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6.1 Introduction
6
I
Multilayer Perceptrons
In this chapter we study an important class of neural networks, namely, multilayer feedforward networks. Typically, the network consists of a set of sensory units (source nodes) that constitute the input layer, one or more hidden layers of computation nodes, and an output layer of computation nodes. The input signal propagates through the network in a forward direction, on a layerbylayer basis. These neural networks are commonly referred to as multilayer perceptrons (MLPs), which represent a generalization of the singlelayer perceptron considered in Chapter 4. Multilayer perceptrons have been applied successfully to solve some difficult and diverse problems by training them in a supervised manner with a highly popular algorithm known as the error backpropagation algorithm. This algorithm is based on the errorcorrection learning rule. As such, it may be viewed as a generalization of an equally popular adaptive filtering algorithm: the ubiquitous leastmeansquare (LMS) algorithm described in Chapter 5 for the special case of a single linear neuron model. Basically, the error backpropagation process consists of two passes through the different layers of the network: a forward pass and a backward pass. In the forward pass, an activity pattern (input vector) is applied to the sensory nodes of the network, and its effect propagates through the network, layer by layer. Finally, a set of outputs is produced as the actual response of the network. During the forward pass the synaptic weights of the network are all fixed. During the backward pass, on the other hand, the synaptic weights are all adjusted in accordance with the errorcorrection rule. Specifically, the actual response of the network is subtracted from a desired (target) response to produce an error signal. This error signal is then propagated backward through the network, against the direction of synaptic connectionshence the name ‘‘error backpropagation.’ ’ The synaptic weights are adjusted so as to make the actual response of the network move closer to the desired response. The error backpropagation algorithm is also referred to in the literature as the backpropagation algorithm, or simply buckprop. Henceforth, we will refer to it as the backpropagation algorithm. The learning process performed with the algorithm is called backpropagation learning. A multilayer perceptron has three distinctive characteristics:
1 The model of each neuron in the network includes a nonlinearity at the output end. . The important point to emphasize here is that the nonlinearity is smooth (i.e., differentiable everywhere), as opposed to the hardlimiting used in Rosenblatt’s perceptron. A commonly used form of nonlinearity that satisfies this requirement is a sigmoidal nonlinearity defined by the logistic function:
yi = 1
138
+ exp(uj>
1
6.1 / Introduction 139
where vj is the net internal activity level of neuron j , and y, is the output of the neuron. The presence of nonlinearities is important because, otherwise, the inputoutput relation of the network could be reduced to that of a singlelayer perceptron. Moreover, the use of the logistic function is biologically motivated, since it attempts to account for the refractory phase of real neurons (Pineda, 1988b). 2. The network contains one or more layers of hidden neurons that are not part of the input or output of the network. These hidden neurons enable the network to learn complex tasks by extracting progressively more meaningful features from the input patterns (vectors). 3. The network exhibits a high degree of connectivity, determined by the synapses of the network. A change in the connectivity of the network requires a change in the population of synaptic connections or their weights. Indeed, it is through the combination of these characteristics together with the ability to learn from experience through training that the multilayer perceptron derives its computing power. These same characteristics, however, are also responsible for the deficiencies in our present state of knowledge on the behavior of the network. First, the presence of a distributed form of nonlinearity and the high connectivity of the network make the theoretical analysis of a multilayer perceptron difficult to undertake. Second, the use of hidden neurons makes the learning process harder to visualize. In an implicit sense, the learning process must decide which features of the input pattern should be represented by the hidden neurons. The learning process is therefore made more difficult because the search has to be conducted in a much larger space of possible functions, and a choice has to be made between alternative representations of the input pattern (Hinton, 1987). Research interest in multilayer feedforward networks dates back to the pioneering work of Rosenblatt (1962) on perceptrons and that of Widrow and his students on Madalines (Widrow, 1962). Mudalines were constructed with many inputs, many Adaline elements in the first layer, and with various logic devices such as AND, OR, and majorityvotetaker elements in the second layer; the Adaline was described in Section 5.8. The Madalines of the 1960s had adaptive first layers and fixed threshold functions in the second (output) layers (Widrow and Lehr, 1990). However, the tool that was missing in those early days of multilayer feedforward networks was what we now call backpropagation learning. The usage of the term “backpropagation’’ appears to have evolved after 1985. However, the basic idea of backpropagation was first described by Werbos in his Ph.D. thesis (Werbos, 1974), in the context of general networks with neural networks representing a special case. Subsequently, it was rediscovered by Rumelhart, Hinton, and Williams (1986b), and popularized through the publication of the seminal book entitled Parallel Distributed Processing (Rumelhart and McClelland, 1986). A similar generalization of the algorithm was derived independently by Parker in 1985, and interestingly enough, a roughly similar learning algorithm was also studied by LeCun (1985). The development of the backpropagation algorithm represents a “landmark’ ’ in neural networks in that it provides a computationally eficient method for the training of multilayer perceptrons. Although it cannot be claimed that the backpropagation algorithmcan provide a solution for all solvable problems, it is fair to say that it has put to rest the pessimism about learning in multilayer machines that may have been inferred from the book by Minsky and Papert (1969).
Organization of the Chapter
In this rather long chapter we consider both the theory and applications of multilayer perceptrons. We begin with some preliminaries in Section 6.2 to pave the way for the
140 6 I Multilayer Perceptrons
derivation of the backpropagation algorithm. In Section 6.3 we present a detailed derivation of the algorithm, using the chain rule of calculus. We take a traditional approach in the derivation presented here. A summary of the backpropagation algorithm is presented in Section 6.4. Then, in Section 6.5, we address the issue of initialization, which plays a key role in successful applications of the backpropagation algorithm. In Section 6.6 we illustrate the use of the backpropagation algorithm by solving the XOR problem, an interesting problem that cannot be solved by the singlelayer perceptron. In Section 6.7 we present some practical hints for making the backpropagation algorithm work better. In Section 6.8 we address the development of a decision rule for the use of a backpropagation network to solve the statistical patternrecognition problem. Then, in Section 6.9, we use a computer experiment to illustrate the application of backpropagation learning to distinguish between two classes of overlapping twodimensional Gaussian distributions. In Sections 6.10 through 6.14 we consider some basic issues relating to backpropagation learning. In Section 6.10 we discuss the issue of generalization, which is the very essence of backpropagation learning. This is naturally followed by Section 6.11 with a brief discussion of crossvalidation, a standard tool in statistics, and how it can be applied to the design of neural networks. In Section 6.12 we consider the approximate realization of any continuous inputoutput mapping by a multilayer perceptron. In Section 6.13 we discuss the fundamental role of backpropagation in computing partial derivatives. In Section 6.14 we pause to summarize the important advantages and limitations of backpropagation learning. In Section 6.15 we discuss some heuristics that provide guidelines for how to accelerate the rate of convergence of backpropagation learning. These heuristics are used to formulate a form of learning called fuzzy backpropagation, which is presented in Section 6.16. In Section 6.17 we describe procedures to orderly “prune” a multilayer perceptron and maintain (and frequently, improve) overall performance; network pruning is desirable when the use of VLSI technology is being considered for the hardware implementation of multilayer perceptrons. In Sections 6.18 and 6.19 we reexamine the supervised learning of a multilayer perceptron as a problem in system identification or function optimization, respectively. In Section 6.20 we consider the use of a multilayer perceptron for learning a probability distribution. We conclude the chapter with some general discussion in Section 6.21 and important applications of backpropagation learning in Section 6.22.
6.2 Some Preliminaries
Figure 6.1 shows the architectural graph of a multilayer perceptron with two hidden layers. To set the stage in its general form, the network shown here is fully connected, which means that a neuron in any layer of the network is connected to all the nodeslneurons in the previous layer. Signal flow through the network progresses in a forward direction, from left to right and on a layerbylayer basis. Figure 6.2 depicts a portion of the multilayer perceptron. In this network, two kinds of signals are identified (Parker, 1987):
1. Function Signals. A function signal is an input signal (stimulus) that comes in at the input end of the network, propagates forward (neuronbyneuron) through the network, and emerges at the output end of the network as an output signal. We refer to such a signal as a “function signal” for two reasons. First, it is presumed
6.2 / Some Preliminaries 141
Input layer
First hidden layer
Second hidden layer
output layer
FIGURE 6.1 Architectural graph of a multilayer perceptron with two hidden layers.
to perform a useful function at the output of the network. Second, at each neuron of the network through which a function signal passes, the signal is calculated as a function of the inputs and associated weights applied to that neuron. 2. Error Signals. An error signal originates at an output neuron of the network, and propagates backward (layer by layer) through the network. We refer to it as an “error signal” because its computation by every neuron of the network involves an errordependent function in one form or another. The output neurons (computational nodes) constitute the output layer of the network. The remaining neurons (computational nodes) constitute hidden layers of the network. Thus the hidden units are not part of the output or input of the networkhence their designation as “hidden.” The first hidden layer is fed from the input layer made up of sensory units (source nodes); the resulting outputs of the first hidden layer are in turn applied to the next hidden layer; and so on for the rest of the network.
f.
 
Function signa$ Error signals
FIGURE 6.2 Illustration of the directions of two basic signal flows in a multilayer perceptron, namely, forward propagation of function signals and backpropagation of error signals.
142 6 / Multilayer Perceptrons
Each hidden or output neuron of a multilayer perceptron is designed to perform two computations:
1. The computation of the function signal appearing at the output of a neuron, which is expressed as a continuous nonlinear function of the input signals and synaptic weights associated with that neuron 2. The computation of an instantaneous estimate of the gradient vector (i.e., the gradients of the error surface with respect to the weights connected to the inputs of a neuron), which is needed for the backward pass through the network
The derivation of the backpropagation algorithm is rather involved. To ease the mathematical burden involved in this derivation, we first present a summary of the notations used in the derivation.
Notation
W
The indices i, j , and k refer to different neurons in the network; with signals propagating through the network from left to right, neuron j lies in a layer to the right of neuron i, and neuron k lies in a layer to the right of neuron j when neuron j is a hidden unit. The iteration n refers to the nth training pattern (example) presented to the network. The symbol %(n) refers to the instantaneous sum of error squares at iteration n. The average of %(n) over all values of n (i.e., the entire training set) yields the average squared error %av. The symbol e,@) refers to the error signal at the output of neuron j for iteration n. The symbol d,(n) refers to the desired response for neuron j and is used to compute
em.
W W
W
W
W
The symbol y,(n) refers to the function signal appearing at the output of neuronj at iteration n. The symbol w,,(n) denotes the synaptic weight connecting the output of neuron i to the input of neuron j at iteration n. The correction applied to this weight at iteration n is denoted by Aw,,(n). The net internal activity level of neuron j at iteration n is denoted by u,(n); it constitutes the signal applied to the nonlinearity associated with neuron j . The activation function describing the inputoutput functional relationship of the nonlinearity associated with neuron j is denoted by
%(e).
W
W
rn
W
The threshold applied to neuron j is denoted by 4; its effect is represented by a synapse of weight wlo= 4 connected to a fixed input equal to  1. The ith element of the input vector (pattern) is denoted by xt(n). The kth element of the overall output vector (pattern) is denoted by ok(n). The learningrate parameter is denoted by
W W W
v.
6 3 Derivation of the BackPropagation Algorithm .
The error signal at the output of neuron j at iteration n (i.e., presentation of the nth training pattern) is defined by
ej(n) = dj(n)  yj(n),
neuron j is an output node
(6.1)
6.3 I Derivation of the BackPropagation Algorithm
143
We define the instantaneous value of the squared error for neuronj as $ef(n).Correspondingly, the instantaneous value %(n) of the sum of squared errors is obtained by summing $ef(n)over all neurons in the output layer; these are the only “visible” neurons for which error signals can be calculated. The instantaneous sum of squared errors of the network is thus written as
where the set C includes all the neurons in the output layer of the network. Let N denote the total number of patterns (examples) contained in the training set. The average squared error is obtained by summing %(n)over all n and then normalizing with respect to the set size N , as shown by (6.3) The instantaneous sum of error squares %(n), therefore the average squared error 8 a v , and is a function of all the free parameters (i.e., synaptic weights and thresholds) of the network. For a given training set, represents the costfunction as the measure of training set learning performance. The objective of the learning process is to adjust the free parameters of the network so as to minimize 8,. To do this minimization we use an approximation similar in rationale to that we used for the derivation of the LMS algorithm in Chapter 5. Specifically, we consider a simple method of training in which the weights are updated on a patternbypattern basis. The adjustments to the weights are made in accordance with the respective errors computed for each pattern presented to the network. The arithmetic average of these individual weight changes over the training set is therefore an estimate of the true change that would result from modifying the weights based on over the entire training set. minimizing the cost function Consider then Fig. 6.3, which depicts neuron j being fed by a set of function signals produced by a layer of neurons to its left. The net internal activity level uj(n) produced
Neuron j
FIGURE 6.3
Signalflow graph highlighting the details of output neuron j .
