Informatica

The most classical visualization methods, including multidimensional scaling and its particular case – Sammon's mapping, encounter difficulties when analyzing large data sets. One of possible ways to solve the problem is the application of artificial neural networks. This paper presents the visualization of large data sets using the feed-forward neural network – SAMANN. This back propagation-like learning rule has been developed to allow a feed-forward artificial neural network to learn Sammon's mapping in an unsupervised way. In its initial form, SAMANN training is computation expensive. In this paper, we discover conditions optimizing the computational expenditure in visualization even of large data sets. It is shown possibility to reduce the original dimensionality of data to a lower one using small number of iterations. The visualization results of real-world data sets are presented.

In the presented paper, some issues of the fundamental classical mechanics theory in the sense of Ising physics are introduced into the applied neural network area. The expansion of the neural networks theory is based primarily on introducing Hebb postulate into the mean field theory as an instrument of analysis of complex systems. Appropriate propositions and a theorem with proofs were proposed. In addition, some computational background is presented and discussed.

This paper considers some aspects of using a cascade-correlation network in the investment task in which it is required to determine the most suitable project to invest money. This task is one of the most often met economical tasks. In various bibliographical sources on economics there are described different methods of choosing investment projects. However, they all use either one or a few criteria, i.e., out of the set of criteria there are chosen most valuable ones. With this, a lot of information contained in other choice criteria is omitted. A neural network enables one to avoid information losses. It accumulates information and helps to gain better results when choosing an investment project in comparison with classical methods. The cascade-correlation network architecture that is used in this paper has been developed by Scott E. Fahlman and Cristian Lebiere at Carnegie Mellon University.

Recurrent neural networks of binary stochastic units with a general distribution function are studied using Markov chains theory. Sufficient conditions for ergodicity are established and under some assumptions, the stationary distribution is determined. The relation between fixed points and absorbing states is studied both theoretically and through simulations. For numerical studies the notion of almost absorbing state is introduced.

The principles of a neural network environmental model are proposed. The principles are universal and can use different neural network architectures. Such a model is self-organizing, it can operate in both regimes with and without a teacher. It codes information about objects, their features, the actions operating in an environment, analyzes concrete situations. There are functions for making an action plan, for action control. The goal of the model is given from an external site. The model has more than sixteen active regimes. The neural network environmental model is fulfilled in software and hardware tools.