From the Publisher:
This is the first comprehensive treatment of feed-forward neural networks from the perspective of statistical pattern recognition. After introducing the basic concepts, the book examines techniques for modelling probability density functions and the properties and merits of the multi-layer perceptron and radial basis function network models. Also covered are various forms of error functions, principal algorithms for error function minimalization, learning and generalization in neural networks, and Bayesian techniques and their applications. Designed as a text, with over 100 exercises, this fully up-to-date work will benefit anyone involved in the fields of neural computation and pattern recognition.

/pdf/neural-networks-for-pattern-recognition-34puigiau1.pdf

Neural networks for pattern recognition

https://www2.econ.iastate.edu/tesfatsi/DeepLearningInNeuralNetworksOverview.JSchmidhuber2015.pdf

Deep learning in neural networks

Multitask Learning is an approach to inductive transfer that improves generalization by using the domain information contained in the training signals of related tasks as an inductive bias. It does this by learning tasks in parallel while using a shared representation; what is learned for each task can help other tasks be learned better. This paper reviews prior work on MTL, presents new evidence that MTL in backprop nets discovers task relatedness without the need of supervisory signals, and presents new results for MTL with k-nearest neighbor and kernel regression. In this paper we demonstrate multitask learning in three domains. We explain how multitask learning works, and show that there are many opportunities for multitask learning in real domains. We present an algorithm and results for multitask learning with case-based methods like k-nearest neighbor and kernel regression, and sketch an algorithm for multitask learning in decision trees. Because multitask learning works, can be applied to many different kinds of domains, and can be used with different learning algorithms, we conjecture there will be many opportunities for its use on real-world problems.

Multitask Learning

Safe Reinforcement Learning can be defined as the process of learning policies that maximize the expectation of the return in problems in which it is important to ensure reasonable system performance and/or respect safety constraints during the learning and/or deployment processes. We categorize and analyze two approaches of Safe Reinforcement Learning. The first is based on the modification of the optimality criterion, the classic discounted finite/infinite horizon, with a safety factor. The second is based on the modification of the exploration process through the incorporation of external knowledge or the guidance of a risk metric. We use the proposed classification to survey the existing literature, as well as suggesting future directions for Safe Reinforcement Learning.

/pdf/a-comprehensive-survey-on-safe-reinforcement-learning-3p8tg32zci.pdf

A comprehensive survey on safe reinforcement learning

Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observations and derivations made by many previous authors and introducing a new way of linking discrete and continuous state models using a simple nonlinearity. Through the use of other nonlinearities, we show how independent component analysis is also a variation of the same basic generative model.We show that factor analysis and mixtures of gaussians can be implemented in autoencoder neural networks and learned using squared error plus the same regularization term. We introduce a new model for static data, known as sensible principal component analysis, as well as a novel concept of spatially adaptive observation noise. We also review some of the literature involving global and local mixtures of the basic models and provide pseudocode for inference and learning for all the basic models.

/pdf/a-unifying-review-of-linear-gaussian-models-3bi4yh14p1.pdf

A unifying review of linear Gaussian models

Most reinforcement learning algorithms optimize the expected return of a Markov Decision Problem. Practice has taught us the lesson that this criterion is not always the most suitable because many applications require robust control strategies which also take into account the variance of the return. Classical control literature provides several techniques to deal with risk-sensitive optimization goals like the so-called worst-case optimality criterion exclusively focusing on risk-avoiding policies or classical risk-sensitive control, which transforms the returns by exponential utility functions. While the first approach is typically too restrictive, the latter suffers from the absence of an obvious way to design a corresponding model-free reinforcement learning algorithm.

Our risk-sensitive reinforcement learning algorithm is based on a very different philosophy. Instead of transforming the return of the process, we transform the temporal differences during learning. While our approach reflects important properties of the classical exponential utility framework, we avoid its serious drawbacks for learning. Based on an extended set of optimality equations we are able to formulate risk-sensitive versions of various well-known reinforcement learning algorithms which converge with probability one under the usual conditions.

/pdf/risk-sensitive-reinforcement-learning-2685iq3l39.pdf

Risk Sensitive Reinforcement Learning

We analyze how data with uncertain or missing input features can be incorporated into the training of a neural network. The general solution requires a weighted integration over the unknown or uncertain input although computationally cheaper closed-form solutions can be found for certain Gaussian Basis Function (GBF) networks. We also discuss cases in which heuristical solutions such as substituting the mean of an unknown input can be harmful.

/pdf/training-neural-networks-with-deficient-data-3rcsdmz92m.pdf

Training Neural Networks with Deficient Data

The purpose of this paper is to give a guidance in neural network modeling. Starting with the preprocessing of the data, we discuss different types of network architecture and show how these can be combined effectively. We analyze several cost functions to avoid unstable learning due to outliers and heteroscedasticity. The Observer - Observation Dilemma is solved by forcing the network to construct smooth approximation functions. Furthermore, we propose some pruning algorithms to optimize the network architecture. All these features and techniques are linked up to a complete and consistent training procedure (see figure 17.25 for an overview), such that the synergy of the methods is maximized.

How to Train Neural Networks

We present efficient algorithms for dealing with the problem of missing inputs (incomplete feature vectors) during training and recall. Our approach is based on the approximation of the input data distribution using Parzen windows. For recall, we obtain closed form solutions for arbitrary feedforward networks. For training, we show how the backpropagation step for an incomplete pattern can be approximated by a weighted averaged backpropagation step. The complexity of the solutions for training and recall is independent of the number of missing features. We verify our theoretical results using one classification and one regression problem.

/pdf/efficient-methods-for-dealing-with-missing-data-in-3ymhozyi3k.pdf

Efficient Methods for Dealing with Missing Data in Supervised Learning

In recent years, the interest of investors has shifted to computerized asset allocation (portfolio management) to exploit the growing dynamics of the capital markets. In this paper, asset allocation is formalized as a Markovian Decision Problem which can be optimized by applying dynamic programming or reinforcement learning based algorithms. Using an artificial exchange rate, the asset allocation strategy optimized with reinforcement learning (Q-Learning) is shown to be equivalent to a policy computed by dynamic programming. The approach is then tested on the task to invest liquid capital in the German stock market. Here, neural networks are used as value function approximators. The resulting asset allocation strategy is superior to a heuristic benchmark policy. This is a further example which demonstrates the applicability of neural network based reinforcement learning to a problem setting with a high dimensional state space.

/pdf/optimal-asset-allocation-using-adaptive-dynamic-programming-378f2fnvh6.pdf

Ralph Neuneier

Papers

Risk Sensitive Reinforcement Learning

Training Neural Networks with Deficient Data

How to Train Neural Networks

Efficient Methods for Dealing with Missing Data in Supervised Learning

Optimal Asset Allocation using Adaptive Dynamic Programming