Using Nature-Inspired Metaheuristics to Train Predictive Machines

Vasile Georgescu ()
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Vasile Georgescu: University of Craiova

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2016, vol. 50, issue 2, 5-24

Abstract: Nature-inspired metaheuristics for optimization have proven successful, due to their fine balance between exploration and exploitation of a search space. This balance can be further refined by hybridization. In this paper, we conduct experiments with some of the most promising nature-inspired metaheuristics, for assessing their performance when using them to replace backpropagation as a learning method for neural networks. The selected metaheuristics are: Cuckoo Search (CS), Gravitational Search Algorithm (GSA), Particle Swarm Optimization (PSO), the PSO-GSA hybridization, Many Optimizing Liaisons (MOL) and certain combinations of metaheuristics with local search methods. Both the neural network based classifiers and function approximators are evolved in this way. Classifiers have been evolved against a training dataset having bankruptcy prediction as a target, whereas function approximators have been evolved as NNARX models, where the target is to predict foreign exchange rates.

Keywords: Nature inspired metaheuristics; Hybridizations; Training Neural Networks with metaheuristics, instead of backpropagation; Classifiers; Function Approximators; Bankruptcy prediction; Prediction with NNARX models. (search for similar items in EconPapers)
JEL-codes: C22 C45 C51 C53 C63 G17 (search for similar items in EconPapers)
Date: 2016
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