MATHEMATICAL APPROACHES TO NEURAL NETWORKS
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MATHEMATICAL APPROACHES TO NEURAL NETWORKS
North-Holland Mathematical Library Board of Advisory Editors: M. Artin, H. Bass, J. Eells, W. Feit, P.J. Freyd, F.W. Gehring, H. Halberstam, L.V. Hormander, J.H.B. Kemperman, H.A. Lauwerier, W.A.J. Luxemburg, F.P. Peterson, I.M. Singer and A.C. Zaanen
VOLUME 51
NORTH-HOLLAND AMSTERDAM LONDON NEW YORK TOKYO
Mathematical Approaches to Neural Networks
Edited by
J.G. TAYLOR Centre f o r Neural Networks Department of Mathematics King's College London London, U.K.
1993
NORTH-HOLLAND AMSTERDAM LONDON NEW YORK TOKYO
ELSEVIER SCIENCE PUBLISHERS B.V. Sara Burgerhartstraat 25 P.O. Box 211, 1000 AE Amsterdam, The Netherlands
L i b r a r y o f C o n g r e s s Cataloging-in-Publication
Data
Mathematical approaches to neural networks / edited by J . G . Taylor. p. cm. -- (North-Holland mathematical library ; v . 51) I n c l u d e s bibliographical references. ISBN 0-444-81692-5 1 . Neural networks ( C o m p u t e r science)--Mathematics. I. Taylor, John G e r a l d , 1931. 11. S e r i e s . 1993 ClA76.87.M38 006.3--dc20 93-34573
CIP
ISBN: 0 444 81692 5
0 1993 ELSEVIER SCIENCE PUBLISHERS B.V. All rights reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without the prior written permission of the publisher, Elsevier Science Publishers B.V., Copyright & Permissions Department, P.O. Box 521, 1000 AM Amsterdam, The Netherlands. Special regulations for readers in the U.S.A. - This publication has been registered with the Copyright Clearance Center Inc. (CCC), Salem, Massachusetts. Information can be obtained from the CCC about conditions under which photocopies of parts of this publication may be made in the U.S.A. All other copyright questions, including photocopying outside of the U.S.A., should be referred to the copyright owner, Elsevier Science Publishers B.V., unless otherwise specified. No responsibility is assumed by the publisher for any injury and/or damage to persons or property as a matter of products liability, negligence or otherwise, or from any use or operation of any methods, products, instructions or ideas contained in the material herein.
This book is printed on acid-free paper Printed in The Netherlands
V
Preface The subject of Neural Networks is being seen to be coming of age, after its initial inception
50 years ago in the seminal work of McCulloch and Pitts. A distinguished gallery of workers (some of whom are included in this volume) have contributed to building the edifice which is now proving of value in a wide range of academic disciplines and in important applications in industrial and business tasks. These two strands of neural networks are thus firstly appertaining to living systems, their explanation and modelling, and secondly that to dedicated tasks to which living systems may be ill adapted or involve uncertain rules in noisy environments. the progress being made in both these approaches is considerable, but yet both stand in need of a theoretical framework of explanation underpinning their usage and allowing the progress being made to be put on a firmer footing. The purpose of this book is to attempt to provide such a framework. Mathematics is rightly to be regarded as the queen of the sciences, and it is through mathematical approaches to neural networks that a suitable explanatory framework is expected to be found. Various approaches are available here, and are contained in the contributions presented here. These span a broad range from single neuron details, through to numerical analysis, functional analysis and dynamical systems theory. Each of these avenues provides its own insights into the way neural networks can be understood, both for artificial ones through to simplified simulations. The breath and vigour of the contributions underline the importance of the ever-deepening mathematical understanding of neural networks. I would like to take this opportunity to thank the contributors for their contributions and the publishers, especially Dr Sevenster, for his forbearance over a rather lengthy gestation period.
J G Taylor King's College, London 28.6.93
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vii
Table of Contents Control Theory Approach P.J. Antsaklis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.l
Computational Learning Theory for Artificial Neural Networks M. Anthony and N. Biggs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.25
Time-summating Network Approach P.C. Bressloff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.63
The Numerical Analysis Approach S.W. Ellacott . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
103
Self-organising Neural Networks for Stable Control of Autonomous Behavior in a Changing World S . Grossberg.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
139
On-line Learning Processes in Artificial Neural Networks T.M. Heskes and B. Kappen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
199
Multilayer Functionals D.S. Modha and R . Hecht-Nielsen . . . . . . . . . . . . . . . . . . . . . . . . . . .
235
Neural Networks: The Spin Glass Approach D. Sherrington . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
261
Dynamics of Attractor Neural Networks T. Coolen and D. Sherrington . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
293
Information Theory and Neural Networks J.G. Taylor and M.D. Plumbley . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
307
Mathematical Analysis of a Competitive Network for Attention J.G. Taylor and F.N. Alavi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
341
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Mathematical Approaches to Neural Networks J.G. Taylor (Editor) 0 1993 Elsevier Science Publishers B.V. All rights reserved.
1
Contmltbeoryappmach Panos J. Antsaklis Department of Electrical Engineering, University of Notre Dame, Notre Dame, Indiana 46556, USA
Abstract The control of complex dynamical systems is a very challenging problem especially when there are significant uncertainties in the plant model and the environment . Neural networks are being used quite successfully in the control of such systems and in this chapter the main approaches are presented and the advantages and drawbacks are discussed. Traditional control methods are based on firm and rigorous mathematical foundations, developed over the last hundred years and 80 it is very desirable to develop corresponding results when neural networks are used to control dynamical systems.
1. INTRODUCTION Problems studied in Control Systems theory involve dynamical systems and require real time operation of control algorithms. Typically, the system to be controlled, called the plant, is described by a set of differential or difference and perhaps nonlinear equations; the equations for the decision mechanism, the controller, are then derived using one of the control design methods. The controller is implemented in hardware or software to generate the appropriate control signals; actuators and sensors are also necessary to translate the control commands into control actions and the values of measured variables into appropriate signals. Examples of control systems are the autopilots in airplanes, the pointing mechanisms of space telecommunication antennas, speed regulators of machines on the factory floor, controllers for emissions control and suspension systems in automobiles, controllers for temperature and humidity regulators at home, to mention but a few. The model of the plant to be controlled can be quite poor either because of lack of knowledge of the process to be controlled, or by choice to reduce the complexity of the control design. Feedback is typically used in control systems to deal with uncertainties in the plant and the environment and achieve robustness in stability and performance. If the control goals are demanding, that is the control specifications are tight, while the uncertainties are large then fixed robust controllers may not be adequate. Adaptive control may be used in this case, where the new plant parameters are identified on line and this information is used to change the coefficients of the controller. The area is based on firm mathematical foundations, although in practice engineering skill and intuition are used to make the theoretical methods applicable to real practical systems, as it is the case in many engineering disciplines.
2
Intelligent Autonomous Control Systems. In recent years it has become quite apparent that in order to achieve high autonomy in control systems, that is to be able to control effectively under significant uncertainties even for example when certain types of failures occur (such as faults in the control surfaces of an aircraft), one needs to implement methods beyond conventional control methods. Decision mechanisms such as planning and expert systems are needed together with learning mechanisms and sophisticated FDI (Failure Diagnosis and Identification) methods. One therefore needs to adopt an interdisciplinary approach involving concepts and methods from areas such as Computer Science, Operations Research in addition to Control Systems and this leads to the area of Intelligent Autonomous Control Systems; see Antsaklis and Passino (1992a) and the references therein. A hierarchical functional intelligent controller architecture, as in Fig. 1, appears to offer advantages; note that in the figure the references to pilot, vehicle and environment etc come from the fact that such functional architecture refers to a high autonomy controller for future space vehicles as described in Antsaklis and Passino (1992b) and Antsaklis, Passino and Wang (1991). A three level architecture in intelligent controllers is quite typical: The lower level is called the Execution level and this is where the numerical algorithms are implemented in hardware or software, that is this is where conventional control systems reside; these am systems characterized by continuous states. The top level is the Management level where symbolic systems reside, which are systems with discrete states. The middle level is the Coordination level where both continuous and discrete state systems may be found. See Antsaklis and Passino (1992b) and the references therein for details. pilot and Crew/Ground Stati0nK)nFbudSystems
t
Middle Management Decision Making. Learning. and Algorithms
Adaptive Contrd &
I
Algorithms in Hardware md Software
Vehicle and Environment
Figure 1. A hierarchical functional architecture for the intelligent control of high autonomy systems
3
Neural Networks in Control Systems. At all levels of the intelligent controller architecture there appears to be room for potential applications of neural networks. Note that most of the uses of neural networks in control to date have been in the Execution and Coordination levels - they have been used mostly as plant models and as fixed and adaptive controllers. Below, in the rest of the Introduction a brief summary of the research activities in the area of neural networks in control is given. One should keep in mind that this is a rapidly developing field. Additional information, beyond the scope of this contribution, can be found in Miller, Sutton and Werbos (19901,in Antsaklis (1990),Anteaklis (1992) and in Warwick (19921,which are good starting sources; see also Antsaklis and Sartori (1992). It is of course well known to the readers that neural networks consist of many interconnected simple processing elements called units, which have multiple inputs and a single output. The inputs are weighted and added together. This sum is then passed through a nonlinearity called the actiuution function, such as a sigmoidal function like fix) = l/(1 + e-') or ffx)= tanh(x), or a gaussian-type hnction, such as fix) = exp(-x2), or even a hard limiter or threshold function, such as f(x) = sign(x) for x # 0. The terms artificial neural networks or connectionist models are typically used t o describe these processing units and to distinguish them from biological networks of neurons found in living organisms. The processing units o r neurons are interconnected, and the strength of the interconnections are denoted by parameters called weights. These weights are adjusted, depending on the task at hand, to improve performance. They can be either assigned values via some prescribed off-line algorithm, while remaining fixed during operation, or adjusted via a learning process on-line. Neural networks are classified by their network structure topology, by the type of processing elements used, and by the kind of learning rules implemented. Several types of neural networks appear to offer promise for use in control systems. These include the multi-layer neural network trained with the backpropagation algorithm commonly attributed to Rumelhart et aZ. (19861,the recurrent neural networks such as the feedback network of Hopfield (1982),the cerebellar model articulation controller (CNLAC) model of Albus (19751,the content-addressable memory of Kohonen (19801,and the gaussian node network of Moody and Darken (1989).The choice of which neural network to use and which training procedure t o invoke is an important decision and varies depending on the intended application. The type of neural networks most commonly used in control systems is the feedforward multilayer neural network, where no information is fed back during operation. There is however feedback information available during training. Supervised learning methods, where the neural network is trained to learn inpuffoutput patterns presented to it, are typicaly used. Most often, versions of the backpropagation algorithm are used to adjust the neural network weights during training. This is generally a slow and very time consuming process as the algorithm usually takes a long time to converge. However other optimization methods such as conjugate directions and quasiNewton have also been implemented; see Hertz et al. (19911,Aleksander and Morton (1990). Most often the individual neuron activation functions are sigmoidal functions, but also signum or radial basis Gaussian functions. Note
4
that in this work the emphasis is on multilayer neural networks. The reader should keep in mind that there are additional systems and control results involving recurrent networks, especially in system parameter identification; one should also mention the work in associative memories, which are useful in the higher levels of intelligent control systems. One property of multilayer neural networks central to most applications to control is that of function approximation. Such networks can generate input/output maps which can approximate any continuous function with any desired accuracy. One may have to use a large number of neurons, but any desired approximation of a continuous function can be accomplished with a multilayer network with only one hidden layer of neurons or two layers of neurons and weights; if the function has discontinuities, a two hidden layer network may be necessary-see below, Section 2.2. To avoid large numbers of processing units and the corresponding inhibitively large training times, a smaller number of hidden layer neurons is often used and the generalization properties of the neural network are utilized. Note that the number of inputs and outputs in the neural network are determined by the nature of the data presented to the neural network and the type of output desired from the neural network, respectively. To model the inputloutput behavior of a dynamical system, the neural network is trained usind inputloutput data and the weights of the neural network are adjusted most often using the backpropagation algorithm. The objective is to minimize the output error (sum of squares) between the neural network output and the output of the dynamical system (output data) for a specified set of input patterns. Because the typical application involves nonlinear systems, the neural network is trained for particular classes of inputs and initial conditions. The underlying assumption is that the nonlinear static map generated by the neural network can adequately represent the system’s behavior in the ranges of interest for the particular application. There is of course the question of how accurately a neural network, which realizes a static map, can represent the inputloutput behavior of a dynamical system. For this to be possible one must provide to the neural network information about the history of the system-typically delayed inputs and outputs. How much history is needed depends on the desired accuracy. There is a tradeoff between accuracy and computational complexity of training, since the number of inputs used affects the number of weights in the neural network and subsequently the training time. One sometimes starts with as many delayed signals as the order of the system and then modifies the network accordingly; it also appears that using a two hidden layer networkinstead of a one hidden layer-has certain computational advantages. The number of neurons in the hidden layeds) is typically chosen based on empirical criteria and one may iterate over a number of networks to determine a neural network that has a reasonable number of neurons and accomplishes the desired degree of approximation. When a multilayer neural network is trained as a controller, either an open or closed loop controller, most of the issues are similar to the above. The difference is that the desired output of the neural network, that is the controller generated appropriate control input to the plant, is not readily available, but has to be derived from the known desired plant output. For this, one may use the mathematical model of the plant if available, or some approximation based
5
on certain knowledge of the process to be controlled; or one may use a neural model of the dynamics of the plant or even of the dynamics of the inverse of the plant if such models have been derived. Neural networks may be combined to both identify and control the plant, thus implementing an adaptive controller. In the above, the desired outputs of the neural networks are either known or they can be derived or approximated. Then, supervised learning via the backpropagation algorithm can be used to train the neural networks. Typical control problems which can be solved in this way are problems where a desired output is known. Such is the case in designing a controller to track a desired trajectory; the error then to be minimized is the sum of the squares of the errors between the actual and desired points along the trajectory. There are control problems where no desired trajectory is known but the objective is to minimize say the control energy needed to reach some goal state(s1. This is an example of a problem where minimization over time is required and the effect of present actions on future consequences must be used to solve it. Two promising approaches for this type of problems are either constructing a model of the process and then using some type of backpropagation through time procedure, or using an adaptive critic and utilizing methods of reinforcement learning. These are discussed below. Neural networks can also be used to detect and identify system failures, and to help store information for decision making, thus providing for example the knowledge to decide when to switch to a different controller among a finite number of controllers. In general there are potential applications of neural networks a t all levels of hierarchical intelligent controllers that provide higher degree of autonomy to systems. Neural networks are useful at the lowest Execution level where the conventional control algorithms are implemented via hardware and software, through the Coordination level, t o the highest Organization level, where decisions are being made based on possibly uncertain and/or incomplete information. One may point out that at the Execution level, the conventional control level, neural network properties such as the ability for function approximation and the potential for parallel implementation appear to be most relevant. In contrast, a t higher levels, abilities such as pattern classification and the ability to store information in a say associative memory appear to be of most interest. When neural networks are used in the control of systems it is important that results and claims are based on firm analytical foundations. This is especially important when these control systems are to be used in areas where the cost of failure is very high, for example when human life is threatened, as in aircraft, nuclear plants etc. It is also true that without a good theoretical framework it is unlikely that the area will progress very far, as intuitive invention and tricks cannot be counted on t o provide good solutions to controlling complex systems under high degree of uncertainty. The analytical heritage of the control field, was in fact pioneered by the use of a differential equation model by J.C.Maxwel1 to study certain stability problems in Watt’s flyball governor in 1868, and this was a case where the theoretical study provided the necessary knowledge to go beyond what the era of Intuitive Invention in control could provide. In a control system which contains neural networks it is in general hard to guarantee typical control systems properties such as stability. The main
6
reason is the mathematical difficulties associated with the study of nonlinear systems controlled by highly nonlinear neural network controllers-note that the control of linear systems is well understood and neural networks are typically used to control highly nonlinear systems. In view of the mathematical difficulties encountered in the past in the adaptive control of linear systems controlled by linear controllers, it is hardly surprising that the analytical study of nonlinear adaptive control using neural networks is a difficult problem indeed. Some progress has been made in this area and certain important theoretical resulta have begun to emerge, but clearly the overall area is still at its early stages of development. In Section 2, the different approaches used in the modeling of dynamical systems are discussed. The function approximation properties of multilayer neural networks are discussed at length, radial basis networks and the Cerebellar Model Articulation Controller (CMAC) are introduced and the modeling of the inverse dynamics of the plant, used in certain control methods is also discussed. In Section 3, the use of neural networks as controllers in problems which can be solved by supervised learning are discussed; such control problems for example would be following a given trajectory while minimizing some output error. In Section 4, control problems which involve minimization over time are of interest; an example would be minimizing the control energy to reach a goal state-there is not known desired trajectory in this case. Methods such as back propagation through time and adaptive critic with reinforcement learning are briefly discussed. Section 5 discusses other uses of neural networks in the failure detection and identification area (FDI), and in higher level control. Sections 6 and 7 contain the concluding remarks and the references respectively. 2. MODELING OF DYNAMICAL SYSTEMS
2.1 ~ t h e ~ o f t h e p l s n t In this approach, the neural network is trained to model the plant's behavior, as in Fig. 2. The input to the neural network is the same input used by the plant. The desired output of the neural network is the plant's output.
U
I
4
r
++
CF
Figure 2. Modeling the plant's dynamics. The signal e = y -
from the summation in Fig. 2 is the error between the
plant's output and the actual output of the neural network. The goal in training the neural network is to minimize this error. The method to accomplish this varies for the type of neural network used and the type of training algorithm chosen. In the figure, the use of the error to aid in the training of the neural network is denoted by the arrow passing through the neural network at an angle. Once the neural network has been successfully trained, it is actually an analytical model of the plant that can be further used to design a controller or to test various control techniques via simulation of this neural plant emulator. This type of approach is discussed in Section 3. In Fig. 2, the type of plant used is not restricted. The plant could be a very well behaved single-input single-output system, or it could be a nonlinear multi-input multi-output system with coupled equations. The actual plant or a digital computer simulation of the plant could be used. The plant may also operate in continuous or discrete time; although for training the neural network, discrete samples of the plants inputs and outputs are often used. If the plant is time-varying, the neural network clearly needs to be updated online and so the typical plant considered is time invariant or if tit is time varying it changes quite slowly. The type of information supplied to the neural network about the plant may vary. For instance, the current input, previous inputs, and previous outputs can be used as inputs to the neural network, This is illustrated in Fig. 3 for a plant operating in discrete time. The boxes with the "A" symbol indicate the time delay. The bold lines stress the fact that signals with varying amounts of delay can be used. The plant's states, derivatives of the plant's variables, or other measures can be used as the neural networks inputs. This type of configuration is conducive to training a neural network when the information available about the plant is in the form of an input-output table.
1
Figure 3. Modeling the discrete time plant's dynamics using delayed signals. Training a neural network in this manner, by using input-output pairs, can be viewed as a form of pattern recognition, where the neural network is being trained to realize some (possibly unknown) relation between two sets. If a multi-layer neural network is used to model the plant via the configuration depicted in Fig. 3, a dynamic system identification can be performed with a
8
static model. The past history information needed to be able to model a dynamic systems via a static model is provided by delayed input and output SigIidS. If the back-propagation algorithm is used in conjunction with a multilayer neural network, considerations need to be made concerning which among the current and past values of the inputs and outputs to utilize in training the neural network; this is especially important when the identification is to be on line. In Narendra and Parthasarathy (1990) it is shown that when a series-parallel identification model is used (and the corresponding delayed signals), then the usual backpropagation algorithm can be employed to train the network; when however a parallel identification model is used then a recurrent network results and some type of backpropagation through time, see Section 4, should be used. A moving window of width p time steps could be employed in which only the most recent values are used. An important question t o be addressed here concerns the number of delays of previous inputs and outputs to be used as inputs to the neural network; most often the number of delays is taken to be equal to the order of the plant, at least initially. If there is some apriori knowledge of the plant's operation, this should be incorporated into the training. This knowledge can be imbedded in a linear or nonlinear model of the plant, or incorporated via some other means; see Sartori and Antsaklis (1992a). A possible way of utilizing this information via a plant model is illustrated in Fig. 4; this can be viewed as modeling the unmodelled dynamics of the plant with a neural network. I I I I
-_
- 1 1 I 1
I
I
I I
t
A
l Y
I
Plant
Figure 4. Using apriori knowledge of the plant. Modeling the plant's behavior via a multilayer sigmoidal neural network has been studied by a number of researchers; see among others Narendra and Parthasarathy (1990), Parthasarathy (1991), Bhat et al (1990), &in, Su and McAvoy (19921, Hou and Antsaklis (1992). In general, the results show that neural networks can be very good models of dynamical systems behavior. This
9
is of course true for stable plants, for certain ranges of inputs and initial conditions and for time invariant or slowly varying systems.
22FunCtLon ' approxhdion Neural networks are useful as models of dynamical systems because of their ability to be universal function approximators. In particular, it turns out that feedforward neural nets can approximate arbitrarily well any continuous function; this in fact can be accomplished using a feedforward network with a single hidden layer of neurons with a linear output unit. More specifically, consider the nonlinear map g: Rm + R where n
g(u>= Cw;l s(w'u) i=l
(1)
with u E R" the input vector, w' = [wil, ..., wim1 the input layer weights and wil the output layer (first layer) weights of unit i. S(.) is the unit activation function. Such maps are generated by networks with a single hidden layer and a linear output unit. Consider now S(x) to be a sigmoid function, defined as a function for which lim,+, S(x) = 1 and lim,+ a x ) = 0. Hornik et al. (1989) has shown that when the activation sigmoid function S(x) is non-decreasing, the above net can approximate a n arbitrary continuous function flu) uniformly on compact sets; in fact it is shown that the set of functions g above is dense in the set off, the continuous functions mapping elements of compact sets in Rm into the real line. Cybenko (1989)extended this result to continuous activation sigmoid functions Jones (1990)showed that the result is still valid when S(x) is bounded. Typical proofs of this important approximation result are based on the Stone-Weierstrass theorem and use approximations of the function via trigonometric functions, which in turn are approximated by sums of sigmoidal functions. Similar results have appeared in Funahashi (19891, among others. An important point is that the exact form of the activation function S(x) is not important in the proof of this result, however it may affect the number of neurons needed for a desired accuracy of approximation of a given function f. These results show that typically one increases accuracy by adding more hidden units; one then stops when the desired accuracy has been achieved. It should be noted that for finite number of hidden units, depending on the function, significant errors may occur; this reminds us of the Gibbs phenomenon in Fourier Series. How many hidden units then one needs in the hidden layer? This is a difficult question to answer and it has attracted much attention. Several authors have shown (with different degrees of ease and generality) that p-1 neurons in the hidden layer suffice to store p arbitrary patterns in the network; see Nilsson (19651,and Baum (19881,Sartori and Antsaklis (1991)for constructive proofs. The answer to the original question also depends of course on the kind of generalization achieved by the network; also note that certain sets of p patterns may be realizable by fewer than p-1 hidden neurons. The question of adequate approximation becomes more complicated in control applications where the functions which must be approximated by the neural network may be functions that generate the control signals, the range and the shape of which may not be known in advance. Because of this, the guidelines to select the appropriate number of hidden neurons are rather empirical at the moment.
ax);
10
The above discussion dealt with continuous functions f, which can be approximated by a neural network with one hidden layer of neurons. When the function under consideration has discontinuities, then two hidden layers may have to be used; Cybenko (1988), Chester (19901, Sontag (1990). In control considerations, Sontag has pointed out that one may need a two hidden layer neural network to stabilize certain plants. It is true of course that a two hidden layer network can approximate any continuous function as well. In addition, experimental evidence tends to show that using a two hidden layer network has advantages over a one layer as it requires shorter training time and overall fewer weights. Because of this a two hidden layer network is many times the network of choice. There are many other issues relevant to function approximation and control applications, such us issues of network generalization, input representation and preprocessing, optimal network architectures, methods to generate networks, methods of pruning and weight decay. These topics are of great interest to the area of neural networks at large, and a number of these are currently attracting significant research efforts. We are not directly addressing these topics here; the interested reader should consult the vast literature on the subject.
23 Radialbasiepetworke To approximate desired functions, networks involving activation functions other than sigmoids can be used. Consider again a feedforward neural network with one hidden layer and a linear output unit. Assume that the hidden neurons have radial basis functions as activation functions, in which case the neural network implements the nonlinear map g: Rm + R where n
-
g(u) = Z W i l alru qll) i=l
(2)
with u E Rm the input vector and wil the output layer (first layer) weights of unit i. G(.) is a radially symmetric activation function, typically the Gaussian function Uiiu ciii) = exp ( -c+ iiu q i i 2 ) (3) where si = 1/ 0i2. The vectors ci i = 1,...,n are the centers of the Gaussian function and if for a particular value of the input u P q then the ith unit gives an output of +l. The deviation 0; controls the width of the Gaussian and for large llu till, more than 3 0 , the output of the neuron is negligible; in this way, practically only inputs in the locality of the center of the Gaussian contribute to the neuron output . It is known from Approximation Theory, see for example Poggio and Girosi (19901, that radially symmetric functions, as g
-
-
-
11
on compact sets. The issue now is how to select the weights wil , centers q and deviations si to achieve some desired approximation. For large number of points methods from pattern recognition can be used to determine ci and si ;in Moody and Darken (1989) k-means clustering algorithms are used for the centers and P nearest neighbor algorithms for the deviations. For small number of points the centers and deviations can be empirically selected to satisfy the problem requirements Parthasarathy (1991); an algorithm is given in Sartori and Antsaklis (1991b) to satisfy certain constraints between given points (see also Sartori and Antsaklis (1992) for similar algorithms but for networks involving sigmoids). After the centers and the deviations have been decided upon, the problem is linear with respect to the output weigths wil as it is clear from the expression for g above. This can be used to advantage as now linear system identification results may be used to derive provably stable adaptive control systems; this line of inquiry has been pursued successfully in Parthasarathy (1991) and elsewhere.
CMAC Albus (1975) introduced the Cerebellar Model Articulation Controller (CMAC), which is briefly described below. CMAC networks have been gaining popularity in control applications especially in robotics, but also in signal, speech and image processing; see Miller, Glanz and Kraft (1990), Kraft and Campagna (1990). The main reasons for the appeal of the CMAC are the speed of training and the fact that it can be inplemented in hardware quite easily using logic cell arrays; note also that CMAC accepts real numbers as input and outputs also real numbers and that it exhibits local generalization properties. However, the size of required memory, which could be in the thousands, and the collisions caused by Hash coding may cause difficulties. The input to CMAC is quantized and mapped to a number (C) of consecutive association cells; C may be for example 32, 256 or larger. There is significant overlap between the association cells excited by different input levels; that is each association cell, also called state-space detector, is excited by a number of input levels. Overlap determines generalization. Each association cell is assigned an address which is then mapped via some Hash coding to a location in a memory where the weights are stored. Collisions OCCUT when two Merent association cells are mapped to the same location. The weights of all active memory locations are then summed to produce the output. That is 2.4
where x j i s 1for i active and 0 otherwise; wiis the weight in the ith memory location and the superscript j denotes the jth input pattern or level. In CMAC networks, the training algorithms determine the weights; all other parameters, C, overlap, size of memory etc are design parameters fixed in advance. To determine the weights, supervised learning methods, typically the least mean square (LMS) training rule, are used. Each training input Uj produces a vector xi of 1s and 0 s which indicate the memory locations that have been excited; this is determined by the fixed interconnections. Then the weights are updated by the LMS rule
12
AW = q ( d i - w ’ x j ) r j
(5)
where di is the desired output. For convergence results see Wong and Sideris (1992). CMAC networks are being used in control systems to implement adaptive controllers; the speed of convergence of the training algorithm allows the use of CMAC on line for adaptive control. They are also being used to model dynamical systems, to implement fuzzy controllers etc. One should expect to see more applications of CMAC in the future. 2 5 Modelsofinvenieoftheplant Instead of training a neural network to identify the forward dynamics of the plant as discussed in Section 2.1. a neural network can be trained to identify the inverse dynamics of the plant as illustrated in Fig. 5. This type of model is useful in certain control approaches as discussed in the next section. The neural network’s input is the plant’s output, and the desired neural network output is the plant’s input.
Figure 5. Modeling the plant’s inverse dynamics. The error e = u - 6 is to be minimized and can be used to train the neural network. The type of neural network and the training algorithm used are not restricted. The plant can be continuous or discrete and can also be single-input single-output o r multi-input multi-output. The desired output of the neural network is the current input to the plant. The type of information used by the neural network to model the inverse dynamics of the plant may vary. For instance, the neural networks inputs may contain the current and previous outputs and the previous inputs of the discrete time plant, as illustrated for the neural network plant emulator in Fig. 3. In addition, other signals, such as the plant’s states, derivatives of the plant’s variables, or other measures can also be used as inputs t o the neural network. When modeling the inverse dynamics of the plant with a neural network, the assumption is being made, either implicitly or explicitly, that the neural network can approximate well the inverse of the plant. This of course means that the inverse exists and it is unique; if not unique then care should be taken with the ranges of the inputs to the network. It also means that the inverse is stable.
13
3. CO"TIO~CONTRoLLERsANDSupERvIsEDLEAR"G A neural network can also be used as a conventional controller in both open loop and closed loop configurations. Because of its ability to adjust its parameters via training, it can in principal implement adaptive control laws. For on line implementation the speed of convergence of the training algorithm is of course of great importance. Its use as an open loop controller is first examined. Open Zoop control. There are cases in control where the plant is stable and the uncertainty in the plant parameters and the external disturbances is negligible and can be ignored. Then open loop control, also called feedforward control, may be appropriate and neural networks can then be used in that capacity. In this case one may try to approximate the inverse of the plant, if this is possible, aiming to achieve the so called ideal control situation. Note that in the training of the neural network to model the inverse dynamics of the plant in the previous section, the purpose often is to use the trained neural network exactly as a feedforward controller for the plant in an open loop configuration. The desired output of the plant is the input to the neural network controller. "hie method is quite popular among researchers attempting to apply neural networks to the control of robot arms. Instead of training the neural network to model the inverse dynamics of the plant, as in Fig. 5, the neural network can be trained directly as an open loop controller. This is shown in Fig. 6.
Figure 6. Error back-propagated through plant for an open loop controller. The error e = yd - y is used to train the neural network. In this configuration, there does not exist a desired output for the neural network, and the error information must be "back-propagated"through the plant to account for this. The arrow passing through both the plant and the controller represents the back-propagated error. Note that this situation always arises in both open and closed loop control whenever supervised learning is used; the desired neural network output is not known and must be determined to use say the backpropagation algorithm. For the backpropagation algorithm the first derivative of the plant output with respect to the input to the plant is computed. This can be approximated by slightly changing the input to the plant and determining the plant's new output. In using this approach to train the neural network, the plant can be thought of as being the "output layer" of the multilayer neural network. Similarly if the mathematical model of the plant is available then these derivatives may be calculated directly. Alternatively, a
14
neural network model of the plant can also be used. If a multi-layer neural network is trained to emulate the plant as described in Sect. 2.1,the error can be back-propagated through the neural network model quite easily. If of course the model of the inverse of the plant is available then one can propagate the error forward in the neural network model. Closed loop control. The use of a neural network in a closed loop conf5guration as a simple unity or error feedback controller is illustrated in Fig. 7.
Figure 7. Neural network controller in a conventional closed loop configuration. Note that the feedback is not restricted to output feedback, state feedback could also be used, and the desired output yd can be zero as in a regulator loop. As previously discussed, signals, other than e, can also be used as inputs to the neural network. Note that the desired output of the neural network must be determined, from the known desired plant output, before any supervised learning algorithm such as the backpropagation algorithm can be used. Methods to accomplish this were discussed in the open loop control case above. Once trained, the neural network controller can be updated on-line to cope with unforeseen situations or with a slowly time-varying plant. The neural network can also be trained to be a part of an existing control structure; for instance, as part of an internal model control scheme or in conjunction with a PID controller. For this application, the neural network is trained to perform an operation or to augment the operation of an existing controller. The issues involved however are the same as in the case of the simple unity feedback controller shown in Fig. 7. As another application of a neural network controller, the neural network can be trained to mimic an existing control law. This is illustrated in Fig. 8.
~
~~
Figure 8. Neural network trained to mimic existing controller.
15
This use for a neural network is plausible if the controller currently in use is for example too expensive or unreliable. In addition, after the neural network has replaced the current controller, it can be adjusted via training thus taking into account variations in the plant and the environment. For training, the neural network is given the same inputs as the current controller, and the desired neural network output is the output of the current controller. This use of a neural network is equivalent to the design and use of an expert system to capture the reasoning process of an expert. Note that the approach described in Fig. 8 is quite versatile. If a controller is designed to use signals from the plant which are not available or too expensive to measure or compute, the controller can not be directly implemented; however, if a neural network can be trained to emulate the already designed controller using different signals, the neural network can then be used as the actual controller for the plant. It is also possible to use a neural controller in parallel with an already existing controller to enhance its operation as it was mentioned above, when the control action has deteriorated because of aging or damage to the plant. Model reference control. Besides training a neural network to mimic a control law, the neural network controller can also be trained to reduce the error at the output of the plant compared to a reference model as illustrated in Fig. 9.