144 6 / Multilayer Perceptrons
at the input of the nonlinearity associated with neuron j is therefore
P
uj(n) = i=O wji(n)yi(n>
(6.4)
where p is the total number of inputs (excluding the threshold) applied to neuron j . The synaptic weight wjo (corresponding to the fixed input yo = 1) equals the threshold @ applied to neuron j . Hence the function signal yj(n) appearing at the output of neuron j at iteration n is
yj(n) = R(uj(n>)
(6.5)
In a manner similar to the LMS algorithm, the backpropagation algorithm applies a correction Awji(n) the synaptic weight wji(n), to which is proportional to the instantaneous gradient a%(n)lawji(n). According to the chain rule, we may express this gradient as follows:
The gradient a%(n)lawji(n) represents a sensitivity factor, determining the direction of search in weight space for the synaptic weight wji. Differentiating both sides of Eq. (6.2) with respect to ej(n),we get
Differentiating both sides of Eq. (6.1) with respect to yj(n),we get
aej(n>   1
aY,(n>
Next, differentiating Eq. (6.5) with respect to uj(n),we get
where the use of prime (on the righthand side) signifies differentiation with respect to the argument. Finally, differentiating Eq. (6.4) with respect to wji(n)yields (6.10) Hence, the use of Eqs. (6.7) to (6.10) in (6.6) yields (6.1 1) The correction Awji(n)applied to wji(n)is defined by the deZta rule (6.12) where 7 is a constant that determines the rate of learning; it is called the learningrate parameter of the backpropagation algorithm. The use of the minus sign in Eq. (6.12) accounts for gradient descent in weight space. Accordingly, the use of Eq. (6.11) in (6.12) yields
Awji(n>= 76;.(n)yi(n>
(6.13)
6.3 / Derivation of the BackPropagation Algorithm
145
where the local gradient g ( n ) is itself defined by
The local gradient points to required changes in synaptic weights. According to Eq. (6.14), the local gradient q(n) for output neuron j is equal to the product of the corresponding error signal e,(n) and the derivative cp'(vj(n))of the associated activation function. From Eqs. (6.13) and (6.14) we note that a key factor involved in the calculation of the weight adjustment Awji(n)is the error signal ej(n) at the output of neuron j . In this context, we may identify two distinct cases, depending on where in the network neuron j is located. In case I, neuron j is an output node. This case is simple to handle, because each output node of the network is supplied with a desired response of its own, making it a straightforward matter to calculate the associated error signal. In case 11, neuron j is a hidden node. Even though hidden neurons are not directly accessible, they share responsibility for any error made at the output of the network. The question, however, is to know how to penalize or reward hidden neurons for their share of the responsibility. This problem is indeed the creditassignment problem considered in Section 2.6. It is solved in an elegant fashion by backpropagating the error signals through the network. In the sequel, cases I and I1 are considered in turn.
Case I: Neuron j Is an Output Node
When neuron j is located in the output layer of the network, it would be supplied with a desired response of its own. Hence we may use Eq. (6.1) to compute the error signal ej(n) associated with this neuron; see Fig. 6.3. Having determined ej(n),it is a straightforward matter to compute the local gradient g(n) using Eq. (6.14).
Case II: Neuron j Is a Hidden Node
When neuron j is located in a hidden layer of the network, there is no specified desired response for that neuron. Accordingly, the error signal for a hidden neuron would have to be determined recursively in terms of the error signals of all the neurons to which that hidden neuron is directly connected; this is where the development of the backpropagation algorithm gets complicated. Consider the situation depicted in Fig. 6.4, which depicts neuron j as a hidden node of the network. According to Eq. (6.14), we may redefine the local gradient g(n) for hidden neuron j as
(6.15) where, in the second line, we have made use of EQ. (6.9). To calculate the partial derivative a%(n)layj(n), may proceed as follows. From Fig. 6.4 we see that we
%(n) =  e;(n), 2 kEC
1
neuron k is an output node
(6.16)
which is a rewrite of Eq. (6.2) except for the use of index k in place of index j . We have done so in order to avoid confusion with the use of index j that refers to a hidden neuron
146 6 I Multilayer Perceptrons
Neuron j
Neuron k
r
A

3
FIGURE 6.4 Signalflow graph highlighting the details of output neuron k connected to hidden neuron j.
under case 11. In any event, differentiating Eq. (6.16) with respect to the function signal yj(n), we get (6.17) and Next, we use the chain rule for the partial derivative aek(n)layj(n), thus rewrite Eq. (6.17) in the equivalent form (6.18)
(6.19) Hence (6.20) We also note from Fig. 6.4 that for neuron k, the net internal activity level is (6.21) where q is the total number of inputs (excluding the threshold) applied to neuron k. Here again, the synaptic weight wko(n) is equal to the threshold &(n) applied to neuron k, and the corresponding input yo is fixed at the value  1. In any event, differentiating Eq. (6.21) with respect to yj(n) yields (6.22)
6.3 I Derivation of the BackPropagation Algorithm
147
Thus, using Eqs. (6.20) and (6.22) in (6.18), we get the desired partial derivative:
=
E Gk(n)wkj(n)
k
(6.23)
where, in the second line, we have used the definition of the local gradient &(n) given in Eq. (6.14) with the index k substituted for j . Finally, using Eq. (6.23) in (6.15), we get the local gradient q(n) for hidden neuron j , after rearranging terms, as follows:
4(n) = p,'(u,(n)) 2 Sk(n)wk,(n),
k
neuron j is hidden
(6.24)
The factor cp,'(u,(n))involved in the computation of the local gradient q(n) in Eq. (6.24) depends solely on the activation function associated with hidden neuron j . The remaining factor involved in this computation, namely, the summation over k, depends on two sets of terms. The first set of terms, the &(E), requires knowledge of the error signals ek(n),for all those neurons that lie in the layer to the immediate right of hidden neuron j , and that are directly connected to neuron j ; see Fig. 6.4. The second set of terms, the wkJ(n), consists of the synaptic weights associated with these connections. We may now summarize the relations that we have derived for the backpropagation algorithm. First, the correction Aw,,(n) applied to the synaptic weight connecting neuron i to neuron j is defined by the delta rule: Weight learning( c ~ y i m ) (rate p a r t e . ) =
*
local (gr;d&nt)
*
(
input signal of n; z j em
)
(6.25)
Second, the local gradient 4(n) depends on whether neuron j is an output node or a hidden node:
1. If neuron j is an output node, 4(n) equals the product of the derivative d(u,(n)) and the error signal e,(n),both of which are associated with neuron j ; see Eq. (6.14). 2 If neuron j is a hidden node, 4(n) equals the product of the associated derivative . cpr(u,(n)) and the weighted sum of the 8's computed for the neurons in the next hidden or output layer thal are connected to neuron j ; see Eq. (6.24).
The Two Passes of Computation
In the application of the backpropagation algorithm, two distinct passes of computation may be distinguished. The first pass is referred to as the forward pass, and the second one as the backward pass. In the forward puss the synaptic weights remain unaltered throughout the network, and the function signals of the network are computed on a neuronbyneuron basis. Specifically, the function signal appearing at the output of neuron j is computed as
Y,@> =
dum)
w,l(n)Yl(n)
(6.26)
where u,(n) is the net internal activity level of neuron j , defined by v,(n) =
c
P
1=0
(6.27)
where p is the total number of inputs (excluding the threshold) applied to neuron j , and w,,(n) is the synaptic weight connecting neuron i to neuron j , and yl(n) is the input signal
148 6 / Multilayer Perceptrons
of neuronj or, equivalently, the function signal appearing at the output of neuron i. If neuron j is in the first hidden layer of the network, then the index i refers to the ith input terminal of the network, for which we write yi(n> = xi(n) (6.28)
where xi(n) is the ith element of the input vector (pattern). If, on the other hand, neuron j is in the output layer of the network, the indexj refers to the jth output terminal of the network, for which we write Yj(n> = oj(n) (6.29)
where oJ(n)is thejth element of the output vector (pattern). This output is compared with the desired response dj(n), obtaining the error signal ej(n) for the jth output neuron. Thus the forward phase of computation begins at the first hidden layer by presenting it with the input vector, and terminates at the output layer by computing the error signal for each neuron of this layer. The backward pass, on the other hand, starts at the output layer by passing the error signals leftward through the network, layer by layer, and recursively computing the 6 (i.e., the local gradient) for each neuron. This recursive process permits the synaptic weights of the network to undergo changes in accordance with the delta rule of Eq. (6.25). For a neuron located in the output layer, the 6 is simply equal to the error signal of that neuron multiplied by the first derivative of its nonlinearity. Hence we use Eq. (6.25) to compute the changes to the weights of all the connections feeding into the output layer. Given the 8 s for the neurons of the output layer, we next use Eq. (6.24) to compute the 8 s for all the neurons in the penultimate layer and therefore the changes to the weights of all connections feeding into it. The recursive computation is continued, layer by layer, by propagating the changes to all synaptic weights made. Note that for the presentation of each training example, the input pattern is fixed (‘ ‘clamped”) throughout the roundtrip process, encompassing the forward pass followed by the backward pass.
Sigmoidal Nonlinearity
The computation of the 6 for each neuron of the multilayer perceptron requires knowledge of the derivative of the activation function p(*)associated with that neuron. For this derivative to exist, we require the function p(.) to be continuous. In basic terms, dzfferentiability is the only requirement that an activation function would have to satisfy. An example of a continuously differentiable nonlinear activation function commonly used in multilayer perceptrons is the sigmoidal nonlinearity, a particular form of which is defined for neuron j by the logistic function yj(n) = pj(uj(n))

1
I
+ exp(uj(n)>’
to
< vj(n) < w
(6.30)
where uJ(n)is the net internal activity level of neuron j . According to this nonlinearity, the amplitude of the output lies inside the range 0 5 yJ 5 1. Another type of sigmoidal nonlinearity is the hyperbolic tangent, which is antisymmetric with respect to the origin and for which the amplitude of the output lies inside the range  1 5 yj 5 + 1. We will have more to say on this latter form of nonlineariti in Section 6.7. For the time being, we are going to concentrate on the logistic function of Eq. (6.30) as the source of nonlinearity.
6.3 / Derivation of the BackPropagationAlgorithm
149
Differentiating both sides of Eq. (6.30) with respect to uj(n),we get
(6.31) Using Eq. (6.30) to eliminate the exponential term exp(u,(n)) from Eq. (6.31), we may express the derivative ~~(u,(n)) as
R’(uJ<n>> = YJ(n>[l  y](n>l
(6.32)
For a neuron j located in the output layer, we note that y,(n) = o,(n). Hence, we may express the local gradient for neuron j as
S/W = e,(n>cp:(u,(n>)
=
[d,(n)  o,(n)lo,(n)[l  o,(n)],
neuronj is an output node
(6.33)
where o,(n) is the function signal at the output of neuronj, and d,(n) is the desired response for it. On the other hand, for an arbitrary hidden neuron j , we may express the local gradient as
S,(n) = d(ul(n>) 44n>wk,(n)
k
c
= y,(n)[l  y,(n)]
2 Gk(n)wkJ(n),
k
neuron j is hidden
(6.34)
Note from J3q. (6.32) that the derivative p;(u,(n)) attains its maximum value at y,(n) = 0.5, and its minimum value (zero) at y,(n) = 0, or y,(n) = 1.0. Since the amount of change in a synaptic weight of the network is proportional to the derivative qr(u,(n)),it follows that for a sigmoidal activation function the synaptic weights are changed the most for those neurons in the network for which the function signals are in their midrange. According to Rumelhart et al. (1986a), it is this feature of backpropagation learning that contributes to its stability as a learning algorithm.
Rate of Learning
The backpropagation algorithm provides an “approximation” to the trajectory in weight space computed by the method of steepest descent. The smaller we make the learningrate parameter 7, smaller will the changes to the synaptic weights in the network be the from one iteration to the next and the smoother will be the trajectory in weight space. This improvement, however, is attained at the cost of a slower rate of learning. If, on the other hand, we make the learningrate parameter 7 too large so as to speed up the rate of learning, the resulting large changes in the synaptic weights assume such a form that the network may become unstable (i.e., oscillatory). A simple method of increasing the rate of learning and yet avoiding the danger of instability is to modify the delta rule of Eq. (6.13) by including a momentum term, as shown by’ (Rumelhart et al., 1986a)
A ~ j i ( n = aAwjj(n  1) )
+ 76j(n)yi(n)
(6.35)
For the special case of the LMS algorithm, which is a linear adaptive filtering algorithm, it has been shown that use of the momentum constant 01 reduces the stable range of the learningrate parameter r], and could thus lead to instability if r] is not adjusted appropriately. Moreover, the misadjustment increases w t increasing 01 ih (for details, see Roy and Shynk, 1990).
