Search results for "stochastic optimization."
showing 10 items of 37 documents
Learning Automata-Based Solutions to Stochastic Nonlinear Resource Allocation Problems
2009
“Computational Intelligence” is an extremely wide-ranging and all-encompassing area. However, it is fair to say that the strength of a system that possesses “Computational Intelligence” can be quantified by its ability to solve problems that are intrinsically hard. One such class of NP-Hard problems concerns the so-called family of Knapsack Problems, and in this Chapter, we shall explain how a sub-field of Artificial Intelligence, namely that which involves “Learning Automata”, can be used to produce fast and accurate solutions to “difficult” and randomized versions of the Knapsack problem (KP).
A novel technique for stochastic root-finding: Enhancing the search with adaptive d-ary search
2017
The most fundamental problem encountered in the field of stochastic optimization, is the Stochastic Root Finding (SRF) problem where the task is to locate an unknown point x∗ for which g(x∗) = 0 for a given function g that can only be observed in the presence of noise [15]. The vast majority of the state-of-the-art solutions to the SRF problem involve the theory of stochastic approximation. The premise of the latter family of algorithms is to oper ate by means of so-called “small-step”processesthat explorethe search space in a conservative manner. Using this paradigm, the point investigated at any time instant is in the proximity of the point investigated at the previous time instant, render…
OnMLM: An Online Formulation for the Minimal Learning Machine
2019
Minimal Learning Machine (MLM) is a nonlinear learning algorithm designed to work on both classification and regression tasks. In its original formulation, MLM builds a linear mapping between distance matrices in the input and output spaces using the Ordinary Least Squares (OLS) algorithm. Although the OLS algorithm is a very efficient choice, when it comes to applications in big data and streams of data, online learning is more scalable and thus applicable. In that regard, our objective of this work is to propose an online version of the MLM. The Online Minimal Learning Machine (OnMLM), a new MLM-based formulation capable of online and incremental learning. The achievements of OnMLM in our…
Combined Elephant Herding Optimization Algorithm with K-means for Data Clustering
2018
Clustering is an important task in machine learning and data mining. Due to various applications that use clustering, numerous clustering methods were proposed. One well-known, simple, and widely used clustering algorithm is k-means. The main problem of this algorithm is its tendency of getting trapped into local minimum because it does not have any kind of global search. Clustering is a hard optimization problem, and swarm intelligence stochastic optimization algorithms are proved to be successful for such tasks. In this paper, we propose recent swarm intelligence elephant herding optimization algorithm for data clustering. Local search of the elephant herding optimization algorithm was im…
On the Reliability of Optimization Results for Trigeneration Systems in Buildings, in the Presence of Price Uncertainties and Erroneous Load Estimati…
2016
Cogeneration and trigeneration plants are widely recognized as promising technologies for increasing energy efficiency in buildings. However, their overall potential is scarcely exploited, due to the difficulties in achieving economic viability and the risk of investment related to uncertainties in future energy loads and prices. Several stochastic optimization models have been proposed in the literature to account for uncertainties, but these instruments share in a common reliance on user-defined probability functions for each stochastic parameter. Being such functions hard to predict, in this paper an analysis of the influence of erroneous estimation of the uncertain energy loads and pric…
Simultaneous optimization of harvest schedule and data quality
2015
In many recent studies, the value of forest inventory information in harvest scheduling has been examined. In a previous paper, we demonstrated that making measurement decisions for stands for which the harvest decision is uncertain simultaneously with the harvest decisions may be highly profitable. In that study, the quality of additional measurements was not a decision variable, and the only options were between making no measurements or measuring perfect information. In this study, we introduce data quality into the decision problem, i.e., the decisionmaker can select between making imperfect or perfect measurements. The imperfect information is obtained with a specific scenario tree fo…
A Learning Automata Based Solution to Service Selection in Stochastic Environments
2010
Published version of a paper published in the book: Trends in Applied Intelligent Systems. Also available on SpringerLink: http://dx.doi.org/10.1007/978-3-642-13033-5_22 With the abundance of services available in today’s world, identifying those of high quality is becoming increasingly difficult. Reputation systems can offer generic recommendations by aggregating user provided opinions about service quality, however, are prone to ballot stuffing and badmouthing . In general, unfair ratings may degrade the trustworthiness of reputation systems, and changes in service quality over time render previous ratings unreliable. In this paper, we provide a novel solution to the above problems based …
Non-cooperative Aerial Base Station Placement via Stochastic Optimization
2019
Autonomous unmanned aerial vehicles (UAVs) with on-board base station equipment can potentially provide connectivity in areas where the terrestrial infrastructure is overloaded, damaged, or absent. Use cases comprise emergency response, wildfire suppression, surveillance, and cellular communications in crowded events to name a few. A central problem to enable this technology is to place such aerial base stations (AirBSs) in locations that approximately optimize the relevant communication metrics. To alleviate the limitations of existing algorithms, which require intensive and reliable communications among AirBSs or between the AirBSs and a central controller, this paper leverages stochastic…
Achieving Unbounded Resolution inFinitePlayer Goore Games Using Stochastic Automata, and Its Applications
2012
Abstract This article concerns the sequential solution to a distributed stochastic optimization problem using learning automata and the Goore game (also referred to as the Gur game in the related literature). The amazing thing about our solution is that, unlike traditional methods, which need N automata (where N determines the degree of accuracy), in this article, we show that we can obtain arbitrary accuracy by recursively using only three automata. To be more specific, the Goore game (GG) introduced in Tsetlin (1973) has the fascinating property that it can be resolved in a completely distributed manner with no inter-communication between the players. The game has recently found applicati…
Stochastic Control Problems
2003
The general theory of stochastic processes originated in the fundamental works of A. N. Kolmogorov and A. Ya. Khincin at the beginning of the 1930s. Kolmogorov, 1938 gave a systematic and rigorous construction of the theory of stochastic processes without aftereffects or, as it is customary to say nowadays, Markov processes. In a number of works, Khincin created the principles of the theory of so-called stationary processes.