6,768 research outputs found
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
Backpropagation training in adaptive quantum networks
We introduce a robust, error-tolerant adaptive training algorithm for
generalized learning paradigms in high-dimensional superposed quantum networks,
or \emph{adaptive quantum networks}. The formalized procedure applies standard
backpropagation training across a coherent ensemble of discrete topological
configurations of individual neural networks, each of which is formally merged
into appropriate linear superposition within a predefined, decoherence-free
subspace. Quantum parallelism facilitates simultaneous training and revision of
the system within this coherent state space, resulting in accelerated
convergence to a stable network attractor under consequent iteration of the
implemented backpropagation algorithm. Parallel evolution of linear superposed
networks incorporating backpropagation training provides quantitative,
numerical indications for optimization of both single-neuron activation
functions and optimal reconfiguration of whole-network quantum structure.Comment: Talk presented at "Quantum Structures - 2008", Gdansk, Polan
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
Deep supervised learning using local errors
Error backpropagation is a highly effective mechanism for learning
high-quality hierarchical features in deep networks. Updating the features or
weights in one layer, however, requires waiting for the propagation of error
signals from higher layers. Learning using delayed and non-local errors makes
it hard to reconcile backpropagation with the learning mechanisms observed in
biological neural networks as it requires the neurons to maintain a memory of
the input long enough until the higher-layer errors arrive. In this paper, we
propose an alternative learning mechanism where errors are generated locally in
each layer using fixed, random auxiliary classifiers. Lower layers could thus
be trained independently of higher layers and training could either proceed
layer by layer, or simultaneously in all layers using local error information.
We address biological plausibility concerns such as weight symmetry
requirements and show that the proposed learning mechanism based on fixed,
broad, and random tuning of each neuron to the classification categories
outperforms the biologically-motivated feedback alignment learning technique on
the MNIST, CIFAR10, and SVHN datasets, approaching the performance of standard
backpropagation. Our approach highlights a potential biological mechanism for
the supervised, or task-dependent, learning of feature hierarchies. In
addition, we show that it is well suited for learning deep networks in custom
hardware where it can drastically reduce memory traffic and data communication
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