Numerical Analysis and Scientific Computing Commons^™

Using Genetic Algorithms To Evolve Artificial Neural Networks, William T. Kearney

Honors Theses

This paper demonstrates that neuroevolution is an effective method to determine an optimal neural network topology. I provide an overview of the NeuroEvolution of Augmenting Topologies (NEAT) algorithm, and describe how unique characteristics of this algorithm solve various problem inherent to neuroevolution (namely the competing conventions problem and the challenges associated with protecting topological innovation). Parallelization is shown to greatly speed up efficiency, further reinforcing neuroevolution as a potential alternative to traditional backpropagation. I also demonstrate that appropriate parameter selection is critical in order to efficiently converge to an optimal topology. Lastly, I produce an example solution to a medical …

Energy Forecasting For Event Venues: Big Data And Prediction Accuracy, Katarina Grolinger, Alexandra L'Heureux, Miriam Am Capretz, Luke Seewald

Electrical and Computer Engineering Publications

Advances in sensor technologies and the proliferation of smart meters have resulted in an explosion of energy-related data sets. These Big Data have created opportunities for development of new energy services and a promise of better energy management and conservation. Sensor-based energy forecasting has been researched in the context of office buildings, schools, and residential buildings. This paper investigates sensor-based forecasting in the context of event-organizing venues, which present an especially difficult scenario due to large variations in consumption caused by the hosted events. Moreover, the significance of the data set size, specifically the impact of temporal granularity, on energy …

Building Crowd Movement Model Using Sample-Based Mobility Survey, Larry J. J. Lin, Shih-Fen Cheng, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

Crowd simulation is a well-studied topic, yet it usually focuses on visualization. In this paper, we study a special class of crowd simulation, where individual agents have diverse backgrounds, ad hoc objectives, and non-repeating visits. Such crowd simulation is particularly useful when modeling human agents movement in leisure settings such as visiting museums or theme parks. In these settings, we are interested in accurately estimating aggregate crowd-related movement statistics. As comprehensive monitoring is usually not feasible for a large crowd, we propose to conduct mobility surveys on only a small group of sampled individuals. We demonstrate via simulation that we …

A Layered Hidden Markov Model For Predicting Human Trajectories In A Multi-Floor Building, Qian Li, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

Tracking and modeling huge amount of users’ movement in a multi-floor building by using wireless devices is a challenging task, due to crowd movement complexity and signal sensing accuracy. In this paper, we use Layered Hidden Markov Model (LHMM) to fit the spatial-temporal trajectories (with large number of missing values). We decompose the problem into distinct layers that Hidden Markov Models (HMMs) are operated at different spatial granularities separately. Baum-Welch algorithm and Viterbi algorithm are used for finding the probable location sequences at each layer. By measuring the predicted result of trajectories, we compared the predicted results of both single …

Message Passing For Collective Graphical Models, Tao Sun, Daniel Sheldon, Akshat Kumar

Research Collection School Of Computing and Information Systems

Collective graphical models (CGMs) are a formalism for inference and learning about a population of independent and identically distributed individuals when only noisy aggregate data are available. We highlight a close connection between approximate MAP inference in CGMs and marginal inference in standard graphical models. The connection leads us to derive a novel Belief Propagation (BP) style algorithm for collective graphical models. Mathematically, the algorithm is a strict generalization of BP—it can be viewed as an extension to minimize the Bethe free energy plus additional energy terms that are non-linear functions of the marginals. For CGMs, the algorithm is much …

Energy Cost Forecasting For Event Venues, Katarina Grolinger, Andrea Zagar, Miriam Am Capretz, Luke Seewald

Electrical and Computer Engineering Publications

Electricity price, consumption, and demand forecasting has been a topic of research interest for a long time. The proliferation of smart meters has created new opportunities in energy prediction. This paper investigates energy cost forecasting in the context of entertainment event-organizing venues, which poses significant difficulty due to fluctuations in energy demand and wholesale electricity prices. The objective is to predict the overall cost of energy consumed during an entertainment event. Predictions are carried out separately for each event category and feature selection is used to select the most effective combination of event attributes for each category. Three machine learning …