Figure 9. Model reference control. Error propagated through plant. Here again the desired neural controller output must be determined in order to use the backpropagation algorithm, that is the error must be backpropagated through the plant and then used to adjust the weights of the neural network controller. As discussed previously, the gradient of the error can be approximated by varying the plant's inputs and measuring the resulting outputs or be calculated from the mathematical model of then plant if available. Alternatively, if the plant is first modelled with a multi-layer neural network as discussed in Sect. 2.1, this neural network can be used to replace the plant for the training of the neural network controller, and the back-propagation of the error through the plant emulator can then be accomplished; similar method is used if a neural model of the inverse of the plant is available. It is clear that neural networks can be used in model reference control configurations other than the one shown in Fig. 9. The issues are the same and the difficulties and problems encountered are similar. As a side comment,
16
by using a sigmoidal nonlinearity at the output of the neural network, the saturation property of most actuators that follow the controller can be accommodated, since the range of the sigmoid function is from -1 to +1 (tanh(x)) and can be appropriately shifted and scaled. There are many references of successful neural controllers; see for example Antsaklis (1990 and 19921, Chen (19901, Hou and Antsaklis (1992). Kana and Guez (1989), Kraft and Campagna (19901, Miller, Sutton and Werbos (19901, Narendra and Parthasarathy (1990), Ungar, Powell and Kamens (19901, Ydstie (1990). 4. C 0 N T R O L 0 ~ 0 v E R T r M E A N D R E x N F o R c E M E N T
LEARNING In all the control problems considered in the previous section a desired trajectory of the plant output was known. This meant that the desired outputs of the neural networks were either known or they could be derived or approximated, and supervised learning via the backpropagation algorithm could be used to train the neural networks. Typical control problems of this type are the regulation and the tracking problems where the plant output must follow a given trajectory. When the desired plant trajectories are not known then supervised learning methods cannot be used to train the neural networks. This is the case for example when the control objective is to minimize the control energy needed to reach some goal state(s1. This is an example of a problem where minimization over time is required and the effect of present actions on fbture consequences must be determined to solve it. Two approaches may be used to address this type of problems: either constructing a model of the process and then using some type of backpropagation through time (BTT) procedure, or using an adaptive critic and utilizing methods of reinforcement learning. Backpropagation through time (B'IT). The basic backpropagation algorithm is an efficient way to calculate the derivatives of the (output) error with respect to a large number of input variables in a feedforward network. BTT extends this method to recurrent networks; see Werbos (1990). BTT is in effect a computationally more efficient first-order calculus of variations. This method uses noise free models to calculate the derivatives of future utility with respect t o present actions. BTT can be derived from the basic backpropagation algorithm by unfolding an arbitrary recurrent net into a multilayer feedforward net that grows by one layer a t each time step; the algorithm takes its name from the fact that the computation of the error derivatives is based on information propagating from later times to earlier times in the recurrent network. This method is difficult to use in its general form, however specific successful applications have been reported; see for example the robot arm applications of Kawato (1990) and the truck backer-upper of Nguyen and Widrow (1990). Adaptive critic. It consists of two networks, the action network which is the neural network controller of Fig. 10 below, and the critic network which may or may not be a neural network. It approximates the dynamic programming solution to the problem and it performs well in noisy environment and with inexact models; see Barto (1990). The critic guides how the controller is
17
adapted; it generates a performance index J and the controller is rewarded when the control u leads to larger J and punished when u leads to smaller J in the next time step. The neural controller needs the gradient of the critic’s evaluation J with respect to the control signals. One could use a neural network model of the plant together with the critic for the derivatives. If however only values of performance J but not derivatives are available, as it is the case when a model of the evaluation process is not available, the derivatives must be estimated. In this case reinforcement learning could be used to advantage. In reinforcement learning, contrary to supervised learning, there is no knowledge of the desired output and the learning system receives only a measure of performance; see Barto (1990)and Sutton, Barto, and Williams (1992). Note that when supervised learning can be used, it is much more efficient than reinforcement learning.
Figure 10. Adaptive critic used to adjust neural network controller. To design the critic one must be able to determine the current performance, so to reward or punish the controller, based on properties of future plant
behavior. Optimal control requires accurate plant model and large amounts of computation or mathematical tractability of the model and of the objective function to obtain an analytical solution and this is not usually possible. In the 70s the problem of subgoal performance measures was studied, while in the AI literature progress in the problem of credit-assignment for reinforcement learning has been reported; these are problems related to the design of the critic network and along similar lines of inquiry progress has been made-see Barto (1990) for a comprehensive discussion. One could of course develop a model of the plant and then use conventional dynamic programmic to solve these minimization over time control problems; or one could develop a spacehime model and use BTT. These model based methods however are not necessarily effective with inaccurate models and noisy environments. Most often one needs some exploratory search in control space, search which one typically associates with reinforcement learning methods. So the adaptive critic and reinforcement learning methods show great promise; additional progress needs to be made before it is clearly demonstrated that this is the best way to address these optimization over time control problems.
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6.
FDI,AND HIGHER LEVEL DECISION MAKING
Neural networks discussed in this section are used in the control of the plant, but are not actually in the conventional control loop, per se. As described in Antaaklis and Passino (1992b), see also the Introduction above, they perform some higher level decision making tasks in a manner which adds more autonomy to the system. This configuration is illustrated in Fig. 11. The neural network becomes a high level decision maker and is not directly involved in determining the input to the plant. Instead, the neural network supplies to the controller information to properly form control signals for the plant. This may require adapting the controller based on the information provided by the neural network and in that sense there are similarities between this method and the adaptive critic discussed above when the critic is implemented as a neural network. In Fig. 11,the neural networks inputs are the desired output of the plant, and the actual input and output of the plant. As previously discussed, this can be extended to include other signals as well. This configuration also does not preclude the use of a reference model. The output of the neural network is a signal that is useful for the control of the plant.
F’igure 11. Neural network used as a high level decision maker. Two uses are discussed here: changing the control parameters and supplying failure information. In the first, the neural network is used to determine appropriate values for parameters in the controller. For example, for a PID controller, the neural network can be trained to determine values for the gains based on the operating conditions of the plant, thus providing parameter tuning. The neural network could also be used as a scheduler; see Sartori and Antaaklis (1991b). Given the current operating point of the plant, the neural network decides which control law to use. Depending on the choice of the neural network implementation, the neural network scheduler may give rise to quite smooth control law switching. As another option, the neural network can be used as an optimizer to find the minimum of a cost function, such as in a llinear quadratic optimal controller. The output of the neural network is the value of the controller parameters that minimize that cost function. This would be an alternative to solving a Ricatti equation at each time step.
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Besides being used to determine parameters for the controller, the neural network can also be trained to supply failure information to the controller. Depending on the type of training data used, the type of information can vary from fault detection to fault identification to fault diagnosis. The controller can then use this knowledge to take appropriate actions. A neural network trained for fault detection and identification can even be used in conjunction with another neural network trained to choose the appropriate control parameters given specific failures of the system. There are several references which address FDI problems. See for example Naidu, Zafiriou and McAvoy (1990), Sartori, and Antsaklis (1992b), Yao and Zafiriou (1990) and the references therein. 6. CONCLUSION
The ever-increasing demands of the complex control systems being built today and planned for the future dictate the use of novel and more powerful methods in control. The potential for neural networks in solving many of the problems involved is great, and this research area is evolving rapidly. The viewpoint is taken that conventional control theory should be augmented with neural networks in order to enhance the performance of the control systems. In the tradition of the Systems and Control area, such developments in neural networks for control should be based on firm theoretical foundations and this is still at its early stages. Strong theoretical results guaranteeing control system properties such as stability are still to come, although promising results reporting progress in special cases have been reported recently. The potential of neural networks in control systems clearly needs to be further explored and both theory and applications need to be further developed.
Acknowwnt This work was completed while being on sabbatical leave of abscence at Imperial College in London, England and at the National Technical University of Athens, Greece and I would like to thank these fine Universities for their hospitality. 7. €ummENcEs
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Hou Z., Antsaklis P.J. (19921, Analysis of Auto Powertrain Dynamics and Modeling using Neural Networks, MSc Thesis, Department of Electrical Engineering, University of Notre Dame, May 1992. Jones L.K. (19901, "Constuctive Approximations for Neural Networks by Sigmoidal Functions," IEEE Proceedings, vol78, no 10,pp 1586-1589,1990. Kana I., Guez A. (19891, 'Neuromorphic Adaptive Control," Proc of the 28th IEEE Confon Decision and Control, pp. 17391743,1989. Kawato M. (19901, "Computational Schemes and Neural Network Models for Formation and Control of Multijoint Arm Trajectory," Neural Networks for Control, Miller, Sutton and Werbos, Editors, MIT Press, 1990. Kohonen T.(19801, Content-Addressable Memories, Springer-Verlag, New York, NY,1980. Kraft L.G., Campagna D.P. (19901, "A Comparison Between CMAC Neural Network Control and Traditional Adaptive Control Systems," ZEEE Control Systems Magazine, vol. 10, no. 3, pp. 36-43, April 1990. Leonard J.A., Kramer M.A. (19901, "Classiifying Process Behavior with Neural Networks: Strategies for Improved Training and Generalization," Proceedings of the 1990 American Control Conference, pp. 2478-2483,1990. Lippmann R.P.(1987), "An Introduction to Computing with Neural Networks," ZEEE ASSP Magazine, pp. 4-22, April 1987. Miller T.W., Glanz F.H., Kraft L.G. (19901, "CMAC: An Associative Neural Network Alternative to Backpropagation," IEEE Proceedings, vol78, no 10, pp 1561-1567,1990. Miller T.W., Sutton R.S., Werbos P.J. (19901, Editors, Neural Networks for Control, MIT Press, Cambridge, MA 1990. Moody J., Darken D.J. (1989), "Fast Learning in Networks of Locally-Tuned Processing Units," Neuml Computation, vol. 1,pp. 281-294, 1989. Naidu S.R.,Zafiriou E., McAvoy T.J.(19901, "Use of Neural Networks for Sensor Failure Detection in a Control System," ZEEE Control Systems Magazine, V O ~ ,10, pp. 49-55, April 1990. Narendra K.S.,Parthasarathy K.( 1990), "Identification and Control of Dynamical Systems Using Neural Networks," ZEEE Transactions on Neural Networks, vol. 1, no 1, pp. 4-27, March 1990. Nguyen H.D., Widrow B. (1990), "Neural Networks for Self-Learning Control Systems," IEEE Control Systems Magazine, vol. 10, no. 3, pp. 18-23, April 1990. Nilsson N.J. (1965), Learning Machines, McGraw-Hill, 1965. Parthasarathy K.( 1991), Identification and Control Using Neural Networks, PhD dissertation, Dept of Elec Engr, Yale University, Dec 1991. Passino K.M., Sartori M.A., Antsaklis P.J. (19891, "Neural Computing for Numeric-to-Symbolic Conversion i n Control Systems," ZEEE Control Systems Magazine, pp. 44-52, April 1989. Poggio T., Girosi F. (19901, "Networks for Approximation and Learning," ZEEE P m d i n g s , vol78, no 9, pp 1481-1497,1990. Psaltis D., Sideris A., Yamamura A. (19871, "Neural Controllers", ZEEE 1st Zntl Confon Neural Networks, vol4, pp 551-558, 1987. &in S-Z, SU H-T, McAvoy T.J. (19921, "Comparison of Four Neural Net Learning Methods for Dynamic System Identification," ZEEE Trans on Neural Networks, vol3, no 1, pp 122-130, 1992.
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Rumelhart D.E., Hinton G.E., Williams R.J. (19861, "Learning Intm'nal Representations by Error Propagation," i n Rumelhart D.E., McClelland J.L., eds., Parallel Distributed Processing: Explorations in the Microstructune of Cognition, vol 1: Foundation, pp. 318-362, MIT Press, 1986. Sartori M.A. (19911, Feedforward Neural Networks and their Application in the Higher Level Control of Systems, Ph.D. Dissertation, Department of Electrical Engineering, University of Notre Dame, April 1991. Sartori M.A., Antsaklis P.J. (19901, "Neural Network Training via Quadratic Optimization," Technical Report # 90-05-01, Department of Electrical Engineering, University of Notre Dame, May 1990, Revised April 1991. Also in Proc of ISCAS, San Diego, CA, May 10-13,1992. Sartori M.A., Antsaklis P.J. (1991a), "A Simple Method to Derive Bounds on the Size and to Train Multilayer Neural Networks," IEEE Trans on Neural Networks, vol2, no 4, pp 467471, July 1991. Sartori M.A., Antsaklis P.J. (1991b), 'A Gaussian Neural Network Implementation for Control Scheduling," Proceedings of the 1991 IEEE International Symposium on Intelligent Control, pp. 400-404, August 1991. Sartori M.A., Antsaklis P.J. (1992a), 'Implementations of Learning Control Systems Using Neural Networks," IEEE Control Systems Magazine, in Special Issue on 'Neural Networks in Control Systems', Vol.12, No.3, April 1992. Sartori M.A., Antsaklis P.J. (1992b), "Failure Behavior Identification for a Space Antenna via Neural Networks", Proc of American Control Conference, Chicago, IL,June 24-26, 1992. Sartori M.A., Passino K.M.,Antsaklis P.J. (19891, "Artificial Neural Networks in the Match Phase of Rule-Based Expert Systems," Proceedings of the Twenty-Seventh Annual Allerton Conference on Communication, Control, and Computing, University of Illinois at Urbana-Champaign, pp. 1037-1046, September 27-29,1989. Sartori M.A., Passino K.M., Antsaklis P.J.(1992), "Neural Networks in the Match Phase of Rule-Based Expert Systems," IEEE Transactions on Knowledge & Data Engineering, To appear. Sontag E.D. (1990), "Feedback Stabilization using Two Hidden Layer Nets," Report SYCON-90-11. Rutgers Center for Systems and Control, Rutgers University, 1990. Sontag E.D. (19911, "Feedforward Nets for Interpolation and Classification," Report SYCON-, Rutgers Center for Systems and Control, Rutgers University, 1991. Sutton R.S., Barto A.G., Williams R.J. (19921, "Reinforcement Learning is Direct Adaptive Optimal Control," IEEE Control Systems Magazine, vol. 12, no. 3, April 1992. Yao S.C.,Zafiriou E. (19901, "Control System Sensor Failure Detection via Networks of Localized Receptive Fields," Proceedings of the 1990 American Control Conference,pp. 2472-2477.1990. Ydstie B.E. (19901, "Forecasting and Control Using Adaptive Connectionist Networks," Computers in Chemical Engineering, vol 14, pp. 583-599.1990. Ungar L.H.,Powell B.A., Kamens S. (19901, 'Adaptive Networks for Fault Diagnosis and Process Control," Computers in Chemical Engineering, 1990.
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Mathematical Approaches to Neural Networks
J.G.Taylor (Editor) Q
1993 Elsevier Science Publishers B.V. All rights reserved.
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Computational Learning Theory for Artificial Neural Networks Martin Anthony and Norman Biggs
Department of Statistical and Mathematical Sciences, London School of Economics and Political Science, Houghton St., London WC2A 2AE, United Kingdom
1. LEARNING AND TRAINING: A FRAMEWORK
There are many types of activity which are commonly known as ‘learning’. Here, we shall discuss a mathematical model of one such process, known as the the ‘probably approximately correct’ (or PAC) model. We shall illustrate how key problems of learning in artificial neural networks can be studied within this framework, presenting theoretical analyses of two important issues: the size of training sample that should be used, and the running time of learning algorithms; in other words, sample complezity and computational complexity.
In a general framework for our discussion of learning, we have a ‘real world’ W containing a set of objects which we shall refer to as examples. We also have a ‘pre-processor’ P , which takes an example and converts it into a coded message, such as a string of bits or a real vector. This coded version of the example is then presented to M, a machine whose purpose is to recognise certain examples. The output of M is a single bit, either 1 (if the example is recognised as belonging to a certain set), or 0 (if not). For example, M may be a feedforward linear threshold network. The machine can be in one of many states. For example, M might be in a state in which it will recognise examples of the letter A, coded as a string of bits in which the 1’s correspond to the positions of black pixels on a grid; other states of M might enable it to recognise examples of other letters. The learning process we consider involves making changes to the state of M on the basis of examples presented to it, so that it achieves some desired classification. For instance, we might be able to change the state of M in such a way that the more positive and negative examples of the letter A that are presented, the better will M recognise future examples of that letter.
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For our purposes, a 'concept' can be described by a set of examples. Let C be a set, which we shall call the alphabet for describing examples. In this article, C will be either the boolean alphabet (0, l}, or the real alphabet R. We denote the set of n-tuples of elements of C by C" and the set of all non-empty finite strings of elements of C by C'. Let X be a subset of C'. We define a concept, over the alphabet C, to be a function c : X + {0,1}. In some cases X will be the whole of C*; while in other cases X will be taken as C" for one specific value of n , which will be clear from the context. The set X will be referred to as the ezample space, and its members as ezamples. An example y E X for which c ( y ) = 1 is known as a positive ezample, and an example for which c ( y ) = 0 is known as a negative ezample. The union of the set of positive examples and the set of negative examples is the domain of c. So, provided that the domain is known, c determines, and is determined by, its set of positive examples. Sometimes it is helpful to think of a concept as a set in that way. There are two sets of concepts inherent in our framework for learning. First, there is the set of concepts derived from the real world which it is proposed to recognise. This set might contain concepts like 'the letter A', 'the letter B', 'the letter C', and so on, each of which can be coded to determine a set of positive and negative examples. When a set of concepts is determined in this way, we shall use the term concept space for it. Secondly, there is the set of concepts which the machine M is capable of recognising. We shall suppose that M can assume various states, and that in a given state it will classify some inputs as positive examples (output l), and the rest as negative examples (output 0). Thus a state of M determines a concept, which we may think of as a hypothesis. For this reason, the set of all concepts which M determines will be referred to as its hypothesis space. Generally speaking, we are given two sets of concepts, C (the concept space) and H (the hypothesis space), and the problem is to find, for each c E C , some h E H which is a good approximation to c . In realistic situations hypotheses are formed on the basis of certain information which does not amount to an explicit definition of c. In the framework we describe, we shall assume that this information is provided by a sequence of positive and negative examples of c. In practice there are constraints upon our resources, and we have to be content with a hypothesis h which 'probably' represents c 'approximately', in some sense to be defined. Let X C' be the example space, where as always C is ( 0 , l ) or R. A sample of length m is just a sequence of m examples, that is, an m-tuple x = (z1,z2,. . . ,zm)in Xm. A training sample s is an element of (X x (0, l})", that is,
s = ( ( Z l , b l h ( z z , b z ) , ." , ( z m r b r n ) ) , where the 2 ; are examples and the bi a.re bits. We say that s is a training sample for the target concept t if b, = t ( x ; ) , ( 1 _< i 5 m ) .
A learning algorithm for
(c,
H ) (or R (C, H)-learning algorithm) is a procedure which accepts training samples for functions in C and outputs corresponding hypotheses in
27
H . Of course, in order to qualify as an algorithm the procedure must be effective in some sense; we shall discuss this point in more detail in due course. If we ignore the problem of effectiveness, a learning algorithm is simply a function L which assigns to any training sample s for a target concept t E C a function h E H. We write h = L ( s ) . In what follows, we generally assume that C 2 H. If there are no contradictory labels in the sample, then s may be regarded as a function defined on the set { q , x z , ... ,I,}, given by s ( I ; )= b, (1 5 i 5 m). The hypothesis L ( s ) is a function defined on the whole example space X. A hypothesis h in H is said to be consistent with s, or to agree with s, if h ( z ; )= b, for each 1 5 i 5 m. We do not, in general, make the assumption that L ( s ) is consistent with s, but when this condition does hold for all s we shall say that L itself is consistent. In that case the function L ( s ) is simply an extension of s. As indicated above, the machines needed in this area of Computational Learning Theory have the additional feature that they can take on a number of different states, and so a machine represents a set of functions, rather than a single function. A state of the machine is a representation of a function, and the set of all such functions comprises the hypothesis space defined by the machine. For example, in the case in which M is an artificial neural network, the states of the machine are the possible weight assignments. It is convenient to define a representation to be a surjection R -+ H , where R is a set and H is a hypothesis space. The set R may be the set of states of a machine. The surjection assigns to each state w a corresponding function h,.
Example Consider the linear threshold machine, or boolean perceptron, with n boolean inputs y1, yz, . . . ,yn E ( 0 , l ) and a single active node. The arcs carrying the inputs a,y,of the inputs is have associated weights 011,. . . , a , and the weighted sum applied to the active node. This node outputs 1 if the weighted sum is at least 8, and 0 otherwise. In this case the representation 0 + H is defined as follows. The set R is the real space R n + l , that is, the set of ( n 1)-tuples w = ( 0 1 , . . . ,a,,@). The function 0 h, is given by h,(ylyz . . . yn) = 1 if and only if C:=l a i y , 2 8.
c:=,
+
2 . THE BASIC PAC MODEL
In general, not every extension of a training sample will be a valid generalisation, because the target concept is only partially defined by the sample. Furthermore, a training sample may be unrepresentative or misleading. This prompted Valiant (1984a, 1984b) to propose a probabilistic model of learning, which we now describe. We start by illustrating the basic ideas by means of a very simple example. For each real number @ the ray r e is the concept defined on R by re(y) = 1 if and only if y 2 0. An algorithm for learning in the hypothesis space H = {re I B E R} is based on the idea of taking the current hypothesis to be the ‘smallest’ ray containing all the positive examples in the training sample. A suitable default hypothesis when there are no positive examples in the sample will be the identically-0 function. For convenience,
28
we therefore consider this to be a ray, and call it the empty ray. It will be denoted roo, where 00 is merely a symbol taken to be greater than any real number. Then, for a given training sample s = ((11, b l ) , . . . ,(I,, b,)), the output hypothesis L ( s ) should be r x , where X = X(s) = min {I, l
I bi = I},
and X = ~3 if the sample contains no positive examples. It is easy to see that if the training sample is for a target concept re then L ( s ) will be a ray rx with X = X(s) 2 8. Because there are only finitely many examples in a training sample, and the example space is uncountable, we cannot expect that X = 0. However, it seems that as the length of the training sample increases, so should the likelihood that there is small error resulting from using rx instead of re. In practical terms, this property can be characterised as follows. Suppose we run the algorithm with a large training sample, and then decide to use the output hypothesis rx as a substitute for the (unknown) target concept re. In other words, we are satisfied that the ‘learner’ has been adequately trained. If X is not close to B, this indicates that positive examples close to 8 are relatively unlikely and did not occur in the training sample. Consequently, if we now classify some more examples which are presented according to the same distribution, then we shall make few mistakes as a result of using rx instead of re. Consider a general learning framework in which a training sample s for a target concept t is generated by drawing the examples 11,12,. . . ,I, from X ‘at random’, according to some fixed, but unknown, probability distribution. A learning algorithm L produces a hypothesis L ( s ) which, it is hoped, is a good approximation to t. More fully, we require that, as the number m of examples in the training sample increases, so does the likelihood that the error which results from using L ( s ) in place o f t is small. To formaliie this, we suppose that we have a probability space (X, C, p ) . Here, C is a a-algebra of subsets of X and p is a probability measure. In the cases under discussion here, the example space X is boolean or real. In the boolean case, we take C to be R”, we take C to be the Bore1 the set of all subsets of X and in the real case, X algebra on X. (Those unfamiliar with the notions just discussed may find the details in Billingsley (1986), for example.) In both cases, we use the appropriate o-algebra without explicit reference to the details. From now on, then, we shall simply speak of a ‘probability distribution p on X’, by which we mean a function p defined on the appropriate family C and satisfying the axioms given above. It must be emphasised that, in the applications we have in mind, we make no assumptions about p, beyond the conditions stated in the definition. The situation we are modelling is that of a world of examples presented to the learner according to some fixed but unknown distribution. The ‘teacher’ is allowed to classify the examples as positive or negative, but cannot control the sequence in which the examples are presented.
29
We shall continue to assume that C H , so that the target concept belongs to a hypothesis space H which is available to the learner. Given a target concept t E H we define the error of any hypothesis h in H , with respect to t , to be the probability of the event h ( z ) # t(i). That is, er,(h,t) = A x E
x I h ( z )# t(.)).
We refer to the set on the right-hand side as the error set, and we assume that it is an event, so that a probability can be assigned to it. This can be guaranteed when the hypothesis space is universally separable; see Blumer e t al. (1989). In order to streamline the notation, we suppress the explicit reference to t when it is clear from the context, and we write er,(h) in place of er,(h,t). When a given set X is provided with the structure of a probability space, the product set Xm inherits a probability space structure from X . The corresponding probability distribution on X" is the product distribution pm. Informally, for a given Y X"' we shall interpret the value p " ( Y ) as 'the probability that a random sample of m examples drawn from X according to the distribution p belongs to Y ' . Let S ( m ,t ) denote the set of training samples of length m for a given target concept t , where the examples are drawn from an example space X . Any sample x E Xm determines, and is determined by, a training sample s E S ( m ,t ) : if x = ( q , ~. ., ,xm), . then s = ((q, t ( z l ) ) ,(z2,t ( q ) ) ,. . . , (im, t ( z m ) ) ) . In other words, there is a bijection 4 : X" 4 S(m,t ) for which +(x) = s. Thus, we can interpret the probability that s E S(m,t ) has some given property P in the following way. We define pm{s
E S(m,t ) I s has property P } = pm{x E X"
1 4(x) E S ( m , t )has property P}.
It follows that, when the example space X is equipped with a probability distribution p, we can give a precise interpretation to: (i) the error of the hypothesis produced when a learning algorithm L is given S; (ii) the probability that this error is less than e. The first quantity is just er,(L(s)). The second is the probability, with respect to pm, that s has the property er,(L(s)) < e. Putting all this together we can formulate the notion that, given a confidence parameter 6 and an accuracy parameter e, the probability that the error is less than E is greater than 1- 6. The result is one of the key definitions in this field. It was formulated first by Valiant (1984a) and, using this terminology, by Angluin (1988). We say that the algorithm L is a probably approximately correct learning algorithm for (C, H ) if, given 0 a real number 6 (0 < 6 < 1); 0 a real number e (0 < e < 1); then there is a positive integer mo = mo(6,E ) such that
30 0 0
for any target concept t E C , and for any probability distribution p on X ,
whenever m 2 mo, pm{s E S ( m , t ) 1 er,(L(s)) < E }
> 1 - 6.
The term 'probably approximately correct' is usually abbreviated to the acronym p a c . The fact that mo depends upon 6 and e , but not on t and p , reflects the fact that the learner may be able to specify the desired levels of confidence and accuracy, even though the target concept and the distribution of examples axe unknown. The reason that it is at all possible to satisfy the condition for any p is that it expresses a relationship between two quantities which involve p: the error er, and the probability with respect to om of a certain set. Pac learning is, in a sense, the best one can hope for within this probabilistic framework. Unrepresentative training samples, although unlikely, will on occasion be presented to the learning algorithm, and so one can only expect that it is probable that a useful training sample is presented. In addition, even for a representative training sample, an extension of the training sample will not generally coincide with the target concept, so one can only expect that the output hypothesis is a p p r o x i m a t e l y correct. For illustration, we now give a formal verification that the algorithm described above is a pac learning algorithm for rays.
Theorem 1 The learning algorithm L for rays given above is probably approximately correct.
Proof Suppose that 6, E , re, and p are given. Let s be a training sample of length m for re and let L ( s ) = rx. Clearly, the error set is the interval [8,A). For the given value of E , and the given p , define PO = Po(€, p ) = sup{p I p[O,p) < E } . Then it follows that p[O,Po) 5 E and p[O, Po] L. E . Thus if X 5 Po we have er,(L(s)) = PI@, A) 5 0,PO) 5 E . The event that s has the property X 5 Po is just the event that at least one of the examples in s is in the interval [8, /30]. Since p[O, ,601 2 e the probability that a single example is not in this interval is at most 1 - E . Therefore the probability that none of the m examples comprising s is in this interval is at most (1 - E ) ~ . Taking the complementary event, it follows that the probability that X 5 Po is at least 1 -(1 - c ) ~ . We noted above that the event X 5 PO implies the event er,(L(s)) 5 E , and so pm{sE S ( m , r e ) I er,(L(s))
5 E } 2 1 - ( I - E)"".
Note that the right-hand side is independent of the target function re (and p ) . In order to make it greater than 1 - 6 we can take
31
For then it follows that
(1 - E
5~ (1 - e)mo < exp(-Erno) < exp(ln6) = 6.
)
This calculation shows that the algorithm is pac. (The inequality er,(L(s)) 5 e is obtained, whereas our definition of pac learning requires the inequality to be strict. However, it is easy to see that this makes no difference.) 0 This provides an explicit formula for the length of sample (that is, the amount of training) sufficient to ensure prescribed levels of confidence and accuracy. Suppose we require 6 = 0.001 and E = 0.01. Then the value of mo is ~1001n1000]= 691. So if we supply at least 691 labelled examples of any ray (these examples being chosen at random according to a fixed distribution p ) and take the output ray as a substitute for the target, then we can be 99.9% sure that at most 1% of future examples will be classified wrongly, provided they are drawn from the same source as the training sample. It is convenient at this stage to define the notion of ‘observed error’. For a given training sample s = ((ll,bl),(ZZ,b2),,(5,,bm)),
we define the observed error of h on s to be
When s is a training sample for t E C, the observed error of h on s is the fraction of examples in the sample which h and t classify differently. Recall that a learning algorithm L for (C, H ) is consistent if, given any training sample s for a target concept t E H , the output hypothesis h = L ( s ) E H agrees with t on the examples in S. In terms of observed error, a learning algorithm is consistent if for all t E C and all m, given any s E S(rn,t),we have er,(L(s)) = 0. As usual, assume that there is an unknown probability distribution p on X . Suppose we fix, for the moment, a target concept t E C. Given E E (0,l) the set of h E H for which er,(h) 2 E may be described as the set of e-bad hypotheses for t . A consistent algorithm for (C, H ) produces an output hypothesis h such that er,(h) = 0, and the pac property requires that such an output is unlikely to be €-bad. This leads to the following definition.
We say that the hypothesis space H is potentially learnable if, given real numbers 6 and e (0 < 6. E < l), there is a positive integer rno = rno(6, e ) such that, whenever m 2 mo,
I
p m { s E S(rn,t) for all h E
H , er,(h) = 0
ers(h) < E } > 1 - 6,
for any probability distribution p on X and any t E H . The following result is clear.
32
Theorem 2 If H is potentially learnable, and L is a consistent learning algorithm for H , then L is pac. The definition of potential learnability is quite complex, but we have the following standard result, observed by Blumer et al. (1989), for example.
Theorem 3 Any finite hypothesis space is potentially learnable. Proof If h has error at least e then, p { z E X
1 h ( z ) = t ( z ) }= 1 - erlc(h)I 1- E .
Thus
This is the probability that any one +bad hypothesis is consistent with s. The probability that there is some e-bad consistent hypothesis is therefore less than IHI(1 - E ) ~ This is less than 6 if
Taking the complementary event we have pm{s E
for m
S ( m , t ) I for all h E H , er,,(h) = 0 ==+er,(h) < e} > 1 - 6,
2 mo, which is the required conclusion.
It is clear that this is a useful theorem. It covers all boolean cases, where the example space is {0,1}” (or a subset thereof) with n fixed. In any such situation a consistent algorithm is automatically pac. 3. THE VAPNIK-CHERVONENKIS DIMENSION Suppose that we have a hypothesis space H defined on an example space X. We have seen that if H is finite, then it is potentially learnable. The proof depends critically on the finiteness of H and cannot be extended to provide results for infinite H. However, there are many situations where the hypothesis space is infinite, and it is desirable to extend the theory to cover this case. A pertinent comment is that most hypothesis spaces which occur ‘naturally’ have a high degree of structure, and even if the space is infinite it may contain functions only of a special type. This is true, almost by definition, for any hypothesis space H which is constructed by means of a representation SZ -+ H. The key to extending results on potential learnability to infinite spaces is the observation that what matters is not the cardinality of H , but rather what may be described as its ‘expressive power’. This notion can be formalised by means of the Vapnik-Chervonenkis dimemion of H , a notion originally defined by Vapnik and Chervonenkis (1971), and introduced into learnability theory by Blumer et al. (1989).
.
