Shingo Mabu

Online learning of genetic network programming (GNP)

A new evolutionary computation method called genetic network programming (GNP) was proposed recently. In this paper, an online learning method for GNP is proposed. This method uses Q learning to improve its state transition rules so that it can make GNP adapt to dynamic environments efficiently.

Enhanced decision making mechanism of rule-based genetic network programming for creating stock trading signals

Evolutionary computation generally aims to create the optimal individual which represents optimal action rules when it is applied to agent systems. Genetic Network Programming (GNP) has been proposed as one of the graph-based evolutionary computations in order to create optimal individuals. GNP with rule accumulation is an extended algorithm of GNP, which extracts a large number of rules throughout the generations and stores them in rule pools, which is different from general evolutionary computations. Concretely, the individuals of GNP with rule accumulation are regarded as evolving rule generators in the training phase and the generated rules in the rule pools are actually used for decision making. In this paper, GNP with rule accumulation is enhanced in terms of its rule extraction and classification abilities for generating stock trading signals considering up and down trends and occurrence frequency of specific buying/selling timing. A large number of buying and selling rules are extracted by the individuals evolved in the training period. Then, a unique classification mechanism is used to appropriately determine whether to buy or sell stocks based on the extracted rules. In the testing simulations, the stock trading is carried out using the extracted rules and it is confirmed that the rule-based trading model shows higher profits than the conventional individual-based trading model.

Genetic network programming with learning and evolution for adapting to dynamical environments

A new evolutionary algorithm named genetic network programming, GNP has been proposed. GNP represents its solutions as network structures, which can improve the expression and search ability. Since GA, GP, and GNP already proposed are based on evolution and they cannot change their solutions until one generation ends, we propose GNP with learning and evolution in order to adapt to a dynamical environment quickly. Learning algorithm improves search speed for solutions and evolutionary algorithm enables GNP to search wide solution space efficiently.

Ensemble learning of rule-based evolutionary algorithm using multi-layer perceptron for supporting decisions in stock trading problems

Graphical abstractDisplay Omitted HighlightsRule pools for stock trading are generated by a rule-based evolutionary algorithm.Ensemble learning using MLP selects appropriate rule pools for trading decision.The proposed method shows better profitability than the other methods.The proposed method appropriately selects good rules depending on the situations. Classification is a major research field in pattern recognition and many methods have been proposed to enhance the generalization ability of classification. Ensemble learning is one of the methods which enhance the classification ability by creating several classifiers and making decisions by combining their classification results. On the other hand, when we consider stock trading problems, trends of the markets are very important to decide to buy and sell stocks. In this case, the combinations of trading rules that can adapt to various kinds of trends are effective to judge the good timing of buying and selling. Therefore, in this paper, to enhance the performance of the stock trading system, ensemble learning mechanism of rule-based evolutionary algorithm using multi-layer perceptron (MLP) is proposed, where several rule pools for stock trading are created by rule-based evolutionary algorithm, and effective rule pools are adaptively selected by MLP and the selected rule pools cooperatively make decisions of stock trading. In the simulations, it is clarified that the proposed method shows higher profits or lower losses than the method without ensemble learning and buy&hold.

Forecast chaotic time series data by DBNs

Deep belief nets (DBNs) with multiple artificial neural networks (ANNs) have attracted many researchers recently. In this paper, we propose to compose restricted Boltzmann machine (RBM) and multi-layer perceptron (MLP) as a DBN to predict chaotic time series data, such as the Lorenz chaos and the Henon map. Experiment results showed that in the sense of prediction precision, the novel DBN performed better than the conventional DBN with RBMs.

