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

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

Presynaptic modulation as fast synaptic switching: state-dependent modulation of task performance

Neuromodulatory receptors in presynaptic position have the ability to suppress synaptic transmission for seconds to minutes when fully engaged. This effectively alters the synaptic strength of a connection. Much work on neuromodulation has rested on the assumption that these effects are uniform at every neuron. However, there is considerable evidence to suggest that presynaptic regulation may be in effect synapse-specific. This would define a second "weight modulation" matrix, which reflects presynaptic receptor efficacy at a given site. Here we explore functional consequences of this hypothesis. By analyzing and comparing the weight matrices of networks trained on different aspects of a task, we identify the potential for a low complexity "modulation matrix", which allows to switch between differently trained subtasks while retaining general performance characteristics for the task. This means that a given network can adapt itself to different task demands by regulating its release of neuromodulators. Specifically, we suggest that (a) a network can provide optimized responses for related classification tasks without the need to train entirely separate networks and (b) a network can blend a "memory mode" which aims at reproducing memorized patterns and a "novelty mode" which aims to facilitate classification of new patterns. We relate this work to the known effects of neuromodulators on brain-state dependent processing.Comment: 6 pages, 13 figure

A genetic-algorithms based evolutionary computational neural network for modelling spatial interaction data

Building a feedforward computational neural network model (CNN) involves two distinct tasks: determination of the network topology and weight estimation. The specification of a problem adequate network topology is a key issue and the primary focus of this contribution. Up to now, this issue has been either completely neglected in spatial application domains, or tackled by search heuristics (see Fischer and Gopal 1994). With the view of modelling interactions over geographic space, this paper considers this problem as a global optimization problem and proposes a novel approach that embeds backpropagation learning into the evolutionary paradigm of genetic algorithms. This is accomplished by interweaving a genetic search for finding an optimal CNN topology with gradient-based backpropagation learning for determining the network parameters. Thus, the model builder will be relieved of the burden of identifying appropriate CNN-topologies that will allow a problem to be solved with simple, but powerful learning mechanisms, such as backpropagation of gradient descent errors. The approach has been applied to the family of three inputs, single hidden layer, single output feedforward CNN models using interregional telecommunication traffic data for Austria, to illustrate its performance and to evaluate its robustness.