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Ti liu ny hng dn cc bn s dng mng n ron trong mt s ng dng thc t. Ti liu ny cng c dng trnh by vi mt s bn sinh vin
Nht bn. Tc gi thy n c th c ch cho cc bn sinh vin khc nn son li cc bn tham kho. Hy vng gip ch g cho cc bn. Do khng
c nhiu thi gian bin son nn c th c li, mong bn c thng cm v ng gp kin.
Bn c c th lin h vi tc gi ti thawngc AT gmail DOT com, hoc ti www.facebook/spiceneuro/
Nu quan tm ti mng n ron, cc bn c th dng phn mm SpiceSOM v SpiceMLP, download ti http://spice.ci.ritsumei.ac.jp/~thangc/programs
Mt s d liu trnh by y c sn trong th mc Data khi ci t phn mm SpiceSOM v SpiceMLP. Tt c cc kt qu trnh by y u c s
dng bng SpiceSOM v SpiceMLP.
Cm n cc bn.
MC LC
Iris setosa
Iris versicolor
Iris virginica
Hnh 1. Hnh minh ha hoa Iris (wikipedia)
Phn loi Iris dataset vi mng n ron a lp 4 u vo, 1 u ra. Chng ta m ha u ra ca mng nh bng 1 sau:
Table 1. Input and Output of a MLP NN
D liu
Iris setosa
Iris versicolor
Iris virginica
Output
0.0
0.5
1.0
ID
Sepal Length
Sepal Width
1
...
51
...
150
5.1
...
7
...
5.9
3.5
...
3.2
...
3
Petal
Length
1.4
...
4.7
...
5.1
Petal Width
Output
Species
0.2
...
1.4
...
1.8
0.0
...
0.5
...
1.0
setosa
...
versicolor
...
virginica
Phn loi Iris dataset vi mng n ron a lp 4 u vo, 3 u ra. Chng ta m ha u ra ca mng nh bng 2 sau:
Table 2. Input and Output of a MLP NN
D liu
Iris setosa
Iris versicolor
Iris virginica
Output 1
1.0
0.0
0.0
Output 2
0.0
1.0
0.0
Output 3
0.0
0.0
1.0
ID
1
51
150
Sepal
Length
5.1
5.9
Petal
Length
1.4
4.7
5.1
Petal
Width
0.2
1.4
1.8
Output 1
Output 2
Output 3
Species
1.0
0.0
0.0
0.0
1.0
0.0
0.0
0.0
1.0
setosa
versicolor
virginica
Sepal
Width
3.5
3.2
1
setosa
versicolor
virginica
Phn loi Iris dataset vi mng n ron (Self-Organizing Map). D liu cho SOM khng cn u ra nh d liu cho MLP NN. Do vy chng ra chun b
d liu nh hnh 2 sau:
ID
1
51
150
Sepal
Length
5.1
5.9
Sepal
Width
3.5
3.2
Petal
Length
1.4
4.7
5.1
Petal
Width
0.2
1.4
1.8
Species
u vo ca SOM
setosa
versicolor
virginica
Phn loi Iris flower vi SOM size8x10 neurons, ta c output map v output table tng ng nh hnh 3 sau. Ta thy ti n ron (0, 1) v n ron (0, 3) u
ng vi nhn ca hai loi d liu versicolor v virginica. Cn li cc n ron khc u ng vi mt nhn. Nh vy mng SOM phn loi nhm d liu
versicolor v virginica ti n ron (0, 1) v n ron (0, 3) v phn loi ng ti cc n ron cn li.
Trn bn ta cng thy d liu vi nhn setosa c phn bit hn v mt pha, cn d liu vi nhn versicolor v virginica nm gn nhau hn. Mt cch
trc quan ta c th thy hoa loi setosa c kch thc v hnh dng khc hn hai loi versicolor v virginica. V hai loi versicolor v virginica c kch
thc gn nh nhau v i khi ta khng phn bit c hai loi hoa ny nu ch da vo kch thc i hoa v cnh hoa.
No.
