Learning long-range spatial dependencies with horizontal gated-recurrent units

Progress in deep learning has spawned great successes in many engineering applications. As a prime example, convolutional neural networks, a type of feedforward neural networks, are now approaching -- and sometimes even surpassing -- human accuracy on a variety of visual recognition tasks. Here, however, we show that these neural networks and their recent extensions struggle in recognition tasks where co-dependent visual features must be detected over long spatial ranges. We introduce the horizontal gated-recurrent unit (hGRU) to learn intrinsic horizontal connections -- both within and across feature columns. We demonstrate that a single hGRU layer matches or outperforms all tested feedforward hierarchical baselines including state-of-the-art architectures which have orders of magnitude more free parameters. We further discuss the biological plausibility of the hGRU in comparison to anatomical data from the visual cortex as well as human behavioral data on a classic contour detection task.Comment: Published at NeurIPS 2018 https://papers.nips.cc/paper/7300-learning-long-range-spatial-dependencies-with-horizontal-gated-recurrent-unit

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

Detecting Directed Interactions of Networks by Random Variable Resetting

We propose a novel method of detecting directed interactions of a general dynamic network from measured data. By repeating random state variable resetting of a target node and appropriately averaging over the measurable data, the pairwise coupling function between the target and the response nodes can be inferred. This method is applicable to a wide class of networks with nonlinear dynamics, hidden variables and strong noise. The numerical results have fully verified the validity of the theoretical derivation