150 6 I Multilayer Perceptrons
Ayi(n  1)
Ayi(n)
FIGURE 6.5
Signalflow graph illustrating the effect of momentum constant a.
where a! is usually a positive number called the momentum constant. It controls the feedback loop acting around Awji(n), as illustrated in Fig. 6.5, where z' is the unitdelay operator. Equation (6.35) is called the generalized delta rule2;it includes the delta rule of Eq. (6.13) as a special case (Le., a = 0). In order to see the effect of the sequence of pattern presentations on the synaptic weights due to the momentum constant a,we rewrite Eq. (6.35) as a time series with index t. The index t goes from the initial time 0 to the current time n. Equation (6.35) may be viewed as a firstorder difference equation in the weight correction Awji(n). Hence, solving this equation for Awji(n),we have
Awji(n)= 7
2 a"'4(t)yi(t) r=o
n
(6.36)
which represents a time series of length n + 1. From Eqs. (6.1 1) and (6.14) we note that the product 4(n)yi(n) equal to a%(n)ldw,(n). Accordingly, we may rewrite Eq. (6.36) is in the equivalent form
Awji(n)=  7
" d%(t) 2 a"'dWji(t)
t=O
(6.37)
Based on this relation, we may make the following insightful observations (Watrous, 1987; Jacobs, 1988; Goggin et al., 1989):
1. The current adjustment Aw,[(n) represents the sum of an exponentially weighted time series. For the time series to be convergent, the momentum constant must be restricted a to the range 0 5 l 1 < 1. When a! is zero, the backpropagation algorithm operates without momentum. Note also that the momentum constant a can be positive or negative, although it is unlikely that a negative a would be used in practice. 2. When the partial derivative d%(t)law,,(t) the same algebraic sign on consecutive has iterations, the exponentially weighted sum Aw,,(n) grows in magnitude, and so the weight w,,(n) is adjusted by a large amount. Hence the inclusion of momentum in the backpropagation algorithm tends to accelerate descent in steady downhill directions. 3. When the partial derivative d%(t)law,,(t) opposite signs on consecutive iterations, has the exponentially weighted sum Aw,,(n) shrinks in magnitude, and so the weight w,,(n) is adjusted by a small amount. Hence the inclusion of momentum in the backpropagation algorithm has a stabilizing efSfect in directions that oscillate in sign.
Thus, the incorporation of momentum in the backpropagation algorithm represents a minor modification to the weight update, and yet it can have highly beneficial effects on learning behavior of the algorithm. The momentum term may also have the benefit of
For a derivation of the backpropagation algorithm including the momentum constant from first principles, see Hagiwara (1992).
6.3 I Derivation of the BackPropagationAlgorithm
151
preventing the learning process from terminating in a shallow local minimum on the error surface. Additional Notes. In deriving the backpropagation algorithm, it was assumed that the learningrate parameter is a constant denoted by q. In reality, however, it should be defined as qji; that is, the learningrate parameter should be connectiondependent. Indeed, many interesting things can be done by making the learningrate parameter different for different parts of the network. We shall have more to say on this issue in Sections 6.7 and 6.15. It is also noteworthy that in the application of the backpropagation algorithm we may choose all the synaptic weights in the network to be adjustable, or we may constrain any number of weights in the network to remain fixed during the adaptation process. In the latter case, the error signals are backpropagated through the network in the usual manner; however, the fixed synaptic weights are left unaltered. This can be done simply by making for the learningrate parameter qji synaptic weight wji equal to zero. Another point of interest concerns the manner in which the various layers of the backpropagation network are interconnected. In the development of the backpropagation algorithm presented here, we proceeded on the premise that the neurons in each layer of the network receive their inputs from other units in the previous layer, as illustrated in Fig. 6.1. In fact, there is no reason why a neuron in a certain layer may not receive inputs from other units in earlier layers of the network. In handling such a neuron, there are two kinds of error signals to be considered: (1) an error signal that results from the direct comparison of the output signal of that neuron with a desired response; and (2) an error signal that is passed through the other units whose activation it affects. In this situation, the correct procedure to deal with the network is simply to add the changes in synaptic weights dictated by the direct comparison to those propagated back from the other units (Rumelhart et al., 1986b).
Pattern and Batch Modes of Training
In a practical application of the backpropagation algorithm, learning results from the many presentations of a prescribed set of training examples to the multilayer perceptron. One complete presentation of the entire training set during the learning process is called an epoch. The learning process is maintained on an epochbyepoch basis until the synaptic weights and threshold levels of the network stabilize and the average squared error over the entire training set converges to some minimum value. It is good practice to randomize the order ofpresentation of training examples from one epoch to the next. This randomization tends to make the search in weight space stochastic over the learning cycles, thus avoiding the possibility of limit cycles in the evolution of the synaptic weight vectors. For a given training set, backpropagation learning may thus proceed in one of two basic ways:
1. Pattern Mode. In the pattern mode of backpropagation learning, weight updating is performed after the presentation of each training example; this is indeed the very mode of operation for which the derivation of the backpropagation algorithm presented here applies. To be specific, consider an epoch consisting of N training examples (patterns) arranged in the order [x(l),d(l)l, . . . , [x(N),d(N)]. The first example [x(l),d(l)] in.the epoch is presented to the network, and the sequence of forward and backward computations described previously is performed, resulting in certain adjustments to the synaptic weights and threshold levels of the network. Then, the second example [x(2),d(2)] in the epoch is presented, and the sequence of forward and backward computationsis repeated, resulting
152 6 / Multilayer Perceptrons
in further adjustments to the synaptic weights and threshold levels. This process is continued until the last example [x(N),d(N)]in the epoch is accounted for. Let Awjj(n)denote the change applied to synaptic weight wji after the presentation of pattern n. Then the net weight change AGji,averaged over the entire training set of N patterns, is given by
(6.38) where in the second and third lines we have made use of Eqs. (6.12) and (6.2), respectively. 2. Batch Mode. In the batch mode of backpropagation learning, weight updating is performed ajler the presentation of all the training examples that constitute an epoch. For a particular epoch, we define the cost function as the average squared error of Eqs. (6.2) and (6.3), reproduced here in the composite form: (6.39) where the error signal ej(n)pertains to output neuronj for training example n and which is defined by Eq. (6.1). The error ej(n)equals the difference between 4(n)and yj(n),which represent the jth element of the desired response vector d(n) and the corresponding value of the network output, respectively. In Eq. (6.39) the inner summation with respect to j is performed over all the neurons in the output layer of the network, whereas the outer summation with respect to n is performed over the entire training set in the epoch at hand. For a learningrate parameter T, the adjustment applied to synaptic weight wji, connecting neuron i to neuron j , is defined by the delta rule
(6.40)
To calculate the partial derivative aej(n)lawjiwe proceed in the same way as before. According to Eq. (6.40), in the batch mode the weight adjustment Awjiis made only after the entire training set has been presented to the network.
Comparing Eqs. (6.38) and (6.40), we clearly see that the average weight change Ati;.i made in the pattern mode of training is different from the corresponding value Awji made in the batch mode, presumably for the same reduction in the average squared error that results from the presentation of the entire training set. Indeed, AGji for the patterntopattern mode represents an estimate of Awji for the batch mode. From an “online” operational point of view, the pattern mode of training is preferred over the batch mode, because it requires less local storage for each synaptic connection. Moreover, given that the patterns are presented to the network in a random manner, the use of patternbypattern updating of weights makes the search in weight space stochastic in nature, which, in turn, makes it less likely for the backpropagation algorithm to be trapped in a local minimum. On the other hand, the use of batch mode of training provides a more accurate estimate of the gradient vector. In the final analysis, however, the relative
6.4 / Summary of the BackPropagation Algorithm 153
effectiveness of the two training modes depends on the problem at hand (Hertz et al., 1991).
Stopping Criteria
The backpropagation algorithm cannot, in general, be shown to converge, nor are there welldefined criteria for stopping its operation. Rather, there are some reasonable criteria, each with its own practical merit, which may be used to terminate the weight adjustments. To formulate such a criterion, the logical thing to do is to think in terms of the unique properties of a local or global minimum of the error surface. Let the weight vector W* denote a minimum, be it local or global. A necessary condition for w* to be a minimum is that the gradient vector g(w) (i.e., firstorder partial derivative) of the error surface with respect to the weight vector w be zero at w = w*. Accordingly, we may formulate a sensible convergence criterion for backpropagation learning as follows (Kramer and SangiovanniVincentelli, 1989):
m
The backpropagation algorithm is considered to have converged when the Euclidean norm of the gradient vector reaches a sufficiently small gradient threshold.
The drawback of this convergence criterion is that, for successful trials, learning times may be long. Also, it requires the computation of the gradient vector g(w). Another unique property of a minimum that we can use is the fact that the cost function or error measure %,(w) is stationary at the point w = w*. We may therefore suggest a different criterion of convergence:
w
The backpropagation algorithm is considered to have converged when the absolute rate of change in the average squared error per epoch is sufficiently small.
Typically, the rate of change in the average squared error is considered to be small enough if it lies in the range of 0.1 to 1 percent per epoch; sometimes, a value as small as 0.01 percent per epoch is used. A variation of this second criterion for convergence of the algorithm is to require that the maximum value of the average squared error &"(w) be equal to or less than a sufficiently small threshold. Kramer and SangiovanniVincentelli (1989) suggest a hybrid criterion of convergence consisting of this latter threshold and a gradient threshold, as stated here:
w
The backpropagation algorithm is terminated at the weight vector wBnd when ((g(wfid)l( E , where E is a sufficiently small gradient threshold, or '&"(wfind) T, 5 I where T is a sufficiently small error energy threshold.
Another useful criterion for convergence is as follows. After each learning iteration, the network is tested for its generalization performance. The learning process is stopped when the generalization performance is adequate, or when it is apparent that the generalization performance has peaked; see Section 6.11 for more details.
6.4 Summary of the BackPropagation Algorithm
Figure 6.1 presents the architectural layout of a multilayer perceptron. The corresponding architecture for backpropagation learning, incorporating both the forward and backward phases of the computations involved in the learning process, is presented in Fig. 6.6. The multilayer network shown in the top part of the figure accounts for the forward phase.
154 6 / Multilayer Perceptrons
I l I I I I I
I I I I
_____
        _  _ _ _   _ _ _ _ _ _
____
Threelayer feedforward network (forward propagation phase)
1 I
xo
Y(3)
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I I I
I I I I
I I .01 I I I I I
02
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I I I I I I I I
L
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*oq

Sensitivity network I (backpropagation phase)
I
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_______
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++
$3)
I I
~ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ ~ ~ ~ ~ ~ ~ l
($1)
FIGURE 6.6 Architectural graph of threelayer feedforward network and associated sensitivity network (backpropagating error signals).
The notations used in this part of the figure are as follows:
w('l = synaptic weight vector of a neuron in layer 1 = threshold of a neuron in layer 1
y' = vector of ()
y(l)
net internal activity levels of neurons in layer 1
= vector of function signals of neurons in layer 1
6.4 / Summary of the BackPropagation Algorithm 155
The layer index 1 extends from the input layer (1 = 0) to the output layer (1 = L); in Fig. 6.6 we have L = 3; we refer to L as the depth of the network. The lower part of the figure accounts for the backward phase, which is referred to as a sensitivity network for computing the local gradients in the backpropagation algorithm. The notations used in this second part of the figure are as follows:
While the network of Fig. 6.6 is merely an architectural layout of the backpropagation algorithm, it is found to have substantial advantages in dynamic situations where the algorithmic representation becomes cumbersome (Narendra and Parthasarathy, 1990). Earlier we mentioned that the patternbypattern updating of weights is the preferred method for online implementation of the backpropagation algorithm. For this mode of operation, the algorithm cycles through the training data {[x(n),d(n)]; n = 1, 2, . . . , N } as follows.
1. Initialization. Start with a reasonable network configuration, and set all the synaptic weights and threshold levels of the network to small random numbers that are uniformly distrib~ted.~ 2. Presentations of Training Examples. Present the network with an epoch of training examples. For each example in the set ordered in some fashion, perform the following sequence of forward and backward computations under points 3 and 4, respectively. 3. Forward Computation. Let a training example in the epoch be denoted by [x(n),d(n)], with the input vector x(n) applied to the input layer of sensory nodes and the desired response vector d(n) presented to the output layer of computation nodes. Compute the activation potentials and function signals of the network by proceeding forward through for the network, layer by layer. The net internal activity level v,!l)(n) neuron j in layer 1 is
where yy')(n) is the function signal of neuron i in the previous layer I  1 at iteration n and w$)(n) the synaptic weight of neuron j in layer 1 that is fed from neuron i in layer is 1  1. For i = 0, we have yg')(n) =  1 and wj$(n) = Os''(n),where $)(n) is the threshold applied to neuron j in layer 1. Assuming the use of a logistic function for the sigmoidal nonlinearity, the function (output) signal of neuronj in layer 1 is
y!)(n) =
1
1 + exp(v,!"(n))
=
If neuronj is in the first hidden layer &e., I
l), set
y,(O)(n) xj(n) =
where xi@) is the jth element of the input vector x(n). If neuron j is in the output layer (i.e., 1 = L), set yy)(n)= oj(n)
Note that this form of initialization is different from that used for the LMS algorithm.
