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Recurrent Networks and NARMA Modeling

Neural Information Processing Systems

There exist large classes of time series, such as those with nonlinear moving average components, that are not well modeled by feedforward networks or linear models, but can be modeled by recurrent networks. We show that recurrent neural networks are a type of nonlinear autoregressive-moving average (N ARMA) model. Practical ability will be shown in the results of a competition sponsored by the Puget Sound Power and Light Company, where the recurrent networks gave the best performance on electric load forecasting. 1 Introduction This paper will concentrate on identifying types of time series for which a recurrent network provides a significantly better model, and corresponding prediction, than a feedforward network. Our main interest is in discrete time series that are parsimoniously modeledby a simple recurrent network, but for which, a feedforward neural network is highly non-parsimonious by virtue of requiring an infinite amount of past observations as input to achieve the same accuracy in prediction. Our approach is to consider predictive neural networks as stochastic models.


Principled Architecture Selection for Neural Networks: Application to Corporate Bond Rating Prediction

Neural Information Processing Systems

The notion of generalization ability can be defined precisely as the prediction risk,the expected performance of an estimator in predicting new observations. In this paper, we propose the prediction risk as a measure of the generalization ability of multi-layer perceptron networks and use it to select an optimal network architecture from a set of possible architectures. Wealso propose a heuristic search strategy to explore the space of possible architectures. The prediction risk is estimated from the available data; here we estimate the prediction risk by v-fold cross-validation and by asymptotic approximations of generalized cross-validation or Akaike's final prediction error. We apply the technique to the problem of predicting corporate bond ratings. This problem is very attractive as a case study, since it is characterized by the limited availability of the data and by the lack of a complete a priori model which could be used to impose a structure to the network architecture.


Green's Function Method for Fast On-Line Learning Algorithm of Recurrent Neural Networks

Neural Information Processing Systems

The two well known learning algorithms of recurrent neural networks are the back-propagation (Rumelhart & el al., Werbos) and the forward propagation (Williamsand Zipser). The main drawback of back-propagation is its off-line backward path in time for error cumulation. This violates the online requirement in many practical applications. Although the forward propagation algorithmcan be used in an online manner, the annoying drawback is the heavy computation load required to update the high dimensional sensitivity matrix(0(fir) operations for each time step). Therefore, to develop a fast forward algorithm is a challenging task.


A Neural Net Model for Adaptive Control of Saccadic Accuracy by Primate Cerebellum and Brainstem

Neural Information Processing Systems

Accurate saccades require interaction between brainstem circuitry and the cerebeJJum. A model of this interaction is described, based on Kawato's principle of feedback-error-Iearning. In the model a part of the brainstem (the superior colliculus) acts as a simple feedback controJJer with no knowledge of initial eye position, and provides an error signal for the cerebeJJum to correct for eye-muscle nonIinearities. This teaches the cerebeJJum, modelled as a CMAC, to adjust appropriately the gain on the brainstem burst-generator's internal feedback loop and so alter the size of burst sent to the motoneurons. With direction-only errors the system rapidly learns to make accurate horizontal eye movements from any starting position, and adapts realistically to subsequent simulated eye-muscle weakening or displacement of the saccadic target.


Dual Inhibitory Mechanisms for Definition of Receptive Field Characteristics in a Cat Striate Cortex

Neural Information Processing Systems

In single cells of the cat striate cortex, lateral inhibition across orientation and/orspatial frequency is found to enhance preexisting biases. A contrast-dependent but spatially non-selective inhibitory component is also found. Stimulation with ascending and descending contrasts reveals the latter as a response hysteresis that is sensitive, powerful and rapid, suggesting thatit is active in day-to-day vision. Both forms of inhibition are not recurrent but are rather network properties. These findings suggest two fundamental inhibitory mechanisms: a global mechanism that limits dynamic range and creates spatial selectivity through thresholding and a local mechanism that specifically refines spatial filter properties.


