arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2003.00470stat.MLcs.CVcs.LG
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降维以最大化预测泛化能力

Dimensionality reduction to maximize prediction generalization capability

RIKEN Center for Brain Science(理化学研究所脑科学中心);The University of Tokyo(东京大学)

Takuya Isomura, Taro Toyoizumi

摘要:

时间序列预测的泛化仍然是机器学习中的一个重要的开放问题,其中早期的方法具有较大的泛化误差或局部极小值。我们开发了一个分析可解的,无监督的学习计划,提取预测未来的输入,称为预测主成分分析(PredPCA)的信息量最大的组件。我们的方案可以有效地去除不可预测的噪声,并通过凸优化最小化测试预测误差。数学分析表明,提供足够的训练样本和足够的高维观测,PredPCA可以渐近地识别隐藏状态,系统参数和典型的非线性生成过程的维数,具有全局收敛性保证。我们演示了使用顺序视觉输入,包括手的数字,旋转的3D对象,和自然场景的PredPCA的性能。它可靠地估计不同的隐藏状态,并预测以前看不见的测试输入数据的未来结果,完全基于噪声观测。PredPCA的简单架构和低计算成本是非常可取的神经形态硬件。

英文摘要:

Generalization of time series prediction remains an important open issue in machine learning, wherein earlier methods have either large generalization error or local minima. We develop an analytically solvable, unsupervised learning scheme that extracts the most informative components for predicting future inputs, termed predictive principal component analysis (PredPCA). Our scheme can effectively remove unpredictable noise and minimize test prediction error through convex optimization. Mathematical analyses demonstrate that, provided with sufficient training samples and sufficiently high-dimensional observations, PredPCA can asymptotically identify hidden states, system parameters, and dimensionalities of canonical nonlinear generative processes, with a global convergence guarantee. We demonstrate the performance of PredPCA using sequential visual inputs comprising hand-digits, rotating 3D objects, and natural scenes. It reliably estimates distinct hidden states and predicts future outcomes of previously unseen test input data, based exclusively on noisy observations. The simple architecture and low computational cost of PredPCA are highly desirable for neuromorphic hardware.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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