Continuous vs Discrete artificial neural networks - algorithm

I realize that this is probably a very niche question, but has anyone had experience with working with continuous neural networks? I'm specifically interested in what a continuous neural network may be useful for vs what you normally use discrete neural networks for.
For clarity I will clear up what I mean by continuous neural network as I suppose it can be interpreted to mean different things. I do not mean that the activation function is continuous. Rather I allude to the idea of a increasing the number of neurons in the hidden layer to an infinite amount.
So for clarity, here is the architecture of your typical discreet NN:
(source: garamatt at sites.google.com)
The x are the input, the g is the activation of the hidden layer, the v are the weights of the hidden layer, the w are the weights of the output layer, the b is the bias and apparently the output layer has a linear activation (namely none.)
The difference between a discrete NN and a continuous NN is depicted by this figure:
(source: garamatt at sites.google.com)
That is you let the number of hidden neurons become infinite so that your final output is an integral. In practice this means that instead of computing a deterministic sum you instead must approximate the corresponding integral with quadrature.
Apparently its a common misconception with neural networks that too many hidden neurons produces over-fitting.
My question is specifically, given this definition of discrete and continuous neural networks, I was wondering if anyone had experience working with the latter and what sort of things they used them for.
Further description on the topic can be found here:
http://www.iro.umontreal.ca/~lisa/seminaires/18-04-2006.pdf

I think this is either only of interest to theoreticians trying to prove that no function is beyond the approximation power of the NN architecture, or it may be a proposition on a method of constructing a piecewise linear approximation (via backpropagation) of a function. If it's the latter, I think there are existing methods that are much faster, less susceptible to local minima, and less prone to overfitting than backpropagation.
My understanding of NN is that the connections and neurons contain a compressed representation of the data it's trained on. The key is that you have a large dataset that requires more memory than the "general lesson" that is salient throughout each example. The NN is supposedly the economical container that will distill this general lesson from that huge corpus.
If your NN has enough hidden units to densely sample the original function, this is equivalent to saying your NN is large enough to memorize the training corpus (as opposed to generalizing from it). Think of the training corpus as also a sample of the original function at a given resolution. If the NN has enough neurons to sample the function at an even higher resolution than your training corpus, then there is simply no pressure for the system to generalize because it's not constrained by the number of neurons to do so.
Since no generalization is induced nor required, you might as well just memorize the corpus by storing all of your training data in memory and use k-nearest neighbor, which will always perform better than any NN, and will always perform as well as any NN even as the NN's sampling resolution approaches infinity.

The term hasn't quite caught on in the machine learning literature, which explains all the confusion. It seems like this was a one off paper, an interesting one at that, but it hasn't really led to anything, which may mean several things; the author may have simply lost interest.
I know that Bayesian neural networks (with countably many hidden units, the 'continuous neural networks' paper extends to the uncountable case) were successfully employed by Radford Neal (see his thesis all about this stuff) to win the NIPS 2003 Feature Selection Challenge using Bayesian neural networks.

In the past I've worked on a few research projects using continuous NN's. Activation was done using a bipolar hyperbolic tan, the network took several hundred floating point inputs and output around one hundred floating point values.
In this particular case the aim of the network was to learn the dynamic equations of a mineral train. The network was given the current state of the train and predicted speed, inter-wagon dynamics and other train behaviour 50 seconds into the future.
The rationale for this particular project was mainly about performance. This was being targeted for an embedded device and evaluating the NN was much more performance friendly then solving a traditional ODE (ordinary differential equation) system.
In general a continuous NN should be able to learn any kind of function. This is particularly useful when its impossible/extremely difficult to solve a system using deterministic methods. As opposed to binary networks which are often used for pattern recognition/classification purposes.
Given their non-deterministic nature NN's of any kind are touchy beasts, choosing the right kinds of inputs/network architecture can be somewhat a black art.

