This paper is dedicated to single-step-ahead and multi-step-ahead time series prediction problems. We consider feedforward and recurrent neural network architectures, different derivatives calculation and optimization methods and analyze their advantages and disadvantages. We propose a novel method for training feedforward neural networks with tapped delay lines for better multi-step-ahead predictions. Special mini-batch calculations of derivatives called Forecasted Propagation Through Time for the Extended Kalman Filter training method are introduced. Experiments on well-known benchmark time series are presented.
Mathematics of machine learning. Overview of supervised,unsupervised and reinforcement learning. The course willcover neural networks, support vector machines, regression, clustering, PCA,collaborative filtering, as well important notions such as maximumlikelihood, regularization and cross-validation.
neural network and learning machines haykin pdf 15
Deep learning is part of a broader family of machine learning methods based on artificial neural networks with representation learning. Learning can be supervised, semi-supervised or unsupervised.[2]
Deep-learning architectures such as deep neural networks, deep belief networks, deep reinforcement learning, recurrent neural networks, convolutional neural networks and transformers have been applied to fields including computer vision, speech recognition, natural language processing, machine translation, bioinformatics, drug design, medical image analysis, climate science, material inspection and board game programs, where they have produced results comparable to and in some cases surpassing human expert performance.[3][4][5]
Artificial neural networks (ANNs) were inspired by information processing and distributed communication nodes in biological systems. ANNs have various differences from biological brains. Specifically, artificial neural networks tend to be static and symbolic, while the biological brain of most living organisms is dynamic (plastic) and analog.[6][7]
The adjective "deep" in deep learning refers to the use of multiple layers in the network. Early work showed that a linear perceptron cannot be a universal classifier, but that a network with a nonpolynomial activation function with one hidden layer of unbounded width can. Deep learning is a modern variation that is concerned with an unbounded number of layers of bounded size, which permits practical application and optimized implementation, while retaining theoretical universality under mild conditions. In deep learning the layers are also permitted to be heterogeneous and to deviate widely from biologically informed connectionist models, for the sake of efficiency, trainability and understandability.
Most modern deep learning models are based on artificial neural networks, specifically convolutional neural networks (CNN)s, although they can also include propositional formulas or latent variables organized layer-wise in deep generative models such as the nodes in deep belief networks and deep Boltzmann machines.[9]
The word "deep" in "deep learning" refers to the number of layers through which the data is transformed. More precisely, deep learning systems have a substantial credit assignment path (CAP) depth. The CAP is the chain of transformations from input to output. CAPs describe potentially causal connections between input and output. For a feedforward neural network, the depth of the CAPs is that of the network and is the number of hidden layers plus one (as the output layer is also parameterized). For recurrent neural networks, in which a signal may propagate through a layer more than once, the CAP depth is potentially unlimited.[12] No universally agreed-upon threshold of depth divides shallow learning from deep learning, but most researchers agree that deep learning involves CAP depth higher than 2. CAP of depth 2 has been shown to be a universal approximator in the sense that it can emulate any function.[13] Beyond that, more layers do not add to the function approximator ability of the network. Deep models (CAP > 2) are able to extract better features than shallow models and hence, extra layers help in learning the features effectively.
Deep learning algorithms can be applied to unsupervised learning tasks. This is an important benefit because unlabeled data are more abundant than the labeled data. Examples of deep structures that can be trained in an unsupervised manner are deep belief networks.[10][15]
The classic universal approximation theorem concerns the capacity of feedforward neural networks with a single hidden layer of finite size to approximate continuous functions.[16][17][18][19] In 1989, the first proof was published by George Cybenko for sigmoid activation functions[16] and was generalised to feed-forward multi-layer architectures in 1991 by Kurt Hornik.[17] Recent work also showed that universal approximation also holds for non-bounded activation functions such as the rectified linear unit.[23]
The universal approximation theorem for deep neural networks concerns the capacity of networks with bounded width but the depth is allowed to grow. Lu et al.[20] proved that if the width of a deep neural network with ReLU activation is strictly larger than the input dimension, then the network can approximate any Lebesgue integrable function; If the width is smaller or equal to the input dimension, then a deep neural network is not a universal approximator.
