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Hybrid neural network and support vector machine method for optimization

  • US 6,961,719 B1
  • Filed: 01/07/2002
  • Issued: 11/01/2005
  • Est. Priority Date: 01/07/2002
  • Status: Expired due to Fees
First Claim
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1. A computer implemented machine learning method for use in engineering applications, including but not limited to optimizing designs, classifying data and generating regression estimates, that is a hybrid of neural net (“

  • NN”

    ) analysis and support vector machine (“

    SVM”

    ) analysis, the method comprising;

    (a) providing an NN component, having an input layer and a hidden layer and an input vector space, where the NN component automatically generates coordinates in a feature vector space, and providing an SVM component that utilizes the feature vector space;

    (b) selecting a group of parameters and combinations of parameters and providing a feature space coordinate, in the feature vector space, for each selected parameter and selected parameter combination in the input space for use in at least one of optimizing a design, controlling a physical or chemical process, classifying data and generating regression estimates for a collection of the data;

    (c) providing at least one vector of candidate parameter values for each of the group of parameters in the input space;

    (d) providing initial values for connection weights between the input layer and the hidden layer for the NN component;

    (e) computing hidden layer output signals, corresponding to the connection weight values, for each of the parameter value vectors;

    (f) using at least one hidden layer output signal as a feature space coordinate for the SVM component;

    (g) determining inner product values of a selected number of at least two feature space coordinates;

    (h) providing a Lagrange functional using the determined inner product values;

    (i) providing at least two constraints, expressed in terms of Lagrange multipliers and input vector space data;

    (j) minimizing the Lagrange functional, subject to at least one selected constraint, to obtain Lagrange multiplier values corresponding to the minimized Lagrange functional;

    (k) computing a training error, using the connection weights for the NN component and the Lagrange multiplier values for the SVM component;

    (l) when the computed training error is greater than a selected threshold value, changing at least one of the connection weights and repeating steps (e)–

    (k) at least once, wherein at least one feature space coordinate value changes automatically in response to change in the at least one connection weight; and

    (m) when the computed training error is not greater than the threshold value, interpreting the NN component with the associated connection weights and the SVM component with the associated Lagrange multipliers as a trained NN/SVM system.

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