X0
X1
X2
X3
X4
X5
X6
X7
X8
X9
Y0
virg
vers;
virg
vers
vers;
virg
seto seto
Y1
virg vers
vers
vers vers
seto seto
Y2
virg virg
vers vers
seto seto
Y3
virg
virg vers
seto seto
Y4
virg virg
virg virg
vers vers
seto
seto seto
Y5
virg virg
virg virg
vers vers
seto
seto seto
Y6
virg virg
virg vers
vers vers
seto
seto seto
Y7
virg virg
virg
vers vers
seto
seto seto
Phn loi Iris flower vi mng n ron MLP NN, ta c th ra ca mng nh hnh 4 sau.
Vi mng MLP 1 output, ta thy vi ngng 0.2 th mng phn loi ng 100% cho d liu nhn setosa. vi ngng 0.8 th c 1 dataset nhn versicolor
v 1 dataset nhn virginica b nhm.
Vi mng MLP 3 outputs, ta thy, vi ngng 0.5 th mng phn loi ng 100% cho d liu nhn setosa, 4 dataset nhn versicolor v 3 dataset nhn
vginica b nhm. Trong trng hp ny, mng MLP 3 outputs phn loi km chnh xc hn mng MLP 1 output.
Prediction O utput
0 = setosa,0.5 = versicolor,1 = virginica
Prediction Output
O utput 1 = setosa,O utput 2 = versicolor,O utput 3 = virginica
1.4
1.4
1.2
1.2
1
0.8
0.8
O utput 1
O utput 2
O utput 3
0.6
0.6
Y0_from _NN
0.4
0.4
0.2
0.2
145
136
127
118
109
100
91
82
73
64
55
46
37
28
19
-0.2
10
-0.2
1
9
17
25
33
41
49
57
65
73
81
89
97
105
113
121
129
137
145
-0.4
Spice-SOM c th c c d liu, chng ta chun b d liu nh bng 3 sau. Lu phn tn c im trung bnh ca hc sinh c trong ngoc
(), bn c d hiu hn trong output map. Bn c c th tham kho d liu ny trong th mc Data ca chng trnh SpiceSOM.
English
Algebra
Geome
try
7
99
100
Power
System
5
Management
Methodology
5
Geological
System
5
Analysis
9
7
Name
Cho mng SOM size 6x10 hc. Ta c bn ra (output map v output table) nh hnh 5 v 6. Trn ouput map, cc bn d dng nhn thy cc hc sinh c
cng thnh tch c xp gn nhau v hc sinh c thnh tch tt c xp xa hc sinh c thnh tch km.
Fig 5. Output Map of SOM, trained by Spice-SOM with Students' score Data
No.
X0
X1
X2
Y0
Ich_(8.7);Thieu_(8.8)
;Cong_(8.6);Dien_(8.
8);Nhung_(8.5)
Ha_(8.4);Mai
_(8.5);Thanh
_(8.7)
Nhan_(8.5);Hie
n_(8.5);Minh_(
8.7);Vinh_(8.5)
Y1
Hoa_(8.5);Linh_(8.6)
;Si_(8.7);Tung_(8.5)
Giang_(8.3)
Y2
Hung_(8.4);Hung_(8.
5);Ngan_(8.4)
Duong_(8.3)
Y3
Quang_(8.3);Thao_(8
.3);Trang_(8.3)
Y4
Hieu_(7.4)
Y5
Mai_(7.1);May_(7.1);
Thu_(7.3)
X3
X4
X5
X6
X7
X8
X9
Linh_(8.2)
Anh_(7.3
)
Nghia_(7.0);Han_(
7.2);Xuan_(7.2)
Truong_(6.5
)
Yen_(6.7);Co
ng_(6.8);Xuan
_(6.9)
Bay_(6.9);Me
n_(6.7)
Phuong_(6.6);Q
uy_(6.8);Thanh_
(6.5);Tuong_(6.8
)
Hoa_(7.5)
Minh_(7.9)
Nhi_(7.5)
Trang_(7.1);
Anh_(7.1);H
ue_(7.1)
Cong_(6.3);Xua
n_(6.3);Trinh_(6
.0)
Hien_(7.0)
Kim_(7.0
)
Han_(6.7);Hoang_
(6.9)
Tranh_(6
.9)
Loan_(6.6)
Lan_(7.2)
Dung_(6.9)
Linh_(6.3);Hung_(
6.5)
Huong_(7.2)
May_(7.0);Ma_(6.
