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Versatile stochastic dot product circuits based on nonvolatile memories for high performance neurocomputing and neurooptimization.
The key operation in stochastic neural networks, which have become the state-of-the-art approach for solving problems in machine learning, information theory, and statistics, is a stochastic dot-product. While there have been many demonstrations of dot-product circuits and, separately, of stochastic neurons, the efficient hardware implementation combining both functionalities is still missing. Here we report compact, fast, energy-efficient, and scalable stochastic dot-product circuits based on either passively integrated metal-oxide memristors or embedded floating-gate memories. The circuit's high performance is due to mixed-signal implementation, while the efficient stochastic operation is achieved by utilizing circuit's noise, intrinsic and/or extrinsic to the memory cell array. The dynamic scaling of weights, enabled by analog memory devices, allows for efficient realization of different annealing approaches to improve functionality. The proposed approach is experimentally verified for two representative applications, namely by implementing neural network for solving a four-node graph-partitioning problem, and a Boltzmann machine with 10-input and 8-hidden neurons
A general framework of multi-population methods with clustering in undetectable dynamic environments
Copyright @ 2011 IEEETo solve dynamic optimization problems, multiple
population methods are used to enhance the population diversity for an algorithm with the aim of maintaining multiple populations in different sub-areas in the fitness landscape. Many experimental studies have shown that locating and tracking multiple relatively good optima rather than a single global optimum is an effective idea in dynamic environments. However, several challenges need to be addressed when multi-population methods are applied, e.g.,
how to create multiple populations, how to maintain them in different sub-areas, and how to deal with the situation where changes can not be detected or predicted. To address these issues, this paper investigates a hierarchical clustering method to locate and track multiple optima for dynamic optimization problems. To deal with undetectable dynamic environments, this
paper applies the random immigrants method without change detection based on a mechanism that can automatically reduce redundant individuals in the search space throughout the run. These methods are implemented into several research areas, including particle swarm optimization, genetic algorithm, and differential evolution. An experimental study is conducted based on the moving peaks benchmark to test the performance with several other algorithms from the literature. The experimental
results show the efficiency of the clustering method for locating and tracking multiple optima in comparison with other algorithms based on multi-population methods on the moving peaks
benchmark
A generalized approach to construct benchmark problems for dynamic optimization
Copyright @ Springer-Verlag Berlin Heidelberg 2008.There has been a growing interest in studying evolutionary algorithms in dynamic environments in recent years due to its importance in real applications. However, different dynamic test problems have been used to test and compare the performance of algorithms. This paper proposes a generalized dynamic benchmark generator (GDBG) that can be instantiated into the binary space, real space and combinatorial space. This generator can present a set of different properties to test algorithms by tuning some control parameters. Some experiments are carried out on the real space to study the performance of the generator.This work was supported by the Engineering and Physical Sciences Research Council (EPSRC) of UK under Grant EP/E060722/1
Backpropagation training in adaptive quantum networks
We introduce a robust, error-tolerant adaptive training algorithm for
generalized learning paradigms in high-dimensional superposed quantum networks,
or \emph{adaptive quantum networks}. The formalized procedure applies standard
backpropagation training across a coherent ensemble of discrete topological
configurations of individual neural networks, each of which is formally merged
into appropriate linear superposition within a predefined, decoherence-free
subspace. Quantum parallelism facilitates simultaneous training and revision of
the system within this coherent state space, resulting in accelerated
convergence to a stable network attractor under consequent iteration of the
implemented backpropagation algorithm. Parallel evolution of linear superposed
networks incorporating backpropagation training provides quantitative,
numerical indications for optimization of both single-neuron activation
functions and optimal reconfiguration of whole-network quantum structure.Comment: Talk presented at "Quantum Structures - 2008", Gdansk, Polan
Modeling Financial Time Series with Artificial Neural Networks
Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001
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