Optimisation of Multilayer Perceptrons Using a Distributed Evolutionary Algorithm with SOAP

Abstract. SOAP (simple object access protocol) is a protocol that al-lows the access to remote objects independently of the computer archi-tecture and the language. A client using SOAP can send or receive ob-jects, or access remote object methods. Unlike other remote procedure call methods, like XML-RPC or RMI, SOAP can use many different transport types (for instance, it could be called as a CGI or as sockets). In this paper an approach to evolutionary distributed optimisation of multilayer perceptrons (MLP) using SOAP and language Perl has been done. Obtained results show that the parallel version of the developed programs obtains similar or better results using much less time than the sequential version, obtaining a good speedup. Also it can be shown that obtained results are better than those obtained by other authors using different methods.

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

Devising novel performance measures for assessing the behavior of multilayer perceptrons trained on regression tasks

This methodological article is mainly aimed at establishing a bridge between classification and regression tasks, in a frame shaped by performance evaluation. More specifically, a general procedure for calculating performance measures is proposed, which can be applied to both classification and regression models. To this end, a notable change in the policy used to evaluate the confusion matrix is made, with the goal of reporting information about regression performance therein. This policy, called generalized token sharing, allows to a) assess models trained on both classification and regression tasks, b) evaluate the importance of input features, and c) inspect the behavior of multilayer perceptrons by looking at their hidden layers. The occurrence of success and failure patterns at the hidden layers of multilayer perceptrons trained and tested on selected regression problems, together with the effectiveness of layer-wise training, is also discussed

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