Solving Uncertain Mdps With Objectives That Are Separable Over Instantiations Of Model Uncertainty, Yossiri Adulyasak, Pradeep Varakantham, Asrar Ahmed, Patrick Jaillet

Research Collection School Of Computing and Information Systems

Markov Decision Problems, MDPs offer an effective mechanism for planning under uncertainty. However, due to unavoidable uncertainty over models, it is difficult to obtain an exact specification of an MDP. We are interested in solving MDPs, where transition and reward functions are not exactly specified. Existing research has primarily focussed on computing infinite horizon stationary policies when optimizing robustness, regret and percentile based objectives. We focus specifically on finite horizon problems with a special emphasis on objectives that are separable over individual instantiations of model uncertainty (i.e., objectives that can be expressed as a sum over instantiations of model uncertainty): …

A Pareto-Frontier Analysis Of Performance Trends For Small Regional Coverage Leo Constellation Systems, Christopher Alan Hinds

Master's Theses

As satellites become smaller, cheaper, and quicker to manufacture, constellation systems will be an increasingly attractive means of meeting mission objectives. Optimizing satellite constellation geometries is therefore a topic of considerable interest. As constellation systems become more achievable, providing coverage to specific regions of the Earth will become more common place. Small countries or companies that are currently unable to afford large and expensive constellation systems will now, or in the near future, be able to afford their own constellation systems to meet their individual requirements for small coverage regions.

The focus of this thesis was to optimize constellation geometries …

Partisan Sharing: Facebook Evidence And Societal Consequences, Jisun An, Daniele Quercia, Jon Crowcroft

Research Collection School Of Computing and Information Systems

The hypothesis of selective exposure assumes that people seek out information that supports their views and eschew information that conflicts with their beliefs, and that has negative consequences on our society. Few researchers have recently found counter evidence of selective exposure in social media: users are exposed to politically diverse articles. No work has looked at what happens after exposure, particularly how individuals react to such exposure, though. Users might well be exposed to diverse articles but share only the partisan ones. To test this, we study partisan sharing on Facebook: the tendency for users to predominantly share like-minded news …

Interpretable Machine Learning And Sparse Coding For Computer Vision, Will Landecker

Dissertations and Theses

Machine learning offers many powerful tools for prediction. One of these tools, the binary classifier, is often considered a black box. Although its predictions may be accurate, we might never know why the classifier made a particular prediction. In the first half of this dissertation, I review the state of the art of interpretable methods (methods for explaining why); after noting where the existing methods fall short, I propose a new method for a particular type of black box called additive networks. I offer a proof of trustworthiness for this new method (meaning a proof that my method does not …

A Mathematical Model And Metaheuristics For Time Dependent Orienteering Problem, Aldy Gunawan, Zhi Yuan, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

This paper presents a generalization of the Orienteering Problem, the Time-Dependent Orienteering Problem (TDOP) which is based on the real-life application of providing automatic tour guidance to a large leisure facility such as a theme park. In this problem, the travel time between two nodes depends on the time when the trip starts. We formulate the problem as an integer linear programming (ILP) model. We then develop various heuristics in a step by step fashion: greedy construction, local search and variable neighborhood descent, and two versions of iterated local search. The proposed metaheuristics were tested on modified benchmark instances, randomly …

Diversity-Oriented Bi-Objective Hyper-Heuristics For Patrol Scheduling, Mustafa Misir, Hoong Chuin Lau

Research Collection School Of Computing and Information Systems

The patrol scheduling problem is concerned with assigning security teams to different stations for distinct time intervals while respecting a limited number of contractual constraints. The objective is to minimise the total distance travelled while maximising the coverage of the stations with respect to their security requirement levels. This paper introduces a hyper-heuristic strategy focusing on generating diverse solutions for a bi-objective patrol scheduling problem. While a variety of hyper-heuristics have been applied to a large suite of problem domains usually in the form of single-objective optimisation, we suggest an alternative approach for solving the patrol scheduling problem with two …