Feed forward neural networks are always "continuous" -- it's the only way that backpropagation learning actually works (you can't backpropagate through a discrete/step function because it's non-differentiable at the bias threshold).
You might have a discrete (e.g. "one-hot") encoding of the input or target output, but all of the computation is continuous-valued. The output may be constrained (i.e. with a softmax output layer such that the outputs always sum to one, as is common in a classification setting) but again, still continuous.
If you mean a network that predicts a continuous, unconstrained target -- think of any prediction problem where the "correct answer" isn't discrete, and a linear regression model won't suffice. Recurrent neural networks have at various times been a fashionable method for various financial prediction applications, for example.

Continuous neural networks are not known to be universal approximators (in the sense of density in $L^p$ or $C(\mathbb{R})$ for the topology of uniform convergence on compacts, i.e.: as in the universal approximation theorem) but only universal interpolators in the sense of this paper:
https://arxiv.org/abs/1908.07838

Related

How to test if my implementation of back propagation neural Network is correct

I am working on an implementation of the back propagation algorithm. What I have implemented so far seems working but I can't be sure that the algorithm is well implemented, here is what I have noticed during training test of my network :
Specification of the implementation :
A data set containing almost 100000 raw containing (3 variable as input, the sinus of the sum of those three variables as expected output).
The network does have 7 layers all the layers use the Sigmoid activation function
When I run the back propagation training process:
The minimum of costs of the error is found at the fourth iteration (The minimum cost of error is 140, is it normal? I was expecting much less than that)
After the fourth Iteration the costs of the error start increasing (I don't know if it is normal or not?)
The short answer would be "no, very likely your implementation is incorrect". Your network is not training as can be observed by the very high cost of error. As discussed in comments, your network suffers very heavily from vanishing gradient problem, which is inevitable in deep networks. In essence, the first layers of you network learn much slower than the later. All neurons get some random weights at the beginning, right? Since the first layer almost doesn't learn anything, the large initial error propagates through the whole network!
How to fix it? From the description of your problem it seems that a feedforward network with just a single hidden layer in should be able to do the trick (as proven in universal approximation theorem).
Check e.g. free online book by Michael Nielsen if you'd like to learn more.
so I do understand from that the back propagation can't deal with deep neural networks? or is there some method to prevent this problem?
It can, but it's by no mean a trivial challenge. Deep neural networks have been used since 60', but only in 90' researchers came up with methods how to deal with them efficiently. I recommend reading "Efficient BackProp" chapter (by Y.A. LeCun et al.) of "Neural Networks: Tricks of the Trade".
Here is the summary:
Shuffle the examples
Center the input variables by subtracting the mean
Normalize the input variable to a standard deviation of 1
If possible, decorrelate the input variables.
Pick a network with the sigmoid function f(x)=1.7159*(tanh(2/3x): it won't saturate at +1 / -1, but instead will have highest gain at these points (second derivative is at max.)
Set the target values within the range of the sigmoid, typically +1 and -1.
The weights should be randomly drawn from a distribution with mean zero and a standard deviation given by m^(-1/2), where m is the number of inputs to the unit
The preferred method for training the network should be picked as follows:
If the training set is large (more than a few hundred samples) and redundant, and if the task is classification, use stochastic gradient with careful tuning, or use the stochastic diagonal Levenberg Marquardt method.
If the training set is not too large, or if the task is regression, use conjugate gradient.
Also, some my general remarks:
Watch for numerical stability if you implement it yourself. It's easy to get into troubles.
Think of the architecture. Fully-connected multi-layer networks are rarely a smart idea. Unfortunately ANN are poorly understood from theoretical point of view and one of the best things you can do is just check what worked for others and learn useful patterns (with regularization, pooling and dropout layers and such).