156 6 / Multilayer Perceptrons
Hence, compute the error signal
ej(n) = dj(n)  oj(n)
where dj(n)is the jth element of the desired response vector d(n). 4. Backward Computation. Compute the 8’s &e., the local gradients) of the network by proceeding backward, layer by layer:
Sy)(n)= ey)(n)oj(n)[l oj(n)]
i?,!l)(n) yy)(n)[l =

for neuron j in output layer L
y,!l)(n)] Sf+’)(n)w&?’)(n) for neuron j in hidden layer 1
k
Hence, adjust the synaptic weights of the network in layer 1 according to the generalized delta rule: w;yn
+ 1) = w’i,”(n) + CY[wj?(n)  wJ’(n  l)] + qa,!l)(n)yyyn)
where q is the learningrate parameter and CY is the momentum constant. 5. Iteration. Iterate the computation by presenting new epochs of training examples to the network until the free parameters of the network stabilize their values and the , average squared error S computed over the entire training set is at a minimum or acceptably small value. The order of presentation of training examples should be randomized from epoch to epoch. The momentum and the learningrate parameter are typically adjusted (and usually decreased) as the number of training iterations increases.
6.5 Initialization
The first step in backpropagation learning is, of course, to initialize the network. A good choice for the initial values of the free parameters @e., adjustable synaptic weights and threshold levels) of the network can be of tremendous help in a successful network design. In cases where prior information is available, it may be better to use the prior information to guess the initial values of the free parameters. But how do we initialize the network if no prior information is available? The customary practice is to set all the free parameters of the network to random numbers that are uniformly distributed inside a small range of values, as stated in the summary presented in Section 6.4. The wrong choice of initial weights can lead to a phenomenon known as premature saturation (Lee et al., 1991).This phenomenon refers to a situation where the instantaneous sum of squared errors %(n)remains almost constant for some period of time during the learning process. Such a phenomenon cannot be considered as a local minimum, because the squared error continues to decrease after this period is finished. (In more direct terms, the premature saturation phenomenon corresponds to a ‘‘saddle point” in the error surface.) When a training pattern is applied to the input layer of a multilayer perceptron, the output values of the network are calculated through a sequence of forward computations that involves inner products and sigmoidal transformations. This is followed by a sequence of backward computations that involves the calculation of error signals and pertinent slope of the sigmoidal activation function, and culminates in synaptic weight adjustments. Suppose that, for a particular training pattern, the net internal activity level of an output neuron (computation node) is computed to have a large magnitude. Then, assuming that the sigmoidal activation function of the neuron has the limiting values  1 and + 1, we find that the corresponding slope of the activation function for that neuron will be very small, and the output value for the neuron will be close to  1 or + 1. In such a situation, we say that the neuron is in “saturation.” If the output value is close to +1 when the
6.6 / The XOR Problem 157
target value (desired response) is . 1, or vice versa, we say that the neuron is “incorrectly saturated.” When this happens, the adjustment applied to the synaptic weights of the neuron will be small (even though the magnitude of the associated error signal is large), and the network may take a long time to escape from it (Lee et al., 1991). At the initial stage of backpropagationlearning, depending on the prevalent conditions, both unsaturated neurons and incorrectly saturated ones may exist in the output layer of the network. As the learning process continues, the synaptic weights associated with the unsaturated output neurons change rapidly, because the corresponding error signals and gradients have relatively large magnitudes, thereby resulting in a reduction in the instantaneous sum of squared errors %(n).If, however, at this point in time the incorrectly saturated output neurons remain saturated for some particular training patterns, then the phenomenon of premature saturation may arise with %(n) remaining essentially constant. In Lee et al. (1991), a formula for the probability of premature saturation in backpropagation learning has been derived for the batch mode of updating, and it has been verified using computer simulation. The essence of this formula may be summarized as follows:
1. Incorrect saturation is avoided by choosing the initial values of the synaptic weights and threshold levels of the network to be uniformly distributed inside a small range of values. 2. Incorrect saturation is less likely to occur when the number of hidden neurons is maintained low, consistent with a satisfactory operation of the network. 3. Incorrect saturation rarely occurs when the neurons of the network operate in their linear regions.
For patternbypattern updating, computer simulation results show similar trends to the batch mode of operation referred to herein. Russo (1991) recommends an empirical formula for the initial size of the weights that helps avoid the saturation of the neurons. This formula is described under point 3 of Section 6.7.
6.6 The XOR Problem
In the elementary (singlelayer) perceptron there are no hidden neurons. Consequently, it cannot classify input patterns that are not linearly separable. However, nonlinearly separable patterns are of common occurrence. For example, it arises in the Exclusive OR (XOR) problem, which may be viewed as a special case of a more general problem, namely, that of classifying points in the unit hypercube. Each point in the hypercube is either in class 0 or class 1. However, in the special case of the XOR problem, we need consider only the four comers of the unit square that correspond to the input patterns (0,0), (O,l), (1,1), and (1,O). The first and third input patterns are in class 0, as shown by OXORO=O and
1 XOR 1 = 0
The input patterns (0,O) and (1,l) are at opposite corners of the unit square, and yet they produce the identical output 0. On the other hand, the input patterns (0,1) and (1,O) are also at opposite corners of the square, but they are in class 1, as shown by OXOR1
=
1
158 6 / Multilayer Perceptrons
and 1 XORO
=
1
We first recognize that the use of a single neuron with two inputs results in a straight line for decision boundary in the input space. For all points on one side of this line, the neuron outputs 1; for all points on the other side of the line, it outputs 0. The position and orientation of the line in the input space are determined by the synaptic weights of the neuron connected to the input nodes, and the threshold applied to the neuron. With the input patterns (0,O) and (1,l) located on opposite corners of the unit square, and likewise for the other two input patterns (0,l) and (l,O), it is clear that we cannot construct a straight line for a decision boundary so that (0,O) and (0,l) lie in one decision region, and (0,l) and (1,O) lie in the other decision region. In other words, an elementary perceptron cannot solve the XOR problem. We may solve the XOR problem by using a single hidden layer with two neurons, as in Fig. 6.7a (Touretzky and Pomerleau, 1989). The signalflow graph of the network is shown in Fig. 6.7b. The following assumptions are made here: Each neuron is represented by a McCullochPitts model. Bits 0 and 1 are represented by the levels 0 and +1, respectively. The top neuron, labeled 1, in the hidden layer is characterized as follows:
w11= w 2 1
i
=fl
=
+3
The slope of the decision boundary constructed by this hidden neuron is equal to 1, and positioned as in Fig. 6.8a. The bottom neuron, labeled 2 in the hidden layer, is
Neuron 1
Input layer
Hidden layer
(a)
output layer
1
1.5
cp(.)
91.1
O O3
0.5
v(.)
0.5
1
( b)
FIGURE 6.7 (a) Architectural graph of network for solving the XOR problem. (b) Signalflow graph of the network.
6.6 / The XOR Problem 159
Input
x2
Input x1
(C)
FIGURE 6.8 (a) Decision boundary constructed by hidden neuron 1 o the network in f Fig. 6.7. (b) Decision boundary constructed by hidden neuron 2 of the network. (c) Decision boundaries constructed by the complete network.
characterized as follows:
w21 = w 2 = + l 2
e, = +$
The orientation and position of the decision boundary constructed by this second hidden neuron is as shown in Fig. 6.83. The output neuron, labeled 3 in Fig. 6.7a, is characterized as follows:
~ 3
= 2 1 = 2
~
+1 6, = + ;
3
The function of the output neuron is to construct a linear combination of the decision boundaries formed by the two hidden neurons. The result of this computation is shown
160 6 / Multilayer Perceptrons
in Fig. 6 . 8 ~The bottom hidden neuron has an excitatory (positive) connection to the output . neuron, whereas the top hidden neuron has a stronger inhibitory (negative) connection to the output neuron. When both hidden neurons are off, which occurs when the input pattern is (O,O), the output neuron remains off. When both hidden neurons are on, which occurs when the input pattern is (l,l), the output neuron is switched off again, because the inhibitory effect of the larger negative weight connected to the top hidden neuron overpowers the excitatory effect of the positive weight connected to the bottom hidden neuron. When the top hidden neuron is off and the bottom hidden neuron is on, which occurs when the input pattern is (0,l) or (l,O), the output neuron is switched on due to the excitatory effect of the positive weight connected to the bottom hidden neuron. Thus, the network of Fig. 6.7a does indeed solve the XOR problem.
6.7 Some Hints for Making the BackPropagation Algorithm Perform Better
It is often said that the design of a neural network using the backpropagation algorithm r is more of an a t than a science in the sense that many of the numerous factors involved in the design are indeed the results of one’s own personal experience. There is some truth in this statement. Nevertheless, there are possible ways in which the backpropagation algorithm may be made to work better (Russo, 1991; Guyon, 1991). 1. A multilayer perceptron trained with the backpropagation algorithmmay, in general, learn faster (in terms of the number of training iterations required) when the sigmoidal activation function built into the neuron model of the network is asymmetric than when it is nonsymmetric. We say that an activation function p(u) is asymmetric if
d  u ) = &) as depicted in Fig. 6.9a. This condition is not satisfied by the logistic function, depicted in Fig. 6.9b. A popular example of an asymmetric activation function is a sigmoidal nonlinearity in the form of a hyperbolic tangent, defined by
cp(u) = a tanh(bu)
where a and b are constants. Note that the hyperbolic tangent is just the logistic function biased and rescaled, as shown by
a tanh(bu) = a

1  exp(bu) 1 + exp(bu)
1
(6.41)
2a a 1 + exp(bu)
Accordingly, the modifications made in the formulation of the backpropagation algorithm using this form of sigmoidal nonlinearity are of a minor nature; see Problem 6.9. Suitable values for the constants a and b are (Guyon, 1991) a and b=$ 2. It is important that the target values (desired response) are chosen within the range of the sigmoidal activation function. More specifically, the desired response dj for neuron
=
1.716
6.7 / Some Hints for Making the BackPropagation Algorithm Perform Better 161
(b)
FIGURE 6.9 (a) Asymmetric activation (hyperbolic) function. (b) Nonsymrnetric activation (logistic) function.
j in the output layer of the multilayer perceptron should be offset by some amount E away
from the limiting value of the sigmoidal activation function, depending on whether the limiting value is positive or negative. Otherwise, the backpropagation algorithm tends to drive the free parameters of the network to infinity, and thereby slow down the learning process by orders of magnitude. To be specific, consider the asymmetric activating function of Fig. 6.9a. For the limiting value f a , we set
dj=us
162 6 / Multilayer Perceptrons
where E is an appropriate positive constant. For the choice of a = 1.716 referred to earlier, we may set E = 0.716, in which case the target value (desired response) dj can be chosen conveniently to be _t 1. 3. The initialization of the synaptic weights and threshold levels of the network should be uniformly distributed inside a small range. The reason for making the range small is to reduce the likelihood of the neurons in the network saturating and producing small error gradients. However, the range should not be made too small, as it can cause the error gradients to be very small and the learning therefore to be initially very slow. For an asymmetric activation function in the form of a hyperbolic tangent for which the constants a and b are specified above, a possible choice for initialization is to pick.random values for the synaptic weights and threshold levels that are uniformly distributed inside the range
(y,iy)
where Fiis fanin (i.e., the total number of inputs) of neuron i in the network; in other words, the weight initialization is done on a neuronbyneuron basis. 4. All neurons in the multilayer perceptron should desirably learn at the same rate. Typically, the last layers tend to have larger local gradients than the layers at the front end of the network. Hence, the learningrate parameter 7 should be assigned a smaller value in the last layers than the frontend layers. Neurons with many inputs should have a smaller learningrate parameter than neurons with few inputs. 5. For online operation, patternbypattern updating rather than batch updating should be used for weight adjustments. For patternclassification problems involving a large and redundant database, patternbypattern updating tends to be orders of magnitude faster than batch updating. However, patternbypattern updating is harder to parallelize. 6. The order in which the training examples are presented to the network should be randomized (shuffled) from one epoch to the next. This form of randomization is critical for improving the speed of convergence. Also, the use of queries may improve the training efficiency (Baum, 1991). 7. Learning from a set of training examples deals with an unknown inputoutput In mapping function f(*). effect, the learning process exploits the information contained in the examples about the functionf(.) to infer an approximate implementation of it. The process of learning from examples may be generalized to include learning from hints, which is achieved by allowing prior information that we may have about the function f(.)to be included in the learning process (AbuMostafa, 1990; AlMashouq and Reed, 1991). Such information, for example, may include invariance properties, symmetries, or any other knowledge about the function f(.)that may be used to accelerate the search for its approximate realization; the idea of invariances was discussed in Section 1.7.
