18,078 research outputs found
Probing the dynamics of identified neurons with a data-driven modeling approach
In controlling animal behavior the nervous system has to perform within the operational limits set by the requirements of each specific behavior. The implications for the corresponding range of suitable network, single neuron, and ion channel properties have remained elusive. In this article we approach the question of how well-constrained properties of neuronal systems may be on the neuronal level. We used large data sets of the activity of isolated invertebrate identified cells and built an accurate conductance-based model for this cell type using customized automated parameter estimation techniques. By direct inspection of the data we found that the variability of the neurons is larger when they are isolated from the circuit than when in the intact system. Furthermore, the responses of the neurons to perturbations appear to be more consistent than their autonomous behavior under stationary conditions. In the developed model, the constraints on different parameters that enforce appropriate model dynamics vary widely from some very tightly controlled parameters to others that are almost arbitrary. The model also allows predictions for the effect of blocking selected ionic currents and to prove that the origin of irregular dynamics in the neuron model is proper chaoticity and that this chaoticity is typical in an appropriate sense. Our results indicate that data driven models are useful tools for the in-depth analysis of neuronal dynamics. The better consistency of responses to perturbations, in the real neurons as well as in the model, suggests a paradigm shift away from measuring autonomous dynamics alone towards protocols of controlled perturbations. Our predictions for the impact of channel blockers on the neuronal dynamics and the proof of chaoticity underscore the wide scope of our approach
Herding as a Learning System with Edge-of-Chaos Dynamics
Herding defines a deterministic dynamical system at the edge of chaos. It
generates a sequence of model states and parameters by alternating parameter
perturbations with state maximizations, where the sequence of states can be
interpreted as "samples" from an associated MRF model. Herding differs from
maximum likelihood estimation in that the sequence of parameters does not
converge to a fixed point and differs from an MCMC posterior sampling approach
in that the sequence of states is generated deterministically. Herding may be
interpreted as a"perturb and map" method where the parameter perturbations are
generated using a deterministic nonlinear dynamical system rather than randomly
from a Gumbel distribution. This chapter studies the distinct statistical
characteristics of the herding algorithm and shows that the fast convergence
rate of the controlled moments may be attributed to edge of chaos dynamics. The
herding algorithm can also be generalized to models with latent variables and
to a discriminative learning setting. The perceptron cycling theorem ensures
that the fast moment matching property is preserved in the more general
framework
SOM-VAE: Interpretable Discrete Representation Learning on Time Series
High-dimensional time series are common in many domains. Since human
cognition is not optimized to work well in high-dimensional spaces, these areas
could benefit from interpretable low-dimensional representations. However, most
representation learning algorithms for time series data are difficult to
interpret. This is due to non-intuitive mappings from data features to salient
properties of the representation and non-smoothness over time. To address this
problem, we propose a new representation learning framework building on ideas
from interpretable discrete dimensionality reduction and deep generative
modeling. This framework allows us to learn discrete representations of time
series, which give rise to smooth and interpretable embeddings with superior
clustering performance. We introduce a new way to overcome the
non-differentiability in discrete representation learning and present a
gradient-based version of the traditional self-organizing map algorithm that is
more performant than the original. Furthermore, to allow for a probabilistic
interpretation of our method, we integrate a Markov model in the representation
space. This model uncovers the temporal transition structure, improves
clustering performance even further and provides additional explanatory
insights as well as a natural representation of uncertainty. We evaluate our
model in terms of clustering performance and interpretability on static
(Fashion-)MNIST data, a time series of linearly interpolated (Fashion-)MNIST
images, a chaotic Lorenz attractor system with two macro states, as well as on
a challenging real world medical time series application on the eICU data set.
Our learned representations compare favorably with competitor methods and
facilitate downstream tasks on the real world data.Comment: Accepted for publication at the Seventh International Conference on
Learning Representations (ICLR 2019
A 4D-Var Method with Flow-Dependent Background Covariances for the Shallow-Water Equations
The 4D-Var method for filtering partially observed nonlinear chaotic
dynamical systems consists of finding the maximum a-posteriori (MAP) estimator
of the initial condition of the system given observations over a time window,
and propagating it forward to the current time via the model dynamics. This
method forms the basis of most currently operational weather forecasting
systems. In practice the optimization becomes infeasible if the time window is
too long due to the non-convexity of the cost function, the effect of model
errors, and the limited precision of the ODE solvers. Hence the window has to
be kept sufficiently short, and the observations in the previous windows can be
taken into account via a Gaussian background (prior) distribution. The choice
of the background covariance matrix is an important question that has received
much attention in the literature. In this paper, we define the background
covariances in a principled manner, based on observations in the previous
assimilation windows, for a parameter . The method is at most times
more computationally expensive than using fixed background covariances,
requires little tuning, and greatly improves the accuracy of 4D-Var. As a
concrete example, we focus on the shallow-water equations. The proposed method
is compared against state-of-the-art approaches in data assimilation and is
shown to perform favourably on simulated data. We also illustrate our approach
on data from the recent tsunami of 2011 in Fukushima, Japan.Comment: 32 pages, 5 figure
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