Efficient Pruning Technique Based on Linear Relaxations

Author(s):  
Yahia Lebbah ◽  
Claude Michel ◽  
Michel Rueher
1999 ◽  
Vol 6 (3) ◽  
pp. 229-235 ◽  
Author(s):  
Z. Ayadi ◽  
P. Marceron ◽  
J.-F. Schmitt ◽  
C. Cunat

2009 ◽  
Vol 48 (12) ◽  
pp. 5742-5766 ◽  
Author(s):  
Chrysanthos E. Gounaris ◽  
Ruth Misener ◽  
Christodoulos A. Floudas

2020 ◽  
Vol 17 (3) ◽  
pp. 983-1006
Author(s):  
M. Kopecky ◽  
P. Vojtas

Our customer preference model is based on aggregation of partly linear relaxations of value filters often used in e-commerce applications. Relaxation is motivated by the Analytic Hierarchy Processing method and combining fuzzy information in web accessible databases. In low dimensions our method is well suited also for data visualization. The process of translating models (user behavior) to programs (learned recommendation) is formalized by Challenge-Response Framework ChRF. ChRF resembles remote process call and reduction in combinatorial search problems. In our case, the model is automatically translated to a program using spatial database features. This enables us to define new metrics with visual motivation. We extend the conference paper with inductive ChRF, new representation of user and an additional method and metric. We provide experiments with synthetic data (items) and users.


2007 ◽  
Vol 16 (06) ◽  
pp. 1093-1113 ◽  
Author(s):  
N. S. THOMAIDIS ◽  
V. S. TZASTOUDIS ◽  
G. D. DOUNIAS

This paper compares a number of neural network model selection approaches on the basis of pricing S&P 500 stock index options. For the choice of the optimal architecture of the neural network, we experiment with a “top-down” pruning technique as well as two “bottom-up” strategies that start with simple models and gradually complicate the architecture if data indicate so. We adopt methods that base model selection on statistical hypothesis testing and information criteria and we compare their performance to a simple heuristic pruning technique. In the first set of experiments, neural network models are employed to fit the entire options surface and in the second they are used as parts of a hybrid intelligence scheme that combines a neural network model with theoretical option-pricing hints.


Author(s):  
Hayder Naser Khraibet Al-Behadili ◽  
Ku Ruhana Ku-Mahamud ◽  
Rafid Sagban

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