33
In order to illustrate some of the ideas, we consider the real perceptToon. This is a machine which operates in the same manner as the linear threshold machine, but with real-valued inputs. Thus, there are n inputs and a single active node. The arcs carrying the inputs have real-valued weights 01, az, . . . ,a , and there is a real threshold value 6 at the active node. As with the linear threshold machine, the weighted sum of the inputs is applied to the active node and this node outputs 1 if and only if the weighted sum is at least the threshold value 6 . More precisely, the real perceptron P,, on n inputs is defined by means of a representation R 4 H ,where the set of states fl is R"+'. For a state w = ( a l , a z , . . . ,a n l o ) ,the function h, E H,from X = R" to (0,l}, is given by h,(y) = 1 if and only if C:='= a,i y i 2 8. It should be noted that w I+ h, is not an injection: for any X > 0 the state X u defines the same function as w. Suppose that H is a hypothesis space defined on the example space X , and let x = ( q , z2, . . . ,z , ) be a sample of length m of examples from X . We define IIH(x), the number of classifications of x by H , to be the number of distinct vectors of the form
as h runs through all hypotheses of H . Although H may be infinite, HI,, the hypothesis space obtained by restricting the hypotheses of H to domain Ex = { I I , x ~ , .. .,xm}, is . that for any sample x of length m, ~IH(x) _< 2m. finite and is of cardinality l T ~ ( x ) Note An important quantity, and one which shall turn out to be crucial in applications to potential learnability, is the maximum possible number of classifications by H of a sample of a given length. We define the growth function IIH by
II,(m) = max {lT~(x) : x E Xm}. We have used the notation IIH for both the number of classifications and the growth function, but this should cause no confusion. We noted above that the number of possible classifications by H of a sample of length m is at most 2", this being the number of binary vectors of length m. We say that a sample x of length m is shattered by H , or that H shatters x, if this maximum possible value is attained; that is, if H gives all possible classifications of x. Note that if the examples in x are not distinct then x cannot be shattered by any H . When the examples are distinct, x is shattered by H if and only if for any subset S of E x , there is some zi E S. S is then the subset hypothesis h in H such that for 1 _< i 5 m, h ( z ; )= 1 of Ex comprising the positive examples of h. Based on the intuitive notion that a hypothesis space H has high expressive power if it can achieve all possible classifications of a large set of examples, we use as a measure of this power the Vapnik-Ghervonenkis dimension, or VC dimension, of H , defined as follows. The VC dimension of H is the maximum length of a sample shattered by H; if there is no such maximum, we say that the VC dimension of H is infinite. Using the notation introduced in the previous section, we can say that the VC dimension of H , denoted VCdim(H), is given by VCdim(H) = max {m : IIH(m) = Y } ,
34
where we take the maximum to be infinite if the set is unbounded.
A result which is often useful is that if H is a finite hypothesis space then H has VC this follows from the observation that if d is the VC dimension dimension at most log !HI; of H and x E X d is shattered by H , then IHI 2 lHlxl = 2d. (Here, and throughout, log denotes logarithm to base 2.) Consider now the perceptron P,,with n inputs. The set of positive examples of the function h, computed by the perceptron in state w = ( ( ~ 1 (, ~ 2 , .. . an,8) is the closed a i y , 2 8. This is bounded by the half-space 1; consisting of y E R" such that hyperplane I , with equation Cbl a i y , = 8. Roughly speaking, I , divides R" into the set of positive examples of h, and the set of negative examples of h,
EL,
We shall use the following result, known as Radon's Theorem, in which, for S C R", conv(S) denotes the convex hull of S. Let n be any positive integer, and let E be any set of n 2 points in R". Then there is a non-empty subset S of E such that
+
con.( S) n conv( E \ S) #
0.
A proof is given, for example, by Grunbaum (1967). Theorem 4 For any positive integer n, let P,, be the real perceptron with n inputs. Then VCdim(P,) = n 1.
+
+
Proof Let x = (11 , x 2 , . . . , x n + 2 ) be any sample of length n 2. As we have noted, if two of the examples are equal then x cannot be shattered. Suppose then that the set Ex of examples in x consists of n 2 distinct points in R". By Radon's Theorem, there is a non-empty subset S of Ex such that conv(S) n conv(Ex \ S) # 0. Suppose that there is a hypothesis h, in P, such that S is the set of positive examples of h, in Ex. Then we have S C_ 12, E x \ S C R"
+
\Is.
Since open and closed half-spaces are convex subsets of R", we also have conv( S) C I s ,
conv( Ex \ S ) C R"
\ It.
Therefore con.( S) n conv(E x \ S) G 1: n R"
\ 1:
= 0,
which is a contradiction. We deduce that no such h , exists and therefore that x is not shattered by P,,. Thus no sample of length n 2 is shattered by P, and the VC dimension of P,, is at most n 1.
+
+
It remains to prove the reverse inequality. Let o denote the origin of R" and, for 1 5 i 5 n, let e , be the point with a 1 in the ith coordinate and all other coordinates 0.
35
+
Then Pn shatters the sample x = (0,e l , ez, . . . ,en) of length n 1. To see this, suppose that S is a subset of Ex = ( 0 , e l , . . . , e n } . For i = 1,2,. . . ,n, let oli be 1 if e , E S and -1 otherwise, and let 0 be -1/2 if o E S, 1/2 otherwise. Then it is straightforward to verify that if w is the state w = (01, az,. . . ,a,, 19) of P, then the set of positive examples of h, in Ex is precisely S. Therefore x is shattered by Pn and, consequently, 0 VCdim(P,) 2 n 1.
+
The growth function II,(m) of a hypothesis space of finite VC dimension is a measure of how many different classifications of an m-sample into positive and negative examples can be achieved by the hypotheses of H,while the VC dimension of H is the maximum value of m for which IIH(m) = 2"'. Clearly these two quantities are related, because the VC dimension is defined in terms of the growth function. But there is another, less obvious, relationship: the growth function II,(m) can be bounded by a polynomial function of m, and the degree of the polynomial is the VC dimension d of H. Explicitly, we have the following theorem. The first inequality is due to Sauer (1972) and is usually known as Saue~'8Lemma. The second inequality is elementary-a proof was given by Blumer e t aZ. (1989). T h e o r e m 5 (Sauer's Lemma) Let d 2 0 and m >_ 1 be given integers and let H be a hypothesis space with VCdim(H) = d 2 1. Then f o r m 2 d,
where e is the base of natural logarithms.
0
We have motivated our discussion of VC dimension by describing it as a measure of the expressive power of a hypothesis space. We shall see that it turns out to be a key parameter for quantifying the difficulty of pac learning. Our first result along these lines is that finite VC dimension is necessary for potential learnability. T h e o r e m 6 If a hypothesis spa.ce has infinite VC dimension then i t is not potentially learnable. Proof Suppose that H has infinite VC dimension, so that for any positive integer m there is a sample z of length 21n which is shattered by H . Let E = Em be the set of examples in this sample and define a probability distribution p on X by p ( ~ = ) 1/2m if I E E and P(I) = 0 otherwise. In other words, p is uniform on E and zero elsewhere. We observe that p m is uniform on Em and zero elsewhere. Thus, with probability one, a randomly chosen sample x of length m is a sample of examples from E . Let s = (x,t(x)) E S(m, t ) be a training sample of length m for a target concept t E H. With probability 1 (with respect to p m ) , we have 2; E E for 1 5 i 5 m. Since z is shattered by H , there is a hypothesis h E H such that h ( s i ) = t ( q ) for each
36
z, (1 5 i 5 m ) , and h ( z ) # t ( z ) for all other 2 in E . It follows that h is consistent with s, whereas h has error at least 1/2 with respect to t . We have shown that for any positive integer m, and any target concept t , there is a probability distribution p on X such that the set {s
1 for all h E H , er.(h)
= 0 ===+ er,(h)
< 112)
has probability zero. Thus, H is not potentially learnable.
0
The converse of the preceding theorem is also true: finite VC dimension is sufficient for potential learnability. This result can be traced back to the statistical researches of Vapnik and Chervonenkis (1971) (see also Vapnik (1982) and Vapnik and Chervonenkis (1981)). The work of Blumer et al. (1989) showed that it is one of the key results in Computational Learning Theory. We now give some indication of its proof. Suppose that the hypothesis space H is defined on the example space X , and let t be any target concept in H ,p any probability distribution on X and r any real number with 0 < E < 1. The objects t , p, r we to be thought of as fixed, but arbitrary, in what follows. The probability of choosing a training sample for which there is a consistent, but e-bad, hypothesis is pm{ s E S(m,t)1 there is h E H such that er,(h) = O,er,(h)
2 e} .
Thus, in order to show that H is potentially learnable, it suffices to find an upper bound f ( m ,e) for this probability which is independent of both t and p and which tends to 0 as m tends to infinity. The following result, of the form just described, is due to Blumer e t al. (1989), and generalises a result of Haussler and Welzl (1987). Better bounds have subsequently been obtained by Anthony, Biggs and Shawe-Taylor (1990) (see also Shawe-Taylor, Anthony and Biggs (1993)), but the result presented here suffices for the present discussion.
Theorem 7 Suppose that H is a hypothesis space defined on an example space X , and that t , p , and r are arbitrary, but fixed. Then pm {s E S(m,t)I there is h E H such that er,(h) = O,er,(h) 2
for all positive integers m
2 816.
c}
< 2 I I ~ ( 2 r n2-‘m’2 ) 0
The right-hand side is the bound f ( m , e ) as postulated above. If H has finite VC dimension then, by Sauer’s Lemma, IIw(2m) is bounded by a polynomial function of m, and therefore f ( m ,c) is eventually dominated by the negative exponential term. Thus the right-hand side, which is independent o f t and p , tends to 0 as m tends to infinity and, by the above discussion, this establishes potential learnability for spaces of finite VC dimension.
31
At this point it is helpful to introduce a new piece of terminology. Supose that real numbers 0 < 6 , <~ 1 are given, and let L be a learning algorithm for a concept space C and a hypothesis space H. We say that the sample complezity of L on T E C is the least value m ~ ( T , 6 , €such ) that, for all target concepts t E T and all probability distributions p , em{s E S ( m , t ) I er,(L(s)) < E } > 1- 6 whenever m 2 mL(T,6 , E ) ; in other words, a sample of length r n ~ ( T6 , e ) is sufficient to ensure that the output hypothesis L ( s ) is pac, with the given values of 6 and E . In practice we often omit T when this is clear and we usually deal with a convenient upper bound r n o 2 mL, rather than mL itself; thus mo(6,E ) will denote any value sufficient to ensure that the pac conclusion, as stated above, holds for all m 2 mo. The following result follows from Theorem 7.
Theorem 8 There is a constant I< such that if hypothesis space H has VC dimension d 2 1 and the concept space C is a subset of H, then any consistent learning algorithm L for (C, H ) is pac, with sample complexity
for 0 < 6 , <~ 1.
0
Values of K are easily obtained; see Blumer e l al. (1989), Anthony, Biggs and ShaweTaylor (1990) and Anthony and Biggs (1992). This result provides an extension of the bound for finite spaces, mentioned at the beginning of the section, to spaces with finite VC dimension.
+
Example The real perceptron P, has VC dimension n 1. Suppose that for any training sample for a hypothesis of P,, we can find a state w of the perceptron such that h, is consistent with the sample. Then if we use a training sample of length
we are guaranteed a probably approximately correct output hypothesis, regardless of both the target hypothesis and the probability distribution on the examples. 0 We now present a lower bound result, part of which is due to Ehrenfeucht et al. (1989) and the other part of which is due to Blumer et al. (1989). This provides a lower bound on the sample complexity of a n y (C, H ) pac learning algorithm when C has finite VC dimension and is 'non-trivial'.
Theorem 9 Let C be a concept spa.ce and H a hypothesis space, such that C has VC dimension at least 1 and consists of at least three distinct concepts. Suppose that L is
38 any pac learning algorithm for (C, H ) . Then the sample complexity of L satisfies
for all
E
5 118 and 6 5 1/100.
0
An immediate corollary of this result is that if a concept space C has infinite VC dimension then there is no pac learning algorithm for (C, H) for any hypothesis space
H. An interesting consequence of these results is that a set H of functions is pac learnable if and only if it is potentially learnable, since each condition holds precisely when H has finite VC dimension. The results show that if there is a pac learning algorithm for H , then any consistent learning algorithm for H is pac. 4. FEEDFORWARD ARTIFICIAL NEURAL NETWORKS
A perceptron contains only one ‘active unit’, and is consequently severely limited in its capabilities. The idea that more complex assemblies of units may have greater power is an old one, motivated by the fact that living brains seem to be constructed in this way, and it has led to the intensive study of ‘artificial neural networks’. We shall examine some such networks in the context of Computational Learning Theory. The basic structure is a pair of sets ( N ,A ) , where N is a finite set whose members are called nodes, and A is a subset of N x N whose members are called arcs. The structure ( N , A ) is a directed graph, or digraph, which we think of as a fixed architecture for a ‘machine’. For simplicity, we consider only digraphs which have no directed cycles: that is, there is no sequence of arcs beginning with ( T , s) and ending with ( q , r ) , for any node r . In the present context this is known as the feedforward condition. In order to present this set-up as a ‘machine’, we require some additional features. First we specify a subset J of the nodes, which we call input nodes, and a single node z $ J which we call the output node. The underlying idea is that all nodes receive and transmit signals; the input nodes receive their signals from the outside world and the output node transmits a signal to the outside world, while all other nodes receive and transmit along the relevant arcs of the digraph. Each arc ( T , s) has a weight, w ( r , s), which is a real number representing the strength of the connection between the nodes T and s. A positive weight corresponds to an ‘excitatory’ connection, a negative weight to an ‘inhibitory’ connection. Another feature is that all nodes except the input nodes are ‘active’, in that they transmit a signal which is a predetermined function of the signals they receive. For this reason, the nodes in N \ J are called computation nodes. To make this idea precise, we introduce an activation function fr for each computation node r . The activity of such a node is specified in two stages. First the signals arriving at T are aggregated by taking their weighted sum according to the connection strengths on the
39
arcs with terminal node T , and then the function f,.of this value is computed. Thus the action of the entire network may be described in terms of two functions p : N -+ R and q: N 4 R, representing the received and transmitted signals respectively. We assume that a vector of real-valued signals y = ( y j ) j E j is applied externally to the input nodes, and p ( j ) = q ( j ) = y j for each j in J. For each computation node I the received and transmitted signals are defined as follows.
The output is the value q ( z ) transmitted by the node
2.
For now, we assume that every activation function is a simple linear threshold function: f(u)= 1 if u 2 O and f ( u ) = 0 otherwise. We shall write 0,. to denote the value of the threshold for the node r .
When all the computation nodes are linear threshold nodes, a state w of the machine is described by the real numbers W ( T , s) and Or, for ( r ,s) E A , T E N \ J. The set of all states which satisfy some given rules (such as bounds on the values of the weights and thresholds) will be denoted by R. Now we are firmly within the framework developed earlier. The function computed by the machine in state w will be denoted by h,, so that h,(y) = p(z). Note that this is a boolean value, because the output node has a linear threshold activation function. The set { h , I w E R} of functions computable by the machine is the hypothesis space H , and the assignment w H h, is a representation
R
-+H .
5. EXPRESSIVE POWER OF THRESHOLD NETWORKS
We shall prove a result of Baum and Haussler (1989), which gives an upper bound on the VC dimension of a feedforward linear threshold network in terms of the number of nodes and arcs. Suppose that we have a feedforward network of linear threshold nodes, with underlying digraph ( N , A ) and set of states R. The feedforward condition allows us to label the computation nodes by the positive integers in their natural order, 1,2,. . . ,t, in such a way that z is the output node and ( i , j ) E A implies j > i . (This may be done by numbering first those computation nodes which are linked only to input nodes, then those which are linked only to input nodes and already-numbered computation nodes, and so on.) For each state w E R, corresponding to an assignment of weights and thresholds to all the arcs and computation nodes, we let w1 denote the part of w determined by the thresholds on computation nodes 1 , 2 , . . . , 1 and the weights on arcs which terminate at
those nodes. Then for 2 5 I 5 z we have the decomposition w' = ( w ' - ' , ( / ) where (1 stands for the weights on arcs terminating at 1 and the threshold at 1. In isolation, the output of a computation node 1 is a linear threshold function, determined by ( 1 , of the
40
outputs of all those nodes j for which (j,I) is an arc; some of these may be input nodes and some may be computation nodes with j < I. We denote the space of such functions by H I and the growth function of this 'local hypothesis space' by Ill. Suppose that x = ( r l ,12,. . . ,r,) is a sample of inputs to the network. (Each example zi is a IJI-vector of real numbers, where J is the set of input nodes.) For any computation node I (1 5 I 5 z ) , we shall say that states w 1 , q of the network are I-distinguishable by x if the following holds. There is an example in x such that, when this example is input, the output of at least one of the computation nodes 1 , 2 , . . . ,I, is different when the state is w1 from its output when the state is w2. In other words, if one has access to the signals transmitted by nodes 1 to 1 only, then, using the sample x , one can differentiate between the two states. We shall denote by Sl(x) the number of different states which are mutually I-distinguishable by x.
Lemma 10 With the notation defined as above, we have
Proof We prove the claim by induction on I. For 1 = 1 we have S l ( x ) 5 lI,(x), because two states are 1-distinguishable if and only if they give different classifications of the training sample at node 1. Thus Sl(x) 5 lIl(m). Assume, inductively, that z . The decomposition wk = (&', &) the claim holds for I = k - 1, where 2 5 k I shows that if two states are k-distinguishable but not (k - 1)-distinguishable, then they must be distinguished by the action of the node Ic. For each of the Sk-l(x) (k - 1)distinguishable states there are thus at most & ( m ) k-distinguishable states. Hence Sk(x) 5 Sk-l(x) &(m). By the inductive assumption, the right-hand side is at most II1(m)II2(rn).. . I I k ( r n ) . The result follows. 0 If H is the hypothesis space of N then n ~ ( xis)the number of states which are mutually distinguishable by x. Thus, W m )
c nl(m)W m ) .. .W m ) ,
for any positive integer m. The next result follows from this observation and the previous result. Corollary 11 Let (N, A) be a feedforward linear threshold network with z computation nodes, and let W = IN \ JI IAl be the total number of variable weights and thresholds. Let H be the hypothesis space of the network. Then for m > W, we have
+
+
1 for 1 5 i 5 t and so, for each such i and for rn > W , IIi(m) 5 (em/d(z) l ) d ( i ) + by l , Sauer's Lemma and since the VC dimension of Hi is
Proof Certainly, W 2 d(i)
+
41
d(i)
+ 1. It follows that
From this one can obtain the desired result. We omit the details here; these may be found in Baum and Haussler (1989) or Anthony and Biggs (1992). 0 T h e o r e m 12 The VC dimension of a feedforward linear threshold network with z computation nodes and a total of W variable weights and thresholds is at most 2W log (ez).
Proof Let H be the hypothesis space of the network. By the above result, we have, for m 2 W , II,(m) 5 (zem/W)w, where W is the total number of weights and thresholds. Now,
which is true for any z 2 1. Therefore, n H ( r n ) < 2"' when m = 2Wlog(ez), and the VC dimension of H is at most 2W log(ez), as claimed. 0 Notice that the upper bound on the VC dimension depends only on the 'size' of the network; that is, on the number of computation nodes and the number of arcs. That it is independent of the structure of the network - the underlying directed graph - suggests that it may not be a very tight bound. In their paper, Baum and Haussler (1989) showed that certain simple networks have VC dimension at least a constant multiple of the number of weights. More recently, Bartlett (1992) obtained similar results for wider classes of networks. However, in a result which shows that the upper bound is essentially the best that can be obtained, Maass (1992) has shown that there is a constant c such that for infinitely many values of W , some feedforward linear threshold network with W weights has VC dimension at least cW log W . (The networks for which Maass showed this to be true have 4 layers.) If, as in Baum and Haussler (1989), we substitute the bound of Corollary 11 directly into the result of Theorem 7 then we can derive a better upper bound on sample complexity than would result from substituting the VC dimension bound into Theorem 8. Indeed, the former method gives a bound involving a log(z/r) term, while the latter yields a bound depending on log z log ( l / e ) . With this observation and the previous results, we have the following result on sufficient sample size. T h e o r e m 13 Let ( N ,A ) be a feedforward linear threshold network having z computation nodes and W variable weights and thresholds. Then for all 0 < 6 , <~ 1, there is mo(6,e) such that if a training sample of length m 2 mo(6,E ) is drawn at random according to some fixed probability distribution on the set of all inputs, then the following
42
holds. With probability at least 1- 6, if the sample is ‘loaded’onto the network, so that the function computed by the network is consistent with the sample, then the network correctly classifies a further randomly chosen input with probability at least 1- E . The sufficient sample size satisfies
for some (absolute) constant K1. firthemore, there is Kz > 0 such that for infinitely many W , there is a network with W weights for which the sufficient sample size must satisfy
6. THE COMPUTATIONAL COMPLEXITY OF LEARNING
Thus far, a learning algorithm has been defined as a function mapping training samples into hypotheses. We shall now be more specific about the algorithmics. If pac learning by a learning algorithm is to be of practical value, it must, first, be possible to implement the learning algorithm on a computer; that is, it must be computable and therefore, in a real sense, an algorithm, not just a function. Further, it should be possible to implement the algorithm ‘quickly’. The subject known as Complexity Theory deals with the relationship between the size of the input to an algorithm and the time required for the algorithm to produce its output for an input of that size. In particular, it is concerned with the question of when this relationship is such that the algorithm can be described as ‘efficient’. Here, we shall describe the basic ideas in a very simplistic way. More details may be found in the books by Garey and Johnson (1979), Wilf (1986), and Cormen, Leiserson and Ftivest (1990). The 3ize of an input to an algorithm will be denoted by s. For example, if an algorithm has a binary encoding as input, the size of an input could be the number of bits it contains. Equally, if the input is a real vector, one could define the size to be the dimension of the vector. Let A be an algorithm which accepts inputs of varying size s. We say that the running time of A is O(f(s)) if there is some constant K such that, for any input of size s, the number of operations required to produce the output of A is at most K f ( s ) . Note that this definition is ‘device-independent’ because the running time depends only on the number of operations carried out, and not on the actual speed with which such an operation can be performed. Furthermore, the running time is a worst-case measure; we consider the maximum possible number of operations taken over all inputs of a given size.
There are good remons for saying that an algorithm with running time O(a“), for some fixed integer r 2 1, is ‘efficient’. Such an algorithm is said to be a polynomial time
43
algorithm, and problems which can be solved by a polynomial time learning algorithm are usually regarded as ‘easy’. Thus, to show that a problem is easy, we should present a polynomial time algorithm for it. On the other hand, if we wish to show that a given problem is ‘hard’, it is enough to show that if this problem could be solved in polynomial time then so too could another problem which is believed to be hard. One standard problem which is believed to be hard is the graph k-colouring problem for k 2 3. Let G be a graph with vertex-set V and edge-set E , so that E is a subset of the set of 2-element subsets of V . A k-colouring of G is a function x : V + { 1,2,. . . ,k} with the property that, whenever i j E E , then x(i) # x(j). The graph k-colouring problem may formally be stated as: GRAPH k-COLOURING Instance A graph G = (V,E ) . Question Is there a k-colouring of G? When we say that GRAPH k-COLOURING is ‘believed to be hard’, we mean that it belongs to a class of problems known as the NP-complete problems. This class of problems is very extensive, and contains many famous problems in Discrete Mathematics. Although it has not yet been proved, it is conjectured, and widely believed, that there is no polynomial time algorithm for any of the NP-complete problems. This is known as the ‘P # N P conjecture’. We shall apply these ideas in the following way. Suppose that II is a problem in which we are interested, and IIo is a problem which is known to be NP-complete. Suppose also that we can demonstrate that if there is a polynomial time algorithm for lI then there is one for no. In that case our problem II is said to be NP-hard. If the P # N P conjecture is true, then proving that a problem n is NP-hard establishes that there is no polynomial time algorithm for II. We now wish to quantify the behaviour of learning algorithms with respect to n, and it is convenient to make the following definitions. We say that a union of hypothesis spaces H = H , is graded by example size n, when H , denotes the space of hypotheses defined on examples of size n. For example, H , may be the space P, of the perceptron, defined on real vectors of length n. By a learning algorithm f o r H = H,,we mean a function L from the set of training samples for hypotheses in H to the space H , such that when s is a training sample for h E H , it follows that L ( s ) E H , . That is, we insist that L preserves the grading. (Analogously, one may define, more generally, a learning algorithm for ( C , H ) when each of C and H are graded.) An example of a learning algorithm defined on the graded perceptron space P = P, is the perceptron learning algorithm of Rosenblatt (1959). (See also Minsky and Papert (1969).) Observe that this algorithm acts in essentially the same manner on each P,; the ‘rule’ is the same for each n,.
u
u
u
u
Consider a learning algorithm L for a hypothesis space H = H , , graded by example size. An input to L is a training sample, which consists of m examples of size n together with the m single-bit labels. The total size of the input is therefore m(n l), and it
+
44
would be possible to use this single number as the measure of input size. However, there is some advantage in keeping track of m and n separately, and so we shall use the n),to denote the worst-case running time of L on a training sample of notation R L ( ~ m examples of size n.
UH , is said to be a pac learning algorithm if L acts as a pac learning algorithm for each H , . The sample complexity provides the link between of a learning algorithm (that is, the number of operations the running time R~(m,n) required to produce its output on a sample of length rn when the examples have size n) and its running time as a pac learning algorithm (that is, the number of operations required to produce an output which is probably appmximately correct with given parameters). Since a sample of length mo(H,, 6, E) is sufficient for the pac property, the number of operations required is at most &(mo(H,, 6, E), n). A learning algorithm L for
Until now, we have regarded the accuracy parameter E as fixed but arbitrary. It is clear that decreasing this parameter makes the learning task more difficult, and therefore the running time of an efficient pac learning algorithm should be constrained in some appropriate way as e-l increases. We say that a learning algorithm L for H = H,, is eficient with respect to accuracy and example size if its running time is polynomial in m and the sample complexity m L ( H , , 6 , e ) depends polynomially on n and e - l .
u
We are now ready to consider the implications for learning of the theory of NP-hard problems. Let H = U H , be a hypothesis space of functions, graded by the example size n. The consistency problem for H may be stated as follows.
H - CONSISTENCY Instance A training sample s of labelled examples of size n. Question Is there a hypothesis in H , consistent with s? In practice, we wish to produce a consistent hypothesis, rather than simply know whether or not one exists. In other words, we have to solve a ‘search’ problem, rather than an ‘existence’ problem. But these problems are directly related. Suppose that we consider only those s with length bounded by some polynomial in n. Then, if we can find a consistent hypothesis in time polynomial in n, we can answer the existence question by the following procedure. Run the search algorithm for the time (polynomial in n) in which it is guaranteed to find a consistent hypothesis if there is one; then check the output hypothesis explicitly against the examples in s to determine whether or not it is consistent. This checking can be done in time polynomial in n also. Thus if we can show that a restricted form of the existence problem is NP-hard, this means that there is no polynomial time algorithm for the corresponding search problem (unless P = NP). If there is a consistent learning algorithm L for a graded hypothesis space H = U H , such that VCdim(H,) is polynomial in n and the algorithm runs in time polynomial in the sample length m , then the results presented earlier show that L pac learns H , with running time polynomial in 17 and and so is efficient with respect to accuracy and example size. Roughly speaking we may say that an efficient ‘consistent-hypothesis-
45
finder’ is an efficient ‘pac learner’. It is natural to ask to what extent the converse is true. It turns out that efficient pac learning does imply efficient consistent-hypothesis-finding, provided we are prepared to accept a randomised algorithm. A full account of the meaning of this term may be found in the book of Cormen, Leiserson and Rivest (1990), but for our purposes the idea can be explained in a few paragraphs. We suppose that there is available some form of random number generator which, given any integer I 2 2, produces a stream of integers i in the range 1 5 i 5 I , each particulax value being equally likely. This could be done electronically, or by tossing an I-sided die. A randomised algorithm A is allowed to use these random numbers as part of its input. The computation carried out by the algorithm is determined by its input, so that it depends on the particular sequence produced by the random number generator. It follows that we can speak of the probability that A has a given outcome, by which is meant the proportion of sequences which produce that outcome. We say that a randomised algorithm A ‘solves’ a search problem ll if it behaves in the following way. The algorithm always halts and produces an output. If A has failed to find a solution to II then the output is simply no. But, with probability at least 1/2 (in the sense explained above), A succeeds in finding a solution to II and its output is this solution. The practical usefulness of a randomised algorithm stems from the fact that repeating the algorithm several times dramatically increases the likelihood of success. If the algorithm fails at the first attempt, which happens with probability at most 1/2, then we simply try again. The probability that it fails twice in succession is at most 1/4. Similarly, the probability that it fails in k attempts is at most (1/2)k, which approaches zero very rapidly with increasing k. Thus in practice a randomised algorithm is almost as good as an ordinary one - provided of course that it has polynomial running time. We have the following theorem of Pitt and Valiant (1988) (see also Natarajan (1989) and Haussler et al. (1988)).
U
Theorem 14 Let H = H, be a hypothesis space and suppose that there is a pac learning algorithm for H which is efficient with respect to accuracy and example size. Then there is a randomised algorithm which solves the problem of finding a hypothesis in H , consistent with a given training sample of a hypothesis in H,, and which has running time polynomial in n and m (the length of the training sample). Proof Suppose that s’ is a training sample for a target hypothesis t E H,, and that s* contains m* distinct labelled examples. We shall show that it is possible to find a hypothesis consistent with s* by running the given pac learning algorithm L on a related training sample. Define a probability distribution p on the example space X by p ( z ) = l / m * if r occurs in s* and p ( r ) = 0 otherwise. We can use a random number generator with output values i in the range 1 t o m* to select an example from X according to this distribution: simply regard each random number as the label of one of the m* equiprobable examples. Thus the selection of a training sample of length rn for t , according to the probability distribution p, can be simulated by generating a
46
sequence of m random numbers in the required range. Let L be a pac learning algorithm as postulated in the statement of the Theorem. Then, when 6, e, are given, we can find an integer mo(n,6, e) for which the probability (with respect to training samples s E S(m0,t))that the error of L ( s ) is less than E is greater than 1 - 6. Suppose we specify the confidence and accuracy parameters to be 6 = 1/2 and e = l/m*. Then if we run the given algorithm L on a training sample of length mo(n, 1/2,l/m*), drawn randomly according to the distribution p , the pac property of L ensures that the probability that the error of the output is less than l / m * is greater than 1- 1/2 = 1/2. Since there are no examples with probability strictly between 0 and l/m*, this implies that the probability that the output agrees exactly with the training sample is greater than 1/2. The procedure described in the previous paragraph is the basis for a randomised algorithm L* for finding a hypothesis which agrees with the given training sample s * . In summary, L* consists of the following steps. 0 0 0 0 0
Evaluate mo = mo(n,1/2,l/m*). Construct, as described, a sample s of length nzo, according to p. Run the given pac learning algorithm L on s. Check L ( s ) explicitly to determine whether or not it agrees with s*. If L ( s ) does not agree with s * , output no. If it does, output L ( s ) .
As we noted, the pac property of L ensures that L* succeeds with probability greater than f . Finally, it is clear that, since the running time of L is polynomial in m and its sample complexity mo(n,1/2,l/m*) is polynomial in n and m* = 1/e, the running time of L' is polynomial in n and m*. 0
7. HARDNESS RESULTS FOR NEURAL NETWORKS The fact that computational complexity-theoretic hardness results hold for neural networks was first shown by Judd (1988). In this section we shall prove a simple hardness result along the lines of one clue to Blum and Rivest (1988).
+
The machine has n input nodes and k 1 computation nodes ( k 2 1). The first k computation nodes are 'in parallel' and each of them is connected to all the input nodes. The last Computation node is the output node; it is connected by wcs with fixed weight 1 to the other computation nodes, and it has fixed threshold k. The effect of this arrangement is that the output node acts as a multiple AND gate for the outputs of the other computation nodes. We shall refer to this machine (or its hypothesis space) as P,".
A state w of P i is described by the thresholds 81 (1 5 1 5 k) of the first k computation nodes and the weights w(i, 1 ) on the arcs (2, I ) linking the input nodes to the computation nodes. We shall use the notation a(')for the n-vector of weights on the arcs terminating at I , so that a!') = w(z, I ) . The set R of such states provides a representation R -+ P,"
47
in the usual way. We shall prove that the consistency problem for Pk = UP: is NP-hard (provided k 1 3 ) , by reducing the problem to GRAPE k-COLOURING. Let G be a graph with vertex-set V = {1,2,. . . ,n } and edge-set E . We construct a training sample s(G) as follows. For each vertex i E V we take as a negative example the vector D , which has 1 in the ith coordinate position, and 0's elsewhere. For each edge ij E E we take as a positive example the vector v, vj. We also take the zero vector o = 00.. . O to be a positive example.
+
Theorem 15 There is a function in P,"which is consistent with s(G) if and only if the graph G is k-colourable. Proof Suppose h E P," is consistent with the training sample. By the construction of the network, h is a conjunction h = hl A hz A . . . A hk of linear threshold functions. (That is, h ( z ) = 1 if and only if h , ( z ) = 1 for all i between 1 and 6.) Specifically, there , . . . ,a(') and thresholds O 1 , & , . . . ,O t such that are weight-vectors a ( 1 )a('), hl(y) = 1
-
(&), y)
2 el
(1 5 i L k)
Note that, since o is a positive example, we have 0 = (a('),o) 2 81 for each I between 1 and k. For each vertex i, h(w,) = 0, and so there is at least one function h f (1 5 f 5 k) for which h f ( u , ) = 0. Thus we may define x : V + {1,2,. . . , k} by
x(z) = min{f 1 h f ( u l )= 0). It remains to prove that x is a colouring of G. Suppose that h f ( v , )= h f ( u J )= 0. In other words,
x(z) = x(j) = f,so that
(a(f), v,) < Bf, (a(f), vl) < Of.
