Winner-relaxing and winner-enhancing Kohonen maps: Maximal mutual information from enhancing the winner

The magnification behaviour of a generalized family of self-organizing feature maps, the Winner Relaxing and Winner Enhancing Kohonen algorithms is analyzed by the magnification law in the one-dimensional case, which can be obtained analytically. The Winner-Enhancing case allows to acheive a magnification exponent of one and therefore provides optimal mapping in the sense of information theory. A numerical verification of the magnification law is included, and the ordering behaviour is analyzed. Compared to the original Self-Organizing Map and some other approaches, the generalized Winner Enforcing Algorithm requires minimal extra computations per learning step and is conveniently easy to implement.Comment: 6 pages, 5 figures. For an extended version refer to cond-mat/0208414 (Neural Computation 17, 996-1009

Winner-Relaxing Self-Organizing Maps

A new family of self-organizing maps, the Winner-Relaxing Kohonen Algorithm, is introduced as a generalization of a variant given by Kohonen in 1991. The magnification behaviour is calculated analytically. For the original variant a magnification exponent of 4/7 is derived; the generalized version allows to steer the magnification in the wide range from exponent 1/2 to 1 in the one-dimensional case, thus provides optimal mapping in the sense of information theory. The Winner Relaxing Algorithm requires minimal extra computations per learning step and is conveniently easy to implement.Comment: 14 pages (6 figs included). To appear in Neural Computatio

Magnification Control in Self-Organizing Maps and Neural Gas

We consider different ways to control the magnification in self-organizing maps (SOM) and neural gas (NG). Starting from early approaches of magnification control in vector quantization, we then concentrate on different approaches for SOM and NG. We show that three structurally similar approaches can be applied to both algorithms: localized learning, concave-convex learning, and winner relaxing learning. Thereby, the approach of concave-convex learning in SOM is extended to a more general description, whereas the concave-convex learning for NG is new. In general, the control mechanisms generate only slightly different behavior comparing both neural algorithms. However, we emphasize that the NG results are valid for any data dimension, whereas in the SOM case the results hold only for the one-dimensional case.Comment: 24 pages, 4 figure

Magnification Control in Winner Relaxing Neural Gas

An important goal in neural map learning, which can conveniently be accomplished by magnification control, is to achieve information optimal coding in the sense of information theory. In the present contribution we consider the winner relaxing approach for the neural gas network. Originally, winner relaxing learning is a slight modification of the self-organizing map learning rule that allows for adjustment of the magnification behavior by an a priori chosen control parameter. We transfer this approach to the neural gas algorithm. The magnification exponent can be calculated analytically for arbitrary dimension from a continuum theory, and the entropy of the resulting map is studied numerically conf irming the theoretical prediction. The influence of a diagonal term, which can be added without impacting the magnification, is studied numerically. This approach to maps of maximal mutual information is interesting for applications as the winner relaxing term only adds computational cost of same order and is easy to implement. In particular, it is not necessary to estimate the generally unknown data probability density as in other magnification control approaches.Comment: 14pages, 2 figure

Investigation of topographical stability of the concave and convex Self-Organizing Map variant

We investigate, by a systematic numerical study, the parameter dependence of the stability of the Kohonen Self-Organizing Map and the Zheng and Greenleaf concave and convex learning with respect to different input distributions, input and output dimensions

Magnitude Sensitive Competitive Neural Networks

En esta Tesis se presentan un conjunto de redes neuronales llamadas Magnitude Sensitive Competitive Neural Networks (MSCNNs). Se trata de un conjunto de algoritmos de Competitive Learning que incluyen un término de magnitud como un factor de modulación de la distancia usada en la competición. Al igual que otros métodos competitivos, MSCNNs realizan la cuantización vectorial de los datos, pero el término de magnitud guía el entrenamiento de los centroides de modo que se representan con alto detalle las zonas deseadas, definidas por la magnitud. Estas redes se han comparado con otros algoritmos de cuantización vectorial en diversos ejemplos de interpolación, reducción de color, modelado de superficies, clasificación, y varios ejemplos sencillos de demostración. Además se introduce un nuevo algoritmo de compresión de imágenes, MSIC (Magnitude Sensitive Image Compression), que hace uso de los algoritmos mencionados previamente, y que consigue una compresión de la imagen variable según una magnitud definida por el usuario. Los resultados muestran que las nuevas redes neuronales MSCNNs son más versátiles que otros algoritmos de aprendizaje competitivo, y presentan una clara mejora en cuantización vectorial sobre ellos cuando el dato está sopesado por una magnitud que indica el ¿interés¿ de cada muestra

Financial time series analysis with competitive neural networks

L’objectif principal de mémoire est la modélisation des données temporelles non stationnaires. Bien que les modèles statistiques classiques tentent de corriger les données non stationnaires en différenciant et en ajustant pour la tendance, je tente de créer des grappes localisées de données de séries temporelles stationnaires grâce à l’algorithme du « self-organizing map ». Bien que de nombreuses techniques aient été développées pour les séries chronologiques à l’aide du « self- organizing map », je tente de construire un cadre mathématique qui justifie son utilisation dans la prévision des séries chronologiques financières. De plus, je compare les méthodes de prévision existantes à l’aide du SOM avec celles pour lesquelles un cadre mathématique a été développé et qui n’ont pas été appliquées dans un contexte de prévision. Je compare ces méthodes avec la méthode ARIMA bien connue pour la prévision des séries chronologiques. Le deuxième objectif de mémoire est de démontrer la capacité du « self-organizing map » à regrouper des données vectorielles, puisqu’elle a été développée à l’origine comme un réseau neuronal avec l’objectif de regroupement. Plus précisément, je démontrerai ses capacités de regroupement sur les données du « limit order book » et présenterai diverses méthodes de visualisation de ses sorties.The main objective of this Master’s thesis is in the modelling of non-stationary time series data. While classical statistical models attempt to correct non- stationary data through differencing and de-trending, I attempt to create localized clusters of stationary time series data through the use of the self-organizing map algorithm. While numerous techniques have been developed that model time series using the self-organizing map, I attempt to build a mathematical framework that justifies its use in the forecasting of financial times series. Additionally, I compare existing forecasting methods using the SOM with those for which a framework has been developed and which have not been applied in a forecasting context. I then compare these methods with the well known ARIMA method of time series forecasting. The second objective of this thesis is to demonstrate the self-organizing map’s ability to cluster data vectors as it was originally developed as a neural network approach to clustering. Specifically I will demonstrate its clustering abilities on limit order book data and present various visualization methods of its output

Proceedings of the Third International Workshop on Neural Networks and Fuzzy Logic, volume 2

Papers presented at the Neural Networks and Fuzzy Logic Workshop sponsored by the National Aeronautics and Space Administration and cosponsored by the University of Houston, Clear Lake, held 1-3 Jun. 1992 at the Lyndon B. Johnson Space Center in Houston, Texas are included. During the three days approximately 50 papers were presented. Technical topics addressed included adaptive systems; learning algorithms; network architectures; vision; robotics; neurobiological connections; speech recognition and synthesis; fuzzy set theory and application, control and dynamics processing; space applications; fuzzy logic and neural network computers; approximate reasoning; and multiobject decision making