Technology
Who Does What? A Novel Algorithm to Determine Function Localization
Aharonov-Barki, Ranit, Meilijson, Isaac, Ruppin, Eytan
We introduce a novel algorithm, termed PPA (Performance Prediction Algorithm), that quantitatively measures the contributions of elements of a neural system to the tasks it performs. The algorithm identifies the neurons or areas which participate in a cognitive or behavioral task, given data about performance decrease in a small set of lesions. It also allows the accurate prediction of performances due to multi-element lesions. The effectiveness of the new algorithm is demonstrated in two models of recurrent neural networks with complex interactions among the elements. The algorithm is scalable and applicable to the analysis of large neural networks. Given the recent advances in reversible inactivation techniques, it has the potential to significantly contribute to the understanding of the organization of biological nervous systems, and to shed light on the long-lasting debate about local versus distributed computation in the brain.
Noise Suppression Based on Neurophysiologically-motivated SNR Estimation for Robust Speech Recognition
Tchorz, Jürgen, Kleinschmidt, Michael, Kollmeier, Birger
For SNR-estimation, the input signal is transformed into so-called Amplitude Modulation Spectrograms (AMS), which represent both spectral and temporal characteristics of the respective analysis frame, and which imitate the representation of modulation frequencies in higher stages of the mammalian auditory system. A neural network is used to analyse AMS patterns generated from noisy speech and estimates the local SNR. Noise suppression is achieved by attenuating frequency channels according to their SNR. The noise suppression algorithm is evaluated in speakerindependent digit recognition experiments and compared to noise suppression by Spectral Subtraction. 1 Introduction One of the major problems in automatic speech recognition (ASR) systems is their lack of robustness in noise, which severely degrades their usefulness in many practical applications. Several proposals have been made to increase the robustness of ASR systems, e.g. by model compensation or more noise-robust feature extraction [1, 2]. Another method to increase robustness of ASR systems is to suppress the background noise before feature extraction. Classical approaches for single-channel noise suppression are Spectral Subtraction [3] and related schemes, e.g.
Sparse Representation for Gaussian Process Models
We develop an approach for a sparse representation for Gaussian Process (GP) models in order to overcome the limitations of GPs caused by large data sets. The method is based on a combination of a Bayesian online algorithm together with a sequential construction of a relevant subsample of the data which fully specifies the prediction of the model. Experimental results on toy examples and large real-world data sets indicate the efficiency of the approach.
Adaptive Object Representation with Hierarchically-Distributed Memory Sites
Theories of object recognition often assume that only one representation scheme is used within one visual-processing pathway. Versatility of the visual system comes from having multiple visual-processing pathways, each specialized in a different category of objects. We propose a theoretically simpler alternative, capable of explaining the same set of data and more. A single primary visual-processing pathway, loosely modular, is assumed. Memory modules are attached to sites along this pathway.
APRICODD: Approximate Policy Construction Using Decision Diagrams
St-Aubin, Robert, Hoey, Jesse, Boutilier, Craig
We propose a method of approximate dynamic programming for Markov decision processes (MDPs) using algebraic decision diagrams (ADDs). We produce near-optimal value functions and policies with much lower time and space requirements than exact dynamic programming. Our method reduces the sizes of the intermediate value functions generated during value iteration by replacing the values at the terminals of the ADD with ranges of values. Our method is demonstrated on a class of large MDPs (with up to 34 billion states), and we compare the results with the optimal value functions.
Balancing Multiple Sources of Reward in Reinforcement Learning
For many problems which would be natural for reinforcement learning, the reward signal is not a single scalar value but has multiple scalar components. Examples of such problems include agents with multiple goals and agents with multiple users. Creating a single reward value by combining the multiple components can throwaway vital information and can lead to incorrect solutions. We describe the multiple reward source problem and discuss the problems with applying traditional reinforcement learning. We then present an new algorithm for finding a solution and results on simulated environments.
Using Free Energies to Represent Q-values in a Multiagent Reinforcement Learning Task
Sallans, Brian, Hinton, Geoffrey E.
The problem of reinforcement learning in large factored Markov decision processes is explored. The Q-value of a state-action pair is approximated by the free energy of a product of experts network. Network parameters are learned online using a modified SARSA algorithm which minimizes the inconsistency of the Q-values of consecutive state-action pairs. Actions are chosen based on the current value estimates by fixing the current state and sampling actions from the network using Gibbs sampling. The algorithm is tested on a cooperative multi-agent task. The product of experts model is found to perform comparably to table-based Q-Iearning for small instances of the task, and continues to perform well when the problem becomes too large for a table-based representation.
Kernel-Based Reinforcement Learning in Average-Cost Problems: An Application to Optimal Portfolio Choice
Ormoneit, Dirk, Glynn, Peter W.
Many approaches to reinforcement learning combine neural networks or other parametric function approximators with a form of temporal-difference learning to estimate the value function of a Markov Decision Process. A significant disadvantage of those procedures is that the resulting learning algorithms are frequently unstable. In this work, we present a new, kernel-based approach to reinforcement learning which overcomes this difficulty and provably converges to a unique solution. By contrast to existing algorithms, our method can also be shown to be consistent in the sense that its costs converge to the optimal costs asymptotically. Our focus is on learning in an average-cost framework and on a practical application to the optimal portfolio choice problem.
Robust Reinforcement Learning
This paper proposes a new reinforcement learning (RL) paradigm that explicitly takes into account input disturbance as well as modeling errors. The use of environmental models in RL is quite popular for both off-line learning by simulations and for online action planning. However, the difference between the model and the real environment can lead to unpredictable, often unwanted results. Based on the theory of H oocontrol, we consider a differential game in which a'disturbing' agent (disturber) tries to make the worst possible disturbance while a'control' agent (actor) tries to make the best control input. The problem is formulated as finding a minmax solution of a value function that takes into account the norm of the output deviation and the norm of the disturbance.
Reinforcement Learning with Function Approximation Converges to a Region
Many algorithms for approximate reinforcement learning are not known to converge. In fact, there are counterexamples showing that the adjustable weights in some algorithms may oscillate within a region rather than converging to a point. This paper shows that, for two popular algorithms, such oscillation is the worst that can happen: the weights cannot diverge, but instead must converge to a bounded region. The algorithms are SARSA(O) and V(O); the latter algorithm was used in the well-known TD-Gammon program. 1 Introduction Although there are convergent online algorithms (such as TD()') [1]) for learning the parameters of a linear approximation to the value function of a Markov process, no way is known to extend these convergence proofs to the task of online approximation of either the state-value (V*) or the action-value (Q*) function of a general Markov decision process. In fact, there are known counterexamples to many proposed algorithms.