Then, recalling that Of 5 0, we have u,
+
vl)
< of + ef 5 of.
It follows that h f ( u l + v l ) = 0 and h(w, + vj) = 0. Now if 13 were an edge of G, then we should have h(u, v J ) = 1, because we assumed that h is consistent with the training sample. Thus 23 is not an edge of G, and x is a colouring, as claimed.
+
Conversely, suppose we are given a colouring x : V -+ { 1,2,. . . , k}. For 1 5 I 5 k define the weight-vector a(') as follows: a!') = -1 if x(z) = I and a!') = 1 otherwise. Define the threshold 01 to be -1/2. Let h l , hz, . . . ,h k be the corresponding linear threshold functions, and let h be their conjunction. We claim that h is consistent with s(G). Since 0 2 81 = -1/2 it follows that hl(o) = 1 for each I , and so h(o) = 1. In order to evaluate h(vi), note that if x(z) = f then ( a ( f ) , v i= ) ajf) = -1
< -1/2,
48 so h f ( v i )= 0 and h(v,) = 0, as required. Finally, for any colour I and edge ij we know that at least one of x ( i ) and x(j) is not 1. Hence
where either both of the terms on the right-hand side are 1, or one is 1 and the other is -1. In any case the sum exceeds the threshold -1/2, and h,(vj v j ) = 1. Thus 0 h(v1 “j) = 1.
+
+
The proof that the decision problem for consistency in Pkis NP-hard for k 2 3 follows directly from this result. If we are given an instance G of GRAPH k-COLOURING, we can construct the training sample s(G) in polynomial time. If the consistency problem could be solved by a polynomial time algorithm A , then we could answer GRAPH kCOLOURING polynomial time by the following procedure: given G, construct s(G), and run A on this sample. The above result tells us that the answer given by A is the same as the answer to the original question. But GRAPH k-COLOURING is known to be NP-complete, and hence it follows that the Pk-CONSISTENCY problem is NPhard if k 2 3. (In fact, the same is true if k = 2. This follows from work of Blum and Rivest (1988).) Thus, fixing k, we have a very simple family of feedforward linear threshold networks, each consisting of k 1 computation nodes (one of which is ‘hard-wired’ and acts simply as an AND gate) for which the problem of ‘loading’ a training sample is computationally intractable. Theorem 14 enables us to move from this hardness result for the consistency problem to a hardness result for pac learning. The theorem tells us that if we could pac learn P,“ with running time polynomial in eW1 and n then we could find a consistent hypothesis, using a randomised algorithm with running time polynomial in m and n. In the language of Complexity Theory this would mean that the latter problem is in RP, the class of problems which can be solved in ‘randomised polynomial time’. It is thought that RP does not contain any NP-hard problems - this is the ‘RP # NP’ conjecture, which is considered to be as reasonable as the ‘P # NP’ conjecture. Accepting this, it follows that there is no polynomial time pac learning algorithm for the graded space P‘ = UP; when k 2 2.
+
This may be regarded as a rat,her pessimistic note, but it should be emphasised that the ‘non-learnability’ result discussed above is a worst-case result and indicates that training feedforward linear threshold networks is hard in general. This does not mean that a particular learning problem cannot be solved in practice. 8. EXTENSIONS AND GENERALISATIONS
The basic pac model is useful, but it has clear limitations. A number of extensions to the basic model have been made in the last few years. In this section, we briefly describe some of these. It is not possible to give all the details here; the reader is referred to the references cited for more information.
49
8.1
Stochastic concepts
The results presented so far have nothing to say if there is some form of ‘noise’ present during the learning procedure. Further, the basic model applies only to the learning of functions: each example is either a positive example or a negative example of the given target concept, not both. But one can envisage situations in which the ‘teacher’ has difficulty classifying some examples, so that the labelled examples presented to the ‘learner’ axe not labelled by a function, the same example being on occasion presented by the ‘teacher’ as a positive example and on other occasions (possibly within the same training sample) as a negative example. For example, in the context of machine vision, if the concept is a geometrical figure then points close to the boundary of the figure may be difficult for the teacher to classify, sometimed being classified as positive and sometimes as negative. Alternatively, the problem may not lie with the teacher, but with the ‘concept’ itself. This may be ill-formed and may not be a function at all. To deal with these situations, we have the notion of a stochastic concept, introduced by Blumer et al. (1989). A stochastic concept on X is simply a probability distribution P on X x ( 0 , l ) . Informally, for finite or countable X , one interprets P ( ( z ,b)) to be the probability that z will be given classification b. This can be specialised to give the standard pac model, as follows. Supppose we have a probability distribution p on X and a target concept t ; then (see Anthony and Shawe-Taylor (1990), for example) there is a probability distribution P on X x ( 0 , l ) such that for all measurable subsets S of
x,
p (((2,t ( z ) ) I z E S ) ) = 4s); p (((2, b) I 2 E s,b # t ( 2 ) ) )= 0In this case, we say that P corresponds to t and p. What can be said about ‘learning’ a stochastic concept by means of a hypothesis space H of (0, 1)-valued functions? The error of h E H with respect to the target stochastic concept is the probability
of misclassification by h of a further randomly drawn training example. If P is truly stochastic (and not merely the stochastic representation of a function, as described above) it is unlikely that this error can be made arbitrarily small. As earlier, observed error of h on a training sample s = ( ( 2 1 , b l ) , (22,b z ) , . . . ,(z,, b,)) is defined to be
Clearly this may be non-zero for all h (particularly if the same example occurs twice in the sample, but with different labels). What should ‘learning’ mean in this context? What we should like is that there is some sample size mo, independent of the stochastic concept P , such that if a hypothesis has ‘small’ observed error with respect to a random sample of length at least mo then, with high probability, it has ‘small’ error with respect to P. The following result follows from one of Vapnik (1982) and was first presented in the context of computational learning theory by Blumer et al. (1989). (The result presented here is a slight improvement due to Anthony and Shawe-Taylor (1990).)
50
Theorem 16 Let H be a hypothesis space of (0, l)-valued functions defined on an input space X . Let P be any probability measure on S = X x ( 0 , l ) (that is, P is a stochastic concept on X ) , let 0 < E < 1 and let 0 < y 5 1. Then the Pm-probability that, for s E S“, thereissomehypothesisfrom H such that erp(h) > eander,(h) 5 (1-y)erp(h) is at most 4n,(2m)exp (-:y2ern). firthennore, there is a constant h’ > 0 such that if H has finite VC dimension d, then there is mo = rno(6, e,y) satisfying
such that if m
> mo then, for s E S”, er,(h) 5 (1 - T ) E ==+ erp(h)
<E
with probability at least 1 - 6. The notion of a stochastic concept can be applied to a number of situations. As already indicated, it can be useful when the target ‘concept’ is not a function. It can also be useful when there is ‘classification noise’ (see Angluin and Laird (1988)), that is, where there is an underlying target function, but the randomly chosen examples have their labels ‘flipped’ occasionally. This corrupts the training data and results in a stochastic concept. Additionally, in the standard pac model, we have assumed that the concept space is a subset of the hypothesis space. Suppose this is not so and t E C \ H . Then there can be no h E H such that the error of h with respect to t is 0 for all probability distributions p on X . However, Theorem 16 is applicable. Suppose p is a distribution on X and take F to be the stochastic concept corresponding to t and p . Since the sample size given in Theorem 16 is independent of the stochastic concept P, we obtain a type of learnability result when H has finite VC dimension: there is a sample size mo(6,e) such that if a randomly drawn training sample of t of length rno is presented, then with probability at least 1 - 6, if h E H is correct on a fraction of at least 1 - ~ / 2 of the sample, then h has error at most e . (Here, we have taken y = 1/2 for simplicity.) In fact, somewhat more can be said about ‘learning’ in this case. Suppose we have a concept space C and a hypothesis space H defined on X , not necessarily such that C C H . Suppose that p is a probability distribution on X . For any target t E C, let OPtH(t) = infier,(h,t). Let us say that a learning algorithm L for (C, H ) is a probably approzimately optimal algorithm if for any 0 < 6,e < 1, there is m O ( 6 , E ) such that for any t E C and any p , if a training sample s for t of length at least rno is randomly drawn then with probability at least 1 - 6, er,(L(s)) < OPtH(t) E .
+
51
We say that a hypothesis space H has the un:form convergence of errors ( UCE) property if the following holds. Given real numbers 6 and e (0 < 6,e < l ) , there is a positive integer mo(6,e ) such that, for any probability distribution P on S = X x (0, l},
P"' ( { s E S"'
I
for allh E H , Jerp(h) - er.(h)l
< e}) > 1 - 6.
This means, roughly speaking, that one can guarantee with high confidence that the observed errors of functions in H are within e of their actual errors. Results of Vapnik and Chervonenkis (1971) on the uniform convergence of relative frequencies to probabilities show that if H has finite VC dimension then H has the UCE property. It follows, upon taking P to be the stochastic concept corresponding to t and p, that there is a probably approximately optimal learning algorithm for (C, H ) : the algorithm which returns the hypothesis which minimises the observed error. Of course, this minimisation may be a computationally intra.ctable problem, but the emphasis here is on whether such learning is theoretically possible. 8.2
Variations on t h e pac model
We have observed that pac learning may be computationally intractable, due to the difficulty of the associa.ted consistency problem. Many researchers have looked at a number of ways of varying the model to make learning easier. We shall now briefly discuss two important variations: distribution-dependent models and models which allow queries. Perhaps the main attraction of the definition of pac learning is the 'distribution-free' criterion: the sample size is independent of the probability distribution. The proofs of the standard computational hardness results for pac learning and the lower bounds on sample complexity involve the use of very particular probability distributions, so the theory presented earlier is very dependent on this criterion. If we know in advance what the distribution on the example space is, or if we know that it is one of a particular set of distributions, then the full stength of the pac definition is not needed. Generally, suppose C is a concept space, H is a hypothesis space, and P is a class of probability distributions on X . We may say that a learning algorithm L for (C,H ) is a (C, H , P ) pac learning algorithm if there is a sample size mo(6,e ) such that for any t E C and any p E P , with p"-probability at least 1 - 6 , if a training sample s is presented, erp(L(s)) < e . This is a weakening of the pac criterion, in that mo need be uniform only over P and not over all distributions. The case P = { p } , in which P consists of just one distribution, has been studied by Benedek and Itai (1988,1991), where a characterisation for learnability in terms of e-covers is obtained. In general, finite VC dimension is not necessary for (C, H , P) pac learning. (The theory of previous sections shows that it is necessary when P consists of all distributions.) In addition, learning with respect to a particular distribution may be computationally feasible in situations where standard pac learning is NP-hard. For further discussion of distribution-dependent learning, we refer the reader to the papers of Benedek and Itai (1992), Ben-David, Benedek and Mansour (1989), Bertoni e t al. (1992), Khtiritonov (1993), Li and Vitanyi (1989), Linial, Mansour and Nisan (1989).
52
In the standard pac framework, the learning algorithm receives labelled examples and forms a hypothesis only on the basis of these. The learning algorithm has no control over the sequence of training examples. Clearly, it might be possible to make learning easier if we allow L to ‘ask questions’, such as: ‘is x a positive example?’, for a particular I, chosen by the algorithm. This type of query is known as a membership query and, intuitively, one might expect that it makes it easier for the learning algorithm to converge to the target concept. The idea of learning with this and other types of query in addition to random labelled examples (and sometimes in place of random labelled examples) was mentioned by Valiant (1984a) and has been studied extensively in recent years. We refer the reader to the papers by Angluin (1988), Angluin, Fkazier and Pitt (1990), Baum (1990,1991), Maass and Turan (1990,1992), and the survey by Angluin (1992) and the references therein. 8.3
The graph dimension
As far as applications to artificial neural networks are concerned, the most significant and important extension of the basic pac model is to the learning of general function spaces. The basic model concerns (0, 1)-valued functions only; that is, it is concerned only with classification problems. We have seen how it applies to feedforward linear threshold networks having one output node. But what can be said about learning and generalisation in feedforward linear threshold networks having more than one output node, or in artificial neural networks with sigmoid activation functions and a real-valued output? To deal with these problems and others, the pac model has been extended in a number of ways. Most of the relevant work has been on sample complexity rather than computational complexity, with a few notable exceptions, such as the paper of Kearns and Schapire (1990). Here, we concentrate on the problem of sufficient sample size. In what follows, certain technical measure-theoretic conditions have to be satisfied; we shall not discuss these, but refer the reader to the paper of Haussler (1992) or to the book by Pollard (1984). Suppose that C ,H are sets of functions from an example space X into a set Y , with H ,and suppose that t E C. Suppose also that there is a probability distribution p on X. Generalising in the obvious way from our previous definitions, we may define the emor of h E H with respect to t to be
C
er,(h) = cL({x E
-r I h ( z ) # t ( l ) ) ) .
That is, h is erroneous on example x if h(x) # t ( x ) . When Y = R, for example, this may seem a little coarse; we shall later discuss an alternative approach. With this measure of error, we may define learning as earlier. For h E H, let Oh be the function from X x Y to ( 0 , l ) defined by
Q h ( z ,y) = 1
h(x) = y.
and let OH = {Gh : h E X}. Now, it can be shown that if the hypothesis space B H is pac learnable (in the usual sense), then so too is H, by any consistent learning
53
algorithm; see Natarajan (1989) and Anthony and Shawe-Taylor (1990). Furthermore, the sample complexity of any consistent learning algorithm for H (when regarded as a ‘pac algorithm) can be bounded by an expression involving the VC dimension of BH. (A suitable upper bound is any upper bound on the sample complexity of a consistent learning algorithm for OH, such as the expression of Theorem 8 with d = VCdim(PH).) This quantity VCdim(GH) is known as the graph dimension of H (Natarajan (1989)) and is denoted Gdim(H). Clearly, when Y = (0, l}, the graph dimension and the VC dimension coincide. We remark that the idea of stochastic concept can be extended to ‘stochastic function’. Indeed, the distribution P discussed above is an example of a stochastic function. More generally, the analysis presented earlier for (standard) stochastic concepts extends to stochastic functions; see Anthony and Shawe-Taylor (1990) and Buescher and Kumas (1992), for example, and later in this section, where a more general framework is described. We see from this discussion that if Gdim(H) is finite then H is pac learnable by any consistent algorithm. It is natural to ask whether finite graph dimension is a necessary condition for learnability in this generalised model. However, Natarajan showed this not to be the case: there are pac learnable function spaces with infinite graph dimension (see Natarajan (1991)). Natasajan finds a weaker necessary condition for learnability, showing a certain measure, now known as the Natarajan dimension, must be finite for H to be pac learnable. More recently, Ben-David, Cesa-Bianchi and Long (1992) have shown that when Y is finite, the finiteness of the graph dimension is a necessary and sufficient condition for H to be pac learnable. Furthermore, they show that the Natarajan dimension is finite if and only if the graph dimension is finite, so that Natarajan’s necessary and sufficient conditions are matching. In fact, they obtain a ‘meta-result’, characterising those measures of dimension which themselves characterise learnability in the case of finite Y . The graph dimension has been applied to obtain bounds on the required sample size for learning in artificial neural networks. Natarajan (1989) obtained a result bounding the graph dimension of a linear threshold network (not necessarily a feedforward one) with any number of output nodes and with (0, 1)-valued inputs. For feedforward linear threshold networks with real inputs, Shawe-Taylor and Anthony (1991) (see also Anthony and Shawe-Taylor (1990)) generalised the result of Baum and Haussler (1989) presented in Theorem 12. Specifically, they showed that if a feedforward linear threshold network has any number k of output nodes then the graph dimension of the space of {O,l}’-valued functions it computes is at most 2Wlog(ez), where z, W are, as earlier, the number of computation nodes and the number of variable weights and thresholds. Thus, the same upper bound on sample size as presented in Theorem 13 holds for this more general case.
54 8.4
T h e pseudo-dimension
We have seen that the graph dimension can be used to measure the expressive power of a hypothesis space of functions, in somewhat the same way as the VC dimension is used for (0, 1)-valued hypothesis spaces. But there are other such measures, as discussed by Haussler (1992) and Ben-David, Cesa-Bianchi and Long (1992), for example. In passing, we have already mentioned the Natarajan dimension. We now introduce a very useful dimension, known as the pseudo-dimension. This was introduced by Pollard (1984) and is defined whenever the set of functions maps into Y C_ R. (More generally, it may be defined when Y is any totally ordered set, but this shall not concern us here.) Let H be a set of functions from X to R. For any x = ( q , x 2 , . . . ,z,) E X"', and for h E H, let h(x) = ( h ( X l ) , h ( z z ) , . . . >h(Gn)) and let H ( x ) = { h ( x ) : h E H } . We say that x is pseudo-shattered by H if some translate r H ( x ) of H ( x ) intersects all orthants of R". In other words, x is pseudoshattered by H if there are q ,Q , . .. ,r , € R such that for any b E ( 0 , l}", there b; = 1. The largest d such that some sample of is h b E H with h b ( I i ) 2 ri length d is pseudo-shattered is the pseudo-dimension of H and is denoted by Pdim(H). (When this maximum does not exist, the pseudo-dimension is taken to be infinite.) When Y = ( 0 , l}, the definition of pseudo-dimension reduces to the VC dimension. Furthermore, when H is a vector space of real functions, then the pseudo-dimension of H is precisely the vector-space dimension of H ; see Haussler (1992).
+
8.5
A framework for learning function spaces
When considering a space H of functions from X to Rk,it seems rather coarse to say that a hypothesis h is erroneous with respect to a target t on example I unless h ( z ) and t ( 2 ) are precisely equal. For example, with a neural network having k real-valued outputs, it is extremely demanding that each of the Ic outputs be ezactly equal to that which the target function would compute. Up to now, this is the definition of error we have used. There are other ways of measuring error, if one is prepared to ask not is the output correct? but is the output close? in some sense. Haussler (1992) has developed a 'decision-theoretic' framework encompassing many ways of measuring error by means of 1033 functions. We shall describe this framework in a way which also subsumes the discussion on stochastic concepts. First, we need some definitions. A loss function is, for our purposes, a non-negative bounded function 1 : Y x Y -t [0, M ] (for some M ) . Informally, the loss Z(y, y') is a measure of how 'bad' the output y is, when the desired output is y'. An example of a loss function is the discrete loss function, defined by Z(y, y') = 1 unless y = y', in which case Z(y,y') = 0. Another useful loss function in the L'-loss, which is defined when Y Rk. This is given by
55
In both of these examples, the loss function is actually a metric, but there is no need for this. For example, a loss function which is not a metric and which has been usefully applied by Kearns and Schapire (1990), is the L2-loss or quadratic loss, defined on R k by
There are many other useful loss functions, such as the Lm-loss, the logistic loss and the cross-entropy loss. In order to simplify our discussion here, we shall concentrate largely on the L’-loss, which seems appropriate when considering artificial neural networks. The reader is referred to the influential paper of Haussler (1992) for far more detailed discussion of the general decision-theoretic approach and its applications. As in our discussion of stochastic concepts, we consider probability distributions P on X x Y . Suppose that I : Y x Y + [0, MI is a particular loss function. For h E H,we define the error of h with respect to P (and I ) to be
the expected value of I ( h ( z ) , y ) .When P is the stochastic concept corresponding to a target function t and a probability distribution p on X , then this error is E,,((h(z), t ( z ) ) , the average loss in using h to approximate to t. Note that if 1 is the discrete metric then this is simply the p-probability that h ( z ) # t ( z ) ,which is precisely the measure of error used in the standard pac learning definition. Suppose that a sample s = ((zl,gl), . . . ,(zm,ym))of points from X x Y is given. The observed error (or empirical l o s s ) of h on this sample is
c
l m er*,/(h)= m . I(h(Zj),Y j ) . 1=1
The aim of learning in this context is to find, on the basis of a ‘large enough’ sample S, some L ( s ) E H which has close to optimal error with respect to P ; specifically, if 6, E > 0 and if, as in our discussion of probably approximately optimal learning, opt,(P) = inf{erp,l(h) : h E H}, then we should like to have erp,r(l(s)) < o p t d P )
+ e,
with probability at least 1 - 6. As before, ‘large enough’ means at least mo(6,E), where this is independent of P. As for the standard pac model and the stochastic pac model described earlier, this can be guaranteed provided we have a ‘uniform convergence of errors’ property. Extending the earlier definition, we say that a hypothesis space H of functions from X to Y has the uniform convergence of errors ( U C E ) property if for
56
0 < 6, B < 1, there is a positive integer rno(6, e ) such that, for any probability distribution P on X x Y ,
P" ({s
I
for all h E H , (erp,,(h) - er,,,(h)l
< E } ) > 1 - 6.
If this is the case, then a learning algorithm which outputs a hypothesis minimising the observed error will be a probably approximately optimal learning algorithm; see Haussler (1992) for further discussion. We should note that minimisation of observed error is not necessarily the 'simplest' way in which to produce a near-optimal hypothesis. Buescher (1992) has obtained interesting results along these lines. 8.6
The capacity of a function space
An approach to ensuring that a space of functions has the UCE property, which is described in Haussler (1992) and which follows Dudley (1984), is to use the notion of the capacity of a function space. For simplicity, we shall focus here only on the cases in which Y is a bounded subset of some Rk, Y [O,M]', and we shall use the L'-loss function, which from now on will be denoted simply by 1. Observe that the loss function maps into [O,M] in this case. We first need the notion of an e-cover of a subset of a pseudo-metric space. A pseudo-metric a on a set A is a function from A x A to R such that a ( u , b) = a ( b , a) 2 0, a( u, a) = 0, a(a, b) 5 a( u, c ) a ( c , b)
+
for all a , b, c E A . An e-cover for a subset W of A is a subset S of A such that for every w E W , there is some s E S such that a ( w , s) 5 c. W is said to be totally-bounded if it has an e-cover for all e > 0. When W is totally bounded, we denote by N ( e , W ,a) the size of the smallest e-cover for W . To apply this to learning theory, suppose that H maps X into [0,MIk and that p is a probability distribution on X . Define the pseudo-metric on H by 3,,(f,9 ) = E,, (I(f(21,g(2)). We shall define the €-capacity of H to be
a,,
C H ( ~=) supN(e, Hlap), B
where the supremum is taken over all probability distributions p on X . If there is no finite e-cover for some p, or if the supremum does not exist, we say that the e-capacity is infinite. The definition just given is not quite the same as the definition given by Haussler; here, we take a slightly more direct approach because we are not aiming for the full generality of Haussler's analysis. Results of Haussler (1992)and Pollard (1984) provide the following uniform bound on the rate of convergence of observed errors to actual errors. Theorem 17 With the notation of this section, if P is any probability distribution on S = X x Y , then pm({s
1 there is h E H with lerp,l(h) - er,,l(h)l > E ) ) < 4 c H (c/16)
e-r2m/64M2
for all 0 < E
< 1.
0
When k = 1 and H maps into [O,M],the capacity can be related to the pseudodimension of H . Haussler (1992) (see also Pollard (1984)) showed that if d = Pdim(H) then
This, combined with the above result, shows that, in this case, H has the UCE property and that the sufficient sample size is of order
Thus, if H is a space of real functions and Pdim(H) is finite, then the learning algorithm which outputs the hypothesis with minimum observed error is a probably approximately optimal learning algorithm with sample complexity m o ( 6 , ~ ) . Thus, in a sense, for pac learning hypothesis spaces of real functions, the pseudo-dimension takes on a r d e analogous to that taken by the VC dimension for standard pac learning problems.
8.7
Applications to artificial neural networks
We now illustrate how these results have been applied to certain standard types of artificial neural network. We shall consider here the feedforward ‘sigmoid‘ networks. In his paper, Haussler (1992) shows how the general framework and results can also be applied to radial basis function networks and networks composed of product units. Referring back to our definition of a feedforward network, we assumed at that point that each activation function was a linear threshold function. Suppose instead that each activation function fr is a ‘smooth’ bounded monotone function. In particular, ] that it is differentiable suppose that fr takes values in a bounded interval [ c x , ~ and on R with bounded derivative, If:(z)l 5 B for all I. (We shall call such a function a sigmoid.) The standard example of such a function is
where 6’ is known as the threshold, and is adjustable. This type of sigmoid function, which we shall call a standard sigmoid, takes values in ( 0 , l ) and has derivative bounded by 1/4. By proving some ‘composition’ results on the capacity of function spaces and by making use of the pseudo-dimension and its relationship to capacity for real-valued function spaces, Haussler obtained bounds on the capacity of feedforward artificial neural networks with general sigmoid activation functions. It is not possible to provide all the details here; we refer the reader to his paper. Before stating the next result, we need a further definition. The depth of a particular computation node is the number of arcs in the longest directed path from an input node to the node. The depth of the network is the largest depth of any computation node in the network. We have the following special case of a result of Haussler (1992).
58
Theorem 18 Suppose that ( N , A ) is a feedforwaxd sigmoid network of depth d , with z computation nodes, n input nodes, any number of output nodes, and W adjustable weights and thresholds. Let A be the maximum in-degree of a computation node. Suppose that each activation function maps into the interval [a,PI.Let H be the set of PI" when the variable weights functions computable by the network on inputs from [a, are constrained to be at most V in absolute value. Then for 0 < e 5 /3 - a ,
CH(r)
(243
-
a)d(AvB)d-')'" e
where B is a bound on the absolute values of the derivatives of the activation functions. Further, for fixed V , there is a constant Ii such that for any probability distribution P on X x Rk,the following holds: provided
then with Pm-probability at least 1 - 6, a sample s from ( X x Rk)m satisfies l e r d h ) - erp,r(h)l < e for all h E
H. Moreover, there is K1 such that if m
L
+
(Wlog
(q) (i)), +log
and er.,l(h) = 0 then, with probability at least 1 - 6, erp,l(h) < e .
0
This result shows that the space of functions computed by a certain type of sigmoid network has the UCE property. It provides an upper bound on the order of sample size which should be used in order to be confident that the observed error is close to the actual error. In particular, therefore, it follows that a learning algorithm which minimises observed error is probably approximately optimal, with sample complexity bounded by the bounds in the theorem. The presence of the bound B on the absolute values of the derivatives of the activation functions means that this theorem does not apply to linear threshold networks, where the activation functions are not differentiable. Nonetheless, the sample size bounds are similar to those obtained for linear threshold networks. Furthermore, in the theorem, there is assumed to be some uniform upper bound V on the maximum magnitude of the weights. Recently, Macintyre and Sontag (1993) have shown that if every activation function is the standard sigmoid function and if there is one output node, then such a bound is not necessary. They show that the set of functions computed by a standard
sigmoid network with unrestricted weights (and on unrestricted real inputs) has finite pseudo-dimension.
59
We reniark that the results presented concerning sigmoid neural networks are upperbound results. One cannot easily give lower bounds on the sample size as for standard pac learning. One reason for this is that, although pac learnable function spaces from X to finite Y can be characterised (as in Ben-David, Cesa-Bianchi and Long (1992)), no matching necessary and sufficient conditions are known for the more general problem of pac learning when Y is infinite. In other words, it is an open problem to determine a single parameter which quantifies precisely the learning capabilities of a general function space.
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Garey and Johnson (1979): M. Garey and D. Johnson, Computers and Intractibility: A Guide to the Theory of NP-Completeness. Freeman, San Francisco. Grunbaum (1967): B. Grunbaum, Convez Polytopes. John Wiley, London. Haussler (1992): D. Haussler, Decision theoretic generalizations of the pac model for neural net and other learning applications, Information and Computation, 100: 78-150. Haussler et al. (1988): D. Haussler, M. Kearns, N. Littlestone and M. Warmuth, Equivalence of models for polynomial learnability. In Proceedings of the 1988 Workshop o n Computational Learning Theory. Morgan Kaufmann, San Mateo, CA. (Also, Information and Computation, 95 (2), 1991: 129-161.) Haussler and Welzl (1987): D. Haussler and E. Welzl, Epsilon-nets and simplex range queries. Discrete & Computational Geometry, 2: 127-151. Judd (1988): J.S. Judd, Learning in neural networks. In Proceedings of the 1988 Workshop on Computational Learning Theory. Morgan Kaufmann, San Mateo, CA. Kearns and Schapire (1990): M. Kearns and R. Schapire, Efficient distribution-free learning of probabilistic concepts. In Proceedings of the Thirty-First IEEE Symposium on Foundations of Computer Science, IEEE Computer Society Press, Washington DC. Kharitonov (1993): M. Kharitonov, Cryptographic hardness of distribution specific learning. To appear, Proceedings of the Twenty-Fifih Annual ACM Symposium on the Theory of Computing, 1999. Li and Vitanyi (1989): M. Li and P. Vitanyi, A theory of learning simple concepts under simple distributions and average case complexity for the universal distribution. In Proceedings of the Thirtieth IEEE Symposium on Foundations of Computer Science, IEEE Computer Society Press, Washington DC. Linial, Mansour and Nisan (1989): N. Linial, Y. Mansour and N. Nisan, Constant depth circuits, Fourier transforms, and learnability. In Proceedings of the Thirtieth IEEE Symposium on Foundations of Computer Science, IEEE Computer Society Press, Washington DC. Maass (1992): W. Maass. Bounds for the computational power and learning complexity of Analog Neural Nets. Manuscript, Institute for Theoretical Computer Science, Technische Universitaet Graz, Austria, 1992. To appear, Proceedings of the Twenty-Fifth Annual ACM Symposium on the Theory of Computing, 1999. Maass and Turan (1990): W. Maass and G. Turan, On the complexity of learning from counterexamples and membership queries. In Proceedings of the Thirty-First IEEE Symposium on Foundations of Computer Science, IEEE Computer Society Press, Washington DC. Maass and Turan (1992): W. Maass and G. Turan, Lower bound methods and separation results for on-line learning models, Machine Learning 9 (2-3): 107-145. Macintyre and Sontag (1993): A. Macintyre and E.D. Sontag, Finiteness results for
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sigmoidd “neural” networks (extended abstract). To appear, Proceedings of the TwentyFifth Annual A C M Symposium on the Theory of Computing. Minsky and Papert (1969): M. Minsky and S. Papert, Perceptrons. MIT Press, Cambridge, MA. (Expanded edition 1988.) Natarajan (1989): B.K. Natarajan, On learning sets and functions. Machine Learning, 4: 67-97. Natarajan (1991): B.K. Natarajan, Machine Learning: A Theoretical Approach, Morgan Kaufmann. Pitt and Valiant (1988): L. Pitt and L.G. Valiant, Computational limitations on learning from examples. Journal of the A CM, 35 (4): 965-984. Pollard (1984): D. Pollard, Convergence of Stochastic Processes, Springer-Verlag, New York. Rosenblatt (1959): F. Rosenblatt, Two theorems of statistical separability in the perceptron. In Mechanisation of Thought Processes: Proceedings of a Symposium Held at the National Physical Laboratory, November 1958. Vol. 1. HM Stationery Office, London. Sauer (1972): N. Sauer, On the density of families of sets, Journal of Combinatorial Theory ( A ) , 13: 145-147. ShaweTaylor and Anthony (1991): J. Shawe-Taylor and M. Anthony, Sample sizes for multiple output threshold networks, Network 2: 107-117. Shawe-Taylor, Anthony and Biggs (1993): J. Shawe-Taylor, M. Anthony and N. Biggs, Bounding sample size with the Vapnik-Chervonenkis dimension. To appear, Discrete Applied Mathematics, Vol. 41. Valiant (1984a): L.G. Valiant, A theory of the learnable. Communications of the A C M , 27 (11): 1134-1142. Valiant (1984b): L.G. Valiant, Deductive learning. Philosophical Transactions of the Royal Society of London A, 312: 441-446. Vapnik (1982): V.N. Vapnik, Estimation of Dependences Based on Empirical Data. Springer Verlag, New York. Vapnik and Chervonenkis (1971): V.N. Vapnik and A.Ya. Chervonenkis, On the uniform convergence of relative frequencies of events to their probabilities. Theory of Probability and its Applications, 16 (2), 264-280. Vapnik and Chervonenkis (1981): V.N. Vapnik and A.Ya. Chervonenkis, Necessary and sufficient conditions for the uniform convergence of means to their expectations. Theory of Probability and its Applications, 26 (3), 532-553. Wilf (1986): H.S. Wilf, Algorithms and Complexity. Prentice-Hall, New Jersey.
Mathematical Approaches to Neural Networks J.G. Taylor (Editor) Q 1993 Elsevier Science Publishers B.V. All rights reserved
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Time-summating network approach Paul C. Bressloff GEC-Marconi Ltd., Hirst Research Centre, East Lane, Wembley, Middx. HA9 7PP, United Kingdom.
