Multiobjective Evolutionary Optimization of Training and Topology of Recurrent Neural Networks for Time-Series Prediction
H. Katagiri, Ichiro Nishizaki, Tomohiro Hayashida, Takanori Kadoma · The Computer Journal · 2011
This paper provides a new evolutionary multiobjective optimization method for automatically optimizing the network topology of recurrent neural networks (NNs). To obtain NNs with higher prediction capability for time-series data, the proposed method is constructed by focusing on the intensively exploration of a feasible region including solutions with small training errors on the Pareto frontier, unlike existing evolutionary multiobjective optimization methods, which aim to find a whole set of the Pareto optimal solutions. Our method is characterized by the ideas of self-adaptive mutation probability setting, elite preservation strategies and archive for the preservation of local optimal solutions. Through the comparison with the performances of the most promising existing method by Delgado et al. using benchmark time-series data instances, it is shown that the proposed method is superior to the existing effective algorithm with respect to the capability of time-series prediction.