9);Chi_(6.7);Han_
(6.6)
Thao_(6.6);Hieu_(
6.5);Lan_(6.5)
Dat_(6.1);Hoa
ng_(6.2)
Thieu_(6.1)
Manh_(6.4)
Thu_(6.0);Hien_
(6.0);Nghia_(6.0
);Lieu_(6.0);Lua
n_(6.0)
Thanh_(6.3);
Nhan_(6.2)
Anh_(6.0);Ha
n_(5.9);La_(6.
0);Thieu_(6.1)
;Thao_(6.0);
Minh_(5.8)
Phuong_(6.3)
Nga_(5.7);La
_(6.0)
My_(6.0);Nghia
_(5.8);Hong_(5.
7)
Minh_(6.0);T
hanh_(6.0);Ye
n_(5.9)
Xuan_(6.0);Sang
_(5.8);Nga_(6.1)
;Ly_(5.6)
Fig. 6. Output Table of SOM, trained by Spice-SOM with Students' score Data
3. Face/Nonface Classification
Cc bn hc nhn dng v x l nh bit pht hin khun mt, phng php thng dng hin nay l dng Haar-like feature + Adaboost Algorithm.
Dng SOM v MLP NN cng c chnh xc cao nhng tc nhn dng chm. V d y dng MLP NN v SOM phn loi cc frame c cha
khun mt, vi mc ch minh ha cch s dng MLP NN, SOM v Output Map ca SOM.
3.1. Chun b d liu
di ca cc vector d liu ph thuc vo feature m cc bn s dng. Gi s ta c mt tp nh mu kch thc m x n. Nu dng pixel value lm feature
(vector biu din nh), ta s c mt vector di m x n cho mi nh. Nu dng pixel value histogram lm feature, ta s c mt vector di 256 cho mi nh.
Nu dng cc fearture khc chng hn nh Histogram of Oriented Gradient, vector biu din s ph thuc vo tham s m cc bn chn khi to feature.
Ti liu ny khng cp n cc feature trong nhn dng nh.
phn loi nh bng MLP, ta cn m ha u ra yu cu (desired output), chng hn ta s dng 1 u ra vi gi tr 1.0 l face, 0.0 l non face. phn
loi nh bng SOM, ta ch cn vector biu din nh v nhn, v d nh sau:
ID
1
2
n
n+1
feature vector
Output
1.0
1.0
0.0
0.0
label
face
face
nonfacce
nonfacce
ID
1
2
n
n+1
feature vector
label
face
face
nonfacce
nonfacce
10
Cc hnh 9 v 10 sau minh ha Output Maps ca SOM qua mt s ln hc vi cc kch thc SOM Size khc nhau, training vi 400 nh mu khun mt
download t http://www.cl.cam.ac.uk/research/dtg/attarchive/facedatabase.html v 700 nh mu khng phi khun mt c ly ngu nhin t internet,
324 histogram of gradient inputs. Trong hnh minh ha, mi neuron ch hin th mt nh u tin ng vi n (trong thc t c th c nhiu nh ng vi
mt neuron v c neuron khng c nh no tng ng).
11
12
Hnh 11 minh ha li trong qu trnh hc, gi tr u ra ca mng n ron (Actual Output from NN) v gi tr ra yu cu (Desired Output), vi 1100 dataset
(400 faces + 700 nonfaces), 324 histogram of gradient inputs, 20 hidden and 1 output neurons, Hyperbolic Tangent Activated Funtion, 605/1100 datasets
for training (55%) v 495/1100 data set for testing (45%).
