Search results for "programming."
showing 10 items of 3035 documents
Discretized Bayesian Pursuit – A New Scheme for Reinforcement Learning
2012
Published version of a chapter in the book: Advanced Research in Applied Artificial Intelligence. Also available from the publisher at: http://dx.doi.org/10.1007/978-3-642-31087-4_79 The success of Learning Automata (LA)-based estimator algorithms over the classical, Linear Reward-Inaction ( L RI )-like schemes, can be explained by their ability to pursue the actions with the highest reward probability estimates. Without access to reward probability estimates, it makes sense for schemes like the L RI to first make large exploring steps, and then to gradually turn exploration into exploitation by making progressively smaller learning steps. However, this behavior becomes counter-intuitive wh…
A Learning Automata Local Contribution Sampling Applied to Hydropower Production Optimisation
2017
Learning Automata (LA) is a powerful approach for solving complex, non-linear and stochastic optimisation problems. However, existing solutions struggle with high-dimensional problems due to slow convergence, arguably caused by the global nature of feedback. In this paper we introduce a novel Learning Automata (LA) scheme to attack this challenge. The scheme is based on a parallel form of Local Contribution Sampling (LCS), which means that the LA receive individually directed feedback, designed to speed up convergence. Furthermore, our scheme is highly decentralized, allowing parallel execution on GPU architectures. To demonstrate the power of our scheme, the LA LCS is applied to hydropower…
Solving Non-Stationary Bandit Problems by Random Sampling from Sibling Kalman Filters
2010
Published version of an article from Lecture Notes in Computer Science. Also available at SpringerLink: http://dx.doi.org/10.1007/978-3-642-13033-5_21 The multi-armed bandit problem is a classical optimization problem where an agent sequentially pulls one of multiple arms attached to a gambling machine, with each pull resulting in a random reward. The reward distributions are unknown, and thus, one must balance between exploiting existing knowledge about the arms, and obtaining new information. Dynamically changing (non-stationary) bandit problems are particularly challenging because each change of the reward distributions may progressively degrade the performance of any fixed strategy. Alt…
New descent rules for solving the linear semi-infinite programming problem
1994
The algorithm described in this paper approaches the optimal solution of a continuous semi-infinite linear programming problem through a sequence of basic feasible solutions. The descent rules that we present for the improvement step are quite different when one deals with non-degenerate or degenerate extreme points. For the non-degenerate case we use a simplex-type approach, and for the other case a search direction scheme is applied. Some numerical examples illustrating the method are given.
A Forecasting Support System Based on Exponential Smoothing
2010
This chapter presents a forecasting support system based on the exponential smoothing scheme to forecast time-series data. Exponential smoothing methods are simple to apply, which facilitates computation and considerably reduces data storage requirements. Consequently, they are widely used as forecasting techniques in inventory systems and business planning. After selecting the most adequate model to replicate patterns of the time series under study, the system provides accurate forecasts which can play decisive roles in organizational planning, budgeting and performance monitoring.
Iterative moment method for electromagnetic transients in grounding systems on CRAY T3D
1996
In this paper the parallel aspects of an electromagnetic model for transients in grounding systems based on an iterative scheme are investigated in a multiprocessor environment. A coarse and fine grain parallel solutions have been developed on the CRAY T3D, housed at CINECA, equipped with 64 processors working in space sharing modality. The performances of the two parallel approaches implemented according to the work sharing parallel paradigm have been evaluated for different problem sizes employing variable number of processors.
Market Timing with a Robust Moving Average
2015
In this paper we entertain a method of finding the most robust moving average weighting scheme to use for the purpose of timing the market. Robustness of a weighting scheme is defined its ability to generate sustainable performance under all possible market scenarios regardless of the size of the averaging window. The method is illustrated using the long-run historical data on the Standard and Poor's Composite stock price index. We find the most robust moving average weighting scheme, demonstrates its advantages, and discuss its practical implementation.
A General Frame for Building Optimal Multiple SVM Kernels
2012
The aim of this paper is to define a general frame for building optimal multiple SVM kernels. Our scheme follows 5 steps: formal representation of the multiple kernels, structural representation, choice of genetic algorithm, SVM algorithm, and model evaluation. The computation of the optimal parameter values of SVM kernels is performed using an evolutionary method based on the SVM algorithm for evaluation of the quality of chromosomes. After the multiple kernel is found by the genetic algorithm we apply cross validation method for estimating the performance of our predictive model. We implemented and compared many hybrid methods derived from this scheme. Improved co-mutation operators are u…
Application of Adaptive Hypergraph Model to Impulsive Noise Detection
2001
In this paper, using hypergraph theory, we introduce an image model called Adaptive Image Neighborhood Hypergraph (AINH). From this model we propose a combinatorial definition of noisy data. A detection procedure is used to classify the hyperedges either as noisy or clean data. Similar to other techniques, the proposed algorithm uses an estimation procedure to remove the effects of the noise. Extensive simulations show that the proposed scheme consistently works well in suppressing of impulsive noise.
Multi-beam cooperative frequency reuse for coordinated multi-point transmission
2010
Coordinated multi-point (CoMP) joint transmission is considered in the 3rd generation partnership project (3GPP) long term evolution (LTE)-advanced as a key technique to mitigate inter-cell interference and improve the cell-edge performance. To effectively apply CoMP joint transmission, efficient frequency reuse schemes need to be designed to support resource management cooperation among coordinated cells. However, most of the existing frequency reuse schemes are not suitable for CoMP systems due to not considering multi-point joint transmission scenarios in their frequency reuse rules. In addition, the restrictions of frequency resources in those schemes result in a high blocking probabili…