Learning to imitate stochastic time series in a compositional way by chaos

DOI10.1016/J.NEUNET.2009.12.006zbMATH Open1396.68099arXiv0805.1795OpenAlexW2024967153WikidataQ45774303 ScholiaQ45774303MaRDI QIDQ1784572FDOQ1784572

Authors: Jun Namikawa, Jun Tani 

Publication date: 27 September 2018

Published in: Neural Networks (Search for Journal in Brave)

Abstract: This study shows that a mixture of RNN experts model can acquire the ability to generate sequences combining multiple primitive patterns by means of self-organizing chaos. By training of the model, each expert learns a primitive sequence pattern, and a gating network learns to imitate stochastic switching of the multiple primitives via a chaotic dynamics, utilizing a sensitive dependence on initial conditions. As a demonstration, we present a numerical simulation in which the model learns Markov chain switching among some Lissajous curves by a chaotic dynamics. Our analysis shows that by using a sufficient amount of training data, balanced with the network memory capacity, it is possible to satisfy the conditions for embedding the target stochastic sequences into a chaotic dynamical system. It is also shown that reconstruction of a stochastic time series by a chaotic model can be stabilized by adding a negligible amount of noise to the dynamics of the model.

Full work available at URL: https://arxiv.org/abs/0805.1795

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zbMATH Keywords

maximum likelihood estimationmixture of expertschaosrecurrent neural network

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

Cites Work

• Learning Nonregular Languages: A Comparison of Simple Recurrent Networks and LSTM
• An Introduction to Symbolic Dynamics and Coding
• Chaotic itinerancy
• Title not available (Why is that?)
• Title not available (Why is that?)
• Learning to generate combinatorial action sequences utilizing the initial sensitivity of deterministic dynamical systems
• A model for learning to segment temporal sequences, utilizing a mixture of RNN experts together with adaptive variance

Cited In (3)

• Action understanding and active inference
• Learning to generate combinatorial action sequences utilizing the initial sensitivity of deterministic dynamical systems
• A model for learning to segment temporal sequences, utilizing a mixture of RNN experts together with adaptive variance

Uses Software

• LSTM

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