6.8 Output Representation and Decision Rule
In theory, for an mclass classiJicationproblem in which the union of the m distinct classes forms the entire input space, we need a total of m outputs to represent all possible classification decisions, as depicted in Fig. 6.10. In this figure, the vector xj denotes the jth prototype (i.e., unique sample) of a pdimensional random vector x to be classified by a multilayer perceptron. The kth of m possible classes to which x can belong is denoted
6.8 / Output Representation and Decision Rule 163
by %k. Let y k , j be the kth output of the network produced in response to the prototype xi, as shown by
yk,j
=
Fk(Xj),
k = 1, 2, . . . , m
(6.42)
where the function Fk(.) defines the mapping learned by the network from the input to the kth output. For convenience of presentation, let
(6.43) where F(.) is a vectorvalued function. A basic question that we wish to address in this section is the following: '
Afcer the training of a multilayer perceptron, what should the optimum decision rule be for classifying the m outputs of the network?
Clearly, any reasonable output decision rule ought to be based on knowledge of the vectorvalued function:
F: [WP 3 x += y E [W"
(6.44)
In general, all that is certain about the vectorvalued function F(*)is that it is a continuous function that minimizes the meansquared error defined as the value of the cost (loss) functional:
L(F) =
2N j=1
[Idj F(xj)lI2
(6.45)
where dj is the desired (target) output pattern for the prototype xi, ))/Iis the Euclidean norm of the enclosed vector, and N is the total number of inputoutput patterns presented to the network in training. The essence of the meansquared error criterion of Eq. (6.45) is the same as the cost function of Eq. (6.3). The vectorvalued function F(.) is strongly dependent on the choice of inputoutput pairs (xj,dj)used to train the network, so that different values of (xj,dj) will indeed lead to different vectorvalued functions F(.). Note that the terminology (xj,dj)used here is the same as that of [x(j),d(j)]used previously. Suppose now that the network is trained with binary target values (which incidently correspond to the upper and lower bounds on the network outputs when using the logistic function), written as follows:
dkj
1
=
when the prototype xi belongs to class % k when the prototype xj does not belong to class %k
0
(6.46)
FIGURE 6.10
Block diagram of a pattern classifier.
164 6 / Multilayer Perceptrons
Based on this notation, class %k is represented by the mdimensional target vector
It is tempting to suppose that a multilayer perceptron classifier trained with the backpropagation algorithm on a finite set of independently and identically distributed (i.i.d.) examples may lead to an asymptotic approximation of the underlying a posteriori class probabilities. This property may be justified on the following grounds (white, 1989; Richard and Lippmann, 1991): The law o large numbers is invoked to show that, as the size of the training set, f N, approaches infinity, the weight vector w that minimizes cost functional L(F) of Eq. (6.45) approaches the optimum weight vector w* that minimizes the expectation  F(w,x)11*,where d is the desired response vector and of the random quantity F(w,x) is the approximation realized by a multilayer perceptron with weight vector w and vector x as input (White, 1989). The function F(w,x), showing explicit dependence on the weight vector w, is the same as F(x) used previously. The optimum weight vector w* has the property that the corresponding vector of actual network outputs, F(w*,x), is a meansquared, errorminimizingapproximation to the conditional expectation E[dlx] (White, 1989); this issue was discussed in Chapter 2. For a 1 of m pattern classijication problem, the kth element of desired response vector d equals one if the input vector belongs to class %k and zero otherwise. Under this condition, the conditional expectation E[dklx] equals the a posteriori class k probability P(%k]x), = 1, 2, . . . , m (Richard and Lippmann, 1991).
It follows therefore that a multilayer perceptron classifier (using the logistic function for nonlinearity) does indeed approximate the a posteriori class probabilities, provided that the size of the training set is large enough and the backpropagation learning process does not get stuck at a local minimum. Accordingly, we may proceed to answer the question we posed earlier. Specifically, we may say that the most appropriate output decision rule is
Classify the random vector x as belonging to class %k
if
(6.47)
Fk(x) > Fj(x)
for all j # k
where Fk(X) and Fj(x) are elements o the vectorvalued mapping function f
6.9 I Computer Experiment 165
A unique largest output value exists with probability one4when the underlying posterior class distributions are distinct. Hence this decision rule has the advantage of rendering unambiguous decisions over the common ad hoc rule of selecting class membership based on the concept of output “firing,” that is, the vector x is assigned membership in a particular class if the corresponding output value is greater than some fixed threshold (usually, 0.5 for the logistic form of activation function), which can lead to multiple class assignments. In Section 6.6 we pointed out that the binary target values [0,1], corresponding to the logistic function of Eq. (6.30), are perturbed by a small amount E as a practical measure, to avoid the saturation of synaptic weights (due to finite numerical precision) during training of the network. As a result of this perturbation, the target values are now nonbinary, and the asymptotic approximationsFk(x) are no longer exactly the a posteriori probabilities P((ek1X) of the m classes of interest (Hampshire and Pearlmutter, 1990). Instead, P((eklx) is linearly mapped to the closed interval [ E , 1  E ] , such that P(%,Ix) = 0 is mapped to an output of E and P((ek1X) = 1 is mapped to an output of 1  E . Because this linear mapping preserves relative ordering, it does not affect the result of applying the output decision rule of Eq. (6.47). It is also of interest to note that when a decision boundary is formed by thresholding the outputs of a multilayer perceptron against some fixed values, the overall shape and orientation of the decision boundary may be explained heuristically (for the case of a single hidden layer) in terms of the number of hidden neurons and the ratios of synaptic weights connected to them (Lui, 1989). Such an analysis, however, is not applicable to a decision boundary formed in accordance with the output decision rule of Eq. (6.47). A more appropriate approach is to consider the hidden neurons as nonlinearfeature detectors that attempt to map classes from the original input space Rp, where the classes may not be linearly separable, into the space of hiddenlayer activations, where it is more likely for them to be linearly separable (Yee, 1992).
6.9 Computer Experiment
In this section we use a computer experiment to illustrate the learning behavior of a multilayer perceptron used as a pattern classifier. The objective of the experiment is to distinguish between two classes of “overlapping,’’ twodimensional, Gaussiandistributed patterns labeled 1 and 2. Let % l and (e2 denote the set of events for which a random vector x belongs to patterns 1 and 2, respectively. We may then express the conditional probability density functions for the two classes as follows: Class (e, : where (6.48)
h1= mean vector = [0,OlT 0 2 lvariance=l
“*
Class (e2:
(6.49)
Here it is assumed that infiniteprecisionarithmetic is used; ties are possible with finite precision.
166 6 / Multilayer Perceptrons
where
p 2
=
[2,OlT
u: = 4
The two classes are assumed to be equally likely; that is, P(Ce1) = P(%,) = 0.5 Figure 6.1 l a shows threedimensional plots of the two Gaussian distributions defined by Eqs. (6.48) and (6.49). Figure 6.11b shows individual scatter diagrams for classes and %2 and the joint scatter diagram representing the superposition of scatter plots of 540 points taken from each of the two processes. This latter diagram shows clearly that the two distributions overlap each other significantly, indicating that there is a significant probability of misclassification.
FIGURE 6.1 l a Top: the probability density function f(xI%,); bottom: the probability density function f ( ~ ] % ~ ) .
6
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. . . . . . , . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
X1
6
0 '
.o :
0
o
:
0 :
4
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FIGURE 6.1 1b Top: scatter plot of class %, ; middle: scatter plot of class (e2; bottom: joint scatter plot of classes %, and %* (* = %,, o = %).
167
168 6 / Multilayer Perceptrons
Bayesian Decision Boundary
Using Bayes's criterion, the optimum decision boundary for a twoclass problem is found by applying the likelihood ratio test (Van Trees, 1968): (6.50) where A(x) is the likelihood ratio, defined by (6.51) and X is the threshold of the test, defined by (6.52) For the example being considered here, we have
and
X = l
The optimum (Bayesian) decision boundary is therefore defined by
or, equivalently, (6.53) Using straightforward manipulations, we may redefine the optimum decision boundary of Eq. (6.53) simply as
(Ix  ~
where
~ = 1 r2 1 ~
(6.54)
(6.55) and (6.56) Equation (6.54) represents a circle with center x, and radius r. Let fl, define the region lying inside this circle. Accordingly, the Bayesian classification rule for the problem at hand may be stated as follows:
Classify the observation vector x as belonging to class g1ifx E fll, and to class
g2otherwise.
6.9 I Computer Experiment 169
For the particular parameters of this experiment, we have a circular decision boundary whose center is located at
x,
and whose radius is
=
[&O]T
r = 2.34 Let c denote the set of correct classification outcomes, and e the set of erroneous f classification outcomes. The average probability o error (misclassification), P , , of a classifier operating according to the Bayesian decision rule is P , = p(el%>p(%)
+ P(el%JP(W
(6.57)
where P(el%,) is the conditional probability of error given that the classifier input data was drawn from the distribution of class and similarly for P(el%*).For the problem at hand, we find that P(el%,) = 0.1056 and
P(elV&) = 0.2642
The average probability of misclassification is therefore
P, = 0.1849
Equivalently, the average probability of correct classiJFication is P, = 1  P,
= 0.8151
Experimental Determination of Optimal Multilayer Perceptron5
Table 6.1 lists the variable parameters of a multilayer perceptron (MLP) involving a single layer of hidden neurons, and trained with the backpropagation algorithm. Since the ultimate objective of a pattern classifier is to achieve an acceptablerate of correct classification, this criterion is used to judge when the variable parameters of the MLP (used as a pattern classifier) are optimal.
Optimal Number of Hidden Neurons. Reflecting practical approaches to the problem of determining the optimal number of hidden neurons, M,the criterion used is the smallest number of hidden neurons that yields a performance “close” to the optimal Bayesian classifiersay, within 1 percent. Thus, the experimental study begins with two hidden neurons as the starting point for the simulation results summarized in Table 6.2. Since the purpose of the first set of simulations is merely to ascertain the sufficiency of two hidden neurons or otherwise, the learningrate parameter 7 and momentum constant a are arbitrarily set to some nominal values. For each simulation run, a training set of inputoutput pairs, randomly generated from the Gaussian distributions for classes and (e2with equal probability, is repeatedly cycled through the network, with each training cycle representing an epoch. The number of epochs is chosen so that the total number of training patterns used for each run is constant. By so doing, any potential effects arising from variations of the training set sizes are averaged out.
The experimental results reported in this computer experiment are based on Yee (1992).
170 6 / Multilayer Perceptrons
TABLE 6.1 Variable Parameters of Multilayer Perceptron
Parameter Number of hidden neurons Learningrate parameter Momentum constant Symbol Typical Range (2900)
(071)
A 4
rl
ff
(OJ)
In Table 6.2 and subsequent tables, the meansquared error is computed precisely as the error functional defined in Eq. (6.45). It should be emphasized that the meansquared error is included in these tables only as a matter of record, since a small meansquared error does not necessarily imply good generalization (Le., good performance with data not seen before). After convergence of a network trained with a total number of Npatterns, the probability of correct classification can, in theory, be calculated as follows: P(c;N) = P(c;Nl%l)P(%I)+ P(c;Nl%z)P(%,) where (6.58)
and Rl(N) is the region in decision space over which the multilayer perceptron (trained Usually, this region is with N patterns) classifies the vector x as belonging to class found experimentally by evaluating the mapping function learned by the network and applying the output decision rule of Eq. (6.47). Unfortunately, the numerical evaluation is of P(c;NI%,) and P ( C ; N I % ~ ) problematic, because closedform expressions describing the decision boundary R,(N) cannot be easily found. Accordingly, we resort to the use of an experimental approach that involves testing the trained multilayer perceptron against another independent set of inputoutput pairs that are again drawn randomly from the distributions for classes '%,and %* with equal probability. Let A be a random variable that counts the number of patterns out of the N test patterns that are classified correctly. Then the ratio
is a random variable that provides the maximumlikelihood unbiased estimate of the actual classification performance p of the network. Assuming that p is constant over the N inputoutput pairs, we may apply the Chernoffbound (Devroye, 1991) to the estimator
TABLE 6.2
Run Number
~~
Simulation Results for Two Hidden Neuronsa
Training Set Size
~
Number of Epochs 320 80 20
MeanSquared Error 0.2331 0.2328 0.2272
Probability of Correct Classification, P , 79.84% 80.34% 80.23%
1 2 3
500 2000 8000
r) =
"Learning rate parameter
0.1 and momentum cy = 0.
