Nonparametric Weight Initialization of Neural Networks via Integral Representation

A new initialization method for hidden parameters in a neural network is proposed. Derived from the integral representation of the neural network, a nonparametric probability distribution of hidden parameters is introduced. In this proposal, hidden parameters are initialized by samples drawn from this distribution, and output parameters are fitted by ordinary linear regression. Numerical experiments show that backpropagation with proposed initialization converges faster than uniformly random initialization. Also it is shown that the proposed method achieves enough accuracy by itself without backpropagation in some cases.Comment: For ICLR2014, revised into 9 pages; revised into 12 pages (with supplements

Theoretical Properties of Projection Based Multilayer Perceptrons with Functional Inputs

Many real world data are sampled functions. As shown by Functional Data Analysis (FDA) methods, spectra, time series, images, gesture recognition data, etc. can be processed more efficiently if their functional nature is taken into account during the data analysis process. This is done by extending standard data analysis methods so that they can apply to functional inputs. A general way to achieve this goal is to compute projections of the functional data onto a finite dimensional sub-space of the functional space. The coordinates of the data on a basis of this sub-space provide standard vector representations of the functions. The obtained vectors can be processed by any standard method. In our previous work, this general approach has been used to define projection based Multilayer Perceptrons (MLPs) with functional inputs. We study in this paper important theoretical properties of the proposed model. We show in particular that MLPs with functional inputs are universal approximators: they can approximate to arbitrary accuracy any continuous mapping from a compact sub-space of a functional space to R. Moreover, we provide a consistency result that shows that any mapping from a functional space to R can be learned thanks to examples by a projection based MLP: the generalization mean square error of the MLP decreases to the smallest possible mean square error on the data when the number of examples goes to infinity

Estimates of the Approximation Error Using Rademacher Complexity: Learning Vector-Valued Functions

For certain families of multivariable vector-valued functions to be approximated, the accuracy of approximation schemes made up of linear combinations of computational units containing adjustable parameters is investigated. Upper bounds on the approximation error are derived that depend on the Rademacher complexities of the families. The estimates exploit possible relationships among the components of the multivariable vector-valued functions. All such components are approximated simultaneously in such a way to use, for a desired approximation accuracy, less computational units than those required by componentwise approximation. An application to -stage optimization problems is discussed

Functional Multi-Layer Perceptron: a Nonlinear Tool for Functional Data Analysis

In this paper, we study a natural extension of Multi-Layer Perceptrons (MLP) to functional inputs. We show that fundamental results for classical MLP can be extended to functional MLP. We obtain universal approximation results that show the expressive power of functional MLP is comparable to that of numerical MLP. We obtain consistency results which imply that the estimation of optimal parameters for functional MLP is statistically well defined. We finally show on simulated and real world data that the proposed model performs in a very satisfactory way.Comment: http://www.sciencedirect.com/science/journal/0893608