Networks with Learned Unit Response Functions

Neural Information Processing Systems

Feedforward networks composed of units which compute a sigmoidal function ofa weighted sum of their inputs have been much investigated. We tested the approximation and estimation capabilities of networks using functions more complex than sigmoids. Three classes of functions were tested: polynomials, rational functions, and flexible Fourier series. Unlike sigmoids,these classes can fit nonmonotonic functions. They were compared on three problems: prediction of Boston housing prices, the sunspot count, and robot arm inverse dynamics. The complex units attained clearlysuperior performance on the robot arm problem, which is a highly nonmonotonic, pure approximation problem. On the noisy and only mildly nonlinear Boston housing and sunspot problems, differences among the complex units were revealed; polynomials did poorly, whereas rationals and flexible Fourier series were comparable to sigmoids. 1 Introduction


Temporal Adaptation in a Silicon Auditory Nerve

Neural Information Processing Systems

Many auditory theorists consider the temporal adaptation of the auditory nerve a key aspect of speech coding in the auditory periphery. Experimentswith models of auditory localization and pitch perception also suggest temporal adaptation is an important element ofpractical auditory processing. I have designed, fabricated, and successfully tested an analog integrated circuit that models many aspects of auditory nerve response, including temporal adaptation. 1. INTRODUCTION We are modeling known and proposed auditory structures in the brain using analog VLSI circuits, with the goal of making contributions both to engineering practice andbiological understanding. Computational neuroscience involves modeling biology at many levels of abstraction. The first silicon auditory models were constructed ata fairly high level of abstraction (Lyon and Mead, 1988; Lazzaro and Mead, 1989ab; Mead et al., 1991; Lyon, 1991). The functional limitations of these silicon systems have prompted a new generation of auditory neural circuits designed at a lower level of abstraction (Watts et al., 1991; Liu et -al., 1991).


Learning Unambiguous Reduced Sequence Descriptions

Neural Information Processing Systems

Do you want your neural net algorithm to learn sequences? Do not limit yourselfto conventional gradient descent (or approximations thereof). Instead, use your sequence learning algorithm (any will do) to implement the following method for history compression. No matter what your final goalsare, train a network to predict its next input from the previous ones. Since only unpredictable inputs convey new information, ignore all predictable inputs but let all unexpected inputs (plus information about the time step at which they occurred) become inputs to a higher-level network of the same kind (working on a slower, self-adjusting time scale). Go on building a hierarchy of such networks.


Self-organization in real neurons: Anti-Hebb in 'Channel Space'?

Neural Information Processing Systems

Ion channels are the dynamical systems of the nervous system. Their distribution within the membrane governs not only communication of information betweenneurons, but also how that information is integrated within the cell. Here, an argument is presented for an'anti-Hebbian' rule for changing the distribution of voltage-dependent ion channels in order to flatten voltage curvatures in dendrites. Simulations show that this rule can account for the self-organisation of dynamical receptive field properties such as resonance and direction selectivity. It also creates the conditions for the faithful conduction within the cell of signals to which the cell has been exposed. Various possible cellular implementations of such a learning ruleare proposed, including activity-dependent migration of channel proteins in the plane of the membrane.


Constrained Optimization Applied to the Parameter Setting Problem for Analog Circuits

Neural Information Processing Systems

Alan Barr Computer Graphics 350-74 California Institute of Technology Pasadena, CA 91125 Abstract We use constrained optimization to select operating parameters for two circuits: a simple 3-transistor square root circuit, and an analog VLSI artificial cochlea. This automated method uses computer controlled measurement andtest equipment to choose chip parameters which minimize the difference between the actual circuit's behavior and a specified goal behavior. Choosing the proper circuit parameters is important to compensate formanufacturing deviations or adjust circuit performance within a certain range. As biologically-motivated analog VLSI circuits become increasingly complex, implying more parameters, setting these parameters by hand will become more cumbersome. Thus an automated parameter setting method can be of great value [Fleischer 90].