Recommending Investors For Crowdfunding Projects, Jisun An, Daniele Quercia, Jon Crowcroft

Research Collection School Of Computing and Information Systems

To bring their innovative ideas to market, those embarking in new ventures have to raise money, and, to do so, they have often resorted to banks and venture capitalists. Nowadays, they have an additional option: that of crowdfunding. The name refers to the idea that funds come from a network of people on the Internet who are passionate about supporting others' projects. One of the most popular crowdfunding sites is Kickstarter. In it, creators post descriptions of their projects and advertise them on social media sites (mainly Twitter), while investors look for projects to support. The most common reason for …

Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade

CBN Journal of Applied Statistics (JAS)

Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to the results the best forecasting performance is demonstrated by the model based on the all items CPI estimated using the SARIMAX model. This model is, therefore, recommended for use in short-term forecasting of headline inflation in Nigeria. The forecasting performance up to eight months ahead, of the models based on …

An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams

CBN Journal of Applied Statistics (JAS)

This paper proposed an efficient two sample capture-recapture model (Ma) with high recaptures and compared it with the existing models like the model of no factor effect (Mo), behavioral response model (Mb) and the Petersen model (Ms), using simulated data. We found that the Petersen model provides a better estimate of the population size when the observations follow a hypergeometric distribution and the population is overestimated when recapture is high. It was also found that the proposed model provides a better estimator of the population size than the existing ones when the recapture is high. This model is particularly useful …

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair

CBN Journal of Applied Statistics (JAS)

This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …

Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo

CBN Journal of Applied Statistics (JAS)

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …

Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete

CBN Journal of Applied Statistics (JAS)

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these objectives, monthly all-items inflation rates for the period were obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze the data. Based on the analysis, it was found that inflation cycle within the period was fifty one (51) months, which coincides with the …

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

An Analysis Of Post-Selection In Automatic Configuration, Zhi Yuan, Thomas St\303\274tzle, Marco A. Montes De Oca, Hoong Chuin Lau, Mauro Birattari

Research Collection School Of Computing and Information Systems

Automated algorithm configuration methods have proven to be instrumental in deriving high-performing algorithms and such methods are increasingly often used to configure evolutionary algorithms. One major challenge in devising automatic algorithm configuration techniques is to handle the inherent stochasticity in the configuration problems. This article analyses a post-selection mechanism that can also be used for this task. The central idea of the post-selection mechanism is to generate in a first phase a set of high-quality candidate algorithm configurations and then to select in a second phase from this candidate set the (statistically) best configuration. Our analysis of this mechanism indicates …

Approximate Inference In Collective Graphical Models, Daniel Sheldon, Tao Sun, Akshat Kumar, Thomas G. Dietterich

Research Collection School Of Computing and Information Systems

We study the problem of approximate inference in collective graphical models (CGMs), which were recently introduced to model the problem of learning and inference with noisy aggregate observations. We first analyze the complexity of inference in CGMs: unlike inference in conventional graphical models, exact inference in CGMs is NP-hard even for tree-structured models. We then develop a tractable convex approximation to the NP-hard MAP inference problem in CGMs, and show how to use MAP inference for approximate marginal inference within the EM framework. We demonstrate empirically that these approximation techniques can reduce the computational cost of inference by two orders …

Disclosing Climate Change Patterns Using An Adaptive Markov Chain Pattern Detection Method, Zhaoxia Wang, Gary Lee, Hoong Maeng Chan, Reuben Li, Xiuju Fu, Rick Goh, Pauline A. W. Poh Kim, Martin L. Hibberd, Hoong Chor Chin

Research Collection School Of Computing and Information Systems

This paper proposes an adaptive Markov chain pattern detection (AMCPD) method for disclosing the climate change patterns of Singapore through meteorological data mining. Meteorological variables, including daily mean temperature, mean dew point temperature, mean visibility, mean wind speed, maximum sustained wind speed, maximum temperature and minimum temperature are simultaneously considered for identifying climate change patterns in this study. The results depict various weather patterns from 1962 to 2011 in Singapore, based on the records of the Changi Meteorological Station. Different scenarios with varied cluster thresholds are employed for testing the sensitivity of the proposed method. The robustness of the proposed …

