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Temporal Difference Learning in Continuous Time and Space
Elucidation of the relationship between TD learning and dynamic programming (DP) has provided good theoretical insights (Barto et al., 1995). However, conventional TD algorithms were based on discrete-time, discrete-state formulations. In applying these algorithms to control problems, time, space and action had to be appropriately discretized using a priori knowledge or by trial and error. Furthermore, when a TD algorithm is used for neurobiological modeling, discrete-time operation is often very unnatural. There have been several attempts to extend TD-like algorithms to continuous cases. Bradtke et al. (1994) showed convergence results for DPbased algorithms for a discrete-time, continuous-state linear system with a quadratic cost. Bradtke and Duff (1995) derived TD-like algorithms for continuous-time, discrete-state systems (semi-Markov decision problems). Baird (1993) proposed the "advantage updating" algorithm by modifying Q-Iearning so that it works with arbitrary small time steps.
Dynamics of On-Line Gradient Descent Learning for Multilayer Neural Networks
Sollat CONNECT, The Niels Bohr Institute Blegdamsdvej 17 Copenhagen 2100, Denmark Abstract We consider the problem of online gradient descent learning for general two-layer neural networks. An analytic solution is presented andused to investigate the role of the learning rate in controlling theevolution and convergence of the learning process. Two-layer networks with an arbitrary number of hidden units have been shown to be universal approximators [1] for such N-to-one dimensional maps. We investigate the emergence of generalization ability in an online learning scenario [2], in which the couplings are modified after the presentation of each example so as to minimize the corresponding error. The resulting changes in {J} are described as a dynamical evolution; the number of examples plays the role of time.
Stock Selection via Nonlinear Multi-Factor Models
This paper discusses the use of multilayer feedforward neural networks forpredicting a stock's excess return based on its exposure to various technical and fundamental factors. To demonstrate the effectiveness of the approach a hedged portfolio which consists of equally capitalized long and short positions is constructed and its historical returns are benchmarked against T-bill returns and the S&P500 index. 1 Introduction
Competence Acquisition in an Autonomous Mobile Robot using Hardware Neural Techniques
Jackson, Geoffrey B., Murray, Alan F.
In this paper we examine the practical use of hardware neural networks in an autonomous mobile robot. We have developed a hardware neural system based around a custom VLSI chip, EP SILON III, designed specifically for embedded hardware neural applications. We present here a demonstration application of an autonomous mobile robot that highlights the flexibility of this system.
Using Unlabeled Data for Supervised Learning
Geoffrey Towell Siemens Corporate Research 755 College Road East Princeton, NJ 08540 Abstract Many classification problems have the property that the only costly part of obtaining examples is the class label. This paper suggests a simple method for using distribution information contained in unlabeled examples to augment labeled examples in a supervised training framework. Empirical tests show that the technique described inthis paper can significantly improve the accuracy of a supervised learner when the learner is well below its asymptotic accuracy level. 1 INTRODUCTION Supervised learning problems often have the following property: unlabeled examples have little or no cost while class labels have a high cost. For example, it is trivial to record hours of heartbeats from hundreds of patients. However, it is expensive to hire cardiologists to label each of the recorded beats.
Learning with ensembles: How overfitting can be useful
AndersKrogh'" NORDITA, Blegdamsvej 17 2100 Copenhagen, Denmark kroghGsanger.ac.uk Abstract We study the characteristics of learning with ensembles. Solving exactly the simple model of an ensemble of linear students, we find surprisingly rich behaviour. For learning in large ensembles, it is advantageous to use under-regularized students, which actually over-fitthe training data. Globally optimal performance can be obtained by choosing the training set sizes of the students appropriately. Forsmaller ensembles, optimization of the ensemble weights can yield significant improvements in ensemble generalization performance,in particular if the individual students are subject to noise in the training process. Choosing students with a wide range of regularization parameters makes this improvement robust against changes in the unknown level of noise in the training data. 1 INTRODUCTION An ensemble is a collection of a (finite) number of neural networks or other types of predictors that are trained for the same task.
The Role of Activity in Synaptic Competition at the Neuromuscular Junction
Joseph, Samuel R. H., Willshaw, David J.
An extended version of the dual constraint model of motor endplate morphogenesisis presented that includes activity dependent and independent competition. It is supported by a wide range of recent neurophysiological evidence that indicates a strong relationship betweensynaptic efficacy and survival. The computational model is justified at the molecular level and its predictions match the developmental and regenerative behaviour of real synapses.
Stable Fitted Reinforcement Learning
We describe the reinforcement learning problem, motivate algorithms whichseek an approximation to the Q function, and present new convergence results for two such algorithms. 1 INTRODUCTION AND BACKGROUND Imagine an agent acting in some environment. At time t, the environment is in some state Xt chosen from a finite set of states. The agent perceives Xt, and is allowed to choose an action at from some finite set of actions. Meanwhile, the agent experiences a real-valued cost Ct, chosen from a distribution which also depends only on Xt and at and which has finite mean and variance. Such an environment is called a Markov decision process, or MDP.
Optimizing Cortical Mappings
Goodhill, Geoffrey J., Finch, Steven, Sejnowski, Terrence J.
"Topographic" mappings occur frequently in the brain. A popular approachto understanding the structure of such mappings is to map points representing input features in a space of a few dimensions to points in a 2 dimensional space using some selforganizing algorithm.We argue that a more general approach may be useful, where similarities between features are not constrained tobe geometric distances, and the objective function for topographic matching is chosen explicitly rather than being specified implicitlyby the self-organizing algorithm. We investigate analytically an example of this more general approach applied to the structure of interdigitated mappings, such as the pattern of ocular dominance columns in primary visual cortex. 1 INTRODUCTION A prevalent feature of mappings in the brain is that they are often "topographic". In the most straightforward case this simply means that neighbouring points on a two-dimensional sheet (e.g. the retina) are mapped to neighbouring points in a more central two-dimensional structure (e.g. the optic tectum). However a more complex case, still often referred to as topographic, is the mapping from an abstract space of features (e.g.
A Predictive Switching Model of Cerebellar Movement Control
Barto, Andrew G., Houk, James C.
The existence of significant delays in sensorimotor feedback pathways has led several researchers to suggest that the cerebellum might function as a forward model of the motor plant in order to predict the sensory consequences of motor commands before actual feedback is available; e.g., (Ito, 1984; Keeler, 1990; Miall et ai., 1993). While we agree that there are many potential roles for forward models in motor control systems, as discussed, e.g., in (Wolpert et al., 1995), we present a hypothesis about how the cerebellum could participate in regulating movement in the presence of significant feedbackdelays without resorting to a forward model. We show how a very simplified version of the adjustable pattern generator (APG) model being developed by Houk and colleagues (Berthier et al., 1993; Houk et al., 1995) can learn to control endpointpositioning of a nonlinear spring-mass system with significant delays in both afferent and efferent pathways. Although much simpler than a multilink dynamic arm, control of this spring-mass system involves some of the challenges critical in the control of a more realistic motor system and serves to illustrate the principles we propose. Preliminary results appear in (Buckingham et al., 1995).