclassificadoresqueagregueas
vantagensdeduasabordagens: máquinasdecomitêemisturasdeespecialistas. Asmáquinasde
comitêvisamcombinarclassificadoresqueresolvempadrõesdetodooespaçodecaracterísticas.
Quandocombinados,lidammelhorcomsuperfíciesdedecisãocomplexasqueumclassificador
individualmente e são capazes de incorporar novos classificadores mesmo após o uso. Nas
MisturasdeEspecialistas,cadaumdosclassificadoreséumespecialistaemumadeterminada
áreadoespaçodecaracterísticaseemboraresolvapadrõesdetodooespaçodecaracterísticas,se
dedicaaresolverproblemasbemmaissimples,atingindoumdesempenhosuperioremrelaçãoa
umclassificadorsópararesolveroproblematodo. OmétodopropostoéchamadodeComitê
de Misturas de Especialistas e corresponde a uma máquina de comitês formada por misturas
de especialistas. Assim, o método herda a escalabilidade e a tolerância a erros das máquinas
decomitêeasimplicidadedetreinamentodasmisturasdeespecialistas. Experimentosforam
realizadosparaverificarasuperioridadedocomitêdemisturasdeespecialistassobretrêsfatores
de mudanças entre as misturas: técnicas de decomposição de tarefas, número de grupos e
características. / Despite the advance of the techniques in Machine Learning, much effort is taken to
conceiveaclassifierthatlearnswellaparticulartask. Severalapproacheshavebeenproposed
to attenuate this effort through combination of classifiers. Combination of classifiers allows
thatnotonlythemosteffectiveclassifiersbechosenamongseveral,nordiscardclassifiersthat
mayhaveimportantinformationaboutthetask. Strategiesallowthatseveralalgorithmswork
togetherinordertoimproveaccuracyofthewholesystemgivenatask. Thegoalofthiswork
is to propose a method to combine classifiers that put together advantages of two approaches:
committeemachinesandmixtureofexperts. CommitteeMachinesaimtocombineclassifiersthat
solvepatternsfromalloverthespace. Whencombined,theydealbetterwithcomplexdecision
boundaries than a single classifier and they are capable of incorporating new classifiers even
aftertheuse. Inthemixtureofexperts,eachoneoftheclassifiersisanexpertinacertainregion
ofthefeaturespaceand,althoughitsolvespatternsfromthewholefeaturespace,theclassifier
is dedicated to solve well simpler problems, reaching a better performance in comparison to
a unique classifier to solve the entire problem. Also, there is a hybrid approach, the mixture
of experts, in which each classifier solves patterns from the entire space as a committe, but
it is trained with patterns from a smaller region, similarly to modular neural networks. The
proposedmethodisentitledCommitteeofMixtureofExpertsandcorrespondstoacommittee
machineformedbymixtureofexperts. So,themethodinheritsscalabilityanderrortolerance
from committee machines and training simplicity from the mixture of experts. Experiments
weremadetoverifythesuperiorityofthecommitteeofmixturesofexpertsoverthreefactorsof
changingamongthemixtures: taskdecompositionmethods,numberofgroupsandfeatures.
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Perspektivní obvodové struktury pro modulární neuronové sítě / Promising Circuit Structures for Modular Neural NetworksBohrn, Marek January 2014 (has links)
The thesis deals with design of novel circuit structure suitable for hardware implementations of feedforward neural networks. The structure utilizes innovative data bus structure. The main contribution of the structure is in optimization of the utilization of implemented computing units. Proposed architecture is flexible and suitable for implementations of variety of feedforward neural network structures.
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Biologically Inspired Modular Neural NetworksAzam, Farooq 19 June 2000 (has links)
This dissertation explores the modular learning in artificial neural networks that mainly driven by the inspiration from the neurobiological basis of the human learning. The presented modularization approaches to the neural network design and learning are inspired by the engineering, complexity, psychological and neurobiological aspects. The main theme of this dissertation is to explore the organization and functioning of the brain to discover new structural and learning inspirations that can be subsequently utilized to design artificial neural network.
The artificial neural networks are touted to be a neurobiologicaly inspired paradigm that emulate the functioning of the vertebrate brain. The brain is a highly structured entity with localized regions of neurons specialized in performing specific tasks. On the other hand, the mainstream monolithic feed-forward neural networks are generally unstructured black boxes which is their major performance limiting characteristic. The non explicit structure and monolithic nature of the current mainstream artificial neural networks results in lack of the capability of systematic incorporation of functional or task-specific a priori knowledge in the artificial neural network design process. The problem caused by these limitations are discussed in detail in this dissertation and remedial solutions are presented that are driven by the functioning of the brain and its structural organization.
Also, this dissertation presents an in depth study of the currently available modular neural network architectures along with highlighting their shortcomings and investigates new modular artificial neural network models in order to overcome pointed out shortcomings. The resulting proposed modular neural network models have greater accuracy, generalization, comprehensible simplified neural structure, ease of training and more user confidence. These benefits are readily obvious for certain problems, depending upon availability and usage of available a priori knowledge about the problems.
The modular neural network models presented in this dissertation exploit the capabilities of the principle of divide and conquer in the design and learning of the modular artificial neural networks. The strategy of divide and conquer solves a complex computational problem by dividing it into simpler sub-problems and then combining the individual solutions to the sub-problems into a solution to the original problem. The divisions of a task considered in this dissertation are the automatic decomposition of the mappings to be learned, decompositions of the artificial neural networks to minimize harmful interaction during the learning process, and explicit decomposition of the application task into sub-tasks that are learned separately.
The versatility and capabilities of the new proposed modular neural networks are demonstrated by the experimental results. A comparison of the current modular neural network design techniques with the ones introduced in this dissertation, is also presented for reference. The results presented in this dissertation lay a solid foundation for design and learning of the artificial neural networks that have sound neurobiological basis that leads to superior design techniques. Areas of the future research are also presented. / Ph. D.
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Oceňování opcí pomocí umělých neuronových sítí / Artificial Neural Networks in Option PricingVach, Dominik January 2019 (has links)
This thesis examines the application of neural networks in the context of option pricing. Throughout the thesis, different architecture choices and prediction parameters are tested and compared in order to achieve better performance and higher accuracy in option valuation. Two different volatility forecast mechanisms are used to compare neural networks performance with Black Scholes parametric model. Moreover, the performance of a neural network is compared also to more advanced modular neural networks. A new technique of adding rational prediction assumptions to neural network prediction is tested and the thesis shows the importance of adding virtual options fulfilling these assumptions in order to achieve better training of the neural network. This method comes out to increase the prediction power of the network significantly. The thesis also shows the neural network prediction outperforms the traditional parametric methods. The size and number of hidden layers in a neural network is tested with an emphasis to provide a benchmark and a structured way how to choose neural network parameters for future applications in option pricing. JEL Classification C13, C14, G13 Keywords Option pricing, Neural networks, Modular neu- ral networks, S&P500 index options Author's e-mail vach.dominik@gmail.com...
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