Efficient forward propagation of time-sequences in convolutional neural networks using Deep Shifting

When a Convolutional Neural Network is used for on-the-fly evaluation of continuously updating time-sequences, many redundant convolution operations are performed. We propose the method of Deep Shifting, which remembers previously calculated results of convolution operations in order to minimize the number of calculations. The reduction in complexity is at least a constant and in the best case quadratic. We demonstrate that this method does indeed save significant computation time in a practical implementation, especially when the networks receives a large number of time-frames

Fractionally Predictive Spiking Neurons

Recent experimental work has suggested that the neural firing rate can be interpreted as a fractional derivative, at least when signal variation induces neural adaptation. Here, we show that the actual neural spike-train itself can be considered as the fractional derivative, provided that the neural signal is approximated by a sum of power-law kernels. A simple standard thresholding spiking neuron suffices to carry out such an approximation, given a suitable refractory response. Empirically, we find that the online approximation of signals with a sum of power-law kernels is beneficial for encoding signals with slowly varying components, like long-memory self-similar signals. For such signals, the online power-law kernel approximation typically required less than half the number of spikes for similar SNR as compared to sums of similar but exponentially decaying kernels. As power-law kernels can be accurately approximated using sums or cascades of weighted exponentials, we demonstrate that the corresponding decoding of spike-trains by a receiving neuron allows for natural and transparent temporal signal filtering by tuning the weights of the decoding kernel.Comment: 13 pages, 5 figures, in Advances in Neural Information Processing 201

Pricing options and computing implied volatilities using neural networks

This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being universal function approximators, this method trains an optimized ANN on a data set generated by a sophisticated financial model, and runs the trained ANN as an agent of the original solver in a fast and efficient way. We test this approach on three different types of solvers, including the analytic solution for the Black-Scholes equation, the COS method for the Heston stochastic volatility model and Brent's iterative root-finding method for the calculation of implied volatilities. The numerical results show that the ANN solver can reduce the computing time significantly

Efficient Computation in Adaptive Artificial Spiking Neural Networks

Artificial Neural Networks (ANNs) are bio-inspired models of neural computation that have proven highly effective. Still, ANNs lack a natural notion of time, and neural units in ANNs exchange analog values in a frame-based manner, a computationally and energetically inefficient form of communication. This contrasts sharply with biological neurons that communicate sparingly and efficiently using binary spikes. While artificial Spiking Neural Networks (SNNs) can be constructed by replacing the units of an ANN with spiking neurons, the current performance is far from that of deep ANNs on hard benchmarks and these SNNs use much higher firing rates compared to their biological counterparts, limiting their efficiency. Here we show how spiking neurons that employ an efficient form of neural coding can be used to construct SNNs that match high-performance ANNs and exceed state-of-the-art in SNNs on important benchmarks, while requiring much lower average firing rates. For this, we use spike-time coding based on the firing rate limiting adaptation phenomenon observed in biological spiking neurons. This phenomenon can be captured in adapting spiking neuron models, for which we derive the effective transfer function. Neural units in ANNs trained with this transfer function can be substituted directly with adaptive spiking neurons, and the resulting Adaptive SNNs (AdSNNs) can carry out inference in deep neural networks using up to an order of magnitude fewer spikes compared to previous SNNs. Adaptive spike-time coding additionally allows for the dynamic control of neural coding precision: we show how a simple model of arousal in AdSNNs further halves the average required firing rate and this notion naturally extends to other forms of attention. AdSNNs thus hold promise as a novel and efficient model for neural computation that naturally fits to temporally continuous and asynchronous applications

Deep Gated Hebbian Predictive Coding Accounts for Emergence of Complex Neural Response Properties Along the Visual Cortical Hierarchy

Predictive coding provides a computational paradigm for modeling perceptual processing as the construction of representations accounting for causes of sensory inputs. Here, we developed a scalable, deep network architecture for predictive coding that is trained using a gated Hebbian learning rule and mimics the feedforward and feedback connectivity of the cortex. After training on image datasets, the models formed latent representations in higher areas that allowed reconstruction of the original images. We analyzed low- and high-level properties such as orientation selectivity, object selectivity and sparseness of neuronal populations in the model. As reported experimentally, image selectivity increased systematically across ascending areas in the model hierarchy. Depending on the strength of regularization factors, sparseness also increased from lower to higher areas. The results suggest a rationale as to why experimental results on sparseness across the cortical hierarchy have been inconsistent. Finally, representations for different object classes became more distinguishable from lower to higher areas. Thus, deep neural networks trained using a gated Hebbian formulation of predictive coding can reproduce several properties associated with neuronal responses along the visual cortical hierarchy

A computational theory of spike-timing dependent plasticity: achieving robust neural responses via conditional entropy minimization.

Experimental studies have observed synaptic potentiation when a presynaptic neuron fires shortly before a postsynaptic neuron, and synaptic depression when the presynaptic neuron fires shortly after. The dependence of synaptic modulation on the precise timing of the two action potentials is known as spike-timing dependent plasticity or STDP. We derive STDP from a simple computational principle: synapses adapt so as to minimize the postsynaptic neuron's variability to a given presynaptic input, causing the neuron's output to become more reliable in the face of noise. Using an entropy-minimization objective function and the biophysically realistic spike-response model of Gerstner (2001), we simulate neurophysiological experiments and obtain the characteristic STDP curve along with other phenomena including the reduction in synaptic plasticity as synaptic efficacy increases. We compare our account to other efforts to derive STDP from computational principles, and argue that our account provides the most comprehensive coverage of the phenomena. Thus, reliability of neural response in the face of noise may be a key goal of unsupervised cortical adaptatio