The probabilistic interpretation[22] derives from the field of machine learning. It features inference,[8][9][10][12][15][22] as well as the optimization concepts of training and testing, related to fitting and generalization, respectively. More specifically, the probabilistic interpretation considers the activation nonlinearity as a cumulative distribution function.[22] The probabilistic interpretation led to the introduction of dropout as regularizer in neural networks. The probabilistic interpretation was introduced by researchers including Hopfield, Widrow and Narendra and popularized in surveys such as the one by Bishop.[24]
The first general, working learning algorithm for supervised, deep, feedforward, multilayer perceptrons was published by Alexey Ivakhnenko and Lapa in 1967.[26] A 1971 paper described a deep network with eight layers trained by the group method of data handling.[27] Other deep learning working architectures, specifically those built for computer vision, began with the Neocognitron introduced by Kunihiko Fukushima in 1980.[28]
The term Deep Learning was introduced to the machine learning community by Rina Dechter in 1986,[29] and to artificial neural networks by Igor Aizenberg and colleagues in 2000, in the context of Boolean threshold neurons.[30][31]
In 1989, Yann LeCun et al. applied the standard backpropagation algorithm, which had been around as the reverse mode of automatic differentiation since 1970,[32][33][34][35] to a deep neural network with the purpose of recognizing handwritten ZIP codes on mail. While the algorithm worked, training required 3 days.[36]
Independently in 1988, Wei Zhang et al. applied the backpropagation algorithm to a convolutional neural network (a simplified Neocognitron by keeping only the convolutional interconnections between the image feature layers and the last fully connected layer) for alphabets recognition and also proposed an implementation of the CNN with an optical computing system.[37][38] Subsequently, Wei Zhang, et al. modified the model by removing the last fully connected layer and applied it for medical image object segmentation in 1991[39] and breast cancer detection in mammograms in 1994.[40]
In 1994, André de Carvalho, together with Mike Fairhurst and David Bisset, published experimental results of a multi-layer boolean neural network, also known as a weightless neural network, composed of a 3-layers self-organising feature extraction neural network module (SOFT) followed by a multi-layer classification neural network module (GSN), which were independently trained. Each layer in the feature extraction module extracted features with growing complexity regarding the previous layer.[41]
Simpler models that use task-specific handcrafted features such as Gabor filters and support vector machines (SVMs) were a popular choice in the 1990s and 2000s, because of artificial neural network's (ANN) computational cost and a lack of understanding of how the brain wires its biological networks.
Both shallow and deep learning (e.g., recurrent nets) of ANNs have been explored for many years.[46][47][48] These methods never outperformed non-uniform internal-handcrafting Gaussian mixture model/Hidden Markov model (GMM-HMM) technology based on generative models of speech trained discriminatively.[49] Key difficulties have been analyzed, including gradient diminishing[43] and weak temporal correlation structure in neural predictive models.[50][51] Additional difficulties were the lack of training data and limited computing power.
Most speech recognition researchers moved away from neural nets to pursue generative modeling. An exception was at SRI International in the late 1990s. Funded by the US government's NSA and DARPA, SRI studied deep neural networks in speech and speaker recognition. The speaker recognition team led by Larry Heck reported significant success with deep neural networks in speech processing in the 1998 National Institute of Standards and Technology Speaker Recognition evaluation.[52] The SRI deep neural network was then deployed in the Nuance Verifier, representing the first major industrial application of deep learning.[53]
Many aspects of speech recognition were taken over by a deep learning method called long short-term memory (LSTM), a recurrent neural network published by Hochreiter and Schmidhuber in 1997.[55] LSTM RNNs avoid the vanishing gradient problem and can learn "Very Deep Learning" tasks[12] that require memories of events that happened thousands of discrete time steps before, which is important for speech. In 2003, LSTM started to become competitive with traditional speech recognizers on certain tasks.[56] Later it was combined with connectionist temporal classification (CTC)[57] in stacks of LSTM RNNs.[58] In 2015, Google's speech recognition reportedly experienced a dramatic performance jump of 49% through CTC-trained LSTM, which they made available through Google Voice Search.[59] 2ff7e9595c
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