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Estatística
Título: NEUROEVOLUTIONARY MODELS WITH ECHO STATE NETWORKS APPLIED TO SYSTEM IDENTIFICATION
Autor: PAULO ROBERTO MENESES DE PAIVA
Colaborador(es): MARLEY MARIA BERNARDES REBUZZI VELLASCO - Orientador
JOSE FRANCO MACHADO DO AMARAL - Coorientador
Catalogação: 11/JAN/2019 Língua(s): PORTUGUESE - BRAZIL
Tipo: TEXT Subtipo: THESIS
Notas: [pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio.
[en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio.
Referência(s): [pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=36071&idi=1
[en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=36071&idi=2
DOI: https://doi.org/10.17771/PUCRio.acad.36071
Resumo:
Through System Identification techniques is possible to obtain a mathematical model for a dynamic system from its input/output data. Due to their intrinsic dynamic behavior and simple and fast training procedure, the use of Echo State Networks, which are a kind of neural networks, for System Identification is advantageous. However, ESNs have global parameters that should be tuned in order to improve their performance in a determined task. Besides, a random reservoir may not be ideal in terms of performance. Due to their theoretical ability of obtaining good solutions with few evaluations, the Real Coded Quantum-Inspired Evolutionary Algorithm (QIEA-R) and the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) represent efficient alternatives of evolutionary algorithms for optimizing ESN global parameters and/or weights. Thus, this work proposes a neuro-evolutionary method that automatically defines an ESN for System Identification problems. The method initially focuses in finding the best ESN global parameters by using the QIEA-R or the CMA-ES, then, in a second moment, in selecting its best reservoir, which can be done by a second optimization focused on some reservoir weights or by doing a simple choice based on networks with random reservoirs. The method was applied to 9 benchmark problems in System Identification, showing good results when compared to traditional methods.
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