求解高维函数优化问题的交叉熵蝙蝠算法

为改善蝙蝠算法求解高维函数优化问题的全局搜索能力,提高其搜索精度,将交叉熵方法和蝙蝠算法相结合,提出一种交叉熵蝙蝠算法。该算法将基于重要度抽样和Kullback-Leibler距离的交叉熵全局随机优化算法应用于蝙蝠算法中,采用自适应平滑技术提高算法的收敛速度,利用交叉熵方法的遍历性、自适应性和鲁棒性,有效抑制蝙蝠算法的早熟收敛现象。对经典测试函数和CEC2005测试函数的仿真结果表明,该算法具有全局搜索能力强、求解精度高和鲁棒性好等特性。     

基于稀有事件仿真的商业银行IT操作风险评估研究

系统仿真是风险评价的一种重要手段,针对商业银行IT操作风险预警问题,提出了一种基于稀有事件仿真的IT操作风险评估方法。采用商业银行IT操作风险的概率作为衡量IT操作风险高低的标准,构造基于稀有事件的商业银行IT操作风险识别模型,利用交叉熵方法构建了一种稀有事件仿真的有效算法,并由此估计出发生损失的概率。实证分析结果表明,模型对商业银行IT操作风险具有很强的识别能力,从而提供了一个风险预警的新视角。     

Hybridizing the cross-entropy method: An application to the max-cut problem

Cross-entropy has been recently proposed as a heuristic method for solving combinatorial optimization problems. We briefly review this methodology and then suggest a hybrid version with the goal of improving its performance. In the context of the well-known max-cut problem, we compare an implementation of the original cross-entropy method with our proposed version. The suggested changes are not particular to the max-cut problem and could be considered for future applications to other combinatorial optimization problems.     

Fast reconstruction of computerized tomography images based on the cross-entropy method

Computerized tomography (CT) has been applied to multi-phase flow measurement in recent years. Image reconstruction of CT often involves repeatedly solving large-dimensional matrix equations, which are computationally expensive, especially for the case of on-line flow regime identification. In this paper, a minimum cross-entropy (MCE) reconstruction based on wavelet multi-resolution processing, i.e., an MRMCE method, is proposed for fast reconstruction of CT images. Each row of the system’s matrix is transformed by 1-D wavelet decomposition. A regularized MCE solution is obtained using the simultaneous multiplicative algebraic reconstruction technique (SMART) at a coarse resolution level, where important information of the reconstructed image is contained. Then the solution in the finest resolution is obtained by inverse fast wavelet transformation (IFWT). Both computer simulation and experimental work were carried out for oil-gas two-phase flow regimes. Results obtained indicate that the MRMCE method improves the resolution of the reconstructed images and dramatically reduces the computation time compared with the traditional linear back-projection (LBP), MCE and algebraic reconstruction technique (ART) methods. Furthermore, the new method can also be used to accurately estimate the local time-averaged void fraction of dynamic two-phase flow. It is suitable for on-line multi-phase flow measurement.     

基于稀有事件仿真的商业银行个人信用风险评估研究

系统仿真是风险评价的一种重要手段,针对商业银行个人信用风险预警问题,提出一种基于稀有事件仿真的个人信用风险评估方法.采用商业银行个人未偿还贷款的概率作为衡量个人信用风险高低的标准,构造基于稀有事件的商业银行个人信用风险识别模型,利用交叉熵方法构建了一种稀有事件仿真的有效算法,并由此估计出发生损失的概率.实证分析结果表明,模型对商业银行个人信用风险具有很强的识别能力,从而提供了一个风险预警的新视角.     

基于交叉熵方法和支持向量机的模拟电路故障诊断

针对故障诊断系统中存在的大量无关或冗余的特征会严重影响故障诊断性能的缺陷,提出了基于交叉熵和支持向量机方法进行特征选择和参数优化的故障诊断方法．首先以某种概率分布产生若干随机样本,并依据交叉熵最小原理建立分布参数的更新规则进行特征搜索和ＳＶＭ 参数优化;然后利用优化后的特征向量和参数训练支持向量机获得故障诊断模型．故障诊断实验结果表明,该故障诊断方法能有效地优化故障特征和模型参数,提高故障诊断性能．     

Risk-sensitive loss functions for sparse multi-category classification problems

In this paper, we propose two risk-sensitive loss functions to solve the multi-category classification problems where the number of training samples is small and/or there is a high imbalance in the number of samples per class. Such problems are common in the bio-informatics/medical diagnosis areas. The most commonly used loss functions in the literature do not perform well in these problems as they minimize only the approximation error and neglect the estimation error due to imbalance in the training set. The proposed risk-sensitive loss functions minimize both the approximation and estimation error. We present an error analysis for the risk-sensitive loss functions along with other well known loss functions. Using a neural architecture, classifiers incorporating these risk-sensitive loss functions have been developed and their performance evaluated for two real world multi-class classification problems, viz., a satellite image classification problem and a micro-array gene expression based cancer classification problem. To study the effectiveness of the proposed loss functions, we have deliberately imbalanced the training samples in the satellite image problem and compared the performance of our neural classifiers with those developed using other well-known loss functions. The results indicate the superior performance of the neural classifier using the proposed loss functions both in terms of the overall and per class classification accuracy. Performance comparisons have also been carried out on a number of benchmark problems where the data is normal i.e., not sparse or imbalanced. Results indicate similar or better performance of the proposed loss functions compared to the well-known loss functions.     

An adaptive heuristic cross-entropy algorithm for optimal design of water distribution systems

The optimal design problem of a water distribution system is to find the water distribution system component characteristics (e.g. pipe diameters, pump heads and maximum power, reservoir storage volumes, etc.) which minimize the system's capital and operational costs such that the system hydraulic laws are maintained (i.e. Kirchhoff's first and second laws), and constraints on quantities and pressures at the consumer nodes are fulfilled. In this study, an adaptive stochastic algorithm for water distribution systems optimal design based on the heuristic cross-entropy method for combinatorial optimization is presented. The algorithm is demonstrated using two well-known benchmark examples from the water distribution systems research literature for single loading gravitational systems, and an example of multiple loadings, pumping, and storage. The results show the cross-entropy dominance over previously published methods.     

Enhancement of operation efficiency of grid interconnected photovoltaic systems

Photovoltaic (PV) generation is emerging as an important part of the electric energy system. Various interconnection and operation technologies are needed to accommodate the PV systems into power grid operation and control. Due to the volatility of PV power outputs, it is a challenging task to enhance the overall operational efficiency of grid interconnected PV systems. This paper presents a cross-entropy (CE) based technique to optimize the generation schedule of the grid interconnected PV systems incorporating the volatility of the PV power outputs. Numerical simulation results are presented to demonstrate the effectiveness of the proposed technique.     

基于局部交叉熵的图像匹配跟踪算法

交叉熵值的大小反映了模板图像与实时图像之间的信息量差异大小,从平均意义上来表征模板图像与实时图像之间的信息量差异量。为了解决机裁成像光电吊舱系统中的图像辐射失真和几何失真问题，提出了基于局部交叉熵的图像匹配跟踪算法。由于交叉熵值最小准则有利于信息量丰富的图像匹配，因此该算法不仅具有抗噪能力，而且具有良好的抗辐射失真和抗几何失真的能力。仿真试验表明：在辐射失真情况下，该算法具有稳健的匹配跟踪能力，适应能力强，是一种很实用的匹配跟踪算法。