Modeling The Intensity Function Of Point Process Via Recurrent Neural Networks

Event sequence, asynchronously generated with random timestamp, is ubiquitous among applications. The precise and arbitrary timestamp can carry important clues about the underlying dynamics, and has lent the event data fundamentally different from the time-series whereby series is indexed with fixed and equal time interval. One expressive mathematical tool for modeling event is point process. The intensity functions of many point processes involve two components: the background and the effect by the history. Due to its inherent spontaneousness, the background can be treated as a time series while the other need to handle the history events. In this paper, we model the background by a Recurrent Neural Network (RNN) with its units aligned with time series indexes while the history effect is modeled by another RNN whose units are aligned with asynchronous events to capture the long-range dynamics. The whole model with event type and timestamp prediction output layers can be trained end-to-end. Our approach takes an RNN perspective to point process, and models its background and history effect. For utility, our method allows a black-box treatment for modeling the intensity which is often a pre-defined parametric form in point processes. Meanwhile end-to-end training opens the venue for reusing existing rich techniques in deep network for point process modeling. We apply our model to the predictive maintenance problem using a log dataset by more than 1000 ATMs from a global bank headquartered in North America.Comment: Accepted at Thirty-First AAAI Conference on Artificial Intelligence (AAAI17

Scaling of a large-scale simulation of synchronous slow-wave and asynchronous awake-like activity of a cortical model with long-range interconnections

Cortical synapse organization supports a range of dynamic states on multiple spatial and temporal scales, from synchronous slow wave activity (SWA), characteristic of deep sleep or anesthesia, to fluctuating, asynchronous activity during wakefulness (AW). Such dynamic diversity poses a challenge for producing efficient large-scale simulations that embody realistic metaphors of short- and long-range synaptic connectivity. In fact, during SWA and AW different spatial extents of the cortical tissue are active in a given timespan and at different firing rates, which implies a wide variety of loads of local computation and communication. A balanced evaluation of simulation performance and robustness should therefore include tests of a variety of cortical dynamic states. Here, we demonstrate performance scaling of our proprietary Distributed and Plastic Spiking Neural Networks (DPSNN) simulation engine in both SWA and AW for bidimensional grids of neural populations, which reflects the modular organization of the cortex. We explored networks up to 192x192 modules, each composed of 1250 integrate-and-fire neurons with spike-frequency adaptation, and exponentially decaying inter-modular synaptic connectivity with varying spatial decay constant. For the largest networks the total number of synapses was over 70 billion. The execution platform included up to 64 dual-socket nodes, each socket mounting 8 Intel Xeon Haswell processor cores @ 2.40GHz clock rates. Network initialization time, memory usage, and execution time showed good scaling performances from 1 to 1024 processes, implemented using the standard Message Passing Interface (MPI) protocol. We achieved simulation speeds of between 2.3x10^9 and 4.1x10^9 synaptic events per second for both cortical states in the explored range of inter-modular interconnections.Comment: 22 pages, 9 figures, 4 table

Scaling of a large-scale simulation of synchronous slow-wave and asynchronous awake-like activity of a cortical model with long-range interconnections

Cortical synapse organization supports a range of dynamic states on multiple spatial and temporal scales, from synchronous slow wave activity (SWA), characteristic of deep sleep or anesthesia, to fluctuating, asynchronous activity during wakefulness (AW). Such dynamic diversity poses a challenge for producing efficient large-scale simulations that embody realistic metaphors of short- and long-range synaptic connectivity. In fact, during SWA and AW different spatial extents of the cortical tissue are active in a given timespan and at different firing rates, which implies a wide variety of loads of local computation and communication. A balanced evaluation of simulation performance and robustness should therefore include tests of a variety of cortical dynamic states. Here, we demonstrate performance scaling of our proprietary Distributed and Plastic Spiking Neural Networks (DPSNN) simulation engine in both SWA and AW for bidimensional grids of neural populations, which reflects the modular organization of the cortex. We explored networks up to 192x192 modules, each composed of 1250 integrate-and-fire neurons with spike-frequency adaptation, and exponentially decaying inter-modular synaptic connectivity with varying spatial decay constant. For the largest networks the total number of synapses was over 70 billion. The execution platform included up to 64 dual-socket nodes, each socket mounting 8 Intel Xeon Haswell processor cores @ 2.40GHz clock rates. Network initialization time, memory usage, and execution time showed good scaling performances from 1 to 1024 processes, implemented using the standard Message Passing Interface (MPI) protocol. We achieved simulation speeds of between 2.3x10^9 and 4.1x10^9 synaptic events per second for both cortical states in the explored range of inter-modular interconnections.Comment: 22 pages, 9 figures, 4 table

DropIn: Making Reservoir Computing Neural Networks Robust to Missing Inputs by Dropout

The paper presents a novel, principled approach to train recurrent neural networks from the Reservoir Computing family that are robust to missing part of the input features at prediction time. By building on the ensembling properties of Dropout regularization, we propose a methodology, named DropIn, which efficiently trains a neural model as a committee machine of subnetworks, each capable of predicting with a subset of the original input features. We discuss the application of the DropIn methodology in the context of Reservoir Computing models and targeting applications characterized by input sources that are unreliable or prone to be disconnected, such as in pervasive wireless sensor networks and ambient intelligence. We provide an experimental assessment using real-world data from such application domains, showing how the Dropin methodology allows to maintain predictive performances comparable to those of a model without missing features, even when 20\%-50\% of the inputs are not available

Classification of Occluded Objects using Fast Recurrent Processing

Recurrent neural networks are powerful tools for handling incomplete data problems in computer vision, thanks to their significant generative capabilities. However, the computational demand for these algorithms is too high to work in real time, without specialized hardware or software solutions. In this paper, we propose a framework for augmenting recurrent processing capabilities into a feedforward network without sacrificing much from computational efficiency. We assume a mixture model and generate samples of the last hidden layer according to the class decisions of the output layer, modify the hidden layer activity using the samples, and propagate to lower layers. For visual occlusion problem, the iterative procedure emulates feedforward-feedback loop, filling-in the missing hidden layer activity with meaningful representations. The proposed algorithm is tested on a widely used dataset, and shown to achieve 2$\times$ improvement in classification accuracy for occluded objects. When compared to Restricted Boltzmann Machines, our algorithm shows superior performance for occluded object classification.Comment: arXiv admin note: text overlap with arXiv:1409.8576 by other author