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Agogino, A., Stanley, K. & Miikkulainen, R., 1999. Online Interactive Neuro-evolution, Neural Processing Letters.
Abstract: In standard neuro-evolution, a population of networks is evolved in a task, and the network that best solves the task is found. This network is then fixed and used to solve future instances of the problem. Networks evolved in this way do not handle real-time interaction very well. It is hard to evolve a solution ahead of time that can cope effectively with all the possible environments that might arise in the future and with all the possible ways someone may interact with it. This paper proposes evolving feedforward neural networks online to create agents that improve their performance through real-time interaction. This approach is demonstrated in a game world where neural-networkcontrolled individuals play against humans. Through evolution, these individuals learn to react to varying opponents while appropriately taking into account conflicting goals. After initial evaluation offline, the population is allowed to evolve online, and its performance improves considerably. The population not only adapts to novel situations brought about by changing strategies in the opponent and the game layout, but it also improves its performance in situations that it has already seen in offline training. This paper will describe an implementation of online evolution and shows that it is a practical method that exceeds the performance of offline evolution alone.
Keywords: NeuralNets
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Brown, S.J., Goetzmann, W.N. & Kumar, A., 1998. The Dow Theory: William Peter Hamilton's Track Record Reconsidered.
Abstract: Alfred Cowles' (1934) test of the Dow Theory apparently provides strong evidence against the ability of Wall Street's most famous shartist to forecast the mstock market. We review Cowles' evidence and find it supports the contrary conclusion. Cowles analyzed editorials published by the chief exponent of the Dow Theory, William Peter Hamilton. We find the Hamilton's timing strategies actually yield high Sharpe ratios and positive alphas for the period 1902 to 1929. Neural net modeling to replicate Hamilton's market calls provides interesting insight into the Dow Theory and allows us to examine the properties of the Theory itself out-of-sample.
Keywords: NeuralNets
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Chen, E., Wang, S., Zhang, Z. & Wang, X.. Document Classification with CC$ Neural Network.
Abstract: CC4 neural network is a new type of corner classification training algorithm for three-layered feedforward neural networks. On the condition that documents are almost of the same size, CC4 neural network is an efficient document classification algorithm. It would be impractical however to assume that all documents on WWW is of the same size in reality. To solve the problem incurred by the great difference in document sizes, we propose an MDS-NN based data indexing method thus making all documents be mapped to k-dimensional points while their distance information is kept well. We also extend CC4 neural network so that it can accept k-dimensional indexes of documents as its input, then transforms these indexes to binary sequences required by CC4 neural network. Our experimental results show that the performance of our method is much better than that of original CC4.
Keywords: NeuralNets
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Christenson, C. & Kaikhah, K.. Using Incremental Evolution to Create Trainable Neural Networks that are Backwards Compatible.
Abstract: Supervised learning has long been used to modify the artificial neural network in order to perform classification tasks. However, the standard fully-connected layered design is often inadequate when performing such tasks. We demonstrate that evolution can be used to design an artificial neural network that learns faster and more accurately. By evolving artificial neural networks within a dynamic environment, the artificial neural network is forced to use learning. This strategy combined with incremental evolution produces an artificial neural network that outperforms the standard fully-connected layered design. The resulting artificial neural network can learn to perform an entire domain of tasks, including those of reduced complexity. Evolution alone can be used to create a network that performs a single task. However, real world environments are dynamic and thus require the ability to adapt to changes.
Keywords: NeuralNets
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D'Ambrosio, D.B. & Stanley, K.O., 2008. Generative Encoding for Multiagent Learning. Atlanta, Georgia.
Abstract: This paper argues that multiagent learning is a potential \killer application" for generative and developmental sys- tems (GDS) because key challenges in learning to coordinate a team of agents are naturally addressed through indirect encodings and information reuse. For example, a signicant problem for multiagent learning is that policies learned sepa- rately for dierent agent roles may nevertheless need to share a basic skill set, forcing the learning algorithm to reinvent the wheel for each agent. GDS is a good match for this kind of problem because it specializes in ways to encode patterns of related yet varying motifs. In this paper, to establish the promise of this capability, the Hypercube-based NeuroEvo- lution of Augmenting Topologies (HyperNEAT) generative approach to evolving neurocontrollers learns a set of coor- dinated policies encoded by a single genome representing a team of predator agents that work together to capture prey. Experimental results show that it is not only possible, but benecial to encode a heterogeneous team of agents with an indirect encoding. The main contribution is thus to open up a signicant new application domain for GDS.
Keywords: ArtificialAgents; NeuralNets
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Dasgupta, S., Kalai, A.T. & Monteleoni, C., 2009. Analysis of Perceptron-Based Active Learning, Journal of Machine Learning Research, 10, p. 281–299.
Abstract: We start by showing that in an active learning setting, the Perceptron algorithm needs W( 1 e2 ) labels to learn linear separators within generalization error e. We then present a simple active learning algorithm for this problem, which combines a modification of the Perceptron update with an adaptive filtering rule for deciding which points to query. For data distributed uniformly over the unit sphere, we show that our algorithm reaches generalization error e after asking for just ˜O(d log 1 e ) labels. This exponential improvement over the usual sample complexity of supervised learning had previously been demonstrated only for the computationally more complex query-by-committee algorithm.
Keywords: NeuralNets; OnlineLearning
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Dash, S., 2006. A Neuro-Evolutionary Approach to Time Series Forecasting. Kanpur, India: indian Institute of Technology Kanpur.
Abstract: Time Series Forecasting is an extremely important problem that has received a lot of attention from many different quarters of science and engineering because of its intrinsic difficulties and practical applications. We present a Neuro-Evolutionary approach to time series forecasting, wherein we evolve neural network models to do time series prediction using an advanced evolutionary computation algorithm, called Neuro-Evolution using Augmenting Topologies. Changes in the original algorithm are proposed and to reach the high level of precision desired by time series forecasting, a novel ensembling method is also proposed and implemented. The algorithms ability to evolve networks for a chaotic time series prediction task is tested by applying it to a benchmark series, the Mackey-Glass Time Series, and finally to test the proposed ensembling technique, the system is applied to predicting a complex currency exchange rate time series, that of the Yen-$ daily exchange rates. The results suggest that the system is robust, and when combined with the proposed ensembling technique, it is able to beat the predictions of the Random Walk model in the currency exchange rate prediction task. In the Mackey Glass test, the system successfully demonstrates its ability to evolve minimal structures to solve complex problems and multiple runs on the task confirm its ability to create diversity in terms of the architectures of the neural networks it produces.
Keywords: NeuralNets
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Dong, I., Duan, C. & Jang, M.-J., 2003. Predicting Extreme Stock Performance More Accurately.
Abstract: The prediction of extreme stock returns is highly useful in mar- ket analysis and trading strategies. Beneish, Lee, and Tarpley (2001) present a model using market-based signals and fundamental account- ing data to make such predictions. In this paper, we use neural net- works, a non-parametric predictor model, to more accurately predict extreme stock returns. We ¯nd that a well-tuned neural network can predict extreme stock returns as accurately as the probit model while requiring fewer explanatory variables, which makes for a model that is applicable to a wider range of stocks.
Keywords: NeuralNets
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