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Multidimensional density shaping by sigmoids

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2 Author(s)
Roth, Z. ; Adv. Technol. Center, Qualcomm, Haifa, Israel ; Baram, Y.

An estimate of the probability density function of a random vector is obtained by maximizing the output entropy of a feedforward network of sigmoidal units with respect to the input weights. Classification problems can be solved by selecting the class associated with the maximal estimated density. Newton's optimization method, applied to the estimated density, yields a recursive estimator for a random variable or a random sequence. A constrained connectivity structure yields a linear estimator, which is particularly suitable for “real time” prediction. A Gaussian nonlinearity yields a closed-form solution for the network's parameters, which may also be used for initializing the optimization algorithm when other nonlinearities are employed. A triangular connectivity between the neurons and the input, which is naturally suggested by the statistical setting, reduces the number of parameters. Applications to classification and forecasting problems are demonstrated

Published in:

Neural Networks, IEEE Transactions on  (Volume:7 ,  Issue: 5 )

Date of Publication:

Sep 1996

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