Abstract A review of the dynamical and computational properties of timesummating neural networks is presented. 1
INTRODUCTION
The formal neuron used in most artificial neural networks is based on a very simple model of a real neuron due to McCulloch and Pitts [l]. In this model, the output of the neuron is binary-valued, indicating whether or not its activation state exceeds some threshold, and the activation state at any discrete time is equal to the linear sum of inputs to the neuron at the previous time-step, (We shall refer to such a neuron as a standard binary neuron). The simplicity of networks of these neurons has allowed many analytical and numerical results to be obtained. In particular, statisticalmechanical techniques, which exploit the analogy between standard binary networks and magnetic spin systems, have been applied extensively to the study of the collective behaviour of large networks [2,3]. Moreover, Gardner [4] has developed statistical-mechanical methods t o analyse the space of connection weights between neurons and thus determine quantities such as the optimal capacity for the classification and storage of random, static patterns. However, networks of standard binary neurons tend t o be rather limited in terms of (i) the efficiency with which they can process temporal sequences of patterns, and (ii) the range of dynamical behaviour that they can exhibit. These limitations are related to the fact that there is no memory of inputs to the neuron beyond a single time-step. A simple way to incorporate such a memory is to take the activation state of each neuron to be a slowly decaying function of time - a timesummating binary neuron. In this paper, we consider the consequences of this simple modification of the McCulloch-Pitts model for the deterministic dynamics (section 2). stochastic dynamics (section 3) and temporal sequence
64
processing abilities (section 4) of neural networks. One of the interesting features of time-summating neurons is that they incorporate, albeit in simplified form, an important temporal aspect of the process by which real neurons integrate their inputs. In section 5. we describe a n extension of the time-summating model that takes into account spatial aspects of this process such as the geometry of the dendritic tree and soma. 2
DETERMINISTIC DYNAMICS
Consider a fully-connected network of N standard binary-threshold neurons [I,51 and denote the output of neuron i, i = 1,...,N, at the mth time step by ai(m) E {0,1].The binary-valued output indicates whether or not the neuron has fired at time m. The neurons are connected by weights wij t h a t determine the size of an input to neuron i arising from the firing of neuron j. In this simple model, the activation state of neuron i at time m is equal to the linear sum of all the inputs received at the previous time-step,
j+i
where Ii denotes some fixed external input. Each neuron fires whenever its activation state exceeds a threshold hi, ai(m) = e(Vi(m)- hi)
(2.2)
4
where e(x) = 1ifx 20 and e(x) = 0 if x < 0. Note that the external inputs may be absorbed into the thresholds hi. Equations (2.1) and (2.2) determine the dynamics on the discrete space of binary outputs (0,1IN. (Unless otherwise stated, we shall assume throughout that the neurons update their states in parallel). The number of possible states of the network is finite, equal t o gN. Therefore, i n the absence of noise, there is a unique transition from one state to the next and the long-term behaviour is cyclic. This follows from the fact that a finitestate system must return to a state previously visited after a finite number of time-steps ( S 2N). Hence, the dynamics is restricted to attracting cycles consisting of simple sequences of states, i.e., a given state only occurs once per cycle. Complex sequences, on the other hand, contain repeated states so that there is an ambiguity a s to which is the successor of each of these states (see Figure 1);such ambiguities cannot be resolved by a standard binary network. From a computational viewpoint, if each attracting cycle is interpreted as a stored temporal sequence of patterns, then there are severe
65
limitations on the range of sequences that can be stored. B
B
A
D ABCD
D
ABCAD
Figure 1. Example illustrating the difference between a simple sequence
ABCD ... and a complex sequence ABCAD... In the latter case there is an ambiguity concerning the successor of state A. To allow the occurrence of complex sequences, it is necessary to introduce some memory of previous inputs that extends beyond a single time-step. The simplest way to achieve this is to modify the network at the single neuron level by taking the activation state to be a slowly decaying function of time with decay rate ki < 1,say. Equation (2.1)then becomes
(2.3)
We shall refer to a formal neuron satisfying equations (2.2)and (2.3)as a time-summating, binary neuron. The decay term kiVi(m-1) may be viewed as a positive feedback along a delay line of weight ki (see Figure 2); this should be distinguished from models in which the output of the neuron is fed back rather than the value of the activation state. Note that the decay term incorporates a n important temporal feature of biological neurons [6]there is a persistence of cell activity over extended periods due to the leakyintegrator characteristics of the cell surface. If we interpret the activation state of our formal neuron a s a mean soma potential then, crudely speaking, we may relate the decay rate ki to the electrical properties of the and Ci are the leakage capacitance cell surface, ki = exp(-l/RiCi), where and resistance respectively. (See also section 5).Recent neurophysiological evidence suggests that the time constant of certain cortical neurons is of the
66
order of hundreds of milliseconds [7].Since a single time-step corresponds to a few milliseconds, i.e. a refractory period, the decay rate ki could be close to unity.
delay
aj(m - 1)
ij
summation
threshold
Figure 2. A time-summating, binary-threshold neuron. It follows from equation (2.3)that the activation state depends on the previous history of inputs. Assuming that Vi(0) = 0, we have
Such a n activity trace allows a network of time-summating neurons to resolve the ambiguities arising from complex sequences, provided that incoming activity is held over a long enough period [8,9]. Moreover, a timesummating network can be trained t o store such sequences using perceptron-like learning algorithms that are guaranteed t o converge to a solution set of weights if one exists [S]. As in the case of standard binary networks [41, statistical-mechanical techniques may be used to analyse the performance of a time-summating network in the thermodynamic limit 18111. One of the features that emerges from such a n analysis is the nontrivial contribution from intrinsic temporal correlations that are set up between the activation states of the neurons due to the presence of activity traces. (We shall consider temporal sequence processing in section 4). Another important difference between time-summating and standard networks is that the former can display complex dynamics, including frequency-locking and chaos, a t both the single neuron and network levels [12-161. There is a great deal of current interest in the behaviour of networks of oscillatory and chaotic elements. For example, recent neurophysiological experiments [171, [18] suggest t h a t the phasesynchronisation and desynchronisation of neuronal firing patterns could be
67
used to determine whether or not activated features have been stimulated by a single object. This process would avoid the combinatorial explosion associated with the use of “grandmother cells” (the binding problem [191). Time-summating networks provide a discrete-time framework for studying such phenomena. k
I
summation
threshold n U
-W
delay
Figure 3.A time-summating neuron with inhibitory feedback. To illustrate the above, consider a single time-summating neuron with fixed external input I and inhibitory feedback whose activation state evolves according to the Nagumo-Sato equation [201 V(m) = F(V(m - 1))= [kV(m - 1)- wa(m - 1) + I]
(2.5)
where a(m) = B(V(m)-h). The operation of the neuron is shown in Figure 3. We shall assume t h a t the feedback is mediated by a n inhibitory interneuron that fires whenever the excitatory neuron fires. (A more detailed model that takes into account the dynamics of the interneuron essentially displays the same behaviour. Note that the coupling of a n excitatory neuron with an inhibitory neuron using delay connections forms the basic oscillatory element of a continuous time model used to study stimulus-induced phase synchronisation in oscillator networks [21,221). The map F of equation (2.5) is piecewise linear with a single discontinuity a t V = 0, a s shown in Figure 4. Assuming that w > 0 (inhibitory feedback) and 0 c I c w, then all trajectories converge to the interval Z = W-,V+] where V- = I - w and V+ = I. (For values of I outside [O,wl, the dynamics is trivial).The dynamics on Z has been analysed in detail elsewhere [13,23,241.In particular, the map F is equivalent to a circle map with a discontinuity a t V = V+. Such a circle map is obtained by imposing the equivalence relation on C given by V(m>eV(m) + V, - V- E
68
51. The activation state may then be viewed as a phase variable. To describe the behaviour on Z it is useful t o introduce the average firing-rate (2.6) (assuming that the limit exists), where B(FW))is the output of the neuron
at time n given the initial state V. In terms of the equivalent circle map description, p(V) is a rotation number. Y
R
I-------
/
-----
I I
/
I
I
I
/
/
I
/Jf
I
Figure 4. Map F describing the dynamics of a time-summating neuron with inhibitory feedback; for w > 0 and 0 < I < w all trajectories converge t o the bounded interval Z = CV-, V+1. It can be shown that the average firing-rate is independent of the initial point V, pW) = p. and that the dynamics is either periodic o r quasiperiodic depending on whether i?i is a rational o r irrational number. Moreover, as a function of the external input I, i5 forms a “devil’s staircase” [23]. That is, p is a continuous, monotonic function of I which assumes rational values on non-empty intervals of I and is irrational on a Cantor set of I. If j5 is ra€ional, j5 = plq, then there is a periodic orbit of period q which is globally attracting. On the other hand, when 5.j is irrational there are no periodic points and the attractor is a Cantor set [24]. Note that in the limit k + 0 (standard binary neuron), the devil’s staircase structure disappears,
69
and the neuron simply becomes a bistable element alternating between its on and off states, i.e. = 1/2 independently of I.
Figure 5. The map Fp for p = 25.0 with two critical points at V = f V* and an unstable fixed point at V = Vo. Another interesting feature of the above model is that, with slight modifications, chaotic dynamics can occur leading, amongst other things, to a break up of the devil’s staircase structure [12,13].For example, suppose that we replace the step function in equation (2.5)by a sigmoid of gain y so that [12] V(m) = Fy(V(m- 1)) = kV(m - 1)- 1 + e-uV(m-l) +I
(2.7)
We shall briefly discuss the dynamics of Fy as a function of the external I < w. Then Fy has two critical input I. Assume that K s wy/2k -1 pointa at fV*,where fl*= 10d~ f as shown in Figure 5.There is also a fixed point, denoted V = Vo, which lies in the interval [-V*,V*]. For y >> 1(high gain) there exists a range of values of I for which the fixed point is unstable and all trajectories converge to the interval R = Fy(v*), on which the dynamics is either periodic o r chaotic. The chaotic dynamics arises from the fact that for y >> 1 the negative gradient
70
branch of the graph of Fr has an average slope of modulus greater than unity, which can lead to a positive Liapunov exponent h(V(0))where 1251
(2.8)
We note that the circle map equivalent to Fr is nonmonotonic, which is a well known scenario for chaotic dynamics as exemplified by the sine circle map x + F(x) = x + a + ksin(2xxY2x (mod 1) [261. Recently, a network of coupled circle maps has been used to model the synchronisation and desynchronisation of neuronal activity patterns [IS]. The basic idea is to associate with each neuron a phase variable 8; and a n activity si = 0,l. In terms of the time-summating model, si = 1 indicates that the value of the external input t o the ith neuron lies within the parameter regime for which the neuron operates as a n oscillator (active mode), with Vi interpreted as the phase variable Bi. (If I < 0 in equation (2.5) or (2.7)then Vi converges t o a stable fixed point corresponding to a passive mode of the neuron and s i = 0). The dynamics of the phases for all active neurons is taken to be [161 1
Bi (m + 1) = -[F(ei 1+E
(m))+ &F(cpj (m))]
(2.9)
where F is a circle map such as the sine map or the one equivalent to F of equation (2.71, and
(2.10)
Suppose that all neurons are coupled such that wij = w for all i, j, i f j. F o r large N, the stability of the strongly correlated state (ei(m) = 8$m) for all i j ) is determined completely by the properties of the underlying onedimensional map F [16]. To show this, define 60i(m) = 8i(m) - cp(m), where cp(m) is the average phase of the network, N-12;;8i(m). Linear stability analysis then gives (2.11) Using the definition of the Liapunov exponent h (cf. equation (2.8)), it
71
follows that the coherent state is stable provided E > eh - 1. In Ref. [lS], a Hebb-like learning rule is used to organise a network of neurons into strongly coupled groups in which neurons within a group have completely synchronised (chaotic) time series along the lines of the above coherent state, whereas different groups are uncorrelated; each group corresponds to a separate object. The learning rule takes the explicit form
where y determines the learning-rate, h is a "forgetting" term and si = 1if a neuron is activated by an input pattern (object). "he function Q restricts the weights within the interval [a,bl; O(x) = x for x E [a,bl and 0 otherwise. ARer training, if a number of patterns are presented simultaneously to the network, then each of these patterns may be distinguished by the synchronisation of the corresponding subpopulation of active neurons. In this approach, chaos performs two functions. First, it allows separate groups to become rapidly decorrelated in the presence of arbitrarily small differences in initial conditions. Second, it enables a large number of different groups t o be independently synchronised. 3
STOCHASTIC DYNAMICS
It is well known that the most significant source of intrinsic noise in biological neurons arises from random fluctuations in the number of packets of chemical neurotransmitters released a t a synapse on arrival of an action potential [27]. Such noise can be incorporated into a n artificial neural network by taking the connection weights to be discrete random variables independently updated a t every time-step according to fixed probability distributions [28,29,30]. That is, each connection weight has the form w(m) = Eu(m), where I E I is related to post-synaptic efficacy, (the efficiency with which transmitters are absorbed on t o the post-synaptic membrane), sign(&)determines whether the synapse is excitatory o r inhibitory, and u(m) corresponds to the number of packets released a t time m. Following Ref. [31], we shall take the release of chemicals to be governed by a Binomial process. Before discussing the stochastic dynamics of timesummating networks with synaptic noise, it is useful to consider the more familiar case of standard binary networks. 3.1 Standard binary networks. Incorporating synaptic noise into a standard binary neural network leads to the stochastic equations
12
where uij(m) = 0 if aj(m) = 0, whereas uij(m) is generated by a Binomial distribution when aj(m) = 1. Thus, for a given state a(m) = a , the conditional probability that uij(m) = q j is given by
where are constants satisfying 0 I h j I 1and L is the maximum number of packets that can be released a t any one time, (assumed t o be synapseindependent). Note that a random fluctuation qi(m) of the threshold hi has also been included in equation (3.1). We shall take the probability distribution function of qi(m) to be a sigmoid,
where j3-l is a “temperature”parameter. Let p(i I a) be the conditional probability that neuron i fires given that the state of the network a t the previous time-step is a. We may obtain p(ila) by averaging the right-hand side of equation (3.1) over the distributions (3.2)and (3.3).This leads to the result,
(3.4)
since w(V) = 1 - qr(-V) when qt is a sigmoid function. (In the absence of synaptic noise, the conditional probability reduces directly t o that of the Little model [32]). Introducing the probability Pm(a)that the state of the network a t time m is a , we may describe the dynamical evolution of the network in terms of the homogeneous Markov chain
(3.5)
where Qba is the time-independent transition probability of going from
state a to state b in one time-step, and satisfies
N Qba = ~ { b i p ( i l a ) + [ l - b i l [ l - p ( i l a ~ l }
(3.61
i=l
Since the Markov chain generated by equations (3.4)and (3.6)is irreducible when P-l > 0 and hj > 0, (there is a nonzero probability that every state may be reached from every other state in a finite number of time-steps), and assuming that N is finite, we may apply the Perron-Frobenius theorem [32]: If Q is the transition matrix of a finite irreducible Markov chain with period d then (i) the d complex roots of unity, XI, ha = w,...,hd = where w = eanUd, are eigenvalues of Q, and (ii)the remaining eigenvalues hd+l,...,hN satisfy I hj I < 1;(a Markov chain is said t o have period d if, for each state a, the probability of returning to a after m time-steps is zero unless m is an integer multiple of d). For non-zero temperatures, the Markov chain is aperiodic (d = 1) so that there is a nondegenerate eigenvalue of Q satisfying 1.1 = 1,whilst all others lie inside the unit circle. By expanding the solution of equation (3.5) in terms of the generalised eigenvectors of Q, it follows that there is a unique limiting distribution P,(a) such that
(3.7) independently of the initial distribution, where P, is the unique eigenvector of Q with eigenvalue unity. Equation (3.7)implies that timeaverages are independent of initial conditions and may be replaced by ensemble averages over the limiting distribution P,. That is, for any wellbehaved state variable X,
(3.8) Note that in practice time-averages are defined over a finite-time interval T = Tabs. These averages may be replaced by ensemble averages provided ~ the ,maximum relaxation time characterising the rate of that zobs >> T fluctuations of the system. Although techniques have been developed to analyse P, [34], the explicit form for P, tends to be rather complicated except for the special cases in which detailed balance holds. For then there exists some function f
14
such that &baff a) = Qabf(b) and equation (3.5) has the stationary solution P*(a) = f(a&f(a). Since, by the Perron-Frobenius theorem, the limiting distribution is unique, and hence equal t o P*, we obtain the Gibbs distribution
(3.9) a
where H(a) = -P-llogfIa) is an effective Hamiltonian. An example of a network for which detailed balance holds is the Little [321 model with symmetric weights, wij = wj;. In this particular case, fla) = coshp(Cjwij9 hi)[351. One of the consequences of equation (3.7)is that, as i t stands, the network cannot display any long-range order in time since any injection of new information produces fluctuations about the limiting distribution that are then dissipated. Therefore, to operate the network as an associative memory, it is necessary to use one of the following schemes; (a) Introduce an external input I = (11,...,IN) and take the network t o be a continuous mapper [36] in which the limiting distribution P, i s considered as a fimction of I. (See also section 3.2) (b) Take the zero noise limit P - l + 0, Xij + 1, so that equation (3.1) reduces to equations (2.1) and (2.2), with wij = eijL, and the many attracting cycles of the deterministic system emerge. For small but nonzero noise, these cycles will persist for extended lengths of time with the noise inducing transitions between cycles. (c) Take the thermodynamic limit N + leading t o a breaking of the ergodicity condition (3.7). This forms the basis of statistical-mechanical approaches to neural networks [2,31. In contrast to (b), which views noise in terms of its effects on the underlying deterministic system, the statisticalmechanical approach is concerned with emergent properties arising from the collective behaviour of large systems with noise. Such behaviour may be analysed using mean field theory. To discuss the large-N limit, we shall follow the statistical dynamical approach of Ref. [30]. First, on setting u$m) = ilij(m)aj(m),where fii,(m) is generated by a Binomial distribution B(L, Gj), we may rewrite equation (3.1) as
-
with w(m) denoting the set of random parameters (hij(m),h;(m)) and fJa) =
€KZj iiijeija. +qi -hi). We then introduce the notion of a macroscopic variable along the knes of Amari et all [37]: A finite collection of state variables is said to be a closed set of macroscopic variables if there exists a set of functions Qr, r = 1,...,R such that for arbitrary a,
lim var,CX,(f,(a))l
N+m
=0
(3.1lb)
where <...>p and var denote respectively the mean and variance with P respect to the distribution p of o.Equation (3.11)implies that (3.12) Equations (3.11) and (3.12) also hold if a is replaced by the dynamical variable a(m) satisfying (3.10), since the random parameters o(m) are updated independently a t each time-step. Hence, equations (3.10) (3.12) lead to the dynamical mean field equations
-
where q ( m ) = q(a(m)). Equation (3.13) determines the long-term behaviour of the network in the limit N + -. Suppose, for simplicity, that the set (Xr, r = 1,...,R) completely characterises the macroscopic dynamics of the system. Moreover, assume that there exists a number of stationary solutions to (3.13)that are stable fixed points, denoted da). Each such solution satisfies Xy’ = Qr(X(a)) and the eigenvalues hr of the Jacobian Ars = &Dr(X(a))/aXssatisfy the stability criterion I hr I c 1. Assuming that X(0) E A,, where A, is the basin of attraction for X(a),the time-average of X(m) is given by
(3.14)
Broken ergodicity is reflected by the existence of more than one fixed point, since there is then a dependence on initial conditions. Note that broken ergodicity can only occur, strictly speaking, in infinite systems; in a finite system the entire state space is accessible. Hence the limit M + must be taken after the limit N + in equations (3.14).
-
-
76
A simple example of the above is provided by a fully-connected LittleHopfield model [MI, 1381 with threshold noise. Introducing, for convenience, “spin”variables Si = 2% - 1, the network evolves according to the equations (3.15)
with qi generated according t o equation (3.3) and wij is of the “Hebbian” form
(3.16)
sp, sy
for R random, unbiased patterns i.e. = fl with equal probability. For finiteR, a finite set of macroscopic variables satisfying equation (3.11) may be defined in terms of the overlaps
(3.17)
The corresponding dynamical mean field equations are
(3.18) where <<...>> = np(&€,p- 1x2 + + 1)/2),i.e. for large N we may assume that strong self-averaging over the random patterns sp holds. By studying the stability of the fixed points of (3.181, the pattern storage properties of the network may be determined. (The results are identical to those obtained using equilibrium statistical mechanics [39], i.e. the minima of the free energy derived in [39] correspond exactly t o the stable fixed points of equation (3.18) and the Hessian of the free energy - A ,where Apv is the Jacobian of Qp). For example, consider equals solutions in w&h there is only a non-zero overlap with a single memory, Xp = X$1. This is a solution t o (3.18)provided that X = tanhpX, and X f 0 only if T P - l < 1. There are 2R degenerate solutions corresponding to the
$”
R memories EP , and their opposites -E,F. The Jacobian is given by Aclv = tiPvp(l -X2)such that the solutions are always stable for T < l.(See Ref. [391 for a more detailed analysis based on the statistical-mechanical approach). Unfortunately, the statistical dynamics of a fully-connected HopfieldLittle model with parallel dynamics becomes much more complicated when the number of patterns to be stored becomes infinite in the large-N limit, i.e. R = aN.For then one finds that long-time correlations build up leading to a rapidly increasing number of order parameters or macroscopic variables. "his renders exact treatments ineffective after a few time-steps [40]. (Alternatively, one can consider sparsely-connected networks [41,301 in which the number of parameters becomes tractable]). Also note that for more general choices of the weights wij, it is possible that the resulting dynamical mean field equations exhibit periodic and chaotic behaviour [42].
3.2 Time-summatingbinary networks. Introducing synaptic and threshold noise along the lines of section 3.1, the stochastic dynamics of a time-summating network is given by [15]
where a(m) denotes the set of integers uij(m), i, j = 1,...,N, i # j , corresponding to the number of packets released into synapse (ij) a t the mth time-step, and
(3.20)
For a given state V(m) = V,the probability that a(m) = a is
where ly is the sigmoid function of equation (3.3)and hj = 0 for convenience. Let Cl denote the index set {Q,...,L)x, where x is the number of connections in the network. The set F = ((Fa,@a) I Q E Q) defines a random Iterated Function System (IFS)[43]on the space of activation states M c xN.That is, F consists of a finite, indexed set of continuous mappings on a metric space together with a corresponding set of probabilities for choosing one such map per iteration. (It is s f i c i e n t to endow M with the Euclidean metric. Note, however, that the dynamics is independent of the particular metric chosen: the introduction of a metric structure allows certain
78
mathematical results to be proven, and is useful for characterising the geometrical aspects of a system's attractor). The dynamics described by equation (3.19)corresponds to a n orbit of the IFS F. I n other words, a particular trajectory of the dynamics is specified by a particular sequence of events (a(m), m = 0, 1,...I a(m) E a} together with the initial point V(0). An important feature of 3 is that it is a n hyperbolic IFS (using Barnsley's terminology [43]);the affine maps F, of equation (3.20) are contraction mappings on M, i.e. the contraction ratio & of Fa, defined by
(3.22) satisfies 1 , < 1for all a E a. This result holds since the decay factors in equation (3.20)satisfy ki < 1 and h , = k 3 maxi (ki). By the contraction mapping theorem 1431,there exists a unique fixed point p of Fa such that lim, -+ oo (F,Im(v) = p for all V E M. This may be seen immediately using equation (3.201,with Vai = (Ii + Cj i uijqj)/( 1 - yi). The fact that 9 is hyperbolic allows us to apply a number of known results concerning the limiting behaviour of random IFS's [43-451. To proceed, it is convenient to consider the evolution of probability distributions on Mthat is generated by performing a large number of trials and following the resulting ensemble of trajectories. The stochastic dynamics of this ensemble is then described in terms of the sequence of probability measures (b, m = O,l,...) on M, where
(3.23)
is the probability of a trajectory passing through the (Borel) subset A of %f a t time m with P(W = 1. (We cannot assume that the measures pm are Lebesgue and introduce smooth probability densities on M accordingly such that d b ( V ) = p(V)dV. For, as will be made clear below, there is the possibility of fractal-like structures emerging). The sequence of measures {pm) describes a linear Markov process. Introduce the time-independent transition probability %fBI V)that, given V(m) = V at time m, V(m + 1)belongs to the subset B. This is equal t o the probability of choosing a map F E {Fa, a E Q) such that F O E B. Thus
(3.24)
19
where XB is the indicator function defined by XB(V)= 1 if V E B and 0 otherwise. Given a n initial probability measure 10, 4 generates the sequence of measures (pm) according to
(3.25)
Such a sequence then determines the evolution of the output states of the network by projection. That is, the probability Pm(a)that the network has the output configuration a a t time m is given by
However, the sequence (Pm) induced by (pm) does not generally evolve according t o a Markov chain, which reflects the fact that the activation states are functions of all previous output states, see equation (2.4).An exception occurs in the limit k i --f 0, when the projection of equation (3.25) reduces to the Markov chain (3.5). Using the results of Refs. [43,441,i t can be shown [151 that, in the presence of synaptic (kij > 0) and threshold ( P - l > 0) noise, the limiting behaviour of the associated IFS F is characterised by a unique invariant measure +with lim pm = pg
(3.27)
m+-
independently of the initial distribution po. Moreover, pF satisfies the condition [44,45]that, for almost all trajectories, time averages are equal to space averages, M-1
lim
1
M+- M
f (V(m))= I f (V)dpg(V)
m=O
(3.28)
M
for all continuous functions f: M -+ 2 An equivalent result to (3.28)is that the frequency with which a n orbit visits a subset B is p&B), lim
M+-
#(V(m) E B:l 5 m < M) = pg (B) M
(3.29)
From equation (3.26),it follows that equations (3.7)and (3.8)hold with P oo
80
replaced by the projected distribution Pp
(3.30)
One of the interesting features of random IFS's is that the invariant measure (ifit exists) often has a rich fractal-like structure. (This is a major reason why IFS's have attracted interest lately within the context of image generation and data compression [46,47]). We shall illustrate this with the simple example of a single time-summating neuron with inhibitory feedback (Figure 3). Incorporating synaptic (and threshold) noise, the stochastic evolution of the excitatory neuron's membrane potential is given by V(m) = kV(m-1) -eu(m) + I, where u(m) = u with probability p(u) if a(m 1)= e(V(m-1) + q(m-1)) = 1and u(m) = 0 if a(m-1) = 0. For simplicity we shall assume that u is generated according to a Binomial distribution with L = 1, i.e. p(u) = kU ( 1 for some h, 0 < h < 1. Moreover, the probability distribution of the random threshold q(m) is taken t o be sigmoidal, equation (3.3). The dynamics corresponds t o an IFS G consisting of two maps Fo, F1 : W l , VO]+ [Vl, Vol, where VO,J are the fixed points of
0.0
Membrane potential V
Figure 6. The invariant measure of the random IFS consisting of the two maps Fo, F1 with Fo(V) = kV + 1 - k and F1(V) = kV. The associated probabilities are @o&= V2. (a) k = 0.52.
81
Fo,J, with associated probabilities @o, 0 1 such that Fo(V) = kV + I
@OW)= 1 - Qf(v)
FIN) = kV --E+I
= hv(v)
(3.31)
A reasonable approximation of the resulting invariant measure p G may be obtained by plotting a frequency histogram displaying how often an orbit Wm)) visits a particular subinterval of W1,VO].This is a consequence of equation (3.29). Without loss of generality, we consider the high + 1/2 for all V and set E = I = 1- k so temperature limit p + 0 in which that VO = 1,V1 = 0. The invariant measure pG in the case h = 1 (no synaptic noise) has been an object of interest for over 50 years [48] and many of its mathematical properties are still not very well understood. For k < 1/2 the support of pG is a Cantor set. On the other hand, for k 1 1/2 the support of pgis the whole unit interval and for many values of k the measure has a fractal-like structure. In Figure 6 we display the frequency histogram representation of F~ for h = 1 and (a) k = 0.52, (b) k = 0.6, and (c) k = 0.9. It is clear that p becomes progressively smoother as k + 1. (In the 9 presence of synaptic noise, 0 < h < 1, similar behaviour occurs, but the histograms are no longer symmetric about V = 112).
w)
0.0
Membrane potential V
Figure 6 continued. (b)k = 0.6
82
Returning t o equation (3.281,we see that, as in the case of standard binary networks, it is necessary to operate the network according to one of the schemes discussed a t the end of section 3.1. Consider the problem of training a stochastic time-summating network to operate as a continuous mapper (scheme (a) of section 3.1). In this mode of operation, one can formulate learning in terms of the following inverse problem: For fixed threshold noise, decay factors kj and external inputs Ii, there is a family of IFS's !F= ((Fa,Qa) I a E Q) parametrised by the set r = Kqj, Xi$ I i, j, =
l,..,N,i z j); find a set r such that the resulting invariant measure pF is "sufficientlyclose" to some desired measure labelled by the external input I. One of the potential applications of the IF'S formalism is that a number of techniques have been developed for solving the inverse problem, eg. the Collage theorem [43]. These exploit the self-similarity of fractal structures inherent in typical IFS's. It would be interesting to see whether o r not such techniques are practical within the neural network context. (See also the analysis of associative reinforcement learning in terms of IFS's [49]). ~
- ~
.
~
.
_
_
_
_
_
~
_
_
-
I
0.0
Membrane potential V
Figure 6 continued. (c) k = 0.9. We end this section by briefly discussing the behaviour of stochastic time-summating networks in the large-N limit (scheme (c) of section (3.1)). First, it is useful to reformulate the dynamics in a similar fashion to section
83
3.1. That is, set q$m) = i&j(m)aj(m),aj(m) = e(vj(m>+ ?lj(m))and write
Macroscopic variables may then be defined along the lines of (3.11) with f, and a replaced by F, and V. A simple example [14] is given by a n homogeneous inhibitory network with threshold noise in which q-iii,(m) + -WIN,for all i, j, with w fixed, and ki = k, Ii = I for all i. The {ong-term macroscopic behaviour of the network is governed by the single dynamical mean-field equation X(m + 1) = Fp(X(m)), where X(m) is the mean activation state N-l%Vi(m) and FP is the map in (2.7) with gain y = p. The existence of periodic and chaotic solutions to this equation implies that, in the large-N limit, the network exhibits macroscopic behaviour in which asymptotic stability, i.e. convergence to a unique invariant measure (equation (3.2711,no-longer holds. For in the thermodynamic limit, X(m) is equal to the ensemble average N-lJ ZiVidpmW), given the initial condition N-lJ ZiVidpOW) = X(0); if (3.27) held then X(m>would converge t o a fixed point corresponding to the ensemble average over the invariant measure. It remains to be seen whether or not complex dynamical behaviour at the macroscopic level in a time-summating neural network can be exploited to the same degree as the fixed point behaviour of Hopfield-Little networks in the context of the storage and retrieval of static patterns. One of the issues that would need to be tackled is the appropriate choice of learningrule. 4
TEMPORAL SEQUENCE PROCESSING
A major limitation of standard feedforward neural networks is that they are not suitable for processing temporal sequences, since there is no direct mechanism for correlating separate input patterns belonging t o the same sequence. A common approach to many temporal sequence processing tasks is to convert the temporal pattern into a spatial one by dividing the sequence into manageable segments using a moving window and to temporarily store each sequence segment in a buffer. The resulting spatial pattern may then be presented to the network in the usual way and learning algorithms such as back-error-propagation applied accordingly [50]. However, there are a number of drawbacks with the buffer method: (i) Each element of the buffer is connected to all the units in the subsequent layer so that the number of weights increases with the size of the buffer, which may lead to long training times due to the poor scaling of learning algorithms; (ii) the buffer must be sufficiently large to accommodate the
84
largest possible sequence, which must be known in advance; (iii)the buffer converts temporal shifts t o spatial ones so that, for example, the representation of temporal correlations is obscure; and (iv) the buffer is inefficient if the output response to each pattern of the input sequence is required rather than just the final output. The deficiencies of the buffer method suggest that a more flexible representation of time is needed. One simple approach is t o introduce into the network a layer of time-summating neurons [8,9] each of which builds up an activity trace consisting of a decaying s u m of all previous inputs to that neuron (cf. equation (2.4)), thus forming an internal representation of an input sequence. The inclusion of such a layer eliminates the need for a buffer and allows the network to operate directly in the time domain. Such networks have been applied to the classification of speech signals [51,521, motion detection 1533, and the storage and recall of complex sequences CS]. 4.1 Classification and storage of temporal sequences. Consider a single time-summating binary neuron with N input lines that is required t o learn p sequences of input-output mappings (IYm); m = 1,...,R) + (&m)), m = 1,...,R),p = 1,...,p, where Ip = (If ,...,1%)and oqm>= 0 or 1.We shall reformulate this problem in terms of a classification task to which the perceptron learning theorem 1541 may be applied. First, define a new set of inputs of the form 191 m-1
r=O
where k is the decay-rate of the time-summating neuron. The activation state a t time m is taken to be V(m) = kV(m-1) + Xi w;Iy(m) = Zj wjI!(m). (Our definition of V(m) differs slightly from that of equation (2.3)).The output at time rn is a(m) = 0(v(m)- h), where h is a fixed threshold. Divide the RM inputs ip(m), p = 1,...,p, m = 1,...,R, into two sets F+ and F- where iP(m) E F+ if ohm) = 1 and iP(m) E P otherwise. Learning then reduces to the problem of finding a set of weights (wj, j = 1,...,N) such that the sets F+ and F- are separated by a single hyperplane in the space of inputs ?(m) - linear separability. In other words, the weights must satisfy the RM conditions N
N
cw,iy(rn) > h + Gifip(m) E F+,
xw,iy(m) c h -6 if i"m)
j=l
j=l
E
F (4.2)
85
The perceptron convergence theorem [54]for the time-summating neuron may be stated as follows [9]: Suppose that the weights are updated according to the perceptron learning-rule. That is, at each iteration choose an input icl(m) from either F+ or F- and update the weights according t o the rule wj
wj + (&m) - €)(w.ip(rn) - h))iy(rn)
(4.3)
If there exists a set of weights that satisfy equation (4.2)for some 6 > 0, then the perceptron learning-rule (4.3)will arrive at a solution of (4.2)in a finite number of time steps - independent of N. *
1
\
-. 1
0
1
- a \
\
1
0
0
(a)
(b)
Figure 7. Example of (a) separable and (b) non-separable sets F+ and Fassociated with the sequences of input-output mappings defined in the text. Points in F+ and F+ are denoted, respectively, by 0 and 0. The above result implies that a time-summating binary neuron can learn the set of mappings {I&); t = 1,...,R) + (oqt)), t = 1,...,R), = 1,...,M provided that the associated classes F+ and F- are linearly separable. We shall illustrate this with a simple example for N = 2 [9]. Define the vectors A = (1,O) and B = (0,l)and consider the mappings A B + 1 0 and B A + 0 0. This is essentially an ordering problem since the pattern A produces the output 1 or 0 depending on whether it precedes o r proceeds the pattern B. (Thus it could not be solved by a standard perceptron). Using equation (4.1) we introduce the four vectors
86
(4.4)
It is clear that the sets F+ = (i'(1)) and F- = (i1(Z),?(l),i2(Z)) are linearly separable (Figure 7a) and, hence, that the neuron can learn the above mappings. On the other hand, the neuron is not able to learn the mappings A B -+ 1 1and B A -+ 0 0, since the associated sets @ cannot be linearly separated by a single line, see Figure 7b. This is analogous to the exclusiveOR problem for the perceptron 1541.
k2
(a)
(b)
Figure 8. The sets F+ and F- associated with the mapping C C C + 1 0 1, C = (1,l) for (a)a single time-summating binary neuron and (b)a two-layer network in which the time-summating input neurons have different decayrates, k # k Another example of a non-separable problem is shown in Figure 8a, which describes the sets F+ and P associated with the mapping C C C -+ 1 0 1, where C = (1,l).One way to handle this and the previous example is to use a feedforward network with an input layer of time-summating neurons. More specifically, consider a two-layer network consisting of N timesummating neurons, each with a linear output function, connected to a single standard binary neuron as output, (Figure 9). For a n input sequence (I(l),...,I(R)), the activation state of the jth input neuron is Vj(m) = qkiIj(m-r) and the activation state of the output neuron is V(m) = qwjVj(m). In the special case kj = k, the network is equivalent, in terms of its input-output transformations, to the time-summating neuron considered
87
above. However, the network representation immediately suggests a useful generalisation in which the decay-rate associated with each input line is site-dependent. (The perceptron convergence theorem still holds when k is replaced by kj in (4.1)).It is clear that the network can solve a wider range of tasks than a single time-summating binary neuron. A simple example of this is the problem of Figure 8; the sets Fk become linearly separable when the two input neurons have different decay-rates (Figure 8b).
