Nonlinear Bayesian Filters for Training Recurrent Neural Networks

被引:0
|
作者
Arasaratnam, Ienkaran [1 ]
Haykin, Simon [1 ]
机构
[1] McMaster Univ, Dept Elect & Comp Engn, Cognit Syst Lab, Hamilton, ON L8S 4K1, Canada
关键词
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
In this paper; we present nonlinear Bayesian filters for training recurrent neural networks with a special emphasis oil a novel, more accurate, derivative-free member of the approximate Bayesian filter family called the cubature Kalman filter. We discuss the theory of Bayesian filters, which is rooted in the state-space modeling of the dynamic system in question and the linear estimation principle. For improved numerical stability and optimal performance during training period; a number of techniques of how to tune Bayesian filters is suggested. We compare the predictability of various Bayesian filter-trained recurrent neural networks using a chaotic time-series. From the empirical results; we conclude that the performance may be greatly improved by the new square-root cubature Kalman filter.
引用
收藏
页码:12 / 33
页数:22
相关论文
共 50 条
  • [1] Recurrent Neural Networks Training Using Derivative Free Nonlinear Bayesian Filters
    Todorovic, Branimir
    Stankovic, Miomir
    Moraga, Claudio
    COMPUTATIONAL INTELLIGENCE, IJCCI 2014, 2016, 620 : 383 - 410
  • [2] Gaussian sum filters for recurrent neural networks training
    Todorovic, Branimir
    Stankovic, Miomir
    Moraga, Claudio
    NEUREL 2006: EIGHT SEMINAR ON NEURAL NETWORK APPLICATIONS IN ELECTRICAL ENGINEERING, PROCEEDINGS, 2006, : 53 - +
  • [3] Parallel nonlinear adaptive digital filters using recurrent neural networks
    Cao, JT
    Yahagi, T
    ELECTRONICS AND COMMUNICATIONS IN JAPAN PART III-FUNDAMENTAL ELECTRONIC SCIENCE, 1997, 80 (12): : 91 - 101
  • [4] Parallel nonlinear adaptive digital filters using recurrent neural networks
    Cao, JT
    Yahagi, T
    ELECTRONICS AND COMMUNICATIONS IN JAPAN PART III-FUNDAMENTAL ELECTRONIC SCIENCE, 1997, 80 (03): : 83 - 93
  • [5] Recursive Bayesian Levenberg-Marquardt training of recurrent neural networks
    Mirikitani, Derrick
    Nikolaev, Nikolay
    2007 IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOLS 1-6, 2007, : 282 - 287
  • [6] Convolutional Neural Networks with Recurrent Neural Filters
    Yang, Yi
    2018 CONFERENCE ON EMPIRICAL METHODS IN NATURAL LANGUAGE PROCESSING (EMNLP 2018), 2018, : 912 - 917
  • [7] Recognizing recurrent neural networks (rRNN): Bayesian inference for recurrent neural networks
    Sebastian Bitzer
    Stefan J. Kiebel
    Biological Cybernetics, 2012, 106 : 201 - 217
  • [8] Recognizing recurrent neural networks (rRNN): Bayesian inference for recurrent neural networks
    Bitzer, Sebastian
    Kiebel, Stefan J.
    BIOLOGICAL CYBERNETICS, 2012, 106 (4-5) : 201 - 217
  • [9] On-line learning in recurrent neural networks using nonlinear Kalman filters
    Todorovic, B
    Stankovic, M
    Moraga, C
    PROCEEDINGS OF THE 3RD IEEE INTERNATIONAL SYMPOSIUM ON SIGNAL PROCESSING AND INFORMATION TECHNOLOGY, 2003, : 802 - 805
  • [10] Sparse Bayesian Recurrent Neural Networks
    Chatzis, Sotirios P.
    MACHINE LEARNING AND KNOWLEDGE DISCOVERY IN DATABASES, ECML PKDD 2015, PT II, 2015, 9285 : 359 - 372