6.9 1 Computer Experiment
171
PN of p, obtaining
Prob(lp,  p > E ) < 2 exp(2s2N) I
=
6
The application of the Chernoff bound yields N = 26,500 for E = 0.01, and 6 = 0.01 (i.e., 99 percent certainty that the estimate p has the given tolerance). We thus picked a test set of size N = 32,000. The last column of Table 6.2 presents the average probability of correct classification estimated for this test set size. The average classification performance presented in Table 6.2 for a multilayer perceptron using two hidden neurons is already reasonably close to the Bayesian performance P, = 81.51 percent. On this basis, we may conclude that for the patternclassification problem described here, the use of two hidden neurons is adequate. To emphasize this conclusion, in Table 6.3 we present the results of simulations repeated for the case of four hidden neurons, with all other parameters held constant. Although the average meansquared error in Table 6.3 for four hidden neurons is slightly lower than that in Table 6.2 for two hidden neurons, the average rate of correct classification does not show a significant improvement. Accordingly, for the remainder of the computer experiment described here, the number of hidden neurons is held at two.
Optimal Learning and Momentum Constants. For the “optimal” values of the learningrate parameter r] and momentum constant a, we may use any one of three definitions: 1. The 7 and CY that, on average, yield convergence to a local minimum in the error surface of the network with the least number of epochs. 2. The r] and a that, for either the worstcase or on average, yield convergence to the global minimum in the error surface with the least number of epochs. 3. The r] and a that, on average, yield convergence to the network configuration that has the best generalization, over the entire input space, with the least number of epochs
The terms “average” and “worstcase” used here refer to the distribution of the training inputoutput pairs. Definition 3 is the ideal; in practice, however, it is difficult to apply, since minimizing the meansquared error is usually the mathematical criterion for optimality during network training and, as stated previously, a lower meansquared error over a training set does not necessarily imply good generalization. From a research point of view, definition 2 has generated more interest than definition 1. For example, in Luo (1991), rigorous results are presented for the optimal adaptation of the learningrate parameter r] such that the smallest number of epochs is needed for the multilayer perceptron to approximate the globally optimum synaptic weight matrix to a desired accuracy, albeit for the special case of linear neurons. In general, however, heuristic and experimental procedures presently dominate thie optimal selection of r] and a, using definition 1. For the experiment described here, we therefore consider optimality in the sense of definition 1.
TABLE 6.3 Simulation Results for Multilayer Perceptron Using Four Hidden Neuronsa
Run
Number
Training Set Size
500 2000 8000
7) =
Number
of Epochs
320 80 20
MeanSquared Error 0.2175 0.21 75 0.2195
=
Probability of Correct Classification
1 2 3
a
80.43% 80.45% 80.99%
Learningrate parameter
0.1 and momentum constant 01
0.
172 6 / Multilayer Perceptrons
Using a multilayer perceptron with two hidden neurons, combinations of learningrate parameter E {0.01,0.1,0.5,0.9} and momentum constant a! E {0.0,0.1,0.5,0.9} are simulated to observe their effect on network convergence. Each combination is trained with the same set of initial random weights and the same set of 500 inputoutput patterns, so that the results of the experiment may be compared directly. As stated previously, a network is considered to have “converged” when the absolute rate of change of meansquared error per epoch is sufficiently “small”; in this experiment, this is defined as less than 0.01 percent. The ensembleaveraged learning curves so computed are plotted in Figs. 6.12a6.12d, which are individually grouped by 7.
0.45
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Meansquared error over epoch
0.2
0
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200
300 400 Number of epochs (a)
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500
600
700
0.42
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........................................................
.............................
i .
.............................................
0
Mean 0 squared error 0 over epoch
FIGURE 6.12 Ensembleaveraged learning curves for varying momentum constant a, and the following values of learningrate parameters: (a) 71 = 0.01; (b) 71 = 0.1.
6.9 / Computer Experiment 173
Meansquared error over epoch
Number of epochs (C)
0.5
 1
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0.45
a=O
Mean 0.4 squared error over epoch 0.35
._ ....... ......
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50 100 150 200 Number of epochs (d 1
=
0.25
250
300
350
FIGURE 6.12 (continued) (c) r]
0.5; r] = 0.9. (d)
The experimental learning curves shown here suggest the following trends: While, in general, a smaller learningrate parameter r] results in slower convergence, it can locate “deeper” local iminima in the error surface than a larger r]. This finding is intuitively satisfying, since a smaller r] implies that the search for a minimum should cover more of the error surface than would be the case for a larger r]. For r] + 0, the use of a! + 1 produces increasing speed of convergence. On the other hand, for r] + 1, the use of a! + 0 is required to ensure learning stability. The use of the constants r] = {0.5,0.9} and a! = 0.9 causes oscillations in the meansquared error during learning and a higher value for the final meansquared error at convergence, both of which are undesirable effects.
174 6 / Multilayer Perceptrons 0.42 0.4 0.38 . . . . . . . . . 0.36
Mean 0.34 squared error 0.32 over epoch 0.3
..........
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0.28 0.26 0.24 0.22;
b\ :
..jS......
........................................................
...........
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20
40
60 80 100 Number of epochs
120
140
160
FIGURE 6.13
Best learning curves selected from Fig. 6.12.
In Fig. 6.13 we show plots of the “best” learning curves selected from each group of the learning curves plotted in Fig. 6.12, so as to determine an “overall” best learning curve. From Fig. 6.13, it appears that the optimal learningrate parameter rlopt is about is 0.1 and the optimal momentum constant aopt about 0.5. Thus, Table 6.4 summarizes the “optimal” values of network parameters used in the remainder of the experiment. The fact that the final meansquared error of each curve in Fig. 6.13 does not vary significantly over the range of 17 and a suggests a “wellbehaved” (i.e., relatively smooth) error surface for the problem at hand.
Evaluation of Optimal Network Design. Given the ‘‘optimized” multilayer perceptron having the parameters summarized in Table 6.4, the network is finally evaluated to determine its decision boundary, ensembleaveraged learning curve, and average probability of correct classification. With finitesize training sets, the network function learned with the optimal parameters is “stochastic” in nature. Accordingly, these performance measures are ensembleaveraged over 20 independently trained networks. Each training and set consists of 1000 inputoutput pairs, drawn from the distributions for classes %2 with equal probability, and which are presented to the network in random order. As before, the criterion used for network convergence is an absolute rate of change in rneansquared error of less than 0.01 percent per epoch. For the experimental determination of the average probabilities of correct classification, the same test set of 32,000 inputoutput pairs used previously is used once more.
TABLE 6.4 Configuration of Optimized
Multilayer Perceptron
Parameter Optimum number of hidden neurons Optimum learningrate parameter Optimum momentum constant Symbol Value
Mop
Vopt
aopt
2 0.1 0.5
6.9 / Computer Experiment 175
X1
FIGURE 6.14
Decision boundaries constructed by multilayer perceptron.
Figure 6.14 shows the decision boundaries for the two networks in the ensemble of 20 with the worst and best classification performance; this figure also includes, for reference, the (circular) Bayesian decision boundary. Both decision boundaries (for the worst and best classification performance) are convex with respect to the region where they classify the vector x as belonging to class or class q2. Each boundary appears to comprise two linear segments with a nonlinear segment joining them near their projected intersection. Figure 6.15 shows the ensembleaveraged, slowest and fastest learning curves observed during training of the “optimized” network. Despite the superior final meansquared error
0.36 0.34
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FIGURE 6.15 Ensembleaveraged learning curves; slowest and fastest performances for the optimized network.
176 6 / Multilayer Perceptrons 0.804 0.802
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0.786 0.2
0.205 0.21
0.215 0.22 0.225 0.23 0.235 0.24 Final meansquared error over training set
0.245
0.25
FIGURE 6.16 Average correct classification probability versus meansquared error.
of the network with the fastest learning curve (0.2047 versus 0.2477 for the network with the slowest learning curve), this apparent advantage produces no gain in classification performance; in fact, the fastest learning network has a marginally worse classification performance than the slowest learning network (79.78 versus 79.90 percent). A similar situation occurs when the meansquared error of the network in the ensemble with the best classification performance is compared with that of the network with the worst classification performance: the former has a P,of 80.23 percent with a final meansquared error of 0.2380, whereas the latter has a P , of 78.68 percent with a final meansquared error of 0.2391, not significantly different from the former. These results reinforce the notion that a lower meansquared error over the training set is not in itself a sufficient condition for a better classification performance. Indeed, the plot of the experimentally determined probability of correct classification versus the final meansquared error shown in Fig. 6.16 displays only a weak negative correlation of 0.1220 between the two measures of network performance. The ensemble statistics of the performance measures, average probability of correct classification and final meansquared error, computed over the training set are listed in Table 6.5.
6.10 Generalization
In backpropagation learning, we typically start with a training set and use the backpropagation algorithm to compute the synaptic weights of a multilayer perceptron by
TABLE 6.5 Ensemble Statistics of Performance Measures (Sample Size = 20) Performance Measure Average probability of correct classification Final meansquared error Mean Standard Deviation 0.44% 0.0118
79.70% 0.2277
6.10 / Generalization 177
loading (encoding) as many of the training examples as possible into the network. The hope is that the neural network so designed will generalize. A network is said to generalize well when the inputoutput relationship computed by the network is correct (or nearly so) for inputloutput patterns (test data) never used in creating or training the network; the term “generalization” is borrowed from psychology. Here, of course, it is assumed that the test data are drawn from the same population used to generate the training data. The learning process (i.e., training of a neural network) may be viewed as a “curvefitting” problem. The network itself may be considered simply as a nonlinear inputoutput mapping. Such a viewpoint then permits us to look on generalization not as a mystical property of neural networks but rather simply as the effect of a good nonlinear interpolation of the input data (Wieland and Leighton, 1987). The network performs useful interpolation
Nonlinear mapping
output
output
Nonlinear mapping
Input
( b)
FIGURE 6.17 (a) Properly fitted data (good generalization). (b) Overfitted data (poor generalization).
178 6 / Multilayer Perceptrons
primarily because multilayer perceptrons with continuous activation functions lead to output functions that are also continuous. Figure 6.17a illustrates how generalization may occur in a hypothetical network. The nonlinear inputoutput mapping represented by the curve depicted in this figure is computed by the network as a result of learning the points labeled as “training data.” The point marked on the curve as “generalization” is thus seen to be simply as the result of interpolation performed by the network. A neural network that is designed to generalize well will produce a correct inputoutput mapping even when the input is slightly different from the examples used to train the network, as illustrated in Fig. 6.17a. When, however, a neural network learns too many specific inputoutput relations (i.e., it is overtrained), the network may memorize the training data and therefore be less able to generalize between similar inputoutput patterns. Ordinarily, loading data into a multilayer perceptron in such a fashion requires the use of more hidden neurons than is actually necessary, with the result that unintended curves in the problem space are stored in synaptic weights of the network. An example of how poor generalization due to memorization in a neural network may occur is illustrated in Fig. 6.17b for the same data depicted in Fig. 6.17a. “Memorization” is essentially a “lookup table,” which implies that the inputoutput mapping computed by the neural network is not “smooth.” As pointed out in Poggio and Girosi (1990a), smoothness of inputoutput mapping is intimately related to such modelselection criteria as the Occam rum (Blumer et al., 1987), the essence of which is to select the “simplest” function in the absence of any prior knowledge to the contrary. In the context of our present discussion, the “simplest” function means the smoothest function that approximates the mapping for a given error criterion, because such a choice generally demands the fewest computational resources, It is therefore important that we seek a smooth nonlinear mapping for illposed inputoutput relationships, so that the network is able to classify novel patterns correctly with respect to the training patterns (Wieland and Leighton, 1987).
Sufficient Training Set Size for a Valid Generalization
Generalization is influenced by three factors: the size and efficiency of the training set, the architecture of the network, and the physical complexity of the problem at hand. Clearly, we have no control over the latter. In the context of the other two factors, we may view the issue of generalization from two different perspectives (Hush and Horne, 1993):
E
E
The architecture of the network is fixed (hopefully in accordance with the physical complexity of the underlying problem), and the issue to be resolved is that of determining the size of the training set needed for a good generalization to occur. The size of the training set is fixed, and the issue of interest is that of determining the best architecture of network for achieving good generalization.
