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A note about gradient descent:

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Title: A note about gradient descent:


1
A note about gradient descent Consider the
function f(x)(x-x0)2 Its derivative is By
gradient descent .
-
x0
2
Solving the differential equation
or in the general form
What is the solution of this type of equation
Try
3
THE PERCEPTRON (Classification)
Threshold unit
where is the output for input pattern
, are the synaptic weights and is
the desired output
AND
w1 w2 w3 w4 w5
4
AND
Linearly seprable
5
OR
1
0 1
Linearly separable
6
Perceptron learning rule
Convergence proof Hertz, Krough, Palmer
(HKP) Handout 1, read at home. Assignment
3a program in matlab a preceptron with a
perceptron learning rule and solve the OR, AND
and XOR problems. (due before Feb 2, send me by
email to harel.shouval_at_uth.tmc.edu)
w1 w2 w3 w4 w5
7
Linear single layer network (
approximation, curve fitting)

or
Linear unit
where is the output for input pattern
, are the synaptic weights and is
the desired output
Minimize mean square error
w1 w2 w3 w4 w5
8
Linear single layer network (
approximation, curve fitting)
Linear unit
where is the output for input pattern
, are the synaptic weights and is
the desired output
Minimize mean square error
w1 w2 w3 w4 w5
9
The best solution is obtained when E is minimal.
For linear neurons there is an exact solution for
this called the pseudo-inverse (see
HKP). Looking for a solution by gradient descent
-gradient
E
w
Chain rule
10
and
Since
Error
Therefore
Which types of problems can a linear network
solve?
11
Sigmoidal neurons
for example
Which types of problems can a sigmoidal networks
solve? Assignment 3b Implement a one layer
linear and sigmoidal network, fit a 1D a linear,
a sigmoid and a quadratic function, for both
networks.
12
Multi layer networks
Output layer
  • Can solve non linearly separable classification
    problems.
  • Can approximate any arbitrary function, given
    enough units in the hidden layer.

Hidden layer
Input layer
13
Note is not a vector but a matrix
14
Solving linearly inseparable problems
XOR
Hint XOR or and not and
15
XOR
-.5
1 0.5
.5
0
0.5 -0.5 1 -1
How do we learn a multi-layer network The credit
assignment problem !
16
Gradient descent/ Back Propagation, the solution
to the credit assignment problem
Where

For hidden layer to output weights
17
For input to hidden layer

Where
and
and
18
For input to hidden layer
Assignment 3c Program a 2 layer network in
matlab, solve the XOR problem. Fit the curve
x(x-1) between 0 and 1, how many hidden units did
you need?
19
  • Formal neural networks can accomplish many tasks,
    for example
  • Perform complex classification
  • Learn arbitrary functions
  • Account for associative memory
  • Some applications Robotics, Character
    recognition, Speech recognition,
  • Medical diagnostics.
  • This is not Neuroscience, but is motivated
    loosely by neuroscience and carries important
    information for neuroscience as well.
  • For example Memory, learning and some aspects of
    development are assumed to be based on synaptic
    plasticity.

20
What did we learn today?
Is BackProp biologically realistic?
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