Desired Output
ActualO utput from NN
1
0.05
0.8
0.04
0.6
0.03
0.4
0.02
0.2
0.01
951
901
851
801
751
701
651
601
551
501
451
401
351
1200
301
1000
251
800
201
600
151
400
51
200
101
0
-0.2
Hnh 12 sau minh ha ng c tnh ROC (Receiver Operating Characteristic ROC) v chnh xc vi cc ngng khc nhau trn tp d liu kim
tra.
Ta thy vi ngng phn bit face/nonface l 0.52, th mng MLP phn loi ng 98.7% vi tp d liu kim tra ny.
13
Accuracy
0.95
0.9
0.9
Thresold = 0.52
Accuracy = 0.987
0.8
0.85
0.7
0.8
0
0.05
0.1
0.15
0.2
0.2
0.4
0.6
0.8
1
Thresold
Cc hnh 13 v 14 trang sau minh ha Output Maps ca SOM qua mt s ln hc vi cc kch thc SOM Size khc nhau, training vi 924 nh ngi i
b v 1100 nh khng phi ngi i b, 810 histogram of gradient inputs.
14
15
16
Fig.14. Output Map of a SOM with Pedestrian Data
Hnh 15 minh ha li trong qu trnh hc, gi tr u ra ca mng n ron (Actual Output from NN) v gi tr ra yu cu (Desired Output), vi 2024 dataset
(924 pedestrial + 1100 non-pedestrial), 810 histogram of gradient inputs, 5 hidden and 1 output neurons, Hyperbolic Tangent Activated Funtion,
1113/2024 datasets for training (55%) v 911/2024 data set for testing (45%).
P edestrial R ecognition by Spice-M LP
2024 histogram ofgradient inputs
5 hidden and 1 output neurons
Hyperbolic Tangent Activated Funtion
1113/2024 datasets for training
911/2024 data setfortesting
1.4
1.2
1
0.8
0.6
0.4
0.2
0
-0.2 0
-0.4
-0.6
PedestrialRecognition by Spice-M LP
Errors in 1000 Iterations
TrainingError
TestingError
0.06
0.05
0.04
0.03
0.02
0.01
500
1000
1500
2000
0
1 51 101 151 201 251 301 351 401 451 501 551 601 651 701 751 801 851 901 951
Cc hnh nh trong hnh 16 sau minh ha ng c tnh ROC trn tp d liu kim tra khi mng MLP va khi to (cha train hay 0 iteration) v sau khi
o to qua 1, 2, 3, 10, 20 iterations. Ta thy khi mng MLP va khi to, ng ROC ging nh ng ROC ca php chn ngu nhin. Mng hi t kh
nhanh sau mt s t ln lp (iterations).
Cao Thng, Mt s v d phn loi dng SOM v MLP Neural Network
17
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0
0
0.2
0.4
0.6
0.8
0
0
0.2
0.4
0.6
0.8
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0
0
0.2
0.4
0.6
0.8
0.2
0.4
0.6
0.8
18
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0
0
0.2
0.4
0.6
0.8
0.2
0.4
0.6
0.8
Hnh 17 sau minh ha ng c tnh ROC v chnh xc vi cc ngng khc nhau trn tp d liu kim tra sau 30 iterations. Vi ngng phn bit
pedestrial/non-pedestrial l 0.75, th mng MLP phn loi ng 98.2% vi tp d liu kim tra ny.
True Positive Rate
Accuracy
0.98
0.95
0.96
0.94
0.9
0.92
Thresold = 0.75
Accuracy = 0.982
0.9
0.85
0.88
0.8
0.86
0
0.05
0.1
0.15
0.2
0.2
0.4
0.6
0.8
1
Thresold
19
Fig.18.a. Mt s nh phn loi nhm non-pedestrial -> pedestrial vi ngng phn bit pedestrial/non-pedestrial l 0.5
Fig. 18.b. Mt s nh phn loi nhm pedestrian -> non-pedestrian vi ngng phn bit pedestrian/non-pedestrian l 0.5
20
5. Phn loi nh xe hi
Tng t nh phn loi nh khun mt v ngi i b, cc hnh sau minh ha Output Maps ca SOM qua mt s ln hc vi cc kch thc SOM Size
khc nhau, training vi cc nh mu xe hi download t http://cogcomp.cs.illinois.edu/Data/Car/
21
Fig.19.a. Output Map of a SOM with Car Data
22
6. D bo chng khon
Mt trong nhng ng dng th v ca mng n ron l d bo chng khon. Da vo cc s liu thng k c sn ca th trng, mng n ron c th d bo
kh chnh xc v gi chng khon trong nhng ngy tip theo.