Figure 9. A two-layer time-summating network One can also use a time-summating neural network to solve nonlinearly separable tasks by introducing one o r more hidden layers. In the example of Figure 7b this may be achieved with two hidden units that separate the classes @ by two lines. However, as with standard networks, it is necessary to replace the perceptron learning-rule with a n algorithm such as back-error-propagation (BEP) [501. In order to implement BEP, the threshold function of all binary neurons must be replaced by a monotonically increasing, smooth function such as a sigmoid. Consider, for example, a three-layer network with a n input layer of linear timesummating neurons, a hidden layer and a n output layer, both of which consist of standard neurons with sigmoidal output functions f, fix) = U(1 + e-1. For a n input sequence MU, ...,I(R)), the input-output transformation realised by the network at time m is
where wjp is the weight from the pth input unit to the jth hidden unit and wij is the weight from the jth hidden unit to the ith output unit.
88
Given a desired output sequence ( ~ ( 1 1..., , o(R)), the network can be trained using a form of BEP that minimises the error E = q,m(Oi(m) oi(m)I2. That is, the weights and decay-rates, denoted collectively by 6, are changed according to a gradient descent procedure, A( = - r$E/aC,, where is the learning-rate. The gradients aEBC are calculated iteratively by backpropagating errors from the output to the hidden layer [50]. For the weights we have,
where q(m) and Ej(m) are the errors at the output and hidden layers respectively,
Similarly, for the decay-rates,
(Note that the above implementation of BEP differs from that of Mozer [52], who considers neurons that have their output rather than their activation state fed back as input). So far we have only discussed the problem of learning sequences of input-output mappings. However, with small modifications, a two-layer, time-summating neural network can also be trained to store and retrieve temporal sequences [8,91. Suppose that the input layer consists of N linear time-summating neurons and the output layer of N standard binary neurons; all neurons in the input layer are connected t o all neurons in the output layer. Thus, we effectivelyhave N independent networks of the form shown in Figure 9. "he network stores a sequence N O ) , ...,UR)) by learning to output the pattern I(m+l) on presentation of the previous patterns I(O),...,Um) for m = 0,...,R-1. For each output neuron, this is achieved by applying a perceptron-like learning-rule of the form (4.3) t o the set of weights connected to that neuron. In other words, for each i = 1,...,N, (4.9)
89
where wij is the weight from the jth input neuron to the ith output neuron. A schematic diagram of the learning-phase is shown in Figure 10. Once the network has been successfully trained, the full sequence may be recalled by simply seeding the network with NO) and feeding the output of the network at each subsequent time-step back to the input layer via delay lines. During recall, all weights are held fixed. The presence of the time-summating neurons in the input layer, with the possible addition of one or more hidden layers, allows the disambiguation of complex sequences. (Recall the discussion of complex sequences in section 2). This may be shown [9] using geometrical arguments similar to those illustrated in Figures 7 and 8. I I I
I
time-summating input layer
output layer
I I
I
I
I
I I
I(m+l)
-1
I(m+l)
Figure 10.Schematic diagram of the learning-phase of a two-layer timesummating network for the storage of a temporal sequence {I(O), ...,I(R)). The network learns to match its actual output O(m) a t time m with the desired output, which is the next pattern of the sequence I(m+l). Dotted line indicates feedback during recall. We conclude that the inclusion of an input layer of time-summating neurons allows a network to solve complex tasks in the time domain by transforming each input sequence into a more useful representation for processing by subsequent layers. However, one class of problems that such networks cannot solve concerns cases in which the response t o a particular
90
pattern within a sequence depends on subsequent rather than prior patterns of that sequence. Nevertheless it is possible to extend the timesummating model so that such problems may be handled. (See section 5).
Temporal correlations In section 4.1, we showed how time-summating neurons can solve certain tasks in the time domain by storing previous inputs in the form of an activity trace. Another consequence of the activity trace is that temporal correlations are set up between the activation states of the neuron on presentation of an input sequence [11,91. To illustrate this point, consider a time-summating binary neuron (or its network equivalent) being presented with sequences of input patterns of the form {Y(l),...,Y(R))where Y(t) = I(t) + <(t),I(t)is fixed and lJt) is a random pattern vector satisfying
4.2
The mean and covariance of the correspondinglocal fields are given by
where
(4.12) s=l
The RxR temporal correlation matrix D is symmetric, has positive definite eigenvalues and unit determinant (see Ref. [10,11]).The inverse matrix D-1 has the simpler form
Hence, although there are no extrinsic correlations between patterns within an input sequence, intrinsic temporal correlations do arise between the sequence of activation states of the time-summating neuron. Moreover, the variance of V(r), determined by the diagonal term D, satisfies varCV(r)l=7% = Y- 1 - k2' 1-k2
(4.14)
91
where we have set x j w y = 1. Therefore, the variance is a monotonically increasing function of r that, for infinitely long sequences, approaches the asymptotic value y/(l- k2) as r + -. For values of the decay rate k 1, this limiting value is large and may lead to an accumulation of errors. For example, assume that N is large so that the distribution of activation states (V(l),...,V(R)) associated with the random sequences (Y(l),...,Y(R)} is described by a multivariate Gaussian with mean and covariance given by (4.11). Suppose that the underlying patterns I(r) should be mapped to the outputs d r ) =fl for r = 1,...,R. (We have switched to the “spin” output representation for convenience). Then the probability that the neuron produces an incorrect output at time r, on presentation of a noisy input sequence (Y(l),...,Y(R)), is
-
(4.15) X
Equation (4.14) implies that the scale factor UdDrr in equation (4.15) could lead to an accumulation of errors along a sequence when k 1, since H(x) is a monotonically decreasing hnction of x. One cannot avoid this problem by taking k << 1, since, in order to disambiguate long sequences, it is necessary t o have k as close t o unity as possible. That is, t o capture relationships between patterns of a sequence of length R, kR should not too small. A reasonable condition might be kR > 0.1, which implies that I logk I c loglO/R 0 for large R. As it stands, the neuron is not robust to noisy inputs when trained on noise-free pattern sequences using the learning-rule (4.3). For if the network has successfully learned the mapping (I(l),...,I(R)} + (~(11, ...,o(R)} then (4.3) only ensures that x(r) = o(r)w.i(r)> 0 ; we have set the threshold h = 0 for simplicity. In particular, x(r) may be sufficiently small such that, on presentation of a noisy sequence (Y(l),...,Y(R)), the probability of an error satisfies E(r) = H[x(r) / = H[Ol = 112. Moreover, this feature is reinforced for long sequences when k = 1, since the scale factor dDrr considerably reduces the effective size of x(r). (For a more detailed analysis of E(r), based upon the statistical-mechanicaltechniques of Gardner [4], see Ref. [ll]).Therefore, to ensure a certain level of robustness to noise we introduce a stability parameter K, K > 0 and require that
-
-
a]
92
Then dr) satisfies E(r) < H[K/J"ID,], and it is now possible to reduce the upper bound for the probability of error by increasing K. (However, as in the case of static inputs, the number of patterns that may be learned without error decreases as K increases (see below and Ref. [lo])). Equation (4.16)is similar in form to the fixed point equation for the storage of a static pattern in an attractor network, with K guaranteeing a finite size for the basins of attraction [4].Therefore, it is necessary to modify the perceptron-like learning algorithm (4.3)when K > 0. Suppose that the neuron is required to learn p mappings of the form (1411, ...,I&R)) (OW) ,...,N R ) ) , p = 1,...,p. Introduce a mask of the form
where Ilwll=
(c
wf)'''
and update the weights according t o the rule
j
w j + wj+ #Jap(r)f!(r)
(4.18)
For K = 0, equation (4.18)is equivalent to (4.3).The convergence of the algorithm may be established using a straightforward extension of Gardner's proof for fixed points [4]:Assume that a solution w* exists such that for each cc. = 1,...,p and t = 1,...,R,
where 6, K > 0. Let w ( ~ be ) the set of weights after n iterations of the learning algorithm and define X(n) by
(4.20) Using equations (4.17M4.19)and the Schwartz inequality, it may be shown that x(n) satisfies
(4.21)
It follows from (4.21)that, in order for the upper bound of X(") not to be violated, the algorithm must terminate in less than nc time steps where Hence, the learning-rule (4.18)is guaranteed to find ndlogn, = N/(26(~+6)).
93
a solution to (3.9)if at least one such solution exists. Finally, note that, a s in the case of standard perceptrons, statisticalmechanical techniques may be used to analyse the performance of a timesummating binary neuron [10,11]. One of the features that emerges from such analyses is the non-trivial contribution of intrinsic temporal correlations, a s characterised by the matrix D of equation (4.12). In the case of random sequences, the main effect of such correlations is to alter the effective size of the stability parameter K [lo]. 5
COMPARTMENTAL MODEL.
So far we have considered a simple extension of the McCulloch-Pitts model that involves the introduction of a slowly decaying activation state. If we interpret the activation state as a mean soma potential, then this decay term reflects the leaky-integrator nature of the process by which real neurons integrate their inputs. However, as it stands, the time-summating model neglects other aspects of this process such as the spatial structure of the cell and dendritic tree. A common approach t o spatial structure is to use a compartmental model of a neuron [55,56]. The compartmental model takes each neuron to be split up into a set of M equivalent circuits, where the membrane potential i n the ath compartment, denoted V,, obeys the leaky-integrator shunting equation
(5.1)
Here, C,, R, are the membrane leakage capacitance and resistance of the ath compartment, with junctional resistance Rap between the ath and Pth compartments; if two compartments are not connected then R aP = - * Moreover, A g k is the increase in synaptic conductance of the kth synapse induced by incoming action potentials from other neurons and s,k is the membrane reversal potential. The number of neurons impinging on the ath compartment is N,. (For compartments without synaptic inputs, the final term on the right-hand side of (5.1) is absent; if a compartment has a single synapse then the index k will be dropped). Since A g d is positive, the effect of each shunting term Ag&[s,k - V,] is for V, to tend towards s,k. Thus positive and negative s,k correspond respectively t o excitatory and inhibitory synapses. (Note that, for simplicity, we shall only be concerned with a single neuron being stimulated by inputs from a set of pre-synaptic neurons; we shall not discuss behaviour a t a network level). In Figure 11,
94
we give a simple example of a compartmental model consisting of a chain of isopotential regions, with the first compartment having a synaptic input. The other compartments idealize the cable properties of a single dendrite. From this simple picture one can then build up the complex tree structure of a neuron's dendrites.
Figure 11. Simple example of a compartmental model of a neuron consisting of a chain of isopotential regions and a single synaptic input, with Agl describing the conductance changes a t the synapse with membrane reversal potential S1. Since equation (5.1)is formally linear in the set may be written as a matrix equation of the form [571 dV -=A(t)V(t)+U(t), dt
Wa,a = 1,...,MI, it (5.2)
(5.3)
(5.4)
(5.5)
(5.6)
95
Formally, equation (5.2)may be solved (for V(0)= 0 ) as
(5.7) where T denotes the time-ordered product, which is required since M is a time-dependent, non-commuting matrix. T h a t is, T [A(t)A(t')] = A(t)A(t')€Nt- t') + A(t')A(t)B(t'-t). We are interested in reducing the above model to a generalised timesummating model of a neuron. Therefore, some prescription must be given for discretising the time. We shall follow the approach of Ref. 161 by restricting the firing-times of all neurons t o the discrete-times t = m, integer m; however, the evolution of the membrane potentials is still governed by the leaky-integrator equation (5.1). Neglecting details of the action potential pulse-shape, Ag& then consists of a sequence of conductance spikes of the form,
where a,k(m) = 1 if the kth pre-synaptic neuron impinging on the ath compartment fires at the mth time-step and a&m) = 0 otherwise; we are assuming that there is a synaptic delay equal to a single time-step. The size of each conductance spike, o d ,is determined by factors such as the postsynaptic effieacy. (Note that we shall consider below the integration of Ag&t) over intervals [n,m] for integer m and n. It is important to uniquely specify the behaviour of A g d a t the end points. In the following, we shall assume that there is a contribution from A g k a t the upper limit m but not at the lower limit n. This corrresponds to an &-prescriptionin which - m) is replaced by &t- m + €1). For synaptic inputs of the form (5.81, the dynamics of the membrane potentials V(t) can be solved completely in terms of their values at the discrete times t = m, integer m. This may be seen by integrating equation (5.2)over the interval [m,t] leading to the condition
at
V,(At+m)= z(exp[AtQ])$Vp(m),
O< A t c 1
(5.9)
P where Q is the time-independent part of A, equation (5.3). (The vector U, equation (5.6),and the time-dependent part of A vanish for non-integer
96
times; this follows from equation (5.8)).The matrix Q has real, negative, non-degenerate eigenvalues [55]. Hence, the right-hand side of (5.9)is a finite linear combination of decaing exponentials. It follows that the time evolution of V(t) is described by a saw function in which jumps occur a t integer times, whereas the dynamics at non-integer times is characterised by decaying exponentials. It remains t o determine the membrane potentials V(m) at the discretetimes m. Substituting equation (5.8)into (5.71, we obtain,
where wp.ap = c kopks e pk k , J denotes the subset of compartments that have synaptic inputs, and
(5.11) In order to evaluate the time-ordered product in equation (5.10), we split the interval [n, m] into MT equal partitions [ti, $+I], where M = m - n, to = n ,...,tT = n+l,...,tMT = m and take 6(t - 5) + 8ti,s/At, A t = 1/T, for all t e (ti-l,ti]. The time-ordered product is then given by
(5.12)
for nem, Hence, from equations (5.12) and (5.10) with m-n = r-1, we obtain
(5.13) which m a y be rewritten in the iterative form (for V(0)= 0 )
97
(5.14)
Equations (5.13)and (5.14)are the generalisations of (2.4)and (2.3)to the case of a compartmentalised time-summating neuron. They need t o be supplemented by a threshold condition determining when the neuron fires (cf. equation (2.2)). We shall assume that the neuron fires whenever its membrane potential at the axon hillock exceeds some threshold h, provided that the neuron is outside its absolute refractory period (taken t o be unity). Using similar arguments to Ref. [6], it then follows from equation (5.9)that the neuron can only fire at integer times t = m. Thus, if equation (5.14)is supplemented by the threshold condition a(m) = e(VM(m)- h), where M labels the compartment containing the axon hillock, we then have a complete, discrete-time description of the neurons behaviour. The response characteristics of the neuron satisfying equation (5.14), and the particular role played by the nonlinearities associated with G, are discussed elsewhere [58]. For the sake of simplicity, we shall consider here a simplification of (5.13)and (5.14)obtained by taking the limit Sak + -, Oak + 0, for fixed S,ko&, so that G = 0. (This corresponds t o dropping the term -zkAg&v, from the leaky-integrator equation (5.1)). In the case of a single compartment we then recover equations (2.3) and (2.4). A less trivial example is given by the compartmental model of Figure 11 in which the first compartment receives synaptic inputs and the Mth compartment corresponds to the axon hillock. The matrix Q is of the form (5.15) Substituting equation (5.15)and G = 0 into (5.13),the membrane potential at the axon hillock is given by m
r=2
m
a r=l
where ha are the eigenvalues of Q and ca1 are constant coefficients. In the special case zp = z and z p - 1 ~= I for all p, the exponential term in equation (5.16)reduces to
98
(5.17)
where Nq[l,M] is the number of possible paths that can be taken by a random walk consisting of q steps of unit length between reflecting barriers a t x = 1and x = M [331.
Figure 12.Multi-input compartmental model. The above picture may be extended t o the case of a multi-input compartmental model consisting of a soma together with N dendritic chains each of which has an exponential factor of the form (5.161,see Figure 12. The membrane potential at the soma is given by
where a;(m) is the output from neuron i a t the rnth time step, Qi is the decay matrix associated with the ith dendrite and the weights wi have been absorbed into the coefficients cai. We see that an important consequence of the compartmental model of a neuron is that it allows one to associate a range of site-dependent decay-rates with each input line. This could enhance the temporal sequence processing abilities of the neuron (cf. the discussion of Figure 8 in section 4). Finally, note that if the right-hand side of (5.17)is truncated beyond the first term in the summation over p, then equation (5.18)becomes
99
(5.19)
An interesting feature of (5.19) is that the maximum effect of a n input occurs with a delay that increases with the length of the input line, i.e. the
number of compartments Mj. This follows from
which implies that the maximum occurs a t r = [(Mj-1)~ + 11, where [XI denotes the integer closest to x. (On the other hand, the untruncated expression in (5.17) has its maximum when r = 1, since it is equal to a linear combination of decaying exponentials). It may be possible to exploit this feature in temporal sequence processing tasks where the response to a pattern within a sequence depends on future patterns. That is, if the maximum response to a pattern is sufficiently delayed then the effects of future patterns can be taken into account. (See section 4 and Ref. 1583). 6.
References.
W. S. McCulloch and W. Pitts, Bull. Math. Biosci. 5, 115 (1943). D. J. Amit, Modeling Brain Function, (Cambridge University Press, Cambridge, 1989). 3 L. Garrido (ed.), Statistical Mechanics of Neural Networks, (SpringerVerlag, Berlin 1990) 4 E. Gardner, J. Phys. A 21, 257 (1988). 5 E. Caianiello, J. Theor. Biol. 1,209 (1961). 6 P. C. Bressloff and J. G . Taylor, Neural Networks, 4, 789 (1991). 7 P. J. Harrison, J. J. B. Jack and D. M. Kullman, J. Physiol. 412,43 (1989). 8 M. Fteiss and J. G. Taylor, Neural Networks 4, 773 (1991); J. G. Taylor, Int.J. Neural Syst. 2 , 4 7 (1991). 9 P. C. Bressloff and J. G. Taylor, J. Phys. A 25,833 (1992). 10 P. C. Bressloff and J. G. Taylor, Perceptron-like Learning in Tirnesummating Neural Networks, (HRC preprint, 1992). Submitted to J. Phys. A. 11 P. C. Bressloff, Learning Temporal Sequences from Examples in a 1 2
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Time-summating Network, (HRC preprint, 1992). Submitted to Phys. Rev. A. K. Aihara, T. Takabe and M. Toyoda, Phys. Lett. A 144,333 (1990). P. C. Bressloff and J. Stark, Phys. Lett. A, 150,187 (1990). P. C. Bressloff, Phys. Rev. A 44, (1991). P.C. Bressloff, Analysis of Synaptic Noise Using Iterated Function Systems, Phys. Rev. A (1992). To appear. M. Bauer and W. Martienssen, Network 2,345 (1991). C. M. Gray, P. Koenig, A. K. Engel and W. Singer, Nature 338,334 (1989). R. Eckhorn, R.Bauer, W. Jordan, M. Borsch, W. Kruse, M. Munk and H. J. Reitbock, Biol. Cybern. 60,121 (1988). Ch. von de Malsburg and W. Schneider, Biol. Cybern. 54,29 (1986) J. Nagumo and S. Sato, Kybernetic 10, 155 (1972). P. Koenig and T. B. Schillen, Neural Comput. 3,155 (1991) P.Wagner and H. G. Schuster, Biol. Cybern. 64,77 (1990). I. Tsuda, Phys. Lett. A85,4 (1981). J. P.Keener, Trans. h e r . Math. SOC. 261,589 (1980). H.G.Schuster,Deterministic Chaos, (Weinheim:VCH, 1987). R. S.Mackay and C. Tresser, Physica 19D, 206 (1986). B.Katz, The Release of Neural Transmitter Substance, (Liverpool University, Liverpool, 1969). J. G. Taylor, J. Theor. Biol. 36,513 (1972) G.L. Shaw and R. Vasudevan, Math. Biosci. 21,207 (1974). P.C. Bressloff, in New Developments in Neural Computing, edited by J. G. Taylor and C. L T. Mannion, (Adam Hilger, Bristol, 1989);P. C. Bressloff and J. G. Taylor, Phys. Rev. A 41, 1126 (1990). H.Korn and D. S. Faber, in Synaptic Functions, edited by W. M. Edelman, W. Gall and W. M. Cowan, (Wiley, New York, 1987), p. 57. W. A. Little, Math. Biosci., 19,101 (1974). G.R. Grimmett and D. R. Stirzaker, ProbabiEity and Random Processes, (Oxford University Press, Oxford, 1986). J. W. Clark, Phys. Rep. 158,91(1988). P. Peretto, Biol. Cybern. 60,51 (1984); F.J.Pineda, J. of Complexity, Sept. 1988. S. Amari, K. Yoshida and K. Kanatani, SIAM,J. Appl. Math. 33,95 (1977). J.J. Hopfield, Proc. Natl, Acad. Sci., 81,3088 (1984). D. J. Amit, H. Gutfreund and H. Sompolinsky, Phys. Rev. A 32,1007 (1985). E.Gardner, B. Derrida and P. Mottishaw, J. Physique 48,741 (1987). B.Derrida, E.gardner and A. Zippelius, Europhys. Lett. 4,167 (1987);
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R. G e e and A. Zippelius, Phys. Rev. A 36,4421 (1987). 42 M. Y. Choi and B. A. Huberman, Phys. Rev. B 28,2547 (1983). 43 M. F. Barnsley, Fractals Everywhere, (Academic Press, New York, 1988); M. F. Barnsley and S. Demko, Proc. Roy. SOC.London Ser A 399, 243 (1985). 44 M. F. Norman, J. Math. Psychology 5,61(1968). 45 J. H. Elton,Ergod. Th. and Dynam. Syst. 7,481 (1987). 46 M. F. Barnsley and A. D. Sloan, Byte 13,215 (1988). 47 J. Stark, IEEE Trans.Neural Networks 2,156 (1991); ibid Neural Networks 4,679 (1991). 48 P. Erdos, h e r . J. Math. 61,974 (1939); ibid62, 180 (1940). 49 P. C. Bressloff and J. Stark in Fractals and Chaos, edited by A. J. Crilly, H. Jones and R. A. Earnshaw (Springer-Verlag, 1991) p.145. 50 D. E. Rumelhart and J. L. McClelland, Parallel Distributed Processing (MI" Press, Cambridge, MA, 1986). 51 R. L. Watrous and L. Shastri, in Proc. IEEE First Int. Conf on Neural Networks, San Diego, CA, June 1987, vol. 11, p. 619; M. I. Jordan, in
52 53
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Proceedings of the Eigth Annual Conference of the Cognitive Science Society, Hillsdale, NJ (1987) p. 531. M. C. Mozer, Complex Systems 3,349 (1987). W. S. Stornetta, T. Hogg and B. A. Huberman, in Neural Information Processing Systems, ed. D. Z. Anderson (American institute of Physics, New York, 1987). M. Minsky and S. Papert, Perceptrons, (MIT Press, Cambridge, MA, 1969). W. Rall, in Neural Theory and Modeling, edited by R. F. Reiss, (Stanford University Press, Stanford, 1964), p. 73. C. Koch and I. Segev (eds.), Methods in Neuronal Modeling, (MIT Press, Cambridge, MA, 1989). D. H. Perkel, B. Mulloney and R. W. Budelli, Neuroscience 6,823 ( 1981). P. C. Bressloff and J. G. Taylor, Discrete Time Compartmental Model of a Neuron , in preparation.
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Mathematical Approaches to Neural Networks J.G. Taylor (Editor) 0 1993 Elsevier Science Publishers B.V. All rights reserved.
103
The numerical analysis approach S.W. Ellacott Department of Mathematical Sciences, Brighton Polytechnic, Moulsecoomb, Brighton BN2 4GJ. United Kingdom.
Abstract Tools derived from numerical analysis can be used to explore algorithmic properties of neural networks. This paper discusses some issues of convergence, stability and preprocessing of data within this context.
1. T H E NUMERICAL ANALYSIS APPROACH
- HOW IS IT DISTINCTIVE?
Learning algorithms are (mostly) numerical algorithms. As such, they are also, of course, dynamical systems. Since they are normally concerned with convergent processes, they also have much in common with control problems and stability theory. These topics are addressed elsewhere. Nevertheless, neural systems fit within the context of traditional areas of numerical analysis concerned with iteration theory, approximation theory, numerical linear algebra and particularly, optimisation. Indeed it is common to think of neural models of learning as optimisation of a system over a set of parameters. This may involve minimising some least squares error. as when backpropagation is used to train a multi layer perceptron; it may involve some energy measure or similar Liapunov function to find the stable states of a system (as for a Hopfield net); or one may be optimising some more nebulous concept of “goodness”, as is the case with some unsupervised pattern classifiers. Dynamical systems theory tends to be concerned with global or generic properties of systems. What kind of attractors do they have? Do they exhibit chaotic behaviour, and if so with what characteristics? Numerical analysis on the other hand is concerned with more detailed issues. How quickly will the attractor be reached? And how safely? Does our implementation of the system involve any approximations or discretisation errors, and if so, what is their effect? The reader might think that such issues are less interesting than the generic properties. However, apart from the question of practical importance, study of detailed properties of algorithnis can often reveal unsuspected attributes which can throw considerable light on why they behave as they do, thereby opening the way to new models. Numerical analysis has an accumulated wealth of experience of the detailed behaviour of algorithms. At a simple level, existing algorithms such as the well known Conjugate Gradient, or Davidon-Fletcher-Powell methods (see e.g. punday, 19841) may be the most efficient way to train small or medium sized systems: various authors have experimented with these. Algorithms designed as “learning algorithms” may be variants of known methods. Thus workers in neural networks need to be familiar with basic numerical
104
methods to avoid re-inventing them! However there is a more fundamental way in which numerical analysis can contribute to neural computation. Obviously leaming systems do have special properties: they are not “just” optimisation or iteration processes. However, numerical analysis can bring a range of powerful methods and tools which can elucidate the behaviour of these systems. These can suggest new ways of thinking about them, and ways to improve them. The purpose of this chapter is to explore some of these ideas as they relate to some well known neural models. In the rest of this section we will explain the questions that the numerical analyst considers. In Section 2, we ask these questions of a well known and simple leaming algorithm, the Widrow-Hopf delta rule, in order to show how they can lead to results of practical importance. We shall also discuss generalisation to non-linear methods. The third section aims to relate these issues to principal component analysis, filters, preprocessing and preconditioning. Finally, in the Section 4 we briefly suggest ways in which numerical analysis can open up new avenues of research. The early part of Section 2 covers in expanded form work described in Ellacott, 19901. The rest of the material here has not appeared elsewhere. When presented with a problem to be solved numerically, the numerical analyst will want to ask three key questions about it. Firstly, is the problem to be solved well conditioned? Secondly, is a proposed algorithm for solving the problem numericaly stable? Thirdly is the algorithm eflcient? Before addressing neural systems as such, we need to explore the meaning of these concepts. The first and second questions are related and indeed are often confused, but it is well to be aware that there is a distinction.
1.1. Conditioning A problem is said to be well conditioned, or well posed, if the solution to the problem is not radically altered by a small change in the data which describes it. If not, it is said to be ill conditioned or ill posed. The problem of finding the ultimate state of a dynamical system will be ill posed if the intial state is in a chaotic region: a small change in the initial conditions can lead to a completely different final state. In order to illuminate this concept a little more, we briefly consider a trivial example of an ill conditioned problem, the system of equations x
i-
+
x+(l where y =
&
y = l
e)y = 1
and
+6
6 are small real numbers, say less than 10-6 in magnitude. The solution is
6/€,
x = 1
-a/€.
Obviously there are choices for 6 and€ in the specified range which will give any value of y we like, or, indeed, no value at all! The system of equations is nearly singular, and the answer is not well determined. Most mathematicians are familiar with the concept of an ill posed problem, but one thing which has become apparent from recent research in numerical analysis is that “ill
105
posedness" is not an absolute property. Often, the question of how well posed a problem is depends on how one states it, and, particularly, in what space one looks for a solution. An excellent example of this is provided by the problem of determining the Maclaurin series coefficients of an infinitely differentiable function f of one variable, i.e. the quantities
for n = 0,1,2 ... . (Here [n] denotes the nth derivative.) If we seek for a solution in the space C"(-2,2), the space of real infinitely differentiable functions on the real interval (-2.2). then the problem is ill posed. (Note that the coefficients exist for functions in this space, even if the series does not converge to f.) Indeed, even determination of the fEst derivative is ill posed. To see this, suppose that we add to our function f the (analytic) function sin(ox)/w, for some large value of W. This changes the value of f(x) for any x by at most l/w, but the value of f'(0) is increased by one. The effect of this ill posedness is the well known fact that by finite differencing, it is only possible to determine the value of the derivative to roughly half the available machine precision. On the other hand, the problem is perfectly well posed in the space of functions analytic on the circle z c 2 in the complex plane. We have
I I I.
Is1
If we add a function g to f, we find
Thus the change in the Maclaurin coefficient cannot be greater than the change in f itself. By evaluating the integral with the trapezium rule, it is perfectly possible to obtain accurate Maclaurin coefficients for values of n even in the hundreds. In Section 2.2 we shall see an example of a machine learning problem which is itself well posed, but which can become ill conditioned when expressed as an optimisation problem.
1.2. Numerical stability Whereas conditioning is a property of a problem to be solved, numerical stability is a property of the algorithm used to solve it. It must be admitted that it is not always easy to separate the two, but nevertheless the distinction is worth making. Numerical stability should not be confused with Liapunov stability: in dynamical systems parlance numerical stability is more closely related to structural stability, although even that is not exactly the same. Numerical stability is often given a precise definition in the context of a particular
106
class of algorithms, but a reasonable generic definition might be: an algorithm is numerically stable if the solution obtained mimics that of the original problem within a plausible class of errors or approximations. Numerical stability is a somewhat subtle concept and is often misunderstood or confused with conditioning. To illustrate it, we will give a simple example of a difficulty that also occurs in neural systems (see Section 2.2). Consider the differential equation d2x + 101 & dt
dt2
+ lOOx
= 0.
