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Machine learning in economic planning: ensembles of algorithms

Jaehyung AnCollege of Business, Hankuk University of Foreign Studies, 107, Imun-ro, Dongdaemun-gu, Seoul, 130-791, KoreaAlexey MikhaylovDepartment of financial markets and banks, Financial University under the Government of the Russian Federation, 49, Leningradsky Avenue, Moscow, 125468, RussiaNatalia SokolinskayaDepartment of financial markets and banks, Financial University under the Government of the Russian Federation, 49, Leningradsky Avenue, Moscow, 125468, Russia
2019en
ABI

Аннотация

Abstract The algorithm for machine learning of a transport type model is presented for the optimal distribution of tasks in safety critical systems operating in an automatic mode without operator participation. Safety critical systems in various application areas can operate in a wide range of modes - from pure manipulation by the operator prior to their autonomous execution of tasks as part of heterogeneous group. As it is shown by simulation studies of the adaptation algorithm generalized payment matrix of the transport model to the real preferences of the decision maker, even in conditions of significant noise measurements, the proposed algorithm for machine learning model leads to a fairly rapid convergence of estimates. Normalized error from the 15 th step does not exceed 10 percent. In this case, the rate of convergence of estimates is not an end in itself in the case of adaptive distribution of tasks in the group of algorithms; an important indicator is the convergence of solutions that exist above the convergence of estimates.

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Цитирований: 3Использованных источников: 0