Layers and Neurons of a Neural Network

I would like to know a bit more about Neural Network, I'm developing a C++ program to make a NN but I'm stuck with the BackPropagation algorithm, sorry for not offering some working code.
I know that there are so many libraries for creating a NN in many languages, but I prefer to make one from my self. The point is that I don't know how many layers and how many neurons should be necessary for achieving a particular goal such as pattern recognition, or functions approximations, or whatever.
My questions are: if I'd like to recognize some particulars patterns, like in image detection, how many layers and neurons-per-layer should be necessary? Let's say my images are all 8x8 pixels, I would start naturally with an input layer of 64 neurons, but I don't have any idea of how many neurons I have to put in hidden layers, and also in output layer. Let's say I have to distinguish from cats and dogs, or whatever you may think, how could be the output layer? I can imagine an output layer with only-one neuron outputting a value between 0 and 1 with the classical logistic function (1/(1+exp(-x)) and when it is near 0 the input was a cat and when approaches 1 it was a dog, but ... is it correct? What if I add a new pattern like a fish? and what if the input contains a dog and a cat ( ..and a fish)? This make me thinking that the logistic function in the output layer is not very suitable for pattern recognition like this, only because 1/(1+exp(-x)) has a range in (0,1). Do I have to change the activation function or maybe add some other neurons to the output layer? Are there some other activations function more accurate to do this? Do every neurons in every layers have the same activation function, or it is different from layer to layer?
Sorry for all of this questions, but this topic is not very clear to me.
I read a lot around internet, and I found libraries all-yet-implemented and hard to read from, and many explanations to what a NN can do, but not how it can do.
I read a lot from https://mattmazur.com/2015/03/17/a-step-by-step-backpropagation-example/ and http://neuralnetworksanddeeplearning.com/chap1.html, and here I understood how to approximate a function (because every neurons in a layer can be thought as a step-function with a particular step for weights and bias) and how back-propagation algorithm works, but other tutorials and similars were more focused on preexisting libraries. I also read this question Determining the proper amount of Neurons for a Neural Network but I would like to involve also the activation functions of a NN, which is the best and for what is the best.
Thanks in advance for your answers!
Your questions are quite general, so I can only give some general recommendations:
The number of layers you need depends on the complexity of the problem you want to solve. The more calculation is required to obtain an output from a given input, the more layers you need.
Only very simple problems can be solved with a single layer network. These are called linearly separable and are usually trivial. With two layers it gets better and with three layers, at least in theory, all kinds of classification tasks can be performed if you have enough cells within the layers. In practice, however it is often better to add a 4th or 5th layer to the network while reducing the number of cells within a single layer.
Be aware that the standard backpropagation algorithm performs badly with more than 4 or 5 layers. If you need more layers, have a look at Deep Learning.
The numbers of cells within each layer mainly depends on the number of inputs and, if you solve a classification task, the number of classes you want to detect. In practice it is quite common to reduce the number of cells from layer to layer, but there are exceptions.
Concerning your question about the output function: In most cases you should stick with one type of sigmoid function. The case you describe is not really an issue because you could add another output cell for your "fish" class. The choice of a specific activation function is not that critical. Basically you use one whose values and derivative can be calculated efficiently.
#Frank Puffer has already provided some nice information, but let me add my two cents. First off, much of what you're asking is in the area of hyperparameter optimization. Although there are various "rules of thumb", the reality is that determining the optimal architecture (number/size of layers, connectivity structure, etc.) and other parameters like the learning rate typically requires extensive experimentation. The good news is that the parameterization of these hyperparameters is among the simplest aspects of the implementation of a neural network. So I would recommend focusing on building your software such that the number of layers, size of layers, learning rate, etc., are all easily configurable.
Now you specifically asked about detecting patterns in an image. It's worth mentioning that using standard multi-layer perceptrons (MLPs) to perform classification on raw image data can be computationally expensive, especially for larger images. It's common to use architectures that are designed to extract useful, spacially-local features (i.e.: Convolutional Neural Networks or CNNs).
You could still use standard MLPs for this, but the computational complexity can make it an untenable solution. The sparse connectivity of CNNs for example dramatically reduce the number of parameters requiring optimization and simultaneously build a conceptual hierarchy of representations better suited for classification of images.
Regardless, I would recommend implementing backpropagation using stochastic gradient descent for optimization. This is still the approach typically used for training neural nets, CNNs, RNNs, etc.
Regarding the number of output neurons, this is one question that does have a simple answer: use "one-hot" encoding. For each class you want to recognize, you have an output neuron. In your example of the dog, cat, and fish classes, you have three neurons. For an input image representing a dog, you would expect a value of 1 for the "dog" neuron, and 0 for all the others. Then, during inference, you can interpret the output as a probability distribution reflecting the confidence of the NN. For example, if you get output dog:0.70, cat:0.25, fish:0.05, then you have a 70% confidence that the image is a dog, and so on.
For activation functions, the most recent research I've seen seems to indicate that Rectified Linear Units are generally a good choice since they're easy to differentiate and compute, and they avoid a problem that plagues deeper networks called the "vanishing gradient problem".
Best of luck!