d bo chng khon bng mng n ron c chnh xc, vic quan trng nht l tm cc d liu thch hp ca th trng bao gm gi chng khon cho
ti cc thng tin kinh t v m, vi m, m ha cc thng tin mt cch hp l mng n ron c th hc v tng qut ha c.
C nhiu phng php d bo chng khon bng mng n ron. Ti liu ny trnh by vi cc bn phng php n gin nht l da vo gi trong thi
gian qua d bo gi trong thi gian ti.
6.1. Chun b d liu
2545.4100
2541.4900
2531.0300
2510.7100
2558.2900
Low
359.0498
360.4199
364.0198
370.9199
369.0198
2515.4800
2522.4000
2496.8300
2488.6100
2534.8100
Open
361.3198
364.1099
370.8699
372.2898
371.5398
2519.8900
2525.9100
2522.2400
2497.1200
2535.1900
Close
361.3198
364.1099
370.8699
372.2898
371.5398
2543.1200
2534.5600
2525.2200
2498.2300
2549.4300
Day_Month_Year
3_12_1990
4_12_1990
5_12_1990
6_12_1990
7_12_1990
24_11_2010
26_11_2010
29_11_2010
30_11_2010
1_12_2010
T d liu ny, bn mun d bo gi ca th trng trong ngy tip theo. Chng hn nh bn mun d on gi trung bnh (Open + Close)/2.0 ca ngy
ti da vo gi trung bnh ca nhng ngy qua.
D liu bn c hin ti l d liu dng time series, mng n ron MLP c th hc c, bn cn chun b li nh sau.
Cao Thng, Mt s v d phn loi dng SOM v MLP Neural Network
23
2573.305
2578.305
2575.455
2575.03
Today - 13
364.1099
370.8699
372.2898
371.5398
2578.305
2575.455
2575.03
2571.545
Today - 12
370.8699
372.2898
371.5398
371.47
2575.455
2575.03
2571.545
2544.88
Today - 2
371.22
372.2998
373.5999
372.4099
2520.705
2499.58
2531.505
2530.235
Today - 1
372.2998
373.5999
372.4099
372.3999
2499.58
2531.505
2530.235
2523.73
Today
373.5999
372.4099
372.3999
371.0498
2531.505
2530.235
2523.73
2497.675
Tomorrow
372.4099
372.3999
371.0498
371.2
2530.235
2523.73
2497.675
2542.31
Label
21_12_1990
24_12_1990
26_12_1990
27_12_1990
24_11_2010
26_11_2010
29_11_2010
30_11_2010
Tng t, nu bn mun s dng gi ca 20 ngy qua d on gi ca 3 ngy ti, bn to d liu nh trn v s s dng mng n ron 20 u vo v
3 u ra, ...
V d sau s dng gi trung bnh ca 15 ngy qua d on gi trung bnh ca ca 1 ngy ti, tc l 15 u vo, 1 u ra, t ngy 21_12_1990 ti
ngy 30_11_2010. S dng chng trnh SpiceMLP d on. S Datasets l 5026. y 80% d liu (4021) datasets c dng hc, 20% d liu
(1005) datasets c dng kim tra. S ln lp khi hc l 1000.
Number of trained data: 4021.
Number of Inputs: 15
Number of Outputs: 1
D liu ny c trong th mc Data khi cc bn ci t chng trnh SpiceMLP (hay cn gi l Spice Neuro).
