A new model-discriminant training algorithm for hybrid NN-HMM systems

This paper describes a hybrid system for continuous speech recognition consisting of a neural network (NN) and a hidden Markov model (HMM). The system is based on a multilayer perceptron, which approximates the a-posteriori probability of a sequence of states, derived from semi-continuous hidden Markov models. The classification is based on a total score for each hybrid model, attained from a Viterbi search on the state probabilities. Due to the unintended discrimination between the states in each model, a new training algorithm for the hybrid neural networks is presented. The utilized error function approximates the misclassification rate of the hybrid system. The discriminance between the correct and the incorrect models is optimized during the training by the "Generalized Probabilistic Descent Algorithm\u27;, resulting in a minimum classification error. No explicit target values for the neural net output nodes are used, as in the usual backpropagation algorithm with a quadratic error function. In basic experiments up to 56% recognition rate were achieved on a vowel classification task and up to 69 % on a consonant cluster classification task

Small-variance asymptotics for Bayesian neural networks

Bayesian neural networks (BNNs) are a rich and flexible class of models that have several advantages over standard feedforward networks, but are typically expensive to train on large-scale data. In this thesis, we explore the use of small-variance asymptotics-an approach to yielding fast algorithms from probabilistic models-on various Bayesian neural network models. We first demonstrate how small-variance asymptotics shows precise connections between standard neural networks and BNNs; for example, particular sampling algorithms for BNNs reduce to standard backpropagation in the small-variance limit. We then explore a more complex BNN where the number of hidden units is additionally treated as a random variable in the model. While standard sampling schemes would be too slow to be practical, our asymptotic approach yields a simple method for extending standard backpropagation to the case where the number of hidden units is not fixed. We show on several data sets that the resulting algorithm has benefits over backpropagation on networks with a fixed architecture.2019-01-02T00:00:00

Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001