Neural network with categorical variables (enum) as inputs

I'm trying to solve some machine-learning problems using neural networks, mostly with the NEAT evolution (NeuroEvolution of Augmented Topologies).
Some of my input variables are continuous, but some of them are of a categorical nature, like:
Species: {Lion,Leopard,Tiger,Jaguar}
Branches of Trade: {Health care,Insurances,Finance,IT,Advertising}
At first I wanted to model such a variable by mapping the categories to discrete numbers, like:
{Lion:1, Leopard:2, Tiger:3, Jaguar:4}
But I'm afraid this adds some kind of arbitrary topology on the variable. A Tiger is not the sum of a Lion and a Leopard.
What approaches to this problem are usually employed?
Unfortunately there is no good solution, each leads to some kind of problems:
Your solution is adding the topology, as you mentioned; it may not be that bad, as NN can fit arbitrary functions and represent "ifs", but in many cases it will (as NN are often falling into some local minima).
You can encode your data in form of is_categorical_feature_i_equal_j, which won't induce any additional topology, but will grow the number of features quadratically. So instaed of "species" you get features "is_lion", "is_leopard", etc. and only one of them is equal 1 at the time
in case of large amount of data as compared to the possible categorical values (for example you have 10000 od data points, and only 10 possible categorical values) one can also split the problem into 10 independent ones, each trained on one particular value (so we have "neural network for lions" "neural network for jaguars" etc.)
These two first approaches are to "extreme" cases - one is very computationally cheap, but can lead to high bias, while the second introduces much complexity, but should not influence the classification process itself. The last one is rarely usable (due to assumption of small number of categorical values) yet quite reasonable in terms of machine learning.
Update
So many things changes in 8 years. Solution 2 is definitely the most popular one, and with growth of compute, wide adoption of neural networks, and support of sparse inputs, the costs is now negliegiable