24
mng n ron d bo tt, cn chn cc thng s thch hp cho mng. Thng s thch hp thng ph thuc nhiu vo d liu ca bn, mt thng s c
th tt cho d liu ny nhng li km khi s dng d liu khc. y gii thiu vi cc bn phng php n gin nht: vi cng d liu hc v kim
tra, thay i mt thng s tm gi tr ti u tng i. Lu , trc khi o to mng, bn cn chun ha d liu vo v ra. V d y dng hm Linear
chun ha. Trc ht, ta tm s n ron lp n sao cho (c v) hp l nht.
Table 6. Li khi s dng cng hm bin i HyperTanh cho lp n v lp ra, thay i s n ron n.
Number of Hidden
Neurons
15
12
10
8
6
4
3
2
Errors
Training
9.01E-05
9.22E-05
8.62E-05
9.01E-05
6.54E-05
6.49E-05
4.43E-05
4.28E-05
Testing
9.35E-05
1.12E-04
1.04E-04
9.36E-05
6.94E-05
6.65E-05
4.25E-05
4.01E-05
Table 7. Li khi s dng cng hm bin i HyperTanh cho lp n, s n ron n l 2, thay i hm bin i ca lp ra.
Activated Function
Hidden Layer
Output Layer
HyperTanh
Identity
HyperTanh
Sigmoid
HyperTanh
ArcTan
HyperTanh
ArcSinh
HyperTanh
Sin
HyperTanh
Gaussian
HyperTanh
XSinX
Cao Thng, Mt s v d phn loi dng SOM v MLP Neural Network
Errors
Training
3.94E-05
7.35E-05
6.97E-05
6.24E-05
5.05E-05
5.48E-05
5.54E-05
Testing
3.38E-05
1.08E-04
6.41E-05
6.47E-05
4.83E-05
5.77E-05
5.53E-05
25
Errors
Training
4.33E-05
3.94E-05
4.03E-05
4.05E-05
4.07E-05
4.43E-05
4.72E-05
Testing
3.93E-05
3.38E-05
4.37E-05
3.99E-05
4.18E-05
4.25E-05
4.98E-05
Tin hnh o to mng vi ln v chn ln o to c li training error v testing error nh nht. Thng tin v mng hc v th li ca bn s c dng
sau.
Thng tin ca ln hc cui cng
Hm bin i cho lp n: HyperTanh
Hm bin i cho lp ra: Identity
T l hc cui cng: 0.03308719
Gi tr MSE ca D liu hc: 4.138118E-05
Gi tr MSE ca D liu kim tra: 3.423549E-05
S lng d liu hc: 4021
S lng d liu kim tra: 1005
S ln lp: 1000
26
TrainingError
Error in Training
TestingError
0.0004
0.0003
0.0002
0.0001
0
1
201
401
601
801
Sau khi mng hc xong, kim tra d liu hc trong phn Xem d liu, u ra ca d liu hc (training data) do mng MLP a ra (NN Outputs) c dng
nh hnh 21 sau:
27
Desired O utputs
NN Outputs
0.8
0.6
0.4
0.2
0
21 Dec 1990
30 Nov 2010
Fig. 21. Outputs of Training Data (NASDAQ Stock prices)
Ta thy vi d liu hc, u ra ca mng gn trng khp vi u ra yu cu (tc l u ra thc ca d liu hc).