Traditional Media Seen From Social Media, Jisun An, Daniele Quercia, Meeyoung Cha, Krishna Gummadi, Jon Crowcroft

Research Collection School Of Computing and Information Systems

With the advent of social media services, media outlets have started reaching audiences on social-networking sites. On Twitter, users actively follow a wide set of media sources, form interpersonal networks, and propagate interesting stories to their peers. These media subscription and interaction patterns, which had previously been hidden behind media corporations' databases, offer new opportunities to understand media supply and demand on a large scale. Through a map that connects 77 media outlets based on Twitter subscription patterns, we are able to answer a variety of questions: to what extent New York Times and the Wall Street Journal readers overlap? …

Delayed Insertion And Rule Effect Moderation Of Domain Knowledge For Reinforcement Learning, Teck-Hou Teng, Ah-Hwee Tan

Research Collection School Of Computing and Information Systems

Though not a fundamental pre-requisite to efficient machine learning, insertion of domain knowledge into adaptive virtual agent is nonetheless known to improve learning efficiency and reduce model complexity. Conventionally, domain knowledge is inserted prior to learning. Despite being effective, such approach may not always be feasible. Firstly, the effect of domain knowledge is assumed and can be inaccurate. Also, domain knowledge may not be available prior to learning. In addition, the insertion of domain knowledge can frame learning and hamper the discovery of more effective knowledge. Therefore, this work advances the use of domain knowledge by proposing to delay the …

Csc Senior Project: Nlpstats, Michael Mease

Computer Science and Software Engineering

Natural Language Processing has recently increased in popularity. The field of authorship analysis, specifically, uses various characteristics of text quantified by markers. NLPStats serves as a tool designed to streamline marker extraction based on user needs. A flexible query system allows for custom marker requests, adjustment of result formatting, and preprocessing options. Furthermore, an efficiently designed structure ensures that users retrieve information quickly. As a whole, NLPStats enables anyone, regardless of NLP experience, to extract important information about the text of a document.

Using Mapreduce Streaming For Distributed Life Simulation On The Cloud, Atanas Radenski

Mathematics, Physics, and Computer Science Faculty Books and Book Chapters

Distributed software simulations are indispensable in the study of large-scale life models but often require the use of technically complex lower-level distributed computing frameworks, such as MPI. We propose to overcome the complexity challenge by applying the emerging MapReduce (MR) model to distributed life simulations and by running such simulations on the cloud. Technically, we design optimized MR streaming algorithms for discrete and continuous versions of Conway’s life according to a general MR streaming pattern. We chose life because it is simple enough as a testbed for MR’s applicability to a-life simulations and general enough to make our results applicable …

Self-Regulating Action Exploration In Reinforcement Learning, Teck-Hou Teng, Ah-Hwee Tan

Research Collection School Of Computing and Information Systems

The basic tenet of a learning process is for an agent to learn for only as much and as long as it is necessary. With reinforcement learning, the learning process is divided between exploration and exploitation. Given the complexity of the problem domain and the randomness of the learning process, the exact duration of the reinforcement learning process can never be known with certainty. Using an inaccurate number of training iterations leads either to the non-convergence or the over-training of the learning agent. This work addresses such issues by proposing a technique to self-regulate the exploration rate and training duration …

Logistics Orchestration Modeling And Evaluation For Humanitarian Relief, Hoong Chuin Lau, Zhengping Li, Xin Du, Heng Jiang, Robert De Souza

Research Collection School Of Computing and Information Systems

This paper proposes an orchestration model for post-disaster response that is aimed at automating the coordination of scarce resources that minimizes the loss of human lives. In our setting, different teams are treated as agents and their activities are "orchestrated" to optimize rescue performance. Results from simulation are analysed to evaluate the performance of the optimization model.