Discussion of article "Self-organizing feature maps (Kohonen maps) - revisiting the subject"

 

New article Self-organizing feature maps (Kohonen maps) - revisiting the subject has been published:

This article describes techniques of operating with Kohonen maps. The subject will be of interest to both market researchers with basic level of programing in MQL4 and MQL5 and experienced programmers that face difficulties with connecting Kohonen maps to their projects.

Training without a supervisor is exercised in the SOM. For training purposes competition mechanisms are applied. When sending a pattern network to input, the neuron with a vector that is the least different from the input pattern wins. The following ratio applies for the winner neuron:

Formula 1

where:

  • n — amount of neurons,
  • j — number of winner neuron,
  • d(x,w) — distance between x and w vectors.

Euclidean space is most frequently used as distance.

Formula 2

Author: Nikolay Demko

 
Neurons with initial weight coefficients significantly distant from the input patterns never win the competition, no matter how long the training lasts
It is quite good and very simple to solve. Just initialise the network by randomly selecting inputs from those you will teach.
 
Комбинатор:
It is quite good and very simple to solve. Just initialise the network by randomly selecting inputs from those you will teach.
I would like to hear criticism, how difficult it is to connect and modify (I tried to emphasise on this as much as possible).
 
Комбинатор:
It is quite good and very simple to solve. Just initialise the network by randomly selecting inputs from those you will teach.
A new neuron replacing the old one, after leaving us, easily returns the old one to its place).
 

It is not a problem to calculate, draw maps. There is a lot of work on this topic today.

Where and in what capacity to apply? Clustering? There are more reliable methods.

For myself, I have never found a useful application in trading.

But as an exercise in programming, it is probably useful.

Without minimising the author's efforts.

Good luck

 
Vladimir Perervenko:

It is not a problem to calculate, draw maps. There is a lot of work on this topic today.

Where and in what capacity to apply? Clustering? There are more reliable methods.

So share the information.
 
Pyyx:
So share the information.
Be more specific. It's not clear what information you're talking about.
 
we need to remember how Lobachevsky came up with spherical geometry.
 
Vladimir Perervenko:
Make your question more specific. It's not clear what information you're talking about.
The question is about clustering and finding patents.
 
There are some shortcomings in the implementation of displaying the results..... But even in this form it is a working variant.

I decided to test the statistics and this is what I got:

Screenshots of the MetaTrader trading platform

GBPUSD, H1, 2017.02.24

Alpari International Limited, MetaTrader 5, Demo

GBPUSD, H1, 2017.02.24, Alpari International Limited, MetaTrader 5, Demo


I was a bit surprised by the situation in the second square of the first row on the left. Value #2 and #3. How is such a hard/sharp transition in the colour display possible? Take, for example, the first square of the first row on the left - between values #14 and #18 there is a smooth transition of colours.

And then, everywhere there is a consistent transition of colours from left to right or from right to left, as it is drawn in the colour palette under the picture. And here with jumping over colours.
 
Viktor Vasilyuk:
There are some shortcomings in the implementation of displaying the results..... But even in this form it is a working variant.

I decided to test the statistics and this is what I got:

I was a bit surprised by the situation in the second square of the first row on the left. Values #2 and #3. How is such a hard/sharp transition in colour representation possible? Take, for example, the first square of the first row on the left - between values #14 and #18 there is a smooth transition of colours.

And then, everywhere there is a consistent transition of colours from left to right or from right to left, as it is drawn in the colour palette under the picture. And here with jumping over colours.

Save the trained grid and post the grid and data for training. I think when analysing the answer will be found how it is possible. Or, alternatively, will find what the bug is.

In general, we need a reproducible example.