Metaheuristic design of feedforward neural networks: a review of two decades of research

Over the past two decades, the feedforward neural network (FNN) optimization has been a key interest among the researchers and practitioners of multiple disciplines. The FNN optimization is often viewed from the various perspectives: the optimization of weights, network architecture, activation nodes, learning parameters, learning environment, etc. Researchers adopted such different viewpoints mainly to improve the FNN's generalization ability. The gradient-descent algorithm such as backpropagation has been widely applied to optimize the FNNs. Its success is evident from the FNN's application to numerous real-world problems. However, due to the limitations of the gradient-based optimization methods, the metaheuristic algorithms including the evolutionary algorithms, swarm intelligence, etc., are still being widely explored by the researchers aiming to obtain generalized FNN for a given problem. This article attempts to summarize a broad spectrum of FNN optimization methodologies including conventional and metaheuristic approaches. This article also tries to connect various research directions emerged out of the FNN optimization practices, such as evolving neural network (NN), cooperative coevolution NN, complex-valued NN, deep learning, extreme learning machine, quantum NN, etc. Additionally, it provides interesting research challenges for future research to cope-up with the present information processing era

Air Quality Prediction in Smart Cities Using Machine Learning Technologies Based on Sensor Data: A Review

The influence of machine learning technologies is rapidly increasing and penetrating almost in every field, and air pollution prediction is not being excluded from those fields. This paper covers the revision of the studies related to air pollution prediction using machine learning algorithms based on sensor data in the context of smart cities. Using the most popular databases and executing the corresponding filtration, the most relevant papers were selected. After thorough reviewing those papers, the main features were extracted, which served as a base to link and compare them to each other. As a result, we can conclude that: (1) instead of using simple machine learning techniques, currently, the authors apply advanced and sophisticated techniques, (2) China was the leading country in terms of a case study, (3) Particulate matter with diameter equal to 2.5 micrometers was the main prediction target, (4) in 41% of the publications the authors carried out the prediction for the next day, (5) 66% of the studies used data had an hourly rate, (6) 49% of the papers used open data and since 2016 it had a tendency to increase, and (7) for efficient air quality prediction it is important to consider the external factors such as weather conditions, spatial characteristics, and temporal features

Connectionist Theory Refinement: Genetically Searching the Space of Network Topologies

An algorithm that learns from a set of examples should ideally be able to exploit the available resources of (a) abundant computing power and (b) domain-specific knowledge to improve its ability to generalize. Connectionist theory-refinement systems, which use background knowledge to select a neural network's topology and initial weights, have proven to be effective at exploiting domain-specific knowledge; however, most do not exploit available computing power. This weakness occurs because they lack the ability to refine the topology of the neural networks they produce, thereby limiting generalization, especially when given impoverished domain theories. We present the REGENT algorithm which uses (a) domain-specific knowledge to help create an initial population of knowledge-based neural networks and (b) genetic operators of crossover and mutation (specifically designed for knowledge-based networks) to continually search for better network topologies. Experiments on three real-world domains indicate that our new algorithm is able to significantly increase generalization compared to a standard connectionist theory-refinement system, as well as our previous algorithm for growing knowledge-based networks.Comment: See http://www.jair.org/ for any accompanying file

Incremental evolution strategy for function optimization

This paper presents a novel evolutionary approach for function optimization Incremental Evolution Strategy (IES). Two strategies are proposed. One is to evolve the input variables incrementally. The whole evolution consists of several phases and one more variable is focused in each phase. The number of phases is equal to the number of variables in maximum. Each phase is composed of two stages: in the single-variable evolution (SVE) stage, evolution is taken on one independent variable in a series of cutting planes; in the multi-variable evolving (MVE) stage, the initial population is formed by integrating the populations obtained by the SVE and the MVE in the last phase. And the evolution is taken on the incremented variable set. The other strategy is a hybrid of particle swarm optimization (PSO) and evolution strategy (ES). PSO is applied to adjust the cutting planes/hyper-planes (in SVEs/MVEs) while (1+1)-ES is applied to searching optima in the cutting planes/hyper-planes. The results of experiments show that the performance of IES is generally better than that of three other evolutionary algorithms, improved normal GA, PSO and SADE_CERAF, in the sense that IES finds solutions closer to the true optima and with more optimal objective values

