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A Review of ALNBench by Dendronic Systems Inc.

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Title: A Review of ALNBench by Dendronic Systems Inc.


1
A Review of ALNBench by Dendronic Systems Inc.
  • Bruce Matichuk
  • Shengjiu Wang

2
Overview
  • What is ALNBench?
  • Motivation/Applications
  • Theory of Multidimensional Piecewise Linear
    Regression
  • Components of ALNBench
  • Demonstration
  • Questions

3
What is ALNBench
  • Automated Learning Nets
  • Tool that automates the creation of
    multidimensional linear regression models
  • Facilitates use of learned model
  • Also contains API for building learning
    applications

4
MPLR Model
  • Consists of a set of linear pieces

MAX (a, b, c, d) defines convex-down function
MAX (MIN (a, b, c), MIN (d, e, f, g)) defines a
function with two bumps
5
Neural Network Advantages Over Direct Programming
  • Less time to build solution
  • Easier
  • less code
  • less setup
  • Ability to solve hard problems

6
Advantages of ALNs Over Neural Networks
  • Safety
  • Speed
  • Scalability
  • Broad domain applicability
  • Embedding expert knowledge
  • Function inversion
  • Ease of understanding

7
Other Advantages Include
  • Uses arbitrary ranges of data values.
  • Grows the architecture automatically.
  • Allows the user to easily set the parameters.
  • Trains and evaluates at high speed.
  • Tells the user the sensitivity of the output to
    each input in different parts of the input space.
  • Gives the user unprecedented control over the
    learned function

8
Applications
  • Analysis
  • Prediction
  • Control

9
Views
  • Workspace View
  • Charts View
  • Report View
  • LF Statistics View
  • Log View

10
Steps to Using ALNBench
  • Create the ALN
  • Load in the training and test data
  • Set the ALN training parameters
  • Train the ALN
  • Examine the results
  • Test other data sets against learned model
  • Save the .alb file

11
Demonstration
  • United States Total Stock Returns, 1871-1998
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