26,583 research outputs found
Towards a Comprehensible and Accurate Credit Management Model: Application of four Computational Intelligence Methodologies
The paper presents methods for classification of applicants into different categories of credit risk using four different computational intelligence techniques. The selected methodologies involved in the rule-based categorization task are (1) feedforward neural networks trained with second order methods (2) inductive machine learning, (3) hierarchical decision trees produced by grammar-guided genetic programming and (4) fuzzy rule based systems produced by grammar-guided genetic programming. The data used are both numerical and linguistic in nature and they represent a real-world problem, that of deciding whether a loan should be granted or not, in respect to financial details of customers applying for that loan, to a specific private EU bank. We examine the proposed classification models with a sample of enterprises that applied for a loan, each of which is described by financial decision variables (ratios), and classified to one of the four predetermined classes. Attention is given to the comprehensibility and the ease of use for the acquired decision models. Results show that the application of the proposed methods can make the classification task easier and - in some cases - may minimize significantly the amount of required credit data. We consider that these methodologies may also give the chance for the extraction of a comprehensible credit management model or even the incorporation of a related decision support system in bankin
Development of Neurofuzzy Architectures for Electricity Price Forecasting
In 20th century, many countries have liberalized their electricity market. This power markets liberalization has directed generation companies as well as wholesale buyers to undertake a greater intense risk exposure compared to the old centralized framework. In this framework, electricity price prediction has become crucial for any market player in their decisionâmaking process as well as strategic planning. In this study, a prototype asymmetricâbased neuroâfuzzy network (AGFINN) architecture has been implemented for shortâterm electricity prices forecasting for ISO New England market. AGFINN framework has been designed through two different defuzzification schemes. Fuzzy clustering has been explored as an initial step for defining the fuzzy rules while an asymmetric Gaussian membership function has been utilized in the fuzzification part of the model. Results related to the minimum and maximum electricity prices for ISO New England, emphasize the superiority of the proposed model over wellâestablished learningâbased models
The Combination of Paradoxical, Uncertain, and Imprecise Sources of Information based on DSmT and Neutro-Fuzzy Inference
The management and combination of uncertain, imprecise, fuzzy and even
paradoxical or high conflicting sources of information has always been, and
still remains today, of primal importance for the development of reliable
modern information systems involving artificial reasoning. In this chapter, we
present a survey of our recent theory of plausible and paradoxical reasoning,
known as Dezert-Smarandache Theory (DSmT) in the literature, developed for
dealing with imprecise, uncertain and paradoxical sources of information. We
focus our presentation here rather on the foundations of DSmT, and on the two
important new rules of combination, than on browsing specific applications of
DSmT available in literature. Several simple examples are given throughout the
presentation to show the efficiency and the generality of this new approach.
The last part of this chapter concerns the presentation of the neutrosophic
logic, the neutro-fuzzy inference and its connection with DSmT. Fuzzy logic and
neutrosophic logic are useful tools in decision making after fusioning the
information using the DSm hybrid rule of combination of masses.Comment: 20 page
Neural Network Dynamics for Model-Based Deep Reinforcement Learning with Model-Free Fine-Tuning
Model-free deep reinforcement learning algorithms have been shown to be
capable of learning a wide range of robotic skills, but typically require a
very large number of samples to achieve good performance. Model-based
algorithms, in principle, can provide for much more efficient learning, but
have proven difficult to extend to expressive, high-capacity models such as
deep neural networks. In this work, we demonstrate that medium-sized neural
network models can in fact be combined with model predictive control (MPC) to
achieve excellent sample complexity in a model-based reinforcement learning
algorithm, producing stable and plausible gaits to accomplish various complex
locomotion tasks. We also propose using deep neural network dynamics models to
initialize a model-free learner, in order to combine the sample efficiency of
model-based approaches with the high task-specific performance of model-free
methods. We empirically demonstrate on MuJoCo locomotion tasks that our pure
model-based approach trained on just random action data can follow arbitrary
trajectories with excellent sample efficiency, and that our hybrid algorithm
can accelerate model-free learning on high-speed benchmark tasks, achieving
sample efficiency gains of 3-5x on swimmer, cheetah, hopper, and ant agents.
Videos can be found at https://sites.google.com/view/mbm
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