WSEAS Transactions on Systems
Print ISSN: 1109-2777, E-ISSN: 2224-2678
Volume 15, 2016
Fast Information Detection in Big Data using Neural Networks and Matrix Decomposition
Authors: ,
Abstract: In previous work, fast neural networks (FNNs) for information extraction was presented. The operation of these networks relies on performing cross-correlation between the input patterns and the weights of processing elements in the frequency domain. In this paper, a new strategy to accelerate this approach is introduced. Such strategy applies the concept of divide and conquer to reduce the number of calculation steps required by FNNs. The big data matrix is decomposed into smaller sub-matrices. Each generated sub-matrix is processed by using a single FNN implemented in the frequency domain. As a result, the speed up ratio is increased with the size of the input big data matrix. This is in contrast to using only FNNs. Simulation results show that the proposed approach for information detection in big data is faster than the conventional neural networks and FNNs. Moreover, experimental results for big data matrices with different sizes show good performance.
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Keywords: Big data, Neural networks, Cross correlation, Frequency domain, Fast information detection
Pages: 49-58
WSEAS Transactions on Systems, ISSN / E-ISSN: 1109-2777 / 2224-2678, Volume 15, 2016, Art. #6