Ensembles of Genetically Optimized Neural Networks*
The NeuroGenetic Optimizer automates neural network design and training by searching through combinations of input variables, neural model architectures and also their internal structures to evolve committees of fully trained high performance robust models that predict what you seek. It is particularly good at time-series modeling.
Back in the late 1980s and early 1990s, neural networks were having their debut in common applications, but many development tools were complex with many different architectures and internal structures. This made them difficult to use because you really had to be an expert to craft a particular neural net to predict something. Compounding the challenge, it was not clear which inputs to use in the models. The tendency was to use a lot of inputs, or maybe start with a few, but adding inputs sometimes made the results worse because the added input brought more noise than information content. Something was needed to tackle this challenge. As we sat back and thought about it, we realized this is a "combinatorial search" problem, something Genetic Algorithms are good at, and so we created the "NeuroGenetic Optmiizer" (NGO).
The NGO ushered in a new breed of neural network development systems and as such, it is the world’s first general purpose, robust, practical tool to naturally genetically engineer neural networks. The NGO emerged not only from the technical challenge of designing models, but from our consulting services’ need to easily and efficiently discover the best data elements and neural network architectures quickly to build effective neural network applications. In our systems development process, we found we were spending too much time attempting to find the best networks, significant input variables and performing other neural network development efforts manually. It was clear that an effective automation tool was needed to off-load these hours of effort onto computers and hence the NGO was born.
During the search process the NGO splits data into 3 data sets;
These data sets are extracted sequentially, randomly or random with similarity checking to provide appropriate sampling for model construction. Using regression with "early stopping" (an excellent technique) and double validation and looking for consistency across all three data sets creates models of outstanding robustness.
The NGO enables you to add-in specialized data pre-processing using VB.NET or C# using Microsoft Visual Studio Express (available free from Microsoft). Create your own customizations. The possiblities are literally endless.
The NGO's models can be used in Microsoft Excel. Just ask us for the "mesh.xls" and we'll email it to you.
Genetically Optimized Neural Networks
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What we deliver to you
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What kind of computer do you need?
The NGO has the following technical requirements:
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As a recent evaluator of neural networks in R, I still find NGO far superior in all its capabilities. I absolutely love it !
I use the models in Bloomberg's engine
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* The NGO uses our "Mesh" modeling technologies, conceptually similar to neural networks, but enhanced to be more flexible and improve performance outside the range of training data.