High Speed Cognitive Domain Ontologies for Asset Allocation Using Loihi Spiking Neurons

TL;DR

This paper demonstrates that a neuromorphic spiking neuron grid implemented on Intel Loihi can rapidly solve asset allocation problems with high accuracy, enabling low power, real-time decision support in autonomous systems.

Contribution

It introduces a novel spiking neuron-based algorithm for asset allocation that achieves over 1000x speedup on neuromorphic hardware with high accuracy.

Findings

Achieved >1000x speedup in asset allocation problems.

Maintained >99.9% accuracy with approximate solutions.

Validated low power, real-time implementation on Loihi hardware.

Abstract

Cognitive agents are typically utilized in autonomous systems for automated decision making. These systems interact at real time with their environment and are generally heavily power constrained. Thus, there is a strong need for a real time agent running on a low power platform. The agent examined is the Cognitively Enhanced Complex Event Processing (CECEP) architecture. This is an autonomous decision support tool that reasons like humans and enables enhanced agent-based decision-making. It has applications in a large variety of domains including autonomous systems, operations research, intelligence analysis, and data mining. One of the key components of CECEP is the mining of knowledge from a repository described as a Cognitive Domain Ontology (CDO). One problem that is often tasked to CDOs is asset allocation. Given the number of possible solutions in this allocation problem, determining the optimal solution via CDO can be very time consuming. In this work we show that a grid of isolated spiking neurons is capable of generating solutions to this problem very quickly, although some degree of approximation is required to achieve the speedup. However, the approximate spiking approach presented in this work was able to complete all allocation simulations with greater than 99.9% accuracy. To show the feasibility of low power implementation, this algorithm was executed using the Intel Loihi manycore neuromorphic processor. Given the vast increase in speed (greater than 1000 times in larger allocation problems), as well as the reduction in computational requirements, the presented algorithm is ideal for moving asset allocation to low power, portable, embedded hardware.