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Mathematical Modeling and Stochastic Sensitivity Analysis for Data Mining

Research Project

Project/Area Number 11680435
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 社会システム工学
Research InstitutionUniversity of Tsukuba

Principal Investigator

KODA Masato  Univ.Tsukuba, Inst.Policy Plan. Sciences, Prof., 社会工学系, 教授 (20114473)

Co-Investigator(Kenkyū-buntansha) SUZUKI Hideo  Univ.Tsukuba, Inst. Policy Plan.Sciences, Ass.Prof., 社会工学系, 講師 (10282328)
YOSHIDA Taketoshi  JAIST, School of Knowledge Science, Assoc.Prof., 知識科学研究科, 助教授 (80293398)
Project Period (FY) 1999 – 2000
Project Status Completed (Fiscal Year 2000)
Budget Amount *help
¥3,600,000 (Direct Cost: ¥3,600,000)
Fiscal Year 2000: ¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 1999: ¥2,500,000 (Direct Cost: ¥2,500,000)
KeywordsData Mining / Neural Network / Stochastic Sensitivity Analysis / Bootstrap Method / Minimum Description Length (MDL) / ニューラル・ネットワーク / 機械学習 / ブートストラップ
Research Abstract

We have studied the mathematical modeling and stochastic sensitivity analysis techniques that are required to develop advanced machine-learning systems for data mining, and obtained the following results :
1. A new stochastic learning algorithm for neural networks : Based on a functional derivative formulation of the gradient descent method in conjunction with stochastic sensitivity analysis techniques using variational approach, a novel stochastic learning algorithm using Gaussian white noise is developed for a class of discrete-time neural networks. Unlike the back-propagation algorithm, the proposed method does not require the synchronous transmission of information backward along connection weights. The proposed algorithm uses only ubiquitous noise inherent in the network and local signals, to achieve simple sequential updating of connection weights.
2. Bootstrap re-sampling for unbalanced data in supervised leaning : A technical framework using bootstrap techniques is developed to assess the impact of re-sampling on the generalization ability of a supervised learning. Based on the bootstrap expression of the prediction error, the proposed method enables identification of the optimal re-sampling proportion for unbalanced data set. The analysis is also conducted to extend the proposed method to cross-validation.
3. Applications to manufacturing scheduling and processes : Data mining techniques to assess the association or closeness of dispatching rules are studied in order to develop optimal manufacturing schedules. Minimum Description Length (MDL) criterion is also studied to discover unnatural patterns or events in manufacturing processes. The results we obtained clearly indicate that techniques of data mining will play an essential role in the production scheduling and statistical process control.

Report

(3 results)
  • 2000 Annual Research Report   Final Research Report Summary
  • 1999 Annual Research Report
  • Research Products

    (15 results)

All Other

All Publications (15 results)

  • [Publications] G.Dupret,M.Koda: "Bootstrap Training for Neural Network Learning"京都大学数理解析研究所講究録1127. 1127. 27-35 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] M.Koda,H.Okano: "A New Stochastic Learning Algorithm for Neural Networks"Journal of the Operations Research Society of Japan. 43. 469-485 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] G.Dupret,M.Koda: "Bootstrap Re-sampling for Unbalanced Data in Supervised Learning"European Journal of Operational Research. (印刷中).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] T.Yoshida,H.Touzaki: "A Study on Association among Dispatching Rules in Mfg.Sched.Prob."Proc.7^<th> IEEE Int.Conf.Emerging Tech.and Factory Auto.. 1355-1360 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] H.Suzuki: "Recog.of Unnatural Patterns in Mfg.Proc.Using the MDL Criterion"Communications in Statistics : Simulation and Computation. 29. 583-601 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] G.Dupret and M.Koda: "Bootstrap Training for Neural Network Learning"RIMS Kokyuroku 1127, Kyoto University. 27-35 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] M.Koda and H.Okano: "A New Stochastic Learning Algorithm for Neural Networks"Journal of the Operations Research Society of Japan. Vol.43, No.4. 469-485 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] G.Dupret and M.Koda: "Bootstrap Re-sampling for Unbalanced Data in Supervised Learning"European Journal of Operational Research. in press.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] T.Yoshida and H.Touzaki: "A Study on Association among Dispatching Rules in Manufacturing Scheduling Problems"Proc.7^<th> IEEE Int.Conf.Emerging Technologies and Factory Automation. 1335-1360 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] H.Suzuki: "Recognition of Unnatural Patterns in Manufacturing processes Using the Minimum Description Length Criterion""Communications in Statistics : Simulation and Computation. Vol.29, No.2. 583-601 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2000 Final Research Report Summary
  • [Publications] M.Koda,H.Okano: "A New Stochastic Learning Algorithm for Neural Networks"Journal of the Operations Research Society of Japan. 43・4. 469-485 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] G.Dupret,M.Koda: "Bootstrap Re-sampling for Unbalanced Data in Supervised Learning"European Journal of Operational Research. (印刷中).

    • Related Report
      2000 Annual Research Report
  • [Publications] H.Suzuki: "Recognition of Unnatural Patterns in Manufacturing Processes Using the Minimum Description Length Criterion"Communications in Statistics : Simulation and Computation. 29・2. 583-600 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Georges Dupret and Masato Koda: "Bootstrap Training for Neural Network Learning"京都大学数理解析研究所 講究録1127. (印刷中). (2000)

    • Related Report
      1999 Annual Research Report
  • [Publications] Georges Dupret and Masato Koda: "Bootstrapping for Neural Network Learning"Proc.Asia Pacific Operations Research Society Conference 2000. (印刷中). (2000)

    • Related Report
      1999 Annual Research Report

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Published: 1999-04-01   Modified: 2016-04-21  

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