7,473 research outputs found
full-FORCE: A Target-Based Method for Training Recurrent Networks
Trained recurrent networks are powerful tools for modeling dynamic neural
computations. We present a target-based method for modifying the full
connectivity matrix of a recurrent network to train it to perform tasks
involving temporally complex input/output transformations. The method
introduces a second network during training to provide suitable "target"
dynamics useful for performing the task. Because it exploits the full recurrent
connectivity, the method produces networks that perform tasks with fewer
neurons and greater noise robustness than traditional least-squares (FORCE)
approaches. In addition, we show how introducing additional input signals into
the target-generating network, which act as task hints, greatly extends the
range of tasks that can be learned and provides control over the complexity and
nature of the dynamics of the trained, task-performing network.Comment: 20 pages, 8 figure
One step backpropagation through time for learning input mapping in reservoir computing applied to speech recognition
Recurrent neural networks are very powerful engines for processing information that is coded in time, however, many problems with common training algorithms, such as Backpropagation Through Time, remain. Because of this, another important learning setup known as Reservoir Computing has appeared in recent years, where one uses an essentially untrained network to perform computations. Though very successful in many applications, using a random network can be quite inefficient when considering the required number of neurons and the associated computational costs. In this paper we introduce a highly simplified version of Backpropagation Through Time by basically truncating the error backpropagation to one step back in time, and we combine this with the classic Reservoir Computing setup using an instantaneous linear readout. We apply this setup to a spoken digit recognition task and show it to give very good results for small networks
Modeling Financial Time Series with Artificial Neural Networks
Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001
The Power of Linear Recurrent Neural Networks
Recurrent neural networks are a powerful means to cope with time series. We
show how a type of linearly activated recurrent neural networks, which we call
predictive neural networks, can approximate any time-dependent function f(t)
given by a number of function values. The approximation can effectively be
learned by simply solving a linear equation system; no backpropagation or
similar methods are needed. Furthermore, the network size can be reduced by
taking only most relevant components. Thus, in contrast to others, our approach
not only learns network weights but also the network architecture. The networks
have interesting properties: They end up in ellipse trajectories in the long
run and allow the prediction of further values and compact representations of
functions. We demonstrate this by several experiments, among them multiple
superimposed oscillators (MSO), robotic soccer, and predicting stock prices.
Predictive neural networks outperform the previous state-of-the-art for the MSO
task with a minimal number of units.Comment: 22 pages, 14 figures and tables, revised implementatio
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