17,286 research outputs found
A Novel Predictive-Coding-Inspired Variational RNN Model for Online Prediction and Recognition
This study introduces PV-RNN, a novel variational RNN inspired by the
predictive-coding ideas. The model learns to extract the probabilistic
structures hidden in fluctuating temporal patterns by dynamically changing the
stochasticity of its latent states. Its architecture attempts to address two
major concerns of variational Bayes RNNs: how can latent variables learn
meaningful representations and how can the inference model transfer future
observations to the latent variables. PV-RNN does both by introducing adaptive
vectors mirroring the training data, whose values can then be adapted
differently during evaluation. Moreover, prediction errors during
backpropagation, rather than external inputs during the forward computation,
are used to convey information to the network about the external data. For
testing, we introduce error regression for predicting unseen sequences as
inspired by predictive coding that leverages those mechanisms. The model
introduces a weighting parameter, the meta-prior, to balance the optimization
pressure placed on two terms of a lower bound on the marginal likelihood of the
sequential data. We test the model on two datasets with probabilistic
structures and show that with high values of the meta-prior the network
develops deterministic chaos through which the data's randomness is imitated.
For low values, the model behaves as a random process. The network performs
best on intermediate values, and is able to capture the latent probabilistic
structure with good generalization. Analyzing the meta-prior's impact on the
network allows to precisely study the theoretical value and practical benefits
of incorporating stochastic dynamics in our model. We demonstrate better
prediction performance on a robot imitation task with our model using error
regression compared to a standard variational Bayes model lacking such a
procedure.Comment: The paper is accepted in Neural Computatio
Diffusion Adaptation Strategies for Distributed Optimization and Learning over Networks
We propose an adaptive diffusion mechanism to optimize a global cost function
in a distributed manner over a network of nodes. The cost function is assumed
to consist of a collection of individual components. Diffusion adaptation
allows the nodes to cooperate and diffuse information in real-time; it also
helps alleviate the effects of stochastic gradient noise and measurement noise
through a continuous learning process. We analyze the mean-square-error
performance of the algorithm in some detail, including its transient and
steady-state behavior. We also apply the diffusion algorithm to two problems:
distributed estimation with sparse parameters and distributed localization.
Compared to well-studied incremental methods, diffusion methods do not require
the use of a cyclic path over the nodes and are robust to node and link
failure. Diffusion methods also endow networks with adaptation abilities that
enable the individual nodes to continue learning even when the cost function
changes with time. Examples involving such dynamic cost functions with moving
targets are common in the context of biological networks.Comment: 34 pages, 6 figures, to appear in IEEE Transactions on Signal
Processing, 201
A framework for adaptive Monte-Carlo procedures
Adaptive Monte Carlo methods are recent variance reduction techniques. In
this work, we propose a mathematical setting which greatly relaxes the
assumptions needed by for the adaptive importance sampling techniques presented
by Vazquez-Abad and Dufresne, Fu and Su, and Arouna. We establish the
convergence and asymptotic normality of the adaptive Monte Carlo estimator
under local assumptions which are easily verifiable in practice. We present one
way of approximating the optimal importance sampling parameter using a randomly
truncated stochastic algorithm. Finally, we apply this technique to some
examples of valuation of financial derivatives
Adaptive channel selection for DOA estimation in MIMO radar
We present adaptive strategies for antenna selection for Direction of Arrival
(DoA) estimation of a far-field source using TDM MIMO radar with linear arrays.
Our treatment is formulated within a general adaptive sensing framework that
uses one-step ahead predictions of the Bayesian MSE using a parametric family
of Weiss-Weinstein bounds that depend on previous measurements. We compare in
simulations our strategy with adaptive policies that optimize the Bobrovsky-
Zaka{\i} bound and the Expected Cram\'er-Rao bound, and show the performance
for different levels of measurement noise.Comment: Submitted to the 25th European Signal Processing Conference
(EUSIPCO), 201
Prediction for control
5th IFAC Conference on System Structure and Control 1998 (SSC'98), Nantes, France, 8-10 JulyThis paper shows that "optimal" controllers based on "optimal" predictor structures are not "optimal" in their closed loop behaviour and that predictors should be designed taking into account closed-loop considerations. This is first illustrated with a first order plant with delay. The ISE index is computed for two typical optimal controllers (minimum variance controller and generalized predictive controller) when a stochastic disturbance is considered. The results are compared to those obtained by the use of a non optimal PI controller that uses a non optimal Smith predictor and performs better than the optimal controllers for the illustrative example. A general structure for predictors is proposed. In order to illustrate the results, some simulation examples are shown.Ce papier montre que des lois de commandes "optimales" basees sur des structures predictives "optimales" ne sont pas "optimales" dans leur comportement en boucle fermee et que la synthese de predicteurs devrait prendre en compte des considerations de boucle fermee. Cela est d'abord illustre avec un systeme du premier ordre a retard. l'index ISE est calcule pour deux lois de commandes optimales typiques (loi de commande a variance minim ale et loi de commande predictive generalisee), quand une perturbation stochastique est consideree. Les resultats sont compares a. ceux obtenus avec un regulateur PI non optimal base sur un predicteur de Smith non optimal et sont, pour l'exemple illustratif, meilleurs que ceux obtenus avec un regulateur optimal. Vne structure generale de predicteur est proposee. Pour illustrer les resultats, des exemples de simulations sont montres
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