Neural Network Basics

I'm a computer science student and for this years project, I need to create and apply a Genetic Algorithm to something. I think Neural Networks would be a good thing to apply it to, but I'm having trouble understanding them. I fully understand the concepts but none of the websites out there really explain the following which is blocking my understanding:
How the decision is made for how many nodes there are.
What the nodes actually represent and do.
What part the weights and bias actually play in classification.
Could someone please shed some light on this for me?
Also, I'd really appreciate it if you have any similar ideas for what I could apply a GA to.
Thanks very much! :)
Your question is quite complex and I don't think a small answer will fully satisfy you. Let me try, nonetheless.
First of all, there must be at least three layers in your neural network (assuming a simple feedforward one). The first is the input layer and there will be one neuron per input. The third layer is the output one and there will be one neuron per output value (if you are classifying, there might be more than one f you want to assign a "belong to" meaning to each neuron).. The remaining layer is the hidden one, which will stand between the input and output. Determining its size is a complex task as you can see in the following references:
comp.ai faq
a post on stack exchange
Nevertheless, the best way to proceed would be for you to state your problem more clearly (as weel as industrial secrecy might allow) and let us think a little more on your context.
The number of input and output nodes is determined by the number of inputs and outputs you have. The number of intermediate nodes is up to you. There is no "right" number.
Imagine a simple network: inputs( age, sex, country, married ) outputs( chance of death this year ). Your network might have a 2 "hidden values", one depending on age and sex, the other depending on country and married. You put weights on each. For example, Hidden1 = age * weight1 + sex * weight2. Hidden2 = country * weight3 + married * weight4. You then make another set of weights, Hidden3 and Hidden4 connecting to the output variable.
Then you get a data from, say the census, and run through your neural network to find out what weights best match the data. You can use genetic algorithms to test different sets of weights. This is useful if you have so many edges you could not try every possible weighting. You need to find good weights without exhaustively trying every possible set of weights, so GA lets you "evolve" a good set of weights.
Then you test your weights on data from a different census to see how well it worked.
... my major barrier to understanding this though is understanding how the hidden layer actually works; I don't really understand how a neuron functions and what the weights are for...
Every node in the middle layer is a "feature detector" -- it will (hopefully) "light up" (i.e., be strongly activated) in response to some important feature in the input. The weights are what emphasize an aspect of the previous layer; that is, the set of input weights to a neuron correspond to what nodes in the previous layer are important for that feature.
If a weight connecting myInputNode to myMiddleLayerNode is 0, then you can tell that myInputNode is not important to whatever feature myMiddleLayerNode is detecting. If, though, the weight connecting myInputNode to myMiddleLayerNode is very large (either positive or negative), you know that myInputNode is quite important (if it's very negative it means "No, this feature is almost certainly not there", while if it's very positive it means "Yes, this feature is almost certainly there").
So a corollary of this is that you want the number of your middle-layer nodes to have a correspondence to how many features are needed to classify the input: too few middle-layer nodes and it will be hard to converge during training (since every middle-layer node will have to "double up" on its feature-detection) while too many middle-layer nodes may over-fit your data.
So... a possible use of a genetic algorithm would be to design the architecture of your network! That is, use a GA to set the number of middle-layer nodes and initial weights. Some instances of the population will converge faster and be more robust -- these could be selected for future generations. (Personally, I've never felt this was a great use of GAs since I think it's often faster just to trial-and-error your way into a decent NN architecture, but using GAs this way is not uncommon.)
You might find this wikipedia page on NeuroEvolution of Augmenting Topologies (NEAT) interesting. NEAT is one example of applying genetic algorithms to create the neural network topology.
The best way to explain an Artificial Neural Network (ANN) is to provide the biological process that it attempts to simulate - a neural network. The best example of one is the human brain. So how does the brain work (highly simplified for CS)?
The functional unit (for our purposes) of the brain is the neuron. It is a potential accumulator and "disperser". What that means is that after a certain amount of electric potential (think filling a balloon with air) has been reached, it "fires" (balloon pops). It fires electric signals down any connections it has.
How are neurons connected? Synapses. These synapses can have various weights (in real life due to stronger/weaker synapses from thicker/thinner connections). These weights allow a certain amount of a fired signal to pass through.
You thus have a large collection of neurons connected by synapses - the base representation for your ANN. Note that the input/output structures described by the others are an artifact of the type of problem to which ANNs are applied. Theoretically, any neuron can accept input as well. It serves little purpose in computational tasks however.
So now on to ANNs.
NEURONS: Neurons in an ANN are very similar to their biological counterpart. They are modeled either as step functions (that signal out "1" after a certain combined input signal, or "0" at all other times), or slightly more sophisticated firing sequences (arctan, sigmoid, etc) that produce a continuous output, though scaled similarly to a step. This is closer to the biological reality.
SYNAPSES: These are extremely simple in ANNs - just weights describing the connections between Neurons. Used simply to weight the neurons that are connected to the current one, but still play a crucial role: synapses are the cause of the network's output. To clarify, the training of an ANN with a set structure and neuron activation function is simply the modification of the synapse weights. That is it. No other change is made in going from a a "dumb" net to one that produces accurate results.
STRUCTURE:
There is no "correct" structure for a neural network. The structures are either
a) chosen by hand, or
b) allowed to grow as a result of learning algorithms (a la Cascade-Correlation Networks).
Assuming the hand-picked structure, these are actually chosen through careful analysis of the problem and expected solution. Too few "hidden" neurons/layers, and you structure is not complex enough to approximate a complex function. Too many, and your training time rapidly grows unwieldy. For this reason, the selection of inputs ("features") and the structure of a neural net are, IMO, 99% of the problem. The training and usage of ANNs is trivial in comparison.
To now address your GA concern, it is one of many, many efforts used to train the network by modifying the synapse weights. Why? because in the end, a neural network's output is simply an extremely high-order surface in N dimensions. ANY surface optimization technique can be use to solve the weights, and GA are one such technique. The simple backpropagation method is alikened to a dimension-reduced gradient-based optimization technique.