Although both of these viewpoints are valid in their own individual ways, the former viewpoint is the one most commonly encountered in practice. Accordingly, we concentrate on it from here on. Indeed, the adequacy of the training set size is a theoretical issue that has attracted a great deal of attention in the literature and continues to do so. In this subsection we briefly describe a useful result derived by Baum and Haussler (1989) for the case of a neural network containing a single hidden layer, and used as a binary classifier. To pave the way for a statement of their formula, we first introduce some definitions. An example is defined as a pair {x,d}where the input vector x E RP,and the desired output d E [ 1,1]. In other words, the network acts as a binary classifier. An epoch is
6.1 1 / CrossValidation 179
defined as a sequence of examples drawn independently at random from some distribution D. Let f be a function from the space Rp into [1,1], with d = f(x). An error of the function5 with respect to the distribution D, is defined as the probability that the output y # d for a pair ( x , d ) picked at random. Let M denote the total number of hidden computation nodes. Let W be the total number of synaptic weights in the network. Let N denote the number of random examples used to train the network. Let E denote the fraction of errors permitted on test. Then, according to Baum and Haussler, the network will almost certainly provide generalization, provided that two conditions are met:
1. The fraction of errors made on the training set is less than ~ / 2 . 2. The number of examples, N, used in training is
(6.61)
where In denotes the natural logarithm. Equation (6.61) provides a distributionfree, worstcase formula for estimating the training set size for a singlelayer neural network that is sufficient for a good generalization. We say “worst case” because in practice there can be a huge numerical gap between the actual size of the training set needed and that predicted by the criterion of Eq. (6.61). It should be emphasized, however, that this gap is merely a reflection of the worstcase nature of the criterion; on average, we can do much better in terms of bounding the size of the training set. Ignoring the logarithmic factor in Eq. (6.61), we see that the appropriate number of training examples is, to a first order of approximation, directly proportional to the number of weights in the network and inversely proportional to the accuracy parameter E . Indeed, it seems that in practice all we need for a good generalization is to satisfy the condition
W N>E
(6.62)
Thus, with an error of 10 percent, say, the number of training examples should be approximately 10 times the number of synaptic weights in the network. Equation (6.62) is in accordance with Widrow’s rule o thumb for the LMS algorithm, which states that f the settling time for adaptation in adaptive temporal filtering is approximately equal to the memory time span of an adaptive tappeddelaylinefilter divided by the misadjustment (Widrow and Stearns, 1985). The misadjustment in the LMS algorithm plays a role somewhat analogous to the accuracy parameter E in Eq. (6.62).
6.1 1 CrossValidation
The essence of backpropagationlearning is to encode an inputoutput relation, represented by a set of examples {x,d}, with a multilayer perceptron (MLP) well trained in the sense that it learns enough about the past to generalize to the future. From such a perspective, the learning process amounts to a choice of network parameterization for this data set. More specifically, we may view the MLP selection problem as choosing, within a set of candidate model structures (parameterizations), the “best” one according to a certain criterion. In this context, a standard tool in statistics, known as crossvalidation, provides an appealing guiding principle (Stone, 1974; Janssen et al., 1988). First, as usual, the available data set is randomly partitioned into a training set and a test set. The training set is further partitioned into two subsets:
180 6 / Multilayer Perceptrons
1. A subset used for estimation o the model (i.e., training the network). f 2. A subset used for evaluation of the pe$omzance of the model (Le., validation); the validation subset is typically 10 to 20 percent of the training set.
The motivation here is to validate the model on a data set different from the one used for parameter estimation. In this way, we may use the training set to assess the performance of various candidate model structures, and thereby choose the “best” one. The particular model with the bestperforming parameter values is then trained on the full training set, and the generalization performance of the resulting network is measured on the test set. It is of interest to note that crossvalidation follows a twostep procedure, the first step of which is basically the same as that of the structural riskminimization procedure described in Section 2.13. Crossvalidation may be used for large neural networks with good generalization as the goal in different ways, as described next.
Network Complexity
Consider first the problem of choosing network complexity measured in terms of the number of hidden neurons used in a multilayer perceptron. Statistically, this problem may be interpreted as that of choosing the size of the parameter set used to model the data set (Hanson and Solamon, 1990; Smith, 1993). Measured in terms of the ability of the network to generalize, there is obviously a limit on the size of the network. This follows from the basic observation that it may not be an optimal strategy to train the network to perfection on a given data set, because of the illposedness of any finite set of data representing a target function, a condition that is true for both “noisy” and “clean” data. Rather, it would be better to train the network in order to produce the “best” generalization. To do so, we may use crossvalidation. Specifically, the training data set is partitioned into training and test subsets, in which case “overtraining” will show up as poorer performance on the crossvalidation set.
Size of Training Set
Another way in which crossvalidation may be used is to decide when the training of a network on the training set should be actually stopped. In this case, the error performance of the network on generalization is exploited to determine the size of the data set used in training (Hinton, 1990b; Smith, 1993). The idea of crossvalidation as used in this case is illustrated in Fig. 6.18, where two curves are shown for the meansquared error in generalization, plotted versus the number of epochs used in training. One curve relates to the use of few adjustable parameters (Le., underfitting), and the other relates to the use of many parameters (i.e., overfitting). In both cases, we usually find that (1) the error performance on generalization exhibits a minimum point, and (2) the minimum meansquared error for overfitting is smaller and better defined than that for underfitting. Accordingly, we may achieve good generalization even if the neural network is designed to have too many parameters, provided that training of the network on the training set is stopped at a number of epochs corresponding to the minimum point of the errorperformance curve on crossvalidation.
Size of LearningRate Parameter
Crossvalidation may also be used to adjust the size of the learningrate parameter of a multilayer perceptron with backpropagation learning used as a pattern classifier (Renals et al., 1992b). In particular, the network is first trained on the subtraining set, and the
6.12 / Approximations of Functions 181
Meansquared error in generalization
0
Number of epochs
FIGURE 6.18 Illustration of the idea of cross validation.
crossvalidation set is then used to validate the training after each epoch. When the classification performance of the network on the crossvalidation set fails to improve by a certain amount (typically, 0.5 percent), the size of the learningrate parameter is reduced; typically, a factor of 2 is used for the parameter reduction. After each succeeding epoch, the learningrate parameter is further reduced, until once again there is no further improvement in classification performance on the crossvalidation set. When that point is reached, training of the network is halted.
6.12 Approximations of Functions
A multilayer perceptron trained with the backpropagation algorithm may be viewed as a practical vehicle for performing a nonlinear inputoutput mapping of a general nature. To be specific, let p denote the number of input (source) nodes of a multilayer perceptron, and let q denote the number of neurons in the output layer of the network. The inputoutput relationship of the network defines a mapping from a pdimensional Euclidean input space to a qdimensional Euclidean output space, which is infinitely continuously differentiable. In assessing the capability of the multilayer perceptron from the viewpoint of inputoutput mapping, the following fundamental question arises:
What is the minimum number of hidden layers in a multilayer perceptron with an inputoutput mapping that provides an approximate realization of any continuous mapping ?
In this section we address the answer to this question and related issues.
Universal Approximation Theorem
Research interest in the virtues of multilayer perceptrons as devices for the representation of arbitrary continuous functions was perhaps first put into focus by HechtNielsen (1987), who invoked an improved version of Kolomogorov’s superposition theorem due to Sprecher (1965). Then, Gallant and White (1988) showed that a singlehiddenlayer feedforward network with monotone “cosine” squashing at the hidden layer and no squashing at the output embeds as a special case a “Fourier network” that yields a Fourier series approximationto a given function as its output. However, in the context of traditional
182 6 / Multilayer Perceptrons
multilayer perceptrons, it was Cybenko who demonstrated rigorously for the first time that a single hidden layer is sufficient to uniformly approximate any continuous function with support in a unit hypercube; this work was published as a University of Illinois Technical Report in 1988, and republished as a paper one year later (Cybenko, 1988, 1989). In 1989, two other papers were published independently on multilayer perceptrons as universal approximators, one by Funahashi and the other by Hornik, Stinchcombe, and White. Given this historical background on inputoutput mapping by multilayer feedforward networks, we may now embody the answer to the question we raised earlier in the universal approximation theorem stated as follows (Cybenko, 1989; Funahashi, 1989; Hornik et al., 1989): Let p(*)be a nonconstant, bounded, and monotoneincreasing continuous function. Let Ip denote the pdimensional unit hypercube [O,l]P. The space o continuous f functions on Ip is denoted by C(Ip).Then, given anyfunction f E C(Zp)and E > 0, there exist an integer M and sets of real constants ai, and wij, where i = 1, Oi, . , . , M and j = 1, . . . , p such that we may define
F ( x * ,. . . ,xp) =
,
c, aip
i=l
M
WVXj
(jr,
 0,
)
(6.63)
as an approximate realization of the function f(.);that is, IF(x1, . . . for all {xl, . . . , xp} E Ip. This theorem is directly applicable to multilayer perceptrons. We first note that the logistic function 1/[1 + exp(u)] used as the nonlinearity in a neuron model for the construction of a multilayer perceptron is indeed a nonconstant, bounded, and monotoneincreasing function; it therefore satisfies the conditions imposed on the function &.). Next, we note that Eq. (6.63) represents the output of a multilayer perceptron described as follows:
I
xp)
 f ( X l , . . . , xp>l< E
1. The network has p input nodes and a single hidden layer consisting of M neurons; the inputs are denoted by x l , . . . ,xp. 2. Hidden neuron i has synaptic weights w i l , . . . , wipand threshold 0,. 3. The network output is a linear combination of the outputs of the hidden neurons, with aI,. . , aM defining the coefficients of this combination. .
The universal approximation theorem is an existence theorem in the sense that it provides the mathematical justification for the approximation of an arbitrary continuous function as opposed to exact representation. Equation (6.63), which is the backbone of the theorem, merely generalizes approximations by finite Fourier series. In effect, the theorem states that a single hidden layer is suficient for a multilayerperceptron to compute a uniform E approximation to a given training set represented by the set of inputs X I , . . . , xp and a desired (target) output f ( x l , . . . , xp). However, the theorem does not say that a single hidden layer is optimum in the sense of learning time or ease of implementation.
Bounds on Approximation Errors
Barron (1991, 1992) has established the approximation properties of a multilayer perceptron, assuming that the network has a single layer of hidden neurons using sigmoidal nonlinearitiesand a linear output neuron. The network is trained using the backpropagation
6.12 / Approximations of Functions 183
algorithm and then tested with new data. During training, the network learns specific points of a target function f in accordance with the training data, and thereby produces the approximating function F defined in Eq. (6.63). When the network is exposed to test data that has not been seen before, the network function F acts as an “estimator” of new points of the target function; that is, F = f According to Barron (1991, 1992), the total risk R, defined as the mean integrated squared error between the target functionf and the estimated network function2 is bounded by
0  + O 1OgN
(Z)
(7 )
(6.64)
where O(.) denotes “order of,” and C’is the first absolute moment of the Fourier magnitude , distribution of the target functionf; that is, C quantifies the “regularity” off. The network parameters used to define the bound are as follows: M is the total number of hidden neurons, p is the number of input (source) nodes, and N is the number of training examples. The total risk R quantifies the ability of the network to generalize to new data. In particular, the two terms in the bound on the risk R express the tradeoff between two conflicting requirements concerning the size of the hidden layer (Barron, 1991, 1992):
The accuracy o best approximation, which requires a large M (number of hidden f neurons) in accordance with the universal approximation theorem The accuracy of the empirical jit to this approximation, which requires a small M N (ratio of hidden layer size to training set size)
The approach taken by Barron in deriving these important results involves a form of complexity regularization that is closely related to Vapnik’s method of structural risk minimization, which was discussed in Section 2.13. The implication of the bound on the meansquared approximation error is that exponentially large sample sizes are not required to get accurate estimates for multilayer perceptrons as universal approximators, which makes them all the more important. The error between the empirical fit and the best approximation may be viewed as an estimation error. Let eo denote the meansquared value of this error. It follows therefore that the bound on En is on the order of Mp/N, ignoring the logarithmic factor log N, which is justifiable for a large training set. Reformulating this result, we may thus state that the size N of the training set for good generalization should be larger than MplEo, which interestingly has a mathematical structure similar to that of Eq. (6.62). In other words, as a rule of thumb, we may state that for good generalization the number of training examples should desirably be larger than the ratio of the total number of free parameters in the network to the meansquared estimation error. Another interesting result that emerges from the bounds described in (6.64) is that when the size of the hidden layer is optimized @e., the total risk is minimized with respect to N) by setting
MCf
( :1 p

N)“
then the total risk R is bounded by O ( C f s N ) .A surprising aspect of this result is that, in terms of the firstorder behavior of the total risk R , the rate of convergence expressed as a function of the training set size N is of order (1/N)’” (times a logarithmic factor). In contrast, for traditional smooth functions (Le., those with bounded norms of the derivatives of order s for some s > 0), the minimax rate of convergence of the total The risk is of order (1/N)2s’(2s+P). dependence of the rate on p (i.e., dimension of the input space) in the exponent is a curse of dimensionality (Duda and Hart, 1973), which severely restricts the practical application of traditional smooth functions. The curse of dimensional
184 6 / Multilayer Perceptrons
ity does not appear to apply to the class of functions described in Eq. (6.63) (Barron, 199l), confirming another important property of multilayer perceptrons.
