Order-Parameter Flow in the SK Spin-Glass II: Inclusion of Microscopic Memory Effects

We develop further a recent dynamical replica theory to describe the dynamics of the Sherrington-Kirkpatrick spin-glass in terms of closed evolution equations for macroscopic order parameters. We show how microscopic memory effects can be included in the formalism through the introduction of a dynamic order parameter function: the joint spin-field distribution. The resulting formalism describes very accurately the relaxation phenomena observed in numerical simulations, including the typical overall slowing down of the flow that was missed by the previous simple two-parameter theory. The advanced dynamical replica theory is either exact or a very good approximation.Comment: same as original, but this one is TeXabl

Market response to external events and interventions in spherical minority games

We solve the dynamics of large spherical Minority Games (MG) in the presence of non-negligible time dependent external contributions to the overall market bid. The latter represent the actions of market regulators, or other major natural or political events that impact on the market. In contrast to non-spherical MGs, the spherical formulation allows one to derive closed dynamical order parameter equations in explicit form and work out the market's response to such events fully analytically. We focus on a comparison between the response to stationary versus oscillating market interventions, and reveal profound and partially unexpected differences in terms of transition lines and the volatility.Comment: 14 pages LaTeX, 5 (composite) postscript figures, submitted to Journal of Physics

Period-two cycles in a feed-forward layered neural network model with symmetric sequence processing

The effects of dominant sequential interactions are investigated in an exactly solvable feed-forward layered neural network model of binary units and patterns near saturation in which the interaction consists of a Hebbian part and a symmetric sequential term. Phase diagrams of stationary states are obtained and a new phase of cyclic correlated states of period two is found for a weak Hebbian term, independently of the number of condensed patterns $c$.Comment: 8 pages and 5 figure

Dynamics of on-line Hebbian learning with structurally unrealizable restricted training sets

We present an exact solution for the dynamics of on-line Hebbian learning in neural networks, with restricted and unrealizable training sets. In contrast to other studies on learning with restricted training sets, unrealizability is here caused by structural mismatch, rather than data noise: the teacher machine is a perceptron with a reversed wedge-type transfer function, while the student machine is a perceptron with a sigmoidal transfer function. We calculate the glassy dynamics of the macroscopic performance measures, training error and generalization error, and the (non-Gaussian) student field distribution. Our results, which find excellent confirmation in numerical simulations, provide a new benchmark test for general formalisms with which to study unrealizable learning processes with restricted training sets.Comment: 7 pages including 3 figures, using IOP latex2e preprint class fil

Finite Size Effects in Separable Recurrent Neural Networks

We perform a systematic analytical study of finite size effects in separable recurrent neural network models with sequential dynamics, away from saturation. We find two types of finite size effects: thermal fluctuations, and disorder-induced `frozen' corrections to the mean-field laws. The finite size effects are described by equations that correspond to a time-dependent Ornstein-Uhlenbeck process. We show how the theory can be used to understand and quantify various finite size phenomena in recurrent neural networks, with and without detailed balance.Comment: 24 pages LaTex, with 4 postscript figures include

The Cavity Approach to Parallel Dynamics of Ising Spins on a Graph

We use the cavity method to study parallel dynamics of disordered Ising models on a graph. In particular, we derive a set of recursive equations in single site probabilities of paths propagating along the edges of the graph. These equations are analogous to the cavity equations for equilibrium models and are exact on a tree. On graphs with exclusively directed edges we find an exact expression for the stationary distribution of the spins. We present the phase diagrams for an Ising model on an asymmetric Bethe lattice and for a neural network with Hebbian interactions on an asymmetric scale-free graph. For graphs with a nonzero fraction of symmetric edges the equations can be solved for a finite number of time steps. Theoretical predictions are confirmed by simulation results. Using a heuristic method, the cavity equations are extended to a set of equations that determine the marginals of the stationary distribution of Ising models on graphs with a nonzero fraction of symmetric edges. The results of this method are discussed and compared with simulations

Closure of Macroscopic Laws in Disordered Spin Systems: A Toy Model

We use a linear system of Langevin spins with disordered interactions as an exactly solvable toy model to investigate a procedure, recently proposed by Coolen and Sherrington, for closing the hierarchy of macroscopic order parameter equations in disordered spin systems. The closure procedure, based on the removal of microscopic memory effects, is shown to reproduce the correct equations for short times and in equilibrium. For intermediate time-scales the procedure does not lead to the exact equations, yet for homogeneous initial conditions succeeds at capturing the main characteristics of the flow in the order parameter plane. The procedure fails in terms of the long-term temporal dependence of the order parameters. For low energy inhomogeneous initial conditions and near criticality (where zero modes appear) deviations in temporal behaviour are most apparent. For homogeneous initial conditions the impact of microscopic memory effects on the evolution of macroscopic order parameters in disordered spin systems appears to be mainly an overall slowing down.Comment: 14 pages, LateX, OUTP-94-24

Statistical Mechanics of Dilute Batch Minority Games with Random External Information

We study the dynamics and statics of a dilute batch minority game with random external information. We focus on the case in which the number of connections per agent is infinite in the thermodynamic limit. The dynamical scenario of ergodicity breaking in this model is different from the phase transition in the standard minority game and is characterised by the onset of long-term memory at finite integrated response. We demonstrate that finite memory appears at the AT-line obtained from the corresponding replica calculation, and compare the behaviour of the dilute model with the minority game with market impact correction, which is known to exhibit similar features.Comment: 22 pages, 6 figures, text modified, references updated and added, figure added, typos correcte