In phase plane form, with y=
& dt
and x =
(;)
,
this becomes i = Ax, where A = (-1;
-A)
and . denotes differentiation with res-
pect to t. The eigenvalues of A are -1 and -100, so for any initial conditions, the system tends to the structurally stable fixed point at x = y = 0. Obviously, the component of the solution corresponding to the eigenvalue -100 will rapidly disappear, and the solution goes to zero at a rate proportional to exp(-t). Now suppose that we take a simple Euler approximation to this system, namely xk+l=
Xk
+ hAXk = (I +
hA)x,,
where xk denotes the (approximate) value of x at t = kh. The eigenvalues of (I + hA) are 1 - h and 1 - 100h. The rate of convergence of the system should be dominated by the (1 - h) eigenvalue which corresponds to the desired slowly convergent solution of the differential equation. The (1 - 100h) eigenvalue corresponds to the very rapidly decaying solution of the differential equation. However, unless h is very small, this eigenvalue is larger than 1 in modulus, so it causes the discrete iteration to diverge. The point here is that, as a dynamical system, the original differential equation is perfectly well behaved. The only “nasty” thing about it is the significant difference in the time constants of its fundamental solutions. In numerical analysis, such equations are said to be srif. Stiff differential equations occur in various applications, notably in chemical reaction kinetics in which the ionic and inorganic components of a reaction system may have time constants differing by many orders of magnitude: ratios of 105 or more may occur. Since the “fast” solution rapidly decays, one would not expect it to cause any difficulty. However, when we make a discrete approximation to the differential equation, the stability becomes dominated by this component. Euler’s method is numerically unstable for stiff systems, unless a very small h is used, and special strfly stubk methods, such as Gear’s method, are used to solve such problems numerically. The relevance of this to neural systems is clear. The descent or other differential equations arising from continuous time neural models may be stiff, even if they can be shown to be stable. Corresponding discrete models (such as the Euler approximation to the
107
gradient descent equation) may have the same properties for very small learning rates, but quite different behaviour when reasonable values of the learning rate are used.
1.3. Efficiency Compared with numerical stability, efficiency is a relatively simple concept. In practice, it is not sufficient to know that a method will eventually produce a solution: we want to get to it as quickly as possible. Ideally, an algorithm should achieve the same computational complexity as the problem it purports to solve, while retaining numerical stability. However, in practice this issue is very difficult to address, and we have to content ourselves with pragmatic approaches to increasing speed. Nevertheless, is is important that these pragmatic solutions be rigorously analysed, in order to determine under what circumstances (if any!) they will actually help. Some approaches to this question are presented in Section 3. One way that efficiency can sometimes be improved is to change the problem. There may be no point in expending a large amount of computational effort in finding the exact optimum trained state for some neural system, if a solution which will achieve the required classification can be found with less work.
2. ANALYSIS OF LEARNING DYNAMICS In this section, we explore the ideas introduced in Section 1, as they relate to a well established and fairly simple learning rule. We consider the Widrow Hopf delta rule, and its extension to nonlinear systems often called the generalised delta rule, or backpropagation. This is not to suggest that this approach is considered to be the only onworth considering or even necessarily the best. However it seems more profitable to take one method and look at it in detail, rather than give a superficial coverage of a broad field. Moreover the delta rule actually has some quite interesting mathematical properties: more so indeed than might be apparent from its simple nature. Similar approaches can be applied to the various modifications of the delta rule which abound in the literature. It is the opinion of this author that such variations should be compared on the basis of rigorous analysis of the type presented here, rather than just be a few possibly fortuitous examples. The tools presented here should be applicable for authors desiring to prove superiority of a particular approach. Previously, this rule has usually been analysed as a stochastic least mean square algorithm, under the assumption that the learning rate tends to zero as the algorithm proceeds. However, this is not normally done in practice: more commonly a constant learning rate is used. Our analysis will aim to address three questions:
i)
How does the linear algorithm behave with a fixed learning rate?
ii) Given a fixed set of training patterns, is it better to update the weight matrix after each pattern, or after the whole set of patterns (in which case the method becomes a version of steepest descent)?
108
iii) How far do the answers to the first two questions apply to related non-linear methods such as backpropagation?
2.1. The delta rule
So let us begin by considering the simplest of all neural models, the simple perceptron. Denote the training vectors (generically) by x and desired output vectors by y. W is the weight matrix. We would like to find W such that y = Wx for all pairs (x,y) of patterns and corresponding outputs. We assume initially that W is updated after each training pattern. The change in W when the pattern x is presented is given mumelhart and McClelland,l986, p.3221 by
where q is the learning rate, and (WX)~denotes the jth element of Wx. Actually, we can simplify matters here by observing that there is no coupling between the rows of W in this formula: the new jth row of W depends only on the old jth row. This enables us to drop the subscript j, denoting yj just by y, and the jth row of W by the vector wT. Thus we get 6Wi
= q0' - WTX)Xi, so
6w
=
110'- wTx)x.
Thus given a current iterate weight vector wk, wk+f
= wk+8wk = wk
+
- wkTX)x
= (I - qxxT)wk + qyx.
(2.1)
The final equation is obtained by transposing the (scalar) quantity in brackets. Note the bold subscript k here, denoting the kth iterate, not the kth element. Observe also that the second equation makes clear what the delta rule actually does: it adds a suitable multiple of the current pattern x to the current weight vector. We now prove some results about this iteration: the first lemma is a special case of a well known results (see e.g. [Oja, 1983, ~ 1 8 1but ) the proof is given here for completeness.
Lemma 2.1 Let B = (I - VT). Then B has only two distinct eigenvalues: 1 - qllx112 corresponding to the eigenvector x and 1 corresponding to the subspace of vectors orthogonal to x. denotes the usual Euclidean norm.) (Here
11
109
Proof (I -qxxl)x
= x -qxxTx
= x(l -Tl11xlp> as required.
On the other hand if u is orthogonal to x, (I-qxxT)u
= u-VXXTU
= u.
That there can be no more eigenvalues follows from the fact that x together with the set of all vectors orthogonal to x span the input vector space.
I Recall that the matrix norm of any mxn matrix A corresponding to the Euclidean norm in IR* is defined by
This expression defines a norm on the mn dimensional space of matrices with the property that for any n-vector v, l l A ~ 1 1d~ llA11211v112.
Lemma 2.2
e(B)
Provided 0 S q d 2/11x112, we have 11B1I2 = Q@) = 1, where is the spectral radius of B. i.e. the magnitude of its eigenvalue of largest modulus. Proof The 2 norm and spectral radius of a symmetric matrix are the same: see Psaacson and Keller, 1966, p10, equation (ll)] noting that the eigenvalues of A2 are the squares of those of A. That the spectral radius is 1 follows from Lemma 1.
I Now suppose we actually have t pattern vectors xl,...xt. We will assume temporarily that these span the space of input vectors, i.e. if the x’s are n-vectors, then the set of pattern vectors contains n linearly independent ones. (This restriction will be removed later.) For each pattern vector xp, we will have a different matrix B, say B, = (I - qxpxpT). Let A = BtBt-1...B1.
Lemma 2.3 If 0 < ‘1 < 2/11xp112 holds for each training pattern xp. and if the xp span, then 1 1 ~ 1 1 2< 1.
110
Proof By definition, there exists v such that 11A112 = llAv112 and
11~112=
1.
Thus 11AIl2 = (IBtB,, ... Blvll2 c 1IBtB,, ...B,I1211B1v112(from the definition of the norm). We identify two cases:
Case 1) If vTxl # 0, 11B1v112< 1, since the component of v in the direction of x is reduced (see Lemma 2.1: if this is not clear write v in terms of x and the perpendicular component, and apply Bl to it.) on the other hand IIBtBt-i - - ~ 2 1 1 2c
ll~Jlzll~t-i11~..11~2llz = 1.
Case 2) If vTxl = 0,then Blv = v (Lemma 2.1). Hence 11A112 = IIBtB,l may carry on removing B’s until Case 1 applies.
... B2v1I2 and we I
Remark
In theory, at least, one could compute the which is optimal in the sense of minimising 11A112 However this is unlikely to be worthwhile unless we can get an efficient algorithm. A common way to apply the delta rule is to apply patterns xl,xz,...xt in order, and then to
xl. The presentation of one complete set of patterns is called an epoch. Assuming this is the strategy employed, iteration (2.1) yields start again cyclically with
wL+~=
Awk+qh
(2.2a)
where A is as defined above and
h
= yI(BtBt-1 ... B 2 ) ~ 1+ ... yt-lBtxt-1 + Ytxt
.
(2.2b)
Here, of course, yp denotes the target y value for the pth pattern, not the pth element of a and l the x’s, but nor on the current w. vector. Note that the B’s and hence h depend on ? Since 6W in the delta rule is proportional to the error in the outputs, we get a fixed point of (2.1) only if all these errors can be made zero, which obviously is not true in general. Hence the iteration (2.1) does not in fact converge in the usual sense. On the other hand, we have shown (Lemma 2.2) that provided the xp span the space of input vectors, then for < 1. Hence the mapping F(w) = Aw + q h satisfies sufficiently small q.
llA112
i.e. it is contractive with contraction parameter 11A112. Mapping Theorem that the iteration (2.2a) does have Mapping Theorem may be found in most textbooks of systems: see for instance [Vidyasagar, 1978, ~ 7 3 1 .The fixed point is unique. Now if there exists a w that makes
It follows from the Contraction a fixed point. The Contraction functional analysis or dynamical theorem also guarantees that the all the errors zero, then it is easy
111
to verify that this w is a fixed point of (2.1) and hence also of (2.2a). Otherwise, (2.1) has no fixed points, and the fixed point of (2.2a) depends on 7: we denote it by ~ ( 7 )In. the limit, as the iteration (2.1) runs through the patterns, it will generate a limit cycle of vectors wk returning to w(q) after the cycle o f t patterns has been completed.
2.1.1. Dependence of the limit cycle on '1 Since w(q) is a fixed point of (2.2a) we have (writing h = h(q) and A = A(q) to emphasise the dependence) w(7) = Nrl)W(rl)
+qm)
(2.3)
*
Now what can we conclude about w(q)? Let us denote by (unique since the xp span) that minimises
W*
the weight vector w
(2.4a) Denote by X the matrix whose columns are xI,x2,...xt, and let
L
xxr
=
t
=
c
XpXpT.
Pl
Then
W*
satisfies the normal equations t
Lw* =
ypxp = h(0).
(2.4b)
F='
The second equality follows from (2.2b), observing that all the B matrices tend to the identity as q+O. On the other hand from (2.3) we get H(V)w(q) = h(q) where H(q) = (1 - N m . Assuming L-1 exists, define the condition number x(L) by x(L) = 11L-111z&112. Since L is symmetric and positive definite, it is easy to see that x ( L ) is equal to the ratio of the largest and smallest eigenvalues of L (compare [Isaacson and Keller, 1966, p10, equation (1 l)]). A standard result on the solutions of linear equations [Isaacson and Keller, 1966, p37] gives, provided llL - H(q)1I2 < IdlL-1112,
But
112
and considering powers of q in this product we obtain
= I-qL+O(q2)
Thus H(q) = L + O(q). Also an examination of the products in (2.2b) reveals h(q) = h(0) + O(q). This gives the first part of the following theorem.
Theorem 2.4 Suppose that the pattern vectors xp span, and that W* is (as above) the weight vector which minimises the least square error of the outputs over all patterns. If w(q) is a weight vector obtained by applying the delta rule with fixed q until the limit cycle is achieved, then as q+O,
b) If &(q)is the root mean square error corresponding to w(q) (see (2.4a)). and E' is the corresponding error for w*,then ~ ( q-)E* = O(q2) .
Proof a) follows from the remarks immediately preceding the theorem. The condition that the xp span is necessary and sufficient for L to be non singular: see (2.7) below. Note however, that it does not really matter if we look only at the end of the epoch of patterns: the result will apply to any w in the limit cycle. b) is simply the observation that for a least squares approximation problem, the vector of errors for the best vector w' is orthogonal to the space of possible w's, so an O(q) error in W* yields an O(q2) increase in the root mean square error. We will omit the details of this argument. I Remark In actual fact, Theorem 2.4 is not quite as satisfactory as it may appear, since the bound (2.5) depends on llL-1112. Although the spanning of the patterns xp is sufficient to guarantee the existence of L-1, in practice the norm can very large, as we shall see later. These results are illustrated by the following small numerical experiment. This used four input patterns each with a single output. These were
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The first test used patterns 1 to 3 only. Since the input patterns are independent 3-vectors. the least squares error can in this case be made zero, and it is easily verified that in fact this occurs with
w =
(8).
The spectral radius and 11A\12for various values of T are shown in the Table 2.1. Table 2.1
0.1 0.2 0.3 0.4 0.5 0.6 0.7
0.967 0.928 0.881 0.823 0.750 0.654 0.525
0.967 0.929 0.888 0.848 0.866 0.939 1.035
With 7 = 0.7 we would expect that once the algorithm had settled down, the error would be almost halved after each epoch (complete cycle of patterns). and this indeed proved to be the case. The algorithm converged to the expected weight vector, and the mot sum of squares of the output errors was 5.33E-3 after 10 epochs, and 9.34E-9 after 30 epochs. We then repeated the tests with all 4 patterns. In this case, the output errors cannot all be made zero, and we expect a limit cycle. The corresponding values of spectral radius and two norm are given in Table 2.2. For small q, A is, of course, nearly symmetric, and the spectral radius and norm are almost the same. However, this property degenerates quite rapidly with increasing 1. and for ? >l0.2734088(7dp), the largest eigenvalue of A occurs as a complex conjugate pair. It would of course be unwise to make general deductions from this very small and simple exam le. but it is interesting to note that for this data, at least, e(A) is significantly smaller than gAl12 when ‘1is greater than about 0.3.
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Table 2.2
0.1 0.2 0.3 0.4 0.5 0.6 0.7
0.935 0.868 0.816 0.819 0.866 0.929 1.006
0.933 0.852 0.725 0.640 0.612 0.677 0.786
The delta rule algorithm itself was run for this data with several values of 7. With ‘1 = 0.35 (the approximate minimiser of the two norm) the final value of the root sum of squares error was 0.53502 and convergence was obtained to 3dp after only 15 epochs. With
’1 = 0.1 the final error o b i n e d was 0.50157, but convergence to 3dp took 55 epochs. The exact least squares miiiimum is 0.5, and we observe that the error for q = 0.1 is comct to nearly 3dp, as suggested by Theorem 2.4b). The matrix L=XXT in this case is
4 2 2
.
(z:)
It has eigenvalues 6.372(3dp), 1 and 0.628(3dp). Therefore x ( L ) = 10.15(2dp). An interesting, and as yet unexplained, observation from the experiments is that when the limit cycle is reached, the error in the output for each individual pattern after the correction for that pattern has been applied was the same for all patterns. 2.1.2. When the patterns do not span One case we have not yet considered is when the xp fail to span. At first sight this may Seem unlikely, but in some applications, for instance in vision, it is quite possible to have more data per pattern than the number of distinct patterns. In this case we have more free weights than desired outputs, so we would normally expect to be able to get zero error. However this may not always be possible: it depends on whether the vector of required outputs is in the column span of the matrix whose rows are the input patterns. Since the row and column rank of a matrix are equal. we can guarantee zero error for any desired outputs if: i) The number of weights 3 the number of patterns, and ii) the patterns are linearly independent.
115
(For a discussion of interpolation properties of semilinear feedforward networks, see wartin, J.M.. 19901.) Now if the patterns do not span the input space, Lemma 2.3 fails to apply. However this is only a minor complication. Any weight vector w can be written as w = W + We where E span(xl ..... xt) and wC is in the orthogonal complement of this space. It follows from Lemma 2.1 that the matrix A simply leaves the part invariant. Thus, a simple extension of the arguments of Lemma 2.3 and the remarks following it shows that the mapping F(w) = /\w + tlh is contractive over the set of vectors which share a common vector Wr. Thus we will get convergence to a limit cycle. Note, however, that the particular
+
limit cycle obtained depends in this case on the wC part of the initial weight vector. A more serious problem is that L will be rank deficient. In this case there is no unique best w*,and (2.5) fails. This problem can in principle be tackled using the the singular value decomposition tools introduced in Section 3 but we omit the discussion in this paper. There is another reason for looking closely at the properties of L, as we shall now see.
2.2. The “epoch method”
Since we are assuming that we have a fixed and finite set of patterns xp. p = 1....t, an alternative strategy is not to update the weight vector until the whole epoch of patterns has been presented. This idea is initially attractive since it can be shown that this actually generates the steepest descent direction for the least squares error. We will call this the “epoch method‘’ to distinguish it from the usual delta rule. This leads to the iteration
n = (I - qXXT) = (I - qL). (2.6) is, of course, the equivalent of (2.2a), not (2.1), since it corresponds to a complete epoch of patterns. There is no question of limit cycling, and, indeed a fixed point will be a true least squares minimum. Unfortunately, however, there is a catch! To see what this is, where
we need to examine the eigenvalues of fl. Clearly L = X x ’ is symmetric and positive semi definite Thus it has real non-negative eigenvalues. In fact, provided the xp span, it is (as is well known) strictly positive definite. To see this we note that for any vector v, t
VTXPV =
c VT(XpXp’,V P=l t
=
c (VTX,)’
p= 1
.
(2.7)
116
Since the patterns span, at least one of quantities in brackets must be non-zero. The eigenvalues of R are 1 - q(the corresponding eigenvalues of XS), and for a strictly positive definite matrix all the eigenvalues must be strictly positive. Thus we have for 7 sufficiently small e(L)= < 1. Hence the iteration (2.6) will converge, provided the patterns span and is sufficiently small.But how small does q have to be? (Recall that for the usual 6 rule we need only the condition of Lemma 2.3) To answer this question we need more precise estimates for the spectrum of L and the norm of R. From these we will be able to see why the epoch algorithm does not always work well in practice. Suppose L = X S has eigenvalues [A? j = 1 ... n ) , with
ll~ll~
The eigenvalues of R are (l-qkl) C (1-qh2) C .... 6 (1-qh,), and e(n) = max ( l - ~ & Il-qk,, (Observe that fl is positive definite for small q, but ceases to be so when q becomes large.) Now
I
1,
I}.
Thus from (2.7)
Hence (2.9)
Note that this upper bound, and hence the corresponding value of l l required, is computable. On the other hand, we can get a lower bound by substituting a particular v into the expression on the right hand side of (2.8).For instance, we have for any k, k=l, ... t,
We next consider some special cases. Case 1: The xp collapse towards a single vector. This situation can arise in practice
117
when the neural net is q u i r e s to separate two classes of vectors which lie close together in the sense that the angle between their means is small. For definiteness, suppose for some f i x 4 v, 11v11* = 1,
xp = v + &e, where e,, is the pth standard basis vector. Then considering (2.8) and (2.9) we see that lim 1, = t. E 4
Also, lim A,, = 0 : this follows simply from the fact the rank of XXr collapses to 1. €+O Case 2: The xp cluster around two vectors u and v which are mutually orthonormal. If these represent two classes which are to be separated, we are in the ideal situation for machine learning. However, even in this case the behaviour of the epoch method is less than ideal. If the clusters are of equal size, we have from (2.8)
limA1)t/2 &+O
andagain
limI,=O:
€+O
since the rank of L = X S collapses to 2. Case 3 The example considered at the end of 2.1.1. Here n = 3, and as was described above, 1, = 6.372, h, = 0.628. From these values, the eigenvalues of R = (I- VL) are easily calculated, as given in Table 2.3.
Table 2.3
tl 0.1 0.2 0.3 0.4 0.5 0.6 0.7
0.937 0.874 0.912 1.550 2.186 2.823 3.411
A comparison of this table with Table 2.2 clearly illustrates the rapid growth of Q(R) compared with e(A), as tl increases from zero. In these cases we will need a relatively small value of 7 to get the spectral radius less than 1. In practice, the epoch method does tend to be less stable than the ordinary delta rule. An inkresting open question is whether we always have @A) c Q(n).Note also that
118
I, will be very small, and the corresponding eigenvalue of R close to 1: however, since small eigenvalues correspond to vectors nearly orthogonal to the span of the patterns, the exact effect of this is not immediately clear. This issue is addressed further in Section 3.1: see equation (3.3). Another way of looking at these results is to consider the iterations as approximations to the gradient descent differential equation. Provided the xp span, this differential equation (for the linear perceptron) obviously has a single, asymptotically stable fixed point which is globally attractive. However, at least in the three cases above, the differential equation is s t i r . (Compare Section 1.2). This stiffness is severe in the frst two cases, and marginal in Case 3. The epoch iteration (2.6) is simply Euler’s approximation to the descent differential equation. Euler’s method is not stiffly stable, and so only mimics the behaviour of the The l. iteration (2.2) provides a kind of stiffly stable differential equation for very small ? approximation to the differential equation, albeit having the disadvantage of an oscillatory solution.
2.3. Generalisation to non-linear systems As is well known, the usefulness of linear neural systems is limited, since many pattern recognition problems are not linearly separable. We need to generalise to non linear systems such as the backpropagation algorithm for the multi-layer perceptron (or semilinear feedforward) network. Clearly we can only expect this type of analysis to provide a local result: as discussed in Section 1, global behaviour is likely to be more amenable to dynamical systems or control theory approaches. Nevertheless, a local analysis can be useful in discussing the asymptotic behaviour near a local minimum. The obvious approach to this generalisation is to attempt the “next simplest” case, i.e. the backpropagation algorithm. However, this method looks complicated when written down explicitly: in fact much more complicated than it actually is! A more abstract line of attack turns out to be both simpler and more general. We will define a general non-linear delta rule, of which backpropagation is a special case. Suppose the input patterns x to our network are in Rn, and we have a vector w of parameters in R M describing the particular instance of our network i.e. the vector of synaptic weights. For a single layer perceptron with m outputs, the “vector” w is the the mxn weight matrix, and thus M = mn. For a multilayer perceptron, w is the Cartesian product of the weight matrices in each layer. For a general system with m outputs, the network computes a function G:RMxRURm, say v = G(w,x)
11 11.
where v E Rm. We equip RM, IRm and Rn with suitable norms Since these spaces are finite dimensional, it does not really matter which norms, but for definiteness say the For pattern xp, denote the corresponding output by vp. i.e. Euclidean norm
11 112.
vP = G ( w , x ~ ) . We assume that G is Frechet differentiable with respect to w, and denote by D = D(w,x) the mxM matrix representation of the derivative with respect to the standard basis. Readers unfamiliar with Frechet derivatives may prefer to think of this as the gradient
119
vector: for rn = 1 it is precisely the row vector representing the gradient when G is differentiated with respect to the elements of w. Thus, for a small change 6w and fixed x, we have (by the definition of the derivative) G(w+Gw,x) = G(w,x) + D(w,x)6w + o(l16wll) .
(2.10)
On the other hand for given w, corresponding to a particular pattern x,. we have a desired output yp and thus an error E~ given by
eP2 = cV,-v,~TcVp-vp~ = qpTq,,
say.
(2.11)
The total error is obtained by summing the EPZ's over the t available patterns, thus t
&2
=
CEp2. pi'
An ordinary descent algorithm will seek to minimise €2. However the class or methods we are considering generate, not a descent direction for &*, but rather successive steepest descent directions for E;. Now for a change 6qp in qp we have from from (2.11)
6ep' = (4,
+ %,)T(q,
= 2SqpTq,
+ 8qp) - q,Tq,
+ 6qpT6qp.
Since y, is fixed,
69, = - 6v,
=
- D(w,xp)'w + o(ll6wll)
by (2.10). Thus
6e: = - 2( D(w,xp)Gw)T( yp - G(w,xp) 1 + ~(IlSwll) =
- 26wT( D(W.X,) IT( yp - G(w,xp) ) + ~(IlSwll).
Hence, ignoring the o(l16wll) term, and for a fixed size of small change 6w, the largest decrease in &: is obtained by setting
6~ = T( D(w,xp) P(yp - G(w,xp) ) . This is the generalised delta rule, Compare this with the single output linear perceptron, for which the second term in this expression is scalar with G(w,xp) = wTxp,
and the derivative is the gradient vector (considered as a row vector) obtained by differentiating this with respect to w, i.e. xpT. Thus we indeed have a generalisation of (2.1).
120
Hence, given a kth weight vector wk, we have wk+1 = wk+ 6wk
= wk + q( D(Wk&p) IT( Yp - G(Wk+p)
.
(2.12)
The backpropagation rule mumelhart and McClelland, 1986, pp322-3281 is , of course, a special case of this. To proceed further, we need to make evident the connection between (2.12) and (2.1). However, there is a problem in that, guided by the linear case considered above, we actually expect a limit cycle rather than convergence to a minimum. Nevertheless it is ' , of (2.11): necessary to fix attention to some neighbourhood of a local minimum, say w clearly we cannot expect any global contractivity result as in general (2.12) may have many local minima, as is well known in the backpropagation case. Now from (2.10) and (2.12) we obtain (assuming continuity and uniform boundedness of D in a neighbowhood of w*), Wk+l
= wk + q( D(wk,xp) IT( yp - G(w*.xp) - D(W*.Xp)(Wk-W*)) + o(~lwk-w*l~) = (1 - qD(WkpXp)Q(W*,Xp))Wk + q( D(Wk.Xp) )T( yP - G(w*,Xp)+ D(W*,xp)W*) + o(~lwk-w*~~)
(2.13)
The connection between (2.13) and (2.1) is now clear. Observe that the update matrix (I - tlD(wk.xp)%(w*,xp))is not exactly symmetric in this case, although it will be nearly so if wk is close to w'. More precisely. let us assume that D(w,x) is Lipschitz continuous at w., uniformly over the space of pattern vectors x. Then we have wk+1 = (1 - qD(w*Jp)~(w*Jp))Wk + q( D(w*,Xp) IT( yp - G(W*Jp)+ D(W*,Xp)W*) + o(llwk-w*ll)
(2.14)
Suppose we apply the patterns xl,,..,xtcyclically, as for the linear case. If we can prove that the linearised part (i.e. what we would get if we applied (2.14) without 0 term) of the mapping Wk:+wk+t is contractive, it will follow by continuity that there is a neighbourhood of W' within which the whole mapping is contractive. This is because, by hypothesis, we have only a finite number of patterns. To establish contractivity of the linear part, we may proceed as follows. First observe that D(w',xp)~(w*,xp)is positive semi definite. Thus for 7 sufficiently , x 1.~ )We ~ ~ may ~ decompose the space of weight vectors small, 111 - ~ D ( w * , ~ ~ ) Q ( w * C into the span of the eigenvectors corresponding to zero and non-zero eigenvalues respectively. These spaces are orthogonal complements of each other, as the matrix is symmetric. On the former space, the iteration matrix does nothing. On the latter space it is contractive provided
q < l@( D(wf,xp)7D(w*,xp)1 .
(2.15)
We may then proceed in a similar manner to Lemma 2.3, provided the contractive subspaces for each pattern between them span the whole weight space. If this condition fails then a difficulty arises, since the linearised product mapping will have norm 1, so the
121
non-linear map could actually be expansive on some subspace. For brevity, we will not pursue this detail here. In the c89e of a single output network. D(w;x) is simply a row vector and any acceleration strategy for the linear algorithm based on Lemmas 2.1 and 2.3 should be fairly easy to generalise to the non-linear case. Even for the multi-output case, (2.15) suggests D(wk,xP)W(wk.xp) ) to control the choice of learning rate q. The matrix will only using have the same order as the number of outputs, which in many applications is quite small. It is regrettable that (2.14) has to be based on nearness to a local minimum w ' , but it is difficult to see how to avoid this. The fact that an algorithm generates a descent direction for some Liapunov function is not sufficient to force contractivity. The latter property in Lemma 2.3 arises from the convexity of the quadratic error surface. Nearness to a local minimum in (2.14) enforces this property locally. Nevertheless, the fact that the generalised delta rule only uses information local to a particular pattern xp, rather than the whole pattern matrix X. would still seem to be a very desirable property to have in view of the results of Sections 2.1 and 2.2. There is little to say about the special case of backpropagation, other than that for a multilayer perceptron. the derivative D(WJK)is relatively easy to calculate: this is what makes backpropagation of the error possible.
e(
3. FILTERING, PRECONDITIONING AND THE SINGULAR VALUE DECOMPOSITION Equation (2.14) shows that the non-linear delta rule can be locally linearised and then behaves like the linear case.For simplicity,.therefore. we shall largely restrict attention in this section to linear networks.
3.1. Singular values and principal components As is apparent from the Section 2, (see e.g. (2.7), (2.13) ), matrices of the form Yv are of importance in the context of non-linear least squares. We also pointed out after (2.7) that an analysis of the case when the matrix X S is rank deficient, or nearly so, is important in studying these problems. Not surprisingly therefore, this problem has received considerable attention in the literature of both numerical analysis and multivariate statistics. (See e.g. the chapters by Wilkinson and Dennis in [Jacobs, 19771, pages 3-53 and 269-312 respectively. Also chapter 6 of [Ben-Israel and Greville, 19741.) The exposition given here is based on that of Wilkinson. who deals, however, with complex matrices. We will consider only real matrices. The key construction is the singular value decomposition (SVD).
Theorem 3.1 (Singular Value Decomposition) Let Y be any mxn real matrix. Then a) Y may be factorised in the form
Y = PSQT
where P and Q are orthogonal matrices (mxm and nxn respectively), and S is an mxn matrix which is diagonal in the sense that sij = 0 if i # j. The diagonal elements (li = sii are non negative, and may be assumed ordered so that 'J1 2 U, ... 2 Clmin(m,n) 2 0. These a's are called the singular values of Y. (Some authors, including [Ben-Israel and Greville, 19741, define the singular values to be the non-zero a's.) The columns of Q are eigenvectors of V Y , the columns of P are eigenvectors of Y F ,and the non-zero singular values are the positive square roots of the non-zero eigenvalues of STS or equivalently of SST.
In fact, b) is used to prove a). We consider first the case n 2 m. The matrix V Y is nxn, symmetric and positve semi definite. Then with Q as defined in b), and assuming that the eigenvalues of Y are (J? arranged in non-increasing order, we have Q T W Q = diag(ai?) .
(3.2)
If Y is of rank r, then the last n - r of the Oi are zero. Let qi denote the ith column of Q, and pi = Yqi/ai
i = 1. ... r.
It follows from (3.2) that the pi form an orthonormal set. If' r c n. extend this set to an p " . for i = l,..,n, we orthonormal basis for IRn, by adding additional vectors ~ ~ + ~ , . . . , Then have ith column of YQ = Yqi = D i p i . Thus if P is the orthogonal matrix formed from the columns pi. and S is as defined in a),
Y Q = SP
or
Y
=
PSQT.
This completes the proof of a) for n 2 m. The final part of b) namely that the pi are. eigenvectors of Y, follows froni the observation that Y Y r = PSQTQST
=
PSSTPT.
Transposing (3.1) gives YT = QSVT, from which the case n < m may be deduced. c) is simply the observation [Isaacson and H.B.Keller, 1966, plO] that llYll3 = @(m), where Q denotes the spectral radius.
123
Note that the condition n C m is essential. Otherwise, v could be in the kernel of Y, even
if an * 0.
It is important to emphasise that Theorem 3.lb) should not be used to compute the singular value decomposition (3.1) numerically, as it is numerically unstable. A popular stable algorithm is due to [Golub and Reinsch, 19701. As in (2.4). we denote by W* a weight vector which minimises the total least squares error for a single output linear perceptron. We observed that a fixed point of the "epoch method'' (2.6) will satisfy the normal equations (2.4b). In the discussion of (2.6). we pointed out that in certain plausible leaming situations, the matrix X whose columns are the input patterns, may be rank deficient or nearly so, with the result that the iteration matrix R in (2.6) may have an eigenvalue of 1 or very close to it. The remark was made that this might not matter in practice: we can use the SVD to investigate this further. Replacing Y by X in Theorem 3.1, we write X = PSQTwhere P and Q are orthogonal and S is diagonal (but not necessarily square). To be consistent with notation used later, we will call the singular values of X (the diagonal elements of S) v~...v,If we here denote by y the column vector of outputs (y1,...yJT corresponding to the input patterns xl,....xt, then the total least squares error E (2.4a) may be re-written
since. Q is orthogonal. Now set z = p w , and u = QTy. Then if X has rank r, i.e. r non zero singular values, then
It is now obvious that the least squares problem is solved by setting q' = ui/Vi, i = 1,...,r, choosing the other q' arbitrarily (but sensibly zero), and then setting W* = Pz*. The minimum emor is then given by the second sum on the right hand side of (3.3). We note that if r # M,where M is the number of input patterns, then w' is not unique, but if the undetermined zi are set to zero as suggested, then we get as W* the solution with minimal two norm. In matrix form, let S# be the matrix defined by sii# = 1/Vi, i = 1,...r, and sij# = 0 otherwise. Then Z* = S%I or W* = PS#QTy . The matrix (P)# = PS#QT is called the Moore Penrose psuedoinverse of XT: its properties are discussed at length in pen-Israel and Greville, 19741. However, (3.3) makes apparent a fundamental problem with the least squares approach when X is nearly, but not exactly, rank deficient. As indicated in Section 2 on the
124
discussion of the epoch method, this is likely to occur even in problems that are “good” from the learning point of view. Very small, but non-zero singular values have a large effect both on W* itself and on the error as given by (3.3). although they correspond to “noise” in the pattern matrix X: i.e. they do not give us useful information about separating the input patterns. Indeed the small singular values correspond to similarities in the patterns, not dSfSerences. The decomposition of a data matrix by the SVD in this way, in order to determine the important differences, is called by statisticians principal component analysis. and sometimes in the medical field factor analysis. Now let us take another look at the iteration (2.6). namely
where fl = (I - qXXT). In terms of the notation developed here, we have
- qkx y . wk+1 = (1 - ~ P s s ~ T ) w
or with the obvious extension of notation,
zk+1 = (I - qssT)zk - qsu .