Vi d liu kim tra (testing data), bn c th dng hnh 22 sau:
28
Desired Outputs
NN Outputs
1
0.8
0.6
0.4
0.2
0
3 Jan 1991
8 M arch 2000
30 Nov 2010
29
Desired O utputs
NN O utputs
0.8
0.6
0.4
0.2
0
7 O ct 1998
8 M arch 2000
14 Dec 2000
30
7. D bo t gi
Gi s bn mun d bo t gi Canada Dollar/US Dollar v Canada Dollar/Japanese Yen. Bn c th download c d liu ny ti
http://www.bankofcanada.ca/rates/exchange/10-year-lookup/
T gi Canada Dollar/US Dollar v Canada Dollar/Japanese Yen download c t a ch trn c dng nh sau
USD->CAD
CAD->USD
Date
JPY->CAD
CAD->JPY
Date
1.5657
0.6387
2001/10/12
0.012948
77.232005
2001/10/12
1.5579
0.6419
2001/10/15
0.012883
77.621672
2001/10/15
1.5619
0.6402
2001/10/16
0.01288
77.639752
2001/10/16
1.5981
0.6257
2001/11/8
0.01331
75.13148
2001/11/8
1.6021
0.6242
2001/11/9
0.013325
75.046904
2001/11/9
Bank holiday
Bank holiday
2001/11/12
Bank holiday
Bank holiday
2001/11/12
1.5981
0.6257
2001/11/13
0.013158
75.999392
2001/11/13
1.5916
0.6283
2001/11/14
0.013082
76.440911
2001/11/14
1.5868
0.6302
2001/11/15
0.012961
77.154541
2001/11/15
Gi s bn dng hai ct d liu CAD->USD v CAD->JPY, dng d liu ca 30 ngy qua d bo t gi ca ngy th 5 ti. Ngha l ngy hin ti
ca bn l Today, bn dng d liu Today-30, Today-29, ..., Today-1,Today d bo t gi ca Today+5. Nh vy bn s c 60 u vo (30 u vo cho
CAD->USD v 30 u vo cho CAD->JPY), 2 u ra cho CAD->USD v CAD->JPY. V d sau dng d liu ca 15 ngy qua d bo t gi ca
ngy th 5 ti vi hai t gi CAD->USD v CAD->JPY. Ngha l bn s c 30 u vo, 2 u ra.
Cao Thng, Mt s v d phn loi dng SOM v MLP Neural Network
31
CAD->JPY
0.6387
0.6419
0.6302
Today
Today-14
Today-13
CAD->USD CAD->JPY
Today-1
Today
77.23797 76.581406
LABEL
Today+5
Today+5
Today Date
0.6257
75.13148
2001/11/1
Bn ch thy CAD->USD c gi tr trong [0.6199,1.0905] v CAD->JPY c gi tr trong [68.918, 123.885]. V hai khong gi tr khc nhau kh nhiu,
nu bn chun ha d liu mt ln vi tt c d liu, CAD->USD s c gi tr nh v CAD->JPY c gi tr ln. Nh vy mng MLP hc s khng tt.
mng MLP hc tt, bn nn chun ha ring CAD->USD v CAD->JPY. Trong th mc Data ca chng trnh Spice-MLP c cha d liu cha
chun ha (CAD_USD_JPN_2489_data_30inputs_2outputs.csv) v d liu c chun ha theo phng php Linear
(CAD_USD_JPN_Normalized_2489_data_30inputs_2outputs.csv), vi 30 u vo, 2 u ra v s d liu l 2489, t ngy 2001/11/1 ti ngy 2011/10/3.
Chn ngu nhin 70% d liu (1742 datasets) lm d liu hc (training data) v 30% d liu (747 datasets) lm d liu kim tra (testing data). Cho mng
MLP hc, ta c thng tin nh sau:
Activated Function for Hidden Layer: HyperTanh
Activated Function for Output Layer: Linear
Final Learning rate: 0.003811921
Final MSE of Training Set: 0.0004247656
Final MSE of Testing Set: 0.0004671731
Number of trained data: 1742
Number of tested data: 747
Taken iterations: 1000
32
Y0_Desired
Y0_from_NN
Y1_Desired
Y1_from_NN
1
0.8
0.6
0.4
0.2
0
1
251
501
751
1001
1251
1501
33
Y0_Desired
Y1_Desired
Y0_from_NN
Y1_from_NN
1
0.8
0.6
0.4
0.2
0
1
101
201
301
401
501
601
701
Theo th trn, ta thy ni chung mng MLP hc tt vi c hai d liu CAD->USD v CAD->JPY, tuy nhin ti mt s im u ra ca mng hi lch
so vi u ra yu cu.