Combination of genetic network programming and knapsack problem to support record clustering on distributed databases

A decision support algorithm for record clustering in databases is proposed.Capacity limitation problem is introduced to make a general clustering application.Rule extraction from datasets is realized by the proposed evolutionary algorithm.Rule clustering considering capacity limitation is solved by knapsack problem.The simulations of record clustering show some advantages of the proposed method. This research involves implementation of genetic network programming (GNP) and standard dynamic programming to solve the knapsack problem (KP) as a decision support system for record clustering in distributed databases. Fragment allocation with storage capacity limitation problem is a background of the proposed method. The problem of storage capacity is to distribute sets of fragments into several sites (clusters). Total amount of fragments in each site must not exceed the capacity of site, while the distribution process must keep the relation (similarity) between fragments within each site. The objective is to distribute big data to certain sites with the limited amount of capacities by considering the similarity of distributed data in each site. To solve this problem, GNP is used to extract rules from big data by considering characteristics (value ranges) of each attribute in a dataset. The proposed method also provides partial random rule extraction method in GNP to discover frequent patterns in a database for improving the clustering algorithm, especially for large data problems. The concept of KP is applied to the storage capacity problem and standard dynamic programming is used to distribute rules to each site by considering similarity (value) and data amount (weight) related to each rule to match the site capacities. From the simulation results, it is clarified that the proposed method shows some advantages over the conventional clustering algorithms, therefore, the proposed method provides a new clustering method with an additional storage capacity problem.

Time Series Prediction Using DBN and ARIMA

Time series data analyze and prediction is very important to the study of nonlinear phenomenon. Studies of time series prediction have a long history since last century, linear models such as autoregressive integrated moving average (ARIMA) model, and nonlinear models such as multi-layer perceptron (MLP) are well-known. As the state-of-art method, a deep belief net (DBN) using multiple Restricted Boltzmann machines (RBMs) was proposed recently. In this study, we propose a novel prediction method which composes not only a kind of DBN with RBM and MLP but also ARIMA. Prediction experiments for the time series of the actual data and chaotic time series were performed, and results showed the effectiveness of the proposed method.

Implementation of genetic network programming and knapsack problem for record clustering on distributed database

This research involves implementation of genetic network programming (GNP) and knapsack problem (KP) to solve record clustering on distributed databases. The objective is to distribute big data to certain sites with the limited amount of capacities by considering the similarity of distributed data in each site. GNP is used to extract rules from big data by considering characteristics (value ranges) of each attribute in a dataset. KP is used to distribute rules to each site by considering similarity (value) and data amount (weight) related to each rule to match the site capacities.

An Improved Reinforcement Learning System Using Affective Factors

As a powerful and intelligent machine learning method, reinforcement learning (RL) has been widely used in many fields such as game theory, adaptive control, multi-agent system, nonlinear forecasting, and so on. The main contribution of this technique is its exploration and exploitation approaches to find the optimal solution or semi-optimal solution of goal-directed problems. However, when RL is applied to multi-agent systems (MASs), problems such as curse of dimension, perceptual aliasing problem, and uncertainty of the environment constitute high hurdles to RL. Meanwhile, although RL is inspired by behavioral psychology and reward/punishment from the environment is used, higher mental factors such as affects, emotions, and motivations are rarely adopted in the learning procedure of RL. In this paper, to challenge agents learning in MASs, we propose a computational motivation function, which adopts two principle affective factors Arousal and Pleasure of Russells circumplex model of affects, to improve the learning performance of a conventional RL algorithm named Q-learning (QL). Compared with the conventional QL, computer simulations of pursuit problems with static and dynamic preys were carried out, and the results showed that the proposed method results in agents having a faster and more stable learning performance.

A hand shape instruction recognition and learning system using growing SOM with asymmetric neighborhood function

Abstract For Human–Machine Interaction systems, it is a convenient method to send user׳s instructions to robots, TV sets, and other electronic equipments by showing different shapes of a hand of user. In our previous works, we proposed to use improved Kohonen׳s Self-Organizing Maps (SOMs), i.e., Transient-SOM (T-SOM) and Parameterless Growing SOM (PL-G-SOM) to recognize different patterns of hand shapes given by different bendings of five fingers of a hand. Recently, an asymmetric neighborhood function was proposed and introduced into the conventional SOM to improve the learning performance by Aoki and Aoyagi. In this paper, we propose to employ their asymmetric neighborhood function into Growing SOM (GSOM), which is an improved SOM to deal with additional online learning for input data. Furthermore, the improved GSOM is applied to a hand shape recognition and instruction learning system, and the results of experiments with eight kinds of instructions showed the effectiveness of the proposed system.