Lattice dynamical wavelet neural networks implemented using particle swarm optimisation for spatio-temporal system identification

Starting from the basic concept of coupled map lattices, a new family of adaptive wavelet neural networks, called lattice dynamical wavelet neural networks (LDWNN), is introduced for spatiotemporal system identification, by combining an efficient wavelet representation with a coupled map lattice model. A new orthogonal projection pursuit (OPP) method, coupled with a particle swarm optimisation (PSO) algorithm, is proposed for augmenting the proposed network. A novel two-stage hybrid training scheme is developed for constructing a parsimonious network model. In the first stage, by applying the orthogonal projection pursuit algorithm, significant wavelet-neurons are adaptively and successively recruited into the network, where adjustable parameters of the associated waveletneurons are optimised using a particle swarm optimiser. The resultant network model, obtained in the first stage, may however be redundant. In the second stage, an orthogonal least squares (OLS) algorithm is then applied to refine and improve the initially trained network by removing redundant wavelet-neurons from the network. The proposed two-stage hybrid training procedure can generally produce a parsimonious network model, where a ranked list of wavelet-neurons, according to the capability of each neuron to represent the total variance in the system output signal is produced. Two spatio-temporal system identification examples are presented to demonstrate the performance of the proposed new modelling framework

Adaptive hybrid optimization strategy for calibration and parameter estimation of physical models

A new adaptive hybrid optimization strategy, entitled squads, is proposed for complex inverse analysis of computationally intensive physical models. The new strategy is designed to be computationally efficient and robust in identification of the global optimum (e.g. maximum or minimum value of an objective function). It integrates a global Adaptive Particle Swarm Optimization (APSO) strategy with a local Levenberg-Marquardt (LM) optimization strategy using adaptive rules based on runtime performance. The global strategy optimizes the location of a set of solutions (particles) in the parameter space. The LM strategy is applied only to a subset of the particles at different stages of the optimization based on the adaptive rules. After the LM adjustment of the subset of particle positions, the updated particles are returned to the APSO strategy. The advantages of coupling APSO and LM in the manner implemented in squads is demonstrated by comparisons of squads performance against Levenberg-Marquardt (LM), Particle Swarm Optimization (PSO), Adaptive Particle Swarm Optimization (APSO; the TRIBES strategy), and an existing hybrid optimization strategy (hPSO). All the strategies are tested on 2D, 5D and 10D Rosenbrock and Griewank polynomial test functions and a synthetic hydrogeologic application to identify the source of a contaminant plume in an aquifer. Tests are performed using a series of runs with random initial guesses for the estimated (function/model) parameters. Squads is observed to have the best performance when both robustness and efficiency are taken into consideration than the other strategies for all test functions and the hydrogeologic application

Financial Analysis with Artificial Neural Networks Short-term Stock Market Forecasting

Excerpt from Introduction Seldom reward is absent from risk, and stock markets are a prime example. Stock markets across the world are viewed as profitable and risky at the same time. Companies have made a business out of forecasting these markets. Quantitative analysis companies use mathematicians, financial analysts, and computer scientists to compete in the stock market. The old days of floor trading have progressed towards high-frequency trading with supercomputers housed within the exchange. For example, the New York Stock exchange has created regulations for these companies so that there’s competitive equality. The computer’s power, length of cable to the exchange, and more has been standardized so that no single company will have an advantage with the exception to algorithms. Computers are delegated the buying and selling of stocks in the New York Stock exchange. A computer receives information from the market, decides an action in microseconds, and that decision gets sent to the exchange in milliseconds. From the computer’s perspective, the difference between microseconds and millisecond is significant. The company’s trading algorithms are secretive and protected, but their performance depends on time series analysis and machine learning theory