Cu hi dnh cho bn c:
iu chnh d liu v cc thng s ca mng mng MLP hc c vi chnh xc m bn mong mun.
V d trn dng d liu ca 15 ngy qua d bo t gi ca ngy th 5 ti. Vy mun dng d liu ca 60 ngy qua d bo t gi ca
ngy th 10 v ngy th 15 ti th lm th no?
Cao Thng, Mt s v d phn loi dng SOM v MLP Neural Network
34
8. D bo lu lng nc h Ha Bnh
Da vo d liu v lu lng nc v h thy in trong qu kh, ta c th d bo lu lng nc v h trong tng lai gn. Trong th mc Data ca
chng trnh Spice-MLP c file d liu Hoabinh_water_level_3_input_1_output.csv. y l file d liu v d bo lu lng nc tng lai trc 10
ngy Q(t+10) ca h Ha Bnh da vo cc lu lng nc ti thi im hin ti v qu kh. D liu c 3 u vo gm lu lng nc hin ti Q(t), lu
lng nc trc 10 ngy Q(t-10) v lu lng nc trc 20 ngy Q(t-20). S d liu l 570, trong 480 mu hc (t line 2 ti line 481) v 90
mu kim tra (t line 482 ti line 571). D liu ny do bn Phm Th Hong Nhung, trng H Thy li cung cp, bn c c th tham kho lun vn
Master ca Phm Th Hong Nhung (1997) v " kho st mt s phng php hc my tin tin, thc hin vic kt hp gia phng php hc my mng
neuron vi thut ton gene v ng dng vo bi ton d bo lu lng nc n h Ha Bnh". Xin cm n bn Phm Th Hong Nhung cho php s
dng d liu lu lng nc h Ha Bnh minh ha trong ti liu ny.
Thng tin vn tt v nh my thy in Ha bnh trn wiki nh sau: Nh my Thy in Ho Bnh c xy dng ti h Ha Bnh, tnh Ha Bnh, trn
dng sng thuc min bc Vit Nam. Cho n nay y l cng trnh thy in ln nht Vit Nam v ng Nam . Nh my do Lin X gip xy
dng v vn hnh. Cng trnh khi cng xy dng ngy 6 thng 11 nm 1979, khnh thnh ngy 20 thng 12 nm 1994. Cng sut sn sinh in nng theo
thit k l 1.920 megawatt, gm 8 t my, mi t my c cng sut 240.000 kilowatt. Sn lng in hng nm l 8,16 t kilowatt gi (KWh).
nh v h thy in trn internet nh sau:
35
Vi d liu Hoabinh_water_level_3_input_1_output.csv, cc bn load d liu nh Fig.24, chun ha d liu theo phng php Linear, chia d liu hc v
kim tra nh Fig.25.
36
37
Y0_Desired
Y0_from_NN
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
1
20 39 58 77 96 115 134 153 172 191 210 229 248 267 286 305 324 343 362 381 400 419 438 457 476
38
Y0_Desired
Y0_from_NN
0.6
0.5
0.4
0.3
0.2
0.1
0
1
7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 64 67 70 73 76 79 82 85 88
Chn hm activated functions cho lp n v lp ra, cho mng hc, sau mt s iteration, lu d liu vo mt file csv, bn s c th u ra ca mng vi
d liu hc nh Fig.26, d liu kim tra nh Fig.27. v thng tin v mng hc nh Fig.28.
Chng ta thy mng hc kh tt, tuy nhin c mt s im u ra ca mng v u ra mong mun c lch kh ln. Lm th no lm gim lch
ny? xin mi bn c nghin cu. Chc cc bn may mn.
39
Fig. 28. Discharge Hydrograph Of Hoabinh Lake modeling by Spice-MLP, Training Information
9. Kt lun
Ti liu ny hng dn cc bn cch s dng mng n ron trong cc ng dng thc t. Tc gi hy vng n c ch cc bn.
Cm n cc bn c. Chc cc bn may mn trong hc tp, cng vic v enjoy cuc sng.
40