(3.4)
At this point the notation becomes a little messy: let us denote by (zk)i the ith element of zk. These elements are decoupled by the SVD, more specifically (3.4) when written elementwise gives
( z ~ + ~ ) (1 ~ =- vi2)(zk)i - qviui. for i = l,..,r and
( z ~ + ~ ) (zk)i ~ = for i = r+l, ...,M As expected, the iteration has no effect on components corresponding to zero singular values. Moreover the good news is that with a suitable choice of 7, the iteration will converge rapidly for those components that “matter”, i.e. those connected with large singular values. The bad news is that this will not be apparent from an examination of the least squares error (3.3). as this will be dominated by the slowly convergent terms. This is unfortunate, as many published software packages for backpropagation, for example that accompanying [Rumelhart and McClelland, 19871, use the least mean square error for termination. Various authors, e.g. [Sontag and Sussman, 19911, have suggested that the use of this criterion is not ideal for solving the pattern classification problem. An interesting question for further study might be to see if the delta rule classifies better if it is not iterated to convergence. but only for the principal components as defined in Section 3.2. If so. what stopping condition could be used?
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3.2. Data Compression, Perceptrons, and Matrix Approximations Another important property of :he SVD is its use in solving matrix approximation problems. It is possible to use perceptrons for data compression: one of the few occasions on which cascading linear networks is useful. This approach has been discussed in a connectionist context by @3aldi and Horn&, 19891 using the language of principal component analysis. In fact their result is equivalent to a standard result of approximation theory, although the paper is of c o m e of value in pointing out the connection. As before, let us consider a perceptron with input vectors xl, ...,xt, and assume that these vectors are in RM. Instead of a single output, we now consider t output vectors yl, ....,yt in IR*. The weights thus form an nxM matrix W. The intention here is that n < M. For instance, the input vectors might be bit-mapped images, which we wish to store in compressed form. To decompress the y vectors, we feed them (without thresholding) into a further perceptron with Mxn weight matrix V. producing (unthresholded) output vectors ol. ....,oc The idea is that each oi should be a good approximation to the corresponding xk Of course, rank(VW) 6 n < M. There is no point in trying to make WV approximate I if there is no commonality in the input patterns the compression task is hopeless. So. let us again form the matrix X whose columns are the xi’s. Our aim is now to choose W and V to minimise IlX - VWXlls, where denotes the Schur norm. (The Schur norm of a matrix is simply the square root of the sum of the squares of all its elements.) Matrix approximation problems of this type are discussed in some detail in Chapter 6 of [Ben-Israel and. Greville, 19741: we will give the solution here just for this particular problem. We first observe that for any matrix A and compatible orthogonal matrix 0. llOAlls = since, indeed, multiplication of each column of A by 0 preserves the sum of squares. Similarly for postmultiplication. Now, as above, let X = PSQT be the SVD of X, and suppose rank(X = r. The crucial stage is to find a matrix H satisfying r a n k 0 C n and which minimises l/X - PHPTXII,. Once we have H it is not difficult to factorise PHPT to get W and V. But
11 Ils
llAlls
IlX - PHPTXIIs
=
110 - PHPT)Xlls = 110 - PHPT)PSQTJls
IIP - PH)Slls
= =
i vi2( i=1
(1
= Il(1
- hii)2 +
-
H)SllS
c hj? ) , j+i
where, as above, we denote the singular values of X by vi. Obviously, at the minimum H is diagonal. But we require rank(H) < n. Thus the minimising H is obtained by setting hi = 1, i = 1,...,min(r,n) and the other diagonal elements to zero. If r G n, there is no loss of information in the compression, and the patterns xp are reconstructed exactly. If r > n, then the total error over all patterns is given by r CVi’. i=n+l
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It remains to perform the factorisation VW = PHPT. While the choice of H is unique, this is not so for the factorisation. However, since PHPT is symmetric, it makes sense to set
w. mT.
V = In fact we have H f l = H, whence PHPT = P m T = PH(PH)T . PH has (at most) n non zero columns: we may take these as V and make W = Vr = the f i s t n rows of Thus the rows of W are those eigenvectors of X f l corresponding to the largest singular values: the principal components. The effect of W is to project the input patterns xp onto the span of these vectors. Specifically, if Y is the matrix whose columns are the compressed patterns yI. i = l,..,t, and G is the matrix formed from the f i s t n rows of fl then
Y = WX = GPTX = GSQT. The importance of the matrices P, Q and S arising from the SVD is clearly illustrated here. Of course, calculation of the SVD is not a natural connectionist way to calculate V and W: as maldi and Hornik, 19891 point out, they can be computed using backpropagation. The importance of the SVD is not restricted to discrete time semilinear feedforward networks: see for example Keen, 19911 where it is shown to be the crucial factor in determining the behaviour of a continuous time representation of a neural feature detector. We remark in passing that the SVD can also be used to solve matrix approximation indeed the construction of the Moore Penrose pseudoinverse described problems in above can be regarded in this light.
11 112:
3.3. Filters, Preprocessing and Preconditioning Many authors have commented on the advisability of performing some preprocessing of the input patterns before feeding them to the network. Often the preprocessing suggested is linear. At f i s t sight this seems to be a pointless exercise, for if the raw input data vector is x, with dimension 1, say; the preprocessing operation is represented by the nxl matrix T, W is the input matrix of the net and we denote by the vector h the input to the next layer of the net. then
h =WTx.
(3.5)
Obviously, the theoretical representational power of the network is the same as one with unprocessed input and input matrix WT. However, this does not mean that these preprocessing operations are useless. We can identify at least the following three uses of preprocessing. i) To reduce work by reducing dimension and possibly using fast algorithms (e.g. the FFT or wavelet transform). (So we do not want to increase the contraction parameter in the delta rule iteration.)
ii) To improve the search geometry by removing principal components of the data and corresponding singular values that are irrelevant to the classification problem. iii) To improve the stability of the iteration by removing near zero singular values
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(which correspond to noise) and clustering the other singular values near to 1: in the language of numerical analysis to precondition the iteration. We will not address all these three points here directly. Instead we will derive some theoretical principles with the aid of which the issues may be attacked.
3.3.1. Filters and stability of learning The first point to consider is the effect of the filter on the stability of the learning process. For simplicity, we consider only the linear case here. We hope, of course, that a suitable choice of filter will make the learning properties bettm, but the results here show that whatever choice we make, the dynamics will not be made much worse unless the filter has very bad singular values. In particular, we show that if the filter is an orthogonal projection, then the gradient descent mapping with filtering will be at least as contractive as the unfiltered case. Considering first the "epoch method" (2.6).we see from (2.6) that the crucial issue is the relationship between the unfiltered update matrix R = (I - qlXm and its filtered equivalent (I - 72TXX"P) = say. Note that these operators may be defined on spaces of different dimension: indeed for a sensible filtering process we would expect the filter T to involve a significant dimension reduction. Nole also that we have subscripted the learning rates '1 since they might be different. A natural question is to try to relate the norms of these two operators, and hence the rate of convergence of the corresponding iterations. As in Section 2, we suppose L = X p has eigenvalues (Ap j = l...n], with
(Note here we assume the x's span so
A,, #
0. In terns of the singular values vi of X,
v? = li)
The eigenvalues of R are (l-qlll) 6 (1-q112) .... < (l-q,ln),and
with a similar result for the filtered iteration matrix R'. Hence we need to relate the eigenvalues of X f l with those of T X m = L', say. Let L' have eigenvalues pl b p2 )...a pl A I and T have singular values ul 2 c2)....a 0, > 0. Note that we are assuming T has full rank n.
Proposition 3.2 With the notation above, pl 4 'J,2hl and p., 2 un2A.,,.
Proof The frst inequality is straightforward. Since the L and L'are symmetric
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The second inequality is only slightly more difficult. Let u, be the normalised eigenvector of L'corresponding to p,. Then
But IImunl12 2 An%,,
by a double application of Theorem 3.ld). I -
This result means that Iln'l12cannot be much larger than llnllzif T has singular values close to 1. Many of the most useful filters are projections (although many others, e.g. edge detectors, are not). Projections can be defined in arbitrary vector spaces, and orthogonal projections in general inner product spaces, but for simplicity we will here consider only R n with its usual inner product.
Definition 3.3 a) A linear mapping PIRQIRn is said to be a projection if P(Pv) = Pv for all v E IRn.
b) A projection is said to be orthogonal if (v-Pv)'%
= 0 for all v E Rn.
I Given a subspace S of Rn, the mapping that takes each vector v to its best least squares approximation from S is an orthogonal projection onto S: in fact it is the only such orthogonal projection with respect to the standard inner product. The orthogonality condition in Definition 3.3b) is simply the normal equations for the least squares approximation problem. We list some properties of projections in the next lemma.
Lemma 3.4 For any projection (excluding the trivial one Pv = 0 for all v). a) All the eigenvalues of P are 0 or 1. b) For any norm
11 11 on IRn, we have for the corresponding operator norm, llPil 2
1,
c) If P is an orthogonal projection, llP112 = 1 and indeed all the non-zero singular values of the matrix representation of P with respect to an orthonormal basis are 1.
Proof a) An immediate consequence of Definition 3.3a) is that any eigenvalue A of P must satisfy A2 = A. The only solutions of this equation are 0 and 1. b) Recall llPll 2 llPwll for all w E IRn satisfying llwll = 1. Choose w = Pv/IIPvII for any v # 0.
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c) Clearly it is sufficient to prove this for a particular orthonormal basis, since changes between such bases are represented by orthogonal matrices which will not change the singular values (compare Theorem 3.1). Let S be the image of P, and construct an orthonormal basis for S , say [sl. ...,s,.), where r is the dimension of S and r C n. Extend this basis to an orthonormal basis for IRn by adding extra vectors (sr+l, ...,%). With respect to this basis we have Psj = sj. j = 1,...,r so the first j columns of the matrix =presentation of P are the first r columns of the n dimensional identity matrix: indeed this is true for any projection onto S, not just the orthogonal projection. However, for an orthogonal projection and for j > r, we have
Since Psj E S and sj is orthogonal to all elements of S by construction, the first term on the right hand side is zero. Thus Psj = 0. Hence the last n - r columns of the matrix representation of P are zero vectors.
a
In practical applications, we do not retain the whole of Wn when using orthogonal projections. In fact the more usual approach is to start by selecting an orthonormal basis and deciding which r of the n basis vectors to “keep”. We may combine Proposition 3.2 and Lemma 3.44 as follows.
Corollary 3.5 Let Isl,...,s,,) be an orthonormal basis for R*. Suppose we express each pattern vector x in terms of Isl,...,s,,) and then discard the component corresponding to [s,.+,, ...,s,,). (Hence x is represented in compressed form by an r-vector. s say, and the problem dimension has been reduced from n to r.) If T is the matrix representing the filter which takes x to s, then
Proof Clearly T represents the non-zero part of an orthogonal projection. Thus all its singular values are 1. The result now follows from Proposition 3.2.
a
This result means that we can apply orthogonal projections to reduce the dimension of our problem without a deleterious effect on the contractivity of the steepest descent operator. We now give some concrete examples. Examples i) The discrete Fourier transform. The basis functions s, whose kth element is defined Thus we may smooth by (s,), = e W - l ) ( k - l U n , where i* = -1, are orthogonal in 0. and compress our patterns xp by expressing them in terms of this basis by means
130
of the Fast Fourier Transform algorithm, and then deleting terms involving high frequencies. (Complex numbers can, of course, be avoided by using sines and cosines.) ii) Other filters based on orthogonal expansions can in principle also be used: the wavelet basis is of course particularly attractive. In general, the basis functions will not be orthogonal with respect to the discrete inner product: since they are normally defied with respect to the inner product of functions defined on an interval. Nonetheless, it is reasonable to suppose that when the projection operators and inner product are discretised, we will land up with an filter matrix T with singular values close to 1, although a further study of this question would certainly be useful.
iii). A less obvious example concerns pixel averaging in image processing. A common way of reducing the size of a grey scale image is to take pixels in two-by-two blocks and average the grey levels for the four pixels, thus reducing the linear resolution by two and the number of pixels by four. This is not a mapping from Rn to itself, but we can make it one by replicating each averaged pixel four times, or equivalently, in each block of four pixels we replace each pixel by the average of the four grey levels in the block. Thus if a block of four pixels initially has grey levels g,.g2,g3,&, after averaging each pixel will have grey level (g1+g2+g3+&)/4. This is obviously a projection: less obviously it is an orthogonal projection. For in each block of pixels we have =
gi
-
(gl+g2+g3+g4)/4, i = 1.2.3.4.
Hence “(v
-
Pv)Tv”
= g1+gz+gs+g,
- 4(g1+gz+g3+&)/4
= 0.
Thus if correctly implemented, pixel averaging should not reduce the rate of convergence of the delta rule. This appears to be contrary to the results given in wand, Evans and Ellacott. 19911 in which it was reported that for a backpropagation net, the rate of convergence was degraded. This must be due either to the effect of the non-linearities, or, more likely, to the way in which the iteration was implemented. The authors intend to reconsider the experimental results in the light of this theoretical development. It is unfortunate that we have not as yet obtained similar results for the iteration (2.1). The very stability of (2. l), together with the fact that it contains information only about one pattern, makes it much more difficult to obtain corresponding bounds. However, (2.1) and (2.6) are. asymptotically the same for small q, it is to be expected that “good” filters for (2.6) will also be “good” for (2.1). There is no reason in principle why the results of this section cannot be extended to non-linear networks via (2.14), although they might be more difficult to apply in practice. The crucial issue is not the effect of the filter on a pattern x, but rather on the Frechet derivative matrix D(w,x). (2.13) shows that principal components of D(w,x) correspond to important directions in the topology of the search space.
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3.3.2. Data compression and the choice of a filter How do we go about choosing a suitable preprocessing strategy? Usually we search for some insight as to what features of a particular problem are important. This insight may be based on biological analogy, such as attempts to mimic the processing carried out in the human visual cortex; on signal processing grounds (e.g. Fourier, Gaussian or wavelet filters) or on the basis of some mathematical model. However the key issues sre the effect on the learning geometry and the learning dynamics. What algebraic properties should the filter have? One such property has been addressed in the previous section: it should have non-zero singular values close to one unless an alternative choice can be shown to cluster the singular values of the iteration matrix. Another issue to consider is the reduction in work resulting from compressing the input data. Recall the situation described at (3.5). Our raw input data vector is x, with dimension 1, say; the preprocessing operation is represented by the nxl matrix T. W is the input matrix of the net and we denote by the vector h the input to the next layer of the net, then h
= WTx.
(3.5)
In a typical vision application. we may find that the dimension 1 of the input pattern x is much greater than the dimension of h which is the number of nodes in the next layer of the network. This means that WT has very small rank compared with the number of columns. We would like'to choose T so that there exists W such that
for any V (of appropriate size) and input pattern x, but for which the number of rows of T is not much greater than the rank of W. i.e. the dimension of h. Such a choice would mean that the number of free parameters in the learning system (the number of elements of W compared with V) has been drastically reduced, while the achievable least squares error and the representational power of the network is unchanged. Since (3.6) is to hold for each pattern x, we actually want VX = WTX
(3.7)
where, as previously, X is the matrix whose columns are the patterns. Obviously, we cannot, in general, satisfy (3.7) exactly. However, an approximate solution to this problem is once again provided by the singular value decomposition. Suppose we express X as PSQT where P and Q are orthogonal and S is the diagonal matrix of singular values of X, say V1 2 v2 )....a v1 >, 0. Then
Suppose we wish T to be an rxl matrix, with r < 1 so that rank T S r. It is natural to choose T = GPT where G is the rxl matrix with gi, = 1 if i = j and 0 otherwise. (T thus represents a truncated Karhunen Loeve expansion.) We obtain
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Clearly the best possible choice of W here is the f i s t k columns of VP and with this choice
With this choice of T. the maximum error in replacing V by TX will be negligible provided r is sufficiently large that vW1is negligible compared with vl. Moreover, T is an orthogonal projection so corollary 3.5 applies. Tht Karhunen Locve expansion is thus the natural choice of linear filter for rank reduction. (Non linear filters such as edge detectors. radial basis networks, or adaptive filters such as that of [Lenz and Osterberg, 19901 could be better, of course). But the expansion does not “solve” the problem of linear filtering. As has already been pointed out, retaining just the principal components of X may not retain the information that is relevant to a particular classification problem: the components corresponding to smaller singular values may in fact be those that we require! We can only be confident in removing singular values at the level of random noise or rounding error. Even ignoring this problem, there are other objections to routine use of the Karhunen Loeve expansion: i) Although optimal for rank reduction, the Karhunen Loeve expansion is not optimal as a pnxonditioner. It does remove very small singular values, but leaves the others unchanged, while we wish to cluster the eigenvalues of X P . ii) Detennining the Karhunen Loeve expansion is difficult and expensive computationally. Moreover in a practical learning situation, we may not have the matrix X W y available anyway. Even assuming that we do have all the leaming patterns x available at once, the very large matrix X will be difficult to construct and store.
iii) The expansion q u i r e s a priori knowledge of the actual data: it does not give us a filter that could be hardwired into the leaming as part of (say) a robot vision system. The first point implies that even if we do compute the expansion, we may need to combine it with a preconditioner: we will consider preconditioning below. Now the second point. The standard algorithms for singular value decomposition are not easily implementable on neural networks. As we have seen. the principal component space of X can be computed by backpropagation, but in the linear case this is a computation as expensive as the problem we are trying to solve. In the non-linear case which is the one of most practical interest, computation of the expansion might be worthwhile but is still likely to prove challenging and costly. One possible way out of this difficulty has been suggested by wickerhauser, 19901. He recommends a preliminary compression in terms of a wavelet basis which is chosen optimally in the sense of an entropy-like measure called the theoretical dimension. While Wickerhauser uses this as an intermediate stage to compute the Karhunen Loeve expansion, in the neural net context it might be more sensible just to accept the degree of compmssion provided by the wavelets. A more simple minded approach is of course, is to compute the filter T on the basis of a representative subset of the data rather than all of it. But we then have the problem of how to pick such a subset.
133
The third point is the most fundamental. We do not really want a filter tied to a particular set of data: we want a fixed strategy for preprocessing that will cover a large class of different, albeit related, learning problems such as that used by mammals for vision. Obviously to have any hope of success, we must assume that there is some common structure in the data. What type of structure should we be looking for? As far as data compression is concerned, the information that is most likely to be available and usable is some condition that will guarantee the rapid convergence of some orthogonal expansion or similar approximation process. In practical applications, the pattern vectors x are likely to be spatial or temporal samples of some nondismte data. In vision applications, grey scale images come from A to D conversion of raster scan TV images. In speech recognition, the incoming analogue waveform is either sampled in time or passed through some frequency analysis process. In many cases, therefore, it should be possible to employ some measure of smoothness: differentiability or modulus of continuity in the space or time domain; or conditions on the rate of convergence to zero at fw of the Fourier transform. Given such conditions on the data, rate of convergence results abound in the approximation theory textbooks for the classical basis functions (polynomials, splines, Fourier series) and are beginning to appear for the newer bases such as wavelets or radial basis functions. ([Wickerhauser, 19901, Powell, 19901). (Note that this linear use of radial basis functions is different from the radial basis neural nets found in the literature, which use the basis in non-linear fashion to aid the classification problem.) Of course, the use of orthogonal expansions to preprocess neural net data is commonplace on an ad hoc basis, but a rigorous analysis of the data compression and preconditioning effects would Seem to be overdue.
3.3.3. The optimal preconditioner As in the case of data compression, an ideal choice of filter to act as a preconditioner would not require knowledge of the particular data set under consideration. But while the
requirement - rapid convergence - for a data compressor is obvious, there does not seem to be any clear handle on the preconditioning problem. Therefore we only consider preconditioners based on a known data matrix X. First observe that the theoretically optimal preconditioner for the iteration (2.6) is both easily described and completely useless! Suppose, as above, X has singular value decomposition PSQT. We set T to be the Moore Penrose inverse of X (see the remarks and definition after equation (3.3)). i.e.
T
= X* = QS#€’T.
Then TX
= QS#P‘PSQT
= QS#SQT.
Thus
L‘
= T X W = QS#SSTSflQT,
and S#SSTSm is a diagonal matrix with diagonal elements either 0 or 1. Thus all the eigenvalues of L‘ are either 0 or 1, and indeed, if the x’s span so that X x ’ has no zero
134
eigenvalues, then all the eigenvalues of L' are 1. With 7 = 1, the iteration (2.6) will converge in a single iteration. This is not surprising, since once we know X#, the least squares solution for w may be given explicitly. For the non-linear case we would need to compute the compute local pseudoinverses for the vectors D(w,x) (compare (2.13) and (2.14)). This amounts to local solution of the tangent linear least squares problem at each iterate, and if we are going to go to such lengths, we would be better off using a standard non-linear least squares solver. Moreover, in practice, as we have seen, X f l is likely to have small eigenvalues. so a stable computation of X# is likely to be difficult. A modification of the approach which might be slightly more practicable is just to remove the large eigenvalues of XX? based on computation of the dominant singular values, and corresponding singular vectors, of X. We will present an algorithm for removing the principal components one at a time. It should be emphasised that this algorithm has not been tested even for the linear case, and some care would be needed to make it work for non-linear networks. Moreover, whether an approach based on removal of individual singular values is going to be very useful is debatable: it may help if the data matrix X is dominated by a few principal components with large singular values but otherwise it it likely to be too inefficient. (Methods for simultaneous computation of more of the spectrum, e.g. Amoldi iteration, do exist. However they are of course more complicated.) In spite of these reservations, the algorithm here is presented as an indication that a trivially parallelizable method is at least in principle possible, and to indicate the tools with the help of which a practicable method might be constructed. The f i s t stage is to compute the largest eigenvalue and corresponding eigenvector of XX?. This may be carried out by the power method [Isaacson and Keller, 1966 p.1471 at the same time as the ordinary delta rule iteration: we start with an arbitrary vector u, and simply perform the iteration
Since
xxr
c. xpxp'. I
=
F=l
Thus the iteration can be performed by running through the patterns one at a time, just as for the delta rule itself. The sequence uk will converge to a normalised eigenvector p1 of X x ' corresponding to the largest eigenvalue I , of Xx'. A, itself is conveniently estimated from the Ruyleigh quotienr ukTxfl,k: see [Isaacson and Keller, 1969, p.142.1. Note that since X f l is symmetric and positive definite, repeated eigenvalues will not cause problems. Having determined pl and A,, we set
(3.8)
135
We have X = PDPT where, of course, p1 is the F i t column of P and h , the first element of the diagond matrix D. Since P is an orthogonal matrix,
and, of course, n
Xx’ = PDPT =
&PIPIT, i= 1
Hence, with T as in (3.8), we have
since the pi’s are orthonormal. By a similar calculation
Thus T X m has the same eigenvectors as Xx’, and the same eigenvalues but with A1 replaced by 1. As indicated by (3.5). each pattern xp should then be multiplied by T, and, since we are now iterating with different data, the current weight estimate w should be multiplied by It is easy to check that T-’
= I
+ (hi’/* -
T-l.
1)pIpIT.
Since )cl is a “large” eigenvalue, this process is well conditioned. Observe that calculation of Tx and T-1w each can be achieved with evaluation of only a single inner product. The process can of course be repeated to convert further eigenvalues to 1. Basically the same idea can be used for the iteration (2.2). However there is a problem in that the matrix A is not exactly symmetric, although it is nearly so for small 7. This could be overcome by computing the right as well as left eigenvectors of (A - I)m, but unfortunately this would require presenting the patterns in reverse order: somewhat inconvenient for a neural system. Another possibility is it perform two cycles of the patterns, with the patterns in reverse order on the second cycle. The composite iteration matrix ATA will then be symmetric. However, since we have seen that (3.8) processes
136
principal components of the data, it might be better just to use the preconditioner (3.8) instead. Although space and the requirements of simplicity do not permit a full discussion here, them is no reason in principle why this algorithm should not be applied to the non linear case. However, a considexation of (2.14) indicates that it would not be appropriute just to process the input data. preconditioning based on the entire derivative D(w,x) is required. For the general projected descent algorithm (2.4), this could be very complicated. However the special semi-linear structure of the multi-layer perceptron and similar architectures suggests that we think of the preconditioning as defining a “two-ply” network. (3.5) amounts to a factorisation of the input layer of an MLP which we could think of as being made up of two sub-layers-with units between whose activation function is simply the identity. Similarly we could factorise every layer into two sub-layers or “plies”. In the composite network, the top ply of each layer would be trained by nom-ial backpropagation, whereas the lower ply, trained by an algorithm such as that outlined above, could be thought of as a “slow learning” feature detector whose purpose is to “tune” the network to the general properties of the data being learnt. Note that its properties depend only on the input patterns and the network state, not explicitly on the ouput values. But, further consideration of this idea must be deferred to another occasion. 4. FUTURE DIRECTIONS
We have considered here only the simplest architectmes, in order to demonstrate the kind of results that can be proved and the tools that might be used to prove them. Still wanting are detailed analyses of the backpropagation algorithm and other learning algorithms, and the effect of various filters on non-linear leaming. Progress in this direction should yield much improved algorithms and filters, together with a better understanding of the dynamics of learning. Moreover in this paper we have largely restricted discussion to feedforward networks, although Section 2.3 is much more general. When discussing recursive networks, there are two dynamical processes to consider: the learning dynamics and the intrinsic dynamics of the network itself. It is not sufficient in practice to prove (e.g. using a Liapunov function) that a network is stable, if convergence is very slow. The tools presented in this paper can also be used to analyse and improve the asymptotic behaviour of the network itself, particularly for discrete time realisations. Thus the reader is hopefully convinced of the usefulness of the numerical analysis approach when discussing neural networks. The author does not wish to imply that this is the only mathematical technique of importance. There is a real need to weld the various techniques of analysis into a single coherent theory.
REFERENCES Baldi, P and Homik, K, 1989 “Neural networks and principal component analysis: learning from examples without local minima”, Neural Networks, v01.2, no. 1. Ben-Israel, A and Creville. T N E, 1974 “Generalised inverses, theory and applications”, Wiley.
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Bunday, B D, 1984: “Basic optimisation methods”. Edward Amold, England. Ellacot, S W, 1990: “An analysis of the delta rule”. Proceedings of the International Neural Net Conference, Paris,pp 956-959. Kluwer Academic Publishers. Golub, G H, and Reinsch, C, 197OSingular value decomposition and least squares solutions”, Numerische Mathematik vol. 14, pp 403420. Hand, C, Evans, M and Ellacott, S W, 1991: “A neural network feature detector using a mullti-resolution pyramid” in “Neural networks for images, speech and natural language, eds. B Linggard, C Nightingale, in press. Isaacson, E and Keller, H B, 1%: “Analysis of numerical methods”, Wiley. Jacobs, D (4) 1977: . “The state of the art in numerical analysis”, Academic Press. Keen, T K, 1991: ”Dynamics of learning in linear feature discovery networks”, Network, V O ~ .2, pp 85-105. Lenz. R and Osterberg. M, 1990: “Learning filter systems”, Proceedings of the International Neural Net Conference, Paris,pp 989-992. Kluwer Academic Publishers . Martin, J M, 1990: “On the interpolation properties of feedforward layered neural networks”. Report NWC TP 7094, Naval Weapons Center, China Lake, CA 935556001, USA. Oja, E, 1983: “Subspace methods of pattern recognition”. Research Studies Press, Letchworth, England. Powell, M J D, 1990: “The theory of radial basis function approximation in 1990”, Report DAMTP 1990/NAll, Dept. of Applied Maths. and Theoretical Physics, Silver Street, Cambridge, CB3 9EW, England. Rumelhart. D E and McClelland, J L , 1986 “Parallel and distributed processing: explorations in the microstructure of cognition”, vols.1 and 2, MIT. Rumelhart, D E and McClelland, J L 1987: “Parallel and distributed processing: explorations in the microstructure of cognition”, vo1.3, MIT. Sontag, E D and Sussman, H J, 1991: “Backpropagation separates where perceptrons do”, Rutgers Center for Systems and Control, Dept. of Math., Rutgers University, New Brunswick, NJ 08903, USA. Vidyasagar, M, 1978: “Nonlinear systems analysis”, Prentice Hall. Wickerhauser, M V. 1990: “A fast approximate Karhunen Loeve expansion”, preprint, Dept. of Math., Yale University, New Haven, Connecticut 06520.
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Mathematical Approaches to Neural Networks J.G. Taylor (Editor) 0 1993 Elsevier Science Publishers B . V . All rights reserved.
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SELF-ORGANIZING NEURAL NETWORKS FOR STABLE CONTROL OF AUTONOMOUS BEHAVIOR IN A CHANGING WORLD S. Grossberg# Department of Cognitive and Neural Systems, Boston University, Boston, MA, USA 1. INTRODUCTION: NONLINEAR MATHEMATICS FOR DESCRIBING AUTONOMOUS BEHAVIOR IN A NONSTATIONARY WORLD
The study of neural networks is challenging in part because the field embraces multiple goals. Neural networks to explain mind and brain are not evaluated by the same criteria as artificial neural networks for technology. Both are ultimately evaluated by their success in handling data, but data about behaving animals and humans may bear little resemblance to data that evaluates benchmark performance in technology. Although most artificial neural networks have been inspired by ideas gleaned from mind and brain models, technological applications can sometimes be carried out in an off-line setting with carefully selected data and complete external supervision. The living brain is, in contrast, designed to operate autonomously under real-time conditions in nonstationary environments that may contain unexpected events. Whatever supervision is available derives from the structure of the environment itself. These facts about mind and brain subserve much of the excitement and the intellectual challenge of neural networks, particularly because many important applications need to be run autonomously in nonstationary environments that may contain unexpected events. What sorts of intuitive concepts are appropriate for analysing autonomous behavior that is capable of rapid adaptation t o a changing world? What sorts of mathematics can express and analyse these concepts? I have been fortunate to be one of the pioneers who has participated in the discovery and development of core concepts and models for the neural control of real-time autonomous behavior. A personal perspective on these developments will be taken in this chapter. Such a perspective has much to recommend it a t this time. So many scientific communities and intellectual traditions have recently converged on the neural network field that a consistent historical viewpoint can simplify understanding. When I began my scientific work as an undergraduate student in 1957, the modern field of neural networks did not exist. My main desire was to better understand how we t This research was supported in part by the Air Force Office of Scientific Research (AFOSR F49620-92-5-0225), DARPA (AFOSR 90-0083 and ONR N00014-92-J-4015), and the Office of Naval Research (ONR N00014-91-J-4100). The authors wish to thank Cynthia Bradford and Diana J. Meyers for their valuable assistance in the preparation of the manuscript.
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humans manage to cope so well in a changing world. This required study of psychological data to become familiar with the visible characteristics of our behavioral endowment. It required study of neurobiological data to better understand how the brain is organized. New intuitive concepts and mathematical models were needed whereby to analyse these data and to link behavior to brain. New mathematical methods were sought to analyse how very large numbers of neural components interact over multiple spatial and temporal scales via nonlinear feedback interactions in real time. These methods needed to show how neural interactions may give rise to behaviors in the form of emergent properties. Essentially no one at that time was trained to individually work towards all of these goals. Many experimentalists were superb at doing one type of psychological or neurobiological data, but rarely read broadly about other types of data. Few read across experimental disciplines. Even fewer knew any mathematics or models. The people who were starting to develop Artificial Intelligence favored symbolic mathematical methods. They typically disparaged the nonlinear differential equations that are needed to describe adaptive behavior in real time. Even the small number of people who used differential equations to describe brain or behavior often restricted their work to linear systems and avoided the use of nonlinear ones. It is hard to capture today the sense of overwhelming discouragement and ridicule that various of these people heaped on the discoveries of neural network pioneers. Insult was added to injury when their intellectual descendants eagerly claimed priority for these discoveries when they became fashionable years later. Their ability to do so was predicated on a disciplinary isolation of the psychological, neurobiological, mathematical, and computational communities that persisted for years after a small number of pioneers began their work to achieve an interdisciplinary synthesis. Some of the historical factors that influenced the development of neural network research are summarized in Carpenter and Grossberg (1991) and Grossberg (1982a, 1987, 1988). The present discussion summarizes several contributions to understanding how neural models function autonomously in a stable fashion despite unexpected changes in their environments. The content of these models consists of a small set of equations that describe processes such as activation of short term memory (STM) traces, associative learning by adaptive weights or long term memory (LTM) traces, and slow habituative gating or medium term memory (MTM) by chemical modulators and transmitters; a larger set of modules that organize processes such as cooperation, competition, opponent processing, adaptive categorization, pattern learning, and traj