Comparison of a genetic algorithm and simulated annealing for automatic neural network ensemble development

Full-Reference Image Quality Assessment Based on an Optimal Linear Combination of Quality Measures Selected by Simulated Annealing

Digital images can be distorted or contaminated by noise in various steps of image acquisition, transmission, and storage. Thus, the research of such algorithms, which can evaluate the perceptual quality of digital images consistent with human quality judgement, is a hot topic in the literature. In this study, an image quality assessment (IQA) method is introduced that predicts the perceptual quality of a digital image by optimally combining several IQA metrics. To be more specific, an optimization problem is defined first using the weighted sum of a few IQA metrics. Subsequently, the optimal values of the weights are determined by minimizing the root mean square error between the predicted and ground-truth scores using the simulated annealing algorithm. The resulted optimization-based IQA metrics were assessed and compared to other state-of-the-art methods on four large, widely applied benchmark IQA databases. The numerical results empirically corroborate that the proposed approach is able to surpass other competing IQA methods.

Outage Estimation in Electric Power Distribution Systems Using a Neural Network Ensemble

Outages in an overhead power distribution system are caused by multiple environmental factors, such as weather, trees, and animal activity. Since they form a major portion of the outages, the ability to accurately estimate these outages is a significant step towards enhancing the reliability of power distribution systems. Earlier research with statistical models, neural networks, and committee machines to estimate weather-related and animal-related outages has reported some success. In this paper, a deep neural network ensemble model for outage estimation is proposed. The entire input space is partitioned with a distinct neural network in the ensemble performing outage estimate in each partition. A novel algorithm is proposed to train the neural networks in the ensemble, while simultaneously partitioning the input space in a suitable manner. The proposed approach has been compared with the earlier approaches for outage estimation for four U.S. cities. The results suggest that the proposed method significantly improves the estimates of outages caused by wind and lightning in power distribution systems. A comparative analysis with a previously published model for animal-related outages further establishes the overall effectiveness of the deep neural network ensemble.

Combination Forecasting Reversion Strategy for Online Portfolio Selection

Machine learning and artificial intelligence techniques have been applied to construct online portfolio selection strategies recently. A popular and state-of-the-art family of strategies is to explore the reversion phenomenon through online learning algorithms and statistical prediction models. Despite gaining promising results on some benchmark datasets, these strategies often adopt a single model based on a selection criterion (e.g., breakdown point) for predicting future price. However, such model selection is often unstable and may cause unnecessarily high variability in the final estimation, leading to poor prediction performance in real datasets and thus non-optimal portfolios. To overcome the drawbacks, in this article, we propose to exploit the reversion phenomenon by using combination forecasting estimators and design a novel online portfolio selection strategy, named Combination Forecasting Reversion  (CFR), which outputs optimal portfolios based on the improved reversion estimator. We further present two efficient CFR implementations based on online Newton step (ONS) and online gradient descent (OGD) algorithms, respectively, and theoretically analyze their regret bounds, which guarantee that the online CFR model performs as well as the best CFR model in hindsight. We evaluate the proposed algorithms on various real markets with extensive experiments. Empirical results show that CFR can effectively overcome the drawbacks of existing reversion strategies and achieve the state-of-the-art performance.