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Cell Assemblies in Large Sparse Inhibitory Networks of Biologically Realistic Spiking Neurons
Cell assemblies exhibiting episodes of recurrent coherent activity have been observed in several brain regions including the striatum[1] and hippocampus CA3[2]. Here we address the question of how coherent dynamically switching assemblies appear in large networks of biologically realistic spiking neurons interacting deterministically.We show by numerical simulations of large asymmetric inhibitory networks with fixed external excitatory drive that if the network has intermediate to sparse connectivity, the individual cells are in the vicinity of a bifurcation betweena quiescent and firing state and the network inhibition varies slowly on the spiking timescale, then cells form assemblies whose members show strong positive correlation, while members of different assemblies show strong negative correlation. We show that cells and assemblies switch between firing and quiescent states with time durations consistent with a power-law. Our results are in good qualitative agreement with the experimental studies. The deterministic dynamical behaviouris related to winner-less competition[3], shown in small closed loop inhibitory networks with heteroclinic cycles connecting saddle-points.
Replacing supervised classification learning by Slow Feature Analysis in spiking neural networks
Klampfl, Stefan, Maass, Wolfgang
Many models for computations in recurrent networks of neurons assume that the network state moves from some initial state to some fixed point attractor or limit cycle that represents the output of the computation. However experimental data show that in response to a sensory stimulus the network state moves from its initial state through a trajectory of network states and eventually returns to the initial state, without reaching an attractor or limit cycle in between. This type of network response, where salient information about external stimuli is encoded in characteristic trajectories of continuously varying network states, raises the question how a neural system could compute with such code, and arrive for example at a temporally stable classification of the external stimulus. We show that a known unsupervised learning algorithm, Slow Feature Analysis (SFA), could be an important ingredient for extracting stable information from these network trajectories. In fact, if sensory stimuli are more often followed by another stimulus from the same class than by a stimulus from another class, SFA approaches the classification capability of Fishers Linear Discriminant (FLD), a powerful algorithm for supervised learning. We apply this principle to simulated cortical microcircuits, and show that it enables readout neurons to learn discrimination of spoken digits and detection of repeating firing patterns within a stream of spike trains with the same firing statistics, without requiring any supervision for learning.
Using matrices to model symbolic relationship
Sutskever, Ilya, Hinton, Geoffrey E.
We describe a way of learning matrix representations of objects and relationships. The goal of learning is to allow multiplication of matrices to represent symbolic relationships between objects and symbolic relationships between relationships, which is the main novelty of the method. We demonstrate that this leads to excellent generalization in two different domains: modular arithmetic and family relationships. We show that the same system can learn first-order propositions such as $(2, 5) \member +\!3$ or $(Christopher, Penelope)\member has\_wife$, and higher-order propositions such as $(3, +\!3) \member plus$ and $(+\!3, -\!3) \member inverse$ or $(has\_husband, has\_wife)\in higher\_oppsex$. We further demonstrate that the system understands how higher-order propositions are related to first-order ones by showing that it can correctly answer questions about first-order propositions involving the relations $+\!3$ or $has\_wife$ even though it has not been trained on any first-order examples involving these relations.
Kernel Measures of Independence for non-iid Data
Zhang, Xinhua, Song, Le, Gretton, Arthur, Smola, Alex J.
Many machine learning algorithms can be formulated in the framework of statistical independence such as the Hilbert Schmidt Independence Criterion. In this paper, we extend this criterion to deal with with structured and interdependent observations. This is achieved by modeling the structures using undirected graphical models and comparing the Hilbert space embeddings of distributions. We apply this new criterion to independent component analysis and sequence clustering.
Estimation of Information Theoretic Measures for Continuous Random Variables
We analyze the estimation of information theoretic measures of continuous random variables such as: differential entropy, mutual information or Kullback-Leibler divergence. The objective of this paper is two-fold. First, we prove that the information theoretic measure estimates using the k-nearest-neighbor density estimation with fixed k converge almost surely, even though the k-nearest-neighbor density estimation with fixed k does not converge to its true measure. Second, we show that the information theoretic measure estimates do not converge for k growing linearly with the number of samples. Nevertheless, these nonconvergent estimates can be used for solving the two-sample problem and assessing if two random variables are independent. We show that the two-sample and independence tests based on these nonconvergent estimates compare favorably with the maximum mean discrepancy test and the Hilbert Schmidt independence criterion, respectively.
Compressed Least-Squares Regression
Maillard, Odalric, Munos, Rรฉmi
We consider the problem of learning, from K data, a regression function in a linear spaceof high dimension N using projections onto a random subspace of lower dimension M. From any algorithm minimizing the (possibly penalized) empirical risk,we provide bounds on the excess risk of the estimate computed in the projected subspace (compressed domain) in terms of the excess risk of the estimate builtin the high-dimensional space (initial domain). We show that solving the problem in the compressed domain instead of the initial domain reduces the estimation error at the price of an increased (but controlled) approximation error. We apply the analysis to Least-Squares (LS) regression and discuss the excess risk and numerical complexity of the resulting "Compressed Least Squares Regression" (CLSR)in terms of N, K, and M. When we choose M O( K),we show that CLSR has an estimation error of order O(log K/ K).
Discrete MDL Predicts in Total Variation
The Minimum Description Length (MDL) principle selects the model that has the shortest code for data plus model. We show that for a countable class of models, MDL predictions are close to the true distribution in a strong sense. The result is completely general. No independence, ergodicity, stationarity, identifiability, or other assumption on the model class need to be made. More formally, we show that for any countable class of models, the distributions selected by MDL (or MAP) asymptotically predict (merge with) the true measure in the class in total variation distance.
Efficient Sampling for Gaussian Process Inference using Control Variables
Lawrence, Neil D., Rattray, Magnus, Titsias, Michalis K.
Sampling functions in Gaussian process (GP) models is challenging because of the highly correlated posterior distribution. We describe an efficient Markov chain Monte Carlo algorithm for sampling from the posterior process of the GP model. This algorithm uses control variables which are auxiliary function values that provide a low dimensional representation of the function. At each iteration, the algorithm proposes new values for the control variables and generates the function from the conditional GP prior. The control variable input locations are found by continuously minimizing an objective function. We demonstrate the algorithm on regression and classification problems and we use it to estimate the parameters of a differential equation model of gene regulation.
Bayesian Source Localization with the Multivariate Laplace Prior
Gerven, Marcel V., Cseke, Botond, Oostenveld, Robert, Heskes, Tom
We introduce a novel multivariate Laplace (MVL) distribution as a sparsity promoting prior for Bayesian source localization that allows the specification of constraints between and within sources. We represent the MVL distribution as a scale mixture that induces a coupling between source variances instead of their means. Approximation of the posterior marginals using expectation propagation is shown to be very efficient due to properties of the scale mixture representation. The computational bottleneck amounts to computing the diagonal elements of a sparse matrix inverse. Our approach is illustrated using a mismatch negativity paradigm for which MEG data and a structural MRI have been acquired. We show that spatial coupling leads to sources which are active over larger cortical areas as compared with an uncoupled prior.