Anomaly Detection Algorithms

I am tasked with detecting anomalies (known or unknown) using machine-learning algorithms from data in various formats - e.g. emails, IMs etc.
What are your favorite and most effective anomaly detection algorithms?
What are their limitations and sweet-spots?
How would you recommend those limitations be addressed?
All suggestions very much appreciated.
Statistical filters like Bayesian filters or some bastardised version employed by some spam filters are easy to implement. Plus there are lots of online documentation about it.
The big downside is that it cannot really detect unknown things. You train it with a large sample of known data so that it can categorize new incoming data. But you can turn the traditional spam filter upside down: train it to recognize legitimate data instead of illegitimate data so that anything it doesn't recognize is an anomaly.
There are various types of anomaly detection algorithms, depending on the type of data and the problem you are trying to solve:
Anomalies in time series signals:
Time series signals is anything you can draw as a line graph over time (e.g., CPU utilization, temperature, rate per minute of number of emails, rate of visitors on a webpage, etc). Example algorithms are Holt-Winters, ARIMA models, Markov Models, and more. I gave a talk on this subject a few months ago - it might give you more ideas about algorithms and their limitations.
The video is at: https://www.youtube.com/watch?v=SrOM2z6h_RQ
Anomalies in Tabular data: These are cases where you have feature vector that describe something (e.g, transforming an email to a feature vector that describes it: number of recipients, number of words, number of capitalized words, counts of keywords, etc....). Given a large set of such feature vectors, you want to detect some that are anomalies compared to the rest (sometimes called "outlier detection"). Almost any clustering algorithm is suitable in these cases, but which one would be most suitable depends on the type of features and their behavior -- real valued features, ordinal, nominal or anything other. The type of features determine if certain distance functions are suitable (the basic requirement for most clustering algorithms), and some algorithms are better with certain types of features than others.
The simplest algo to try is k-means clustering, where an anomaly sample would be either very small clusters or vectors that are far from all cluster centers. One sided SVM can also detect outliers, and has the flexibility of choosing different kernels (and effectively different distance functions). Another popular algo is DBSCAN.
When anomalies are known, the problem becomes a supervised learning problem, so you can use classification algorithms and train them on the known anomalies examples. However, as mentioned - it would only detect those known anomalies and if the number of training samples for anomalies is very small, the trained classifiers may not be accurate. Also, because the number of anomalies is typically very small compared to "no-anomalies", when training the classifiers you might want to use techniques like boosting/bagging, with over sampling of the anomalies class(es), but optimize on very small False Positive rate. There are various techniques to do it in the literature --- one idea that I found to work many times very well is what Viola-Jones used for face detection - a cascade of classifiers. see: http://www.vision.caltech.edu/html-files/EE148-2005-Spring/pprs/viola04ijcv.pdf
(DISCLAIMER: I am the chief data scientist for Anodot, a commercial company doing real time anomaly detection for time series data).

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