Adaptation and learning over networks for nonlinear system modeling

In this chapter, we analyze nonlinear filtering problems in distributed environments, e.g., sensor networks or peer-to-peer protocols. In these scenarios, the agents in the environment receive measurements in a streaming fashion, and they are required to estimate a common (nonlinear) model by alternating local computations and communications with their neighbors. We focus on the important distinction between single-task problems, where the underlying model is common to all agents, and multitask problems, where each agent might converge to a different model due to, e.g., spatial dependencies or other factors. Currently, most of the literature on distributed learning in the nonlinear case has focused on the single-task case, which may be a strong limitation in real-world scenarios. After introducing the problem and reviewing the existing approaches, we describe a simple kernel-based algorithm tailored for the multitask case. We evaluate the proposal on a simulated benchmark task, and we conclude by detailing currently open problems and lines of research.Comment: To be published as a chapter in `Adaptive Learning Methods for Nonlinear System Modeling', Elsevier Publishing, Eds. D. Comminiello and J.C. Principe (2018

An intelligent system for risk classification of stock investment projects

The proposed paper demonstrates that a hybrid fuzzy neural network can serve as a risk classifier of stock investment projects. The training algorithm for the regular part of the network is based on bidirectional incremental evolution proving more efficient than direct evolution. The approach is compared with other crisp and soft investment appraisal and trading techniques, while building a multimodel domain representation for an intelligent decision support system. Thus the advantages of each model are utilised while looking at the investment problem from different perspectives. The empirical results are based on UK companies traded on the London Stock Exchange

Multi-agent simulation: new approaches to exploring space-time dynamics in GIS

As part of the long term quest to develop more disaggregate, temporally dynamic models of spatial behaviour, micro-simulation has evolved to the point where the actions of many individuals can be computed. These multi-agent systems/simulation(MAS) models are a consequence of much better micro data, more powerful and user-friendly computer environments often based on parallel processing, and the generally recognised need in spatial science for modelling temporal process. In this paper, we develop a series of multi-agent models which operate in cellular space.These demonstrate the well-known principle that local action can give rise to global pattern but also how such pattern emerges as the consequence of positive feedback and learned behaviour. We first summarise the way cellular representation is important in adding new process functionality to GIS, and the way this is effected through ideas from cellular automata (CA) modelling. We then outline the key ideas of multi-agent simulation and this sets the scene for three applications to problems involving the use of agents to explore geographic space. We first illustrate how agents can be programmed to search route networks, finding shortest routes in adhoc as well as structured ways equivalent to the operation of the Bellman-Dijkstra algorithm. We then demonstrate how the agent-based approach can be used to simulate the dynamics of water flow, implying that such models can be used to effectively model the evolution of river systems. Finally we show how agents can detect the geometric properties of space, generating powerful results that are notpossible using conventional geometry, and we illustrate these ideas by computing the visual fields or isovists associated with different viewpoints within the Tate Gallery.Our forays into MAS are all based on developing reactive agent models with minimal interaction and we conclude with suggestions for how these models might incorporate cognition, planning, and stronger positive feedbacks between agents