Samuel Asante Gyamerah

Francis Boabang, Samuel Asante Gyamerah

Variational Quantum Algorithms are a vital part of quantum computing. It is a blend of quantum and classical methods for tackling tough problems in machine learning, chemistry, and combinatorial optimization. Yet as these algorithms scale up, they cannot escape the barren-plateau phenomenon. As systems grow, gradients can vanish so quickly that training deep or randomly initialized circuits becomes nearly impossible. To overcome the barren plateau problem, we introduce a two-stage optimization framework. First comes the convex initialization stage. Here, we shape the quantum energy landscape, the Hilmaton landscape, into a smooth, low-energy basin. This step makes gradients easier to spot and keeps noise from derailing the process. Once we have gotten a stable gradient flow, we move to the second stage: nonconvex refinement. In this phase, we let the algorithm wander through different energy minima, making the model more expressive. We show that our proposed algorithm theoretically reduces the dependence on the condition number of the underlying quantum least squares approximate matrix via Riemannian manifold optimization. Finally, we used our two-stage solution to perform quantum cryptanalysis of quantum key distribution protocol (i.e., BB84) to determine the optimal cloning strategies. The simulation results showed that our proposed two-stage solution outperforms its random initialization counterpart.

George Awiakye-Marfo, Elijah Agbosu, Victoria Mawuena Barns et al.

Deep learning models are effective for sequential data modeling, yet commonly used activation functions such as ReLU, LeakyReLU, and PReLU often exhibit gradient instability when applied to noisy, non-stationary financial time series. This study introduces BrownianReLU, a stochastic activation function induced by Brownian motion that enhances gradient propagation and learning stability in Long Short-Term Memory (LSTM) networks. Using Monte Carlo simulation, BrownianReLU provides a smooth, adaptive response for negative inputs, mitigating the dying ReLU problem. The proposed activation is evaluated on financial time series from Apple, GCB, and the S&P 500, as well as LendingClub loan data for classification. Results show consistently lower Mean Squared Error and higher $R^2$ values, indicating improved predictive accuracy and generalization. Although ROC-AUC metric is limited in classification tasks, activation choice significantly affects the trade-off between accuracy and sensitivity, with Brownian ReLU and the selected activation functions yielding practically meaningful performance.

Francis Boabang, Samuel Asante Gyamerah

Modeling cellular responses to genetic and chemical perturbations remains a central challenge in single-cell biology. Existing data-driven framework have advanced perturbation prediction through variational autoencoders, chemically conditioned autoencoders, and large-scale transformer pretraining. However, these models are prone to local optima in the nonconvex Waddington landscape of cell fate decisions, where poor initialization can trap trajectories in spurious lineages or implausible differentiation outcomes. While executable gene regulatory networks complement these approaches, automated design frameworks incorporate biological priors through multi-agent optimization. Yet, an approach that is completely data-driven with well-designed initialization to escape local optima and converge to a proper lineage remains elusive. In this work, we introduce a multistage reinforcement learning algorithm tailored for single-cell perturbation modeling. We first compute an explicit natural gradient update using Fisher-vector products and a conjugate gradient solver, scaled by a KL trust-region constraint to provide a safe, curvature-aware the first step for the policy. Starting with these preconditioned parameters, we then apply a second phase of proximal policy optimization (PPO) with clipped surrogates, exploiting minibatch efficiency to refine the policy. We demonstrate that this initialization substantially improves generalization on Single-cell RNA sequencing (scRNA-seq) and Single-cell ATAC sequencing (scATAC-seq) pertubation analysis.

Francis Boabang, Samuel Asante Gyamerah

In insurance fraud prediction, handling class imbalance remains a critical challenge. This paper presents a novel multistage focal loss function designed to enhance the performance of machine learning models in such imbalanced settings by helping to escape local minima and converge to a good solution. Building upon the foundation of the standard focal loss, our proposed approach introduces a dynamic, multi-stage convex and nonconvex mechanism that progressively adjusts the focus on hard-to-classify samples across training epochs. This strategic refinement facilitates more stable learning and improved discrimination between fraudulent and legitimate cases. Through extensive experimentation on a real-world insurance dataset, our method achieved better performance than the traditional focal loss, as measured by accuracy, precision, F1-score, recall and Area Under the Curve (AUC) metrics on the auto insurance dataset. These results demonstrate the efficacy of the multistage focal loss in boosting model robustness and predictive accuracy in highly skewed classification tasks, offering significant implications for fraud detection systems in the insurance industry. An explainable model is included to interpret the results.

Samuel Asante Gyamerah

The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the cryptocurrency market. Using historical data from 01/01/2012 to 16/08/2019, machine learning techniques (Generalized linear model via penalized maximum likelihood, random forest, support vector regression with linear kernel, and stacking ensemble) were used to forecast the price of Bitcoin. The prediction models employed key and high dimensional technical indicators as the predictors. The performance of these techniques were evaluated using mean absolute percentage error (MAPE), root mean square error (RMSE), mean absolute error (MAE), and coefficient of determination (R-squared). The performance metrics revealed that the stacking ensemble model with two base learner (random forest and generalized linear model via penalized maximum likelihood) and support vector regression with linear kernel as meta-learner was the optimal model for forecasting Bitcoin price. The MAPE, RMSE, MAE, and R-squared values for the stacking ensemble model were 0.0191%, 15.5331 USD, 124.5508 USD, and 0.9967 respectively. These values show a high degree of reliability in predicting the price of Bitcoin using the stacking ensemble model. Accurately predicting the future price of Bitcoin will yield significant returns for investors and market players in the cryptocurrency market.

Samuel Asante Gyamerah, Philip Ngare, Dennis Ikpe

A reliable and accurate forecasting model for crop yields is of crucial importance for efficient decision-making process in the agricultural sector. However, due to weather extremes and uncertainties, most forecasting models for crop yield are not reliable and accurate. For measuring the uncertainty and obtaining further information of future crop yields, a probability density forecasting model based on quantile random forest and Epanechnikov kernel function (QRF-SJ) is proposed. The nonlinear structure of random forest is applied to change the quantile regression model for building the probabilistic forecasting model. Epanechnikov kernel function and solve-the equation plug-in approach of Sheather and Jones are used in the kernel density estimation. A case study using the annual crop yield of groundnut and millet in Ghana is presented to illustrate the efficiency and robustness of the proposed technique. The values of the prediction interval coverage probability and prediction interval normalized average width for the two crops show that the constructed prediction intervals capture the observed yields with high coverage probability. The probability density curves show that QRF-SJ method has a very high ability to forecast quality prediction intervals with a higher coverage probability. The feature importance gave a score of the importance of each weather variable in building the quantile regression forest model. The farmer and other stakeholders are able to realize the specific weather variable that affect the yield of a selected crop through feature importance. The proposed method and its application on crop yield dataset are the first of its kind in literature.