Practical Considerations
The universal approximation theorem is important from a theoretical viewpoint, because it provides the necessavy mathematical tool for the viability of feedforward networks with a single hidden layer as a class of approximate solutions. Without such a theorem, we could conceivably be searching for a solution that cannot exist. However, the theorem is only an existence proof; it does not tell us how to construct the multilayer perceptron to do the approximation.6 Nevertheless, the universal approximation theorem has limited practical value. The theorem assumes that the continuous function to be approximated is given and that a hidden layer of unlimited size is available for the approximation. Both of these assumptions are violated in most practical applications of multilayer perceptrons. The problem with multilayer perceptrons using a single hidden layer is that the neurons therein tend to interact with each other globally. In complex situations this interaction makes it difficult to improve the approximation at one point without worsening it at some other point. On the other hand, with two hidden layers the approximation (curvefitting) process becomes more manageable. In particular, we may proceed as follows (Chester, 1990; Funahashi, 1989):
1. Local features are extracted in the first hidden layer. Specifically, some neurons in the first hidden layer are used to partition the input space into regions, and other neurons in that layer learn the local features characterizing those regions. 2. Global features are extracted in the second hidden layer. Specifically, a neuron in the second hidden layer combines the outputs of neurons in the first hidden layer operating on a particular region of the input space, and thereby learns the global features for that region and outputs zero elsewhere.
This twostage approximation process is similar in philosophy to the spline technique for curve fitting (Schumaker, 19Sl), in the sense that the effects of neurons are isolated and the approximations in different regions of the input space may be individually adjusted. Sontag (1992) provides further justification for the use of two hidden layers in the context of inverse problems. Specifically, the following inverse problem is considered:
Given a continuous uectorualuedfunction f: R 4 R",a compact subset C C R" P that is included in the image of f, and an E > 0, find a uectorvalued function Q: [w" 4 [ w p such that the following condition is satisfied:
Ilcp(f(u)) 
uI I
<E
for u E C
This problem arises in inverse kinematics (dynamics), where the observed state x(n) of a system is a function of current actions u(n) and the previous state x(n  1) of the system, as shown by x(n)
=
f(x(n  l),u(n))
It is assumed that f is inuertible, so that we may solve for u(n) as a function of x(n) for any x(n  1). The function f represents the direct kinematics, whereas the function cp
Takahaski (1993) has developed a theory for constructing a multilayer perceptron with two input (source) nodes, a single hidden layer, and two output neurons. The theory permits the specification of the training data set and the free parameters of the network so as to generalize and approximate any given continuous mapping between sets of contours on a plane with any given permissible error.
6.13 / BackPropagationand Differentiation 185
represents the inverse kinematics. In practical terms, the motivation is to find a function Q that is computable by a multilayer feedforward network. In general, discontinuous functions Q are needed to solve the inverse kinematics problem. Interestingly, however, even if the use of neuron models with discontinuous activation functions is permitted, one hidden layer is not enough to guarantee the solution of all such inverse problems, whereas multilayer feedforward networks with two hidden layers are indeed sufficient, for every possible f, C, and E (Sontag, 1992).
6.13 BackPropagation and Differentiation
Backpropagation is a specific technique for implementing gradient descent in weight space for a multilayer feedforward network. The basic idea of the technique is to efficiently compute partial derivatives of an approximating function F(w;x) realized by the network with respect to all the elements of the adjustable weight vector w for a given value of input vector x. Herein lies the computational power of the backpropagation algorithm. The first documented description of the use of such an approach for efficient gradient evaluation is due to Werbos (1974). The material presented in this section follows the treatment given in Saarinen et al. (1992); a more general discussion of the topic is presented by Werbos (1990). To be specific, consider a multilayer perceptron with an input layer of p nodes, two hidden layers, and a single output neuron, as depicted in Fig. 6.19. The elements of the weight vector w are ordered by layer (starting from the first hidden layer), then by neurons in a layer, and then by the number of a synapse within a neuron. Let w;) denote the synaptic weight from neuron i to neuronj in layer E. For E = 1, corresponding to the first hidden layer, the index i refers to a source node rather than a neuron. For I = 3, corresponding to the output layer in Fig. 6.19, we have j = 1. We wish to evaluate the derivatives of the function F(w;x) with respect to all the elements of the weight vector w, for a specified input vector x = [xlrx2,. . . , xP]? Note that for 1 = 2 (i.e., a single hidden layer), the function F(w;x) has exactly the form defined in Eq. (6.63). We have included the weight vector w as an argument of the function F to focus attention on it. The multilayer perceptron of Fig. 6.19 is parameterized by an architecture A (representing a discrete parameter) and a weight uector w (made up of continuous elements). Let AY’ denote that part of the architecture extending from the input layer ( I = 0) to nodej
Input layer
First hidden layer
Second hidden layer
output layer
FIGURE 6.19
Multilayer perceptron with two hidden layers and one output neuron.
186 6 / Multilayer Perceptrons
in layer 1 = 1, 2, 3. Accordingly, we may write
F(w;x) rp(A13)) =
(6.65)
where cp is the activation function, assumed to have the sigmoidal form defined in Eq. (6.30). Note, however, Ai3’ is to be interpreted merely as an architectural symbol rather than a variable. Thus, adapting Eqs. (6.1), (6.2), (6.11), and (6.23) for use in the situation at hand, we obtain the following results (Saarinen et al., 1992): (6.66) (6.67) (6.68) where rp’ is the partial derivative of the nonlinearity rp with respect to its input, and xiis the ith element of the input vector x. In a similar way, we may derive the equations for the partial derivatives of a general network with more hidden layers and more neurons in the output layer.
Jacobian of Multilayer Perceptron
Let W denote the total number of free parameters (ie., synaptic weights and thresholds) of a multilayer perceptron, which are ordered in the manner described to form the weight vector w. Let N denote the total number of examples used to train the network. Using backpropagation, we may compute a set of W partial derivatives of the approximating function F[w;x(n)] with respect to the elements of the weight vector w for a specific () example x n in the training set. Repeating these computations for n = 1, 2, . . . , N, we end up with an NbyW matrix of partial derivatives. This matrix is called the Jacobian J of the multilayer perceptron. Each row of the Jacobian corresponds to a particular example in the training set. There is experimental evidence to suggest that many neural network training problems are intrinsically illconditioned, leading to a Jacobian J that is almost rankdejicient (Saarinen et al., 1991). The rank of J is equal to the number of nonzero singular values of J. The Jacobian J is said to be rankdeficient if its rank is less than min(N,W). Any rank deficiency in the Jacobian would cause the backpropagation algorithm to obtain only partial information of the possible search directions, and thus would cause training times to be long (Saarinen et al., 1991).
6.14 Virtues and Limitations of BackPropagation Learni ng
The backpropagation algorithm has emerged as the most popular algorithm for the supervised training of multilayer perceptrons. Basically, it is a gradient (derivative) technique and not an optimization technique. Backpropagation has two distinct properties:
m
It is simple to compute locally. It performs stochastic gradient descent in weight space (for patternbypatternupdating of synaptic weights).
These two properties of backpropagation learning in the context of a multilayer perceptron are indeed responsible for its very advantages and disadvantages, as described next.
6.14 / Virtues and Limitations of BackPropagation Learning 187
Connectionism
The backpropagation algorithm is an example of a connectionist paradigm that relies on local computations to discover the informationprocessingcapabilities of neural networks. This form of computational restriction is referred to as the locality constraint, in the sense that the computation performed by a neuron is influenced solely by those neurons that are in physical contact with it. The use of local computations in the design of artificial neural networks is usually advocated for three principal reasons:
1. Artificial neural networks that perform local computations are often held up as metaphors for biological neural networks. 2. The use of local computations permits a graceful degradation in performance due to hardware errors, and therefore a faulttolerant network design. 3. Local computations favor the use of parallel architectures as an efficient method for the implementation of artificial neural networks.
Taking these three points in reverse order, point 3 is perfectly justified in the case of backpropagation learning. In particular, the backpropagation algorithm has been implemented successfully on parallel computers by many investigators, and VLSI architectures have been developed for the hardware realization of multilayer perceptrons (Tomlinson et al., 1990; Hammerstrom, 1992). Point 2 is justified so long as certain precautions are taken in the application of the backpropagation algorithm, such as injecting small numbers of “transient faults” at each step (Bolt, 1992). As for point 1, relating to the biological plausibility of backpropagation learning, it has indeed been seriously questioned on the following grounds (Shepherd, 1990b; Crick, 1989; Stork, 1989):
1. The reciprocal synaptic connections between the neurons of a multilayer perceptron may assume weights that are excitatory or inhibitory. In the real nervous system, however, neurons appear usually to be the one or the other. This is one of the most serious of the unrealistic assumptions made in neural network models. 2. In a multilayer perceptron, hormonal and other types of global communications are ignored. In real nervous systems, these types of global communication are critical for statesetting functions, such as arousal, attention, and learning. 3. In backpropagation learning, a synaptic weight is modified by a presynaptic activity and an error (learning) signal independent of postsynaptic activity. There is evidence from neurobiology to suggest otherwise. 4. In a neurobiological sense, the implementation of backpropagation learning requires the rapid transmission of information backward along an axon. It appears highly unlikely that such an operation actually takes place in the brain. 5. Backpropagation learning implies the existence of a “teacher,” which in the context of the brain would presumably be another set of neurons with novel properties. The existence of such neurons is biologically implausible.
However, these neurobiological misgivings do not belittle the engineering importance of backpropagation learning as a tool for information processing, as evidenced by its successful application in numerous and highly diverse fields, including the simulation of neurobiological phenomena.
Hidden Units
Hidden units play a critical role in the operation of multilayer perceptrons with backpropagation learning in that they act as feature detectors. A novel way in which this important attribute of backpropagation learning can be exploited is in the “discovery” of significant features that characterize input patterns of interest. Moreover, because the learning process can sometimes be performed without an external teacher, the feature
188 6 I Multilayer Perceptrons
Hidden layer Compressed data
Reconstructed data
fA
Output layer
Hidden layer
Compressed data
(b)
FIGURE 6.20 Autoencoder with a single hidden layer. (a) Inputoutput connections of the autoencoder. (b) Layout of network for reconstructing the original data.
extraction is accomplished without detailed knowledge of the output pattern or the underlying physics. One of the simplest ways to avoid the need for an external teacher in backpropagation learning is to learn the identity map over some set of inputs (Rumelhart et al., 1986b). To do this, we let the input pattern and the target (desired) pattern be exactly the same, as illustrated in Fig. 6.20. Specifically, the network is constrained to perform the identity mapping through a narrow channel (hidden layer) of the network, forcing it to develop an efficient encoding in that channel. There are two interesting aspects to this operation:
6.14 / Virtues and Limitations of BackPropagation Learning 189 Output layer
Third hidden layer
Second hidden layer
First hidden layer
0
0
I7
0
0
0 Inputlayer
FIGURE 6.21
Autoencoder with three hidden layers.
1. The network develops a compact representation (encoding) of its environment. 2. The representation is learned in a selforganized manner.
Reconstruction of the original data by feeding the encoded data into the hidden layer is illustrated in Fig. 6.20b. Based on the idea of identity mapping, as described here, backpropagation learning can be used to perform image compression (Cottrell et al., 1987), and program neurallike networks as models of real brain networks (Zipser and Rumelhart, 1990). A multilayer perceptron operating in the selforganized manner described in Fig. 6.20 is referred to as an autoencoder or autoassociator. Basically, such a structure computes the principal components7 of the input data, which provides the optimum basis for linear dimensionality reduction (data compression). The addition of a pair of hidden layers, one between the input and representation (i.e., second hidden) layer and the other between the representation layer and the output, as shown in Fig. 6.21, permits the autoencoder to perform nonlinear representations of the data (DeMers and Cottrell, 1993). By so doing, fewer nodes in the representation layer may be needed, and therefore a more effective data compression may be performed than in the case of the singlehiddenlayer autoencoder of Fig. 6.20.
Universal Approximation
A multilayer perceptron trained with the backpropagation algorithm manifests itself as a nested sigmoidal scheme, written in the following compact form for the case of a single output:
where (p(*) is a sigmoidal activation function, wojis the synaptic weight from neuron j in the last hidden layer to the single output neuron 0, and so on for the other synaptic weights, and xiis the ith element of the input vector x. The weight vector w denotes the entire set of synaptic weights ordered by layer, then neurons in a layer, and then number in a neuron. The scheme of nested nonlinear functions described in Eq. (6.69) is unusual
’A detailed exposition of principal components analysis is presented in Chapter 9.
190 6 I Multilayer Perceptrons
in the classical approximation theory. Indeed, it is a universal approximator in the sense that a multilayer perceptron with backpropagation learning can approximate any continuous multivariate function to any desired degree of accuracy, provided that sufficiently many hidden neurons are available (Cybenko, 1988; Funahashi, 1989; Hornik et al., 1989). In the context of approximation, the use of backpropagation learning offers another useful property. Intuition suggests that a multilayer feedforward network with smooth activation functions should have output function derivatives that can also approximate the derivatives of an unknown inputoutput mapping. A proof of this result is presented in Hornik et al. (1990). In fact, it is shown in this paper that multilayer feedforward networks can approximate functions that are not differentiable in the classical sense, but possess a generalized derivative as in the case of piecewise differentiable functions. The approximation results reported by Hornik et al. provide a previously missing theoretical justification for the use of multilayer feedforward networks in applications that require the approximation of a function and its derivatives.
Convergence
The backpropagation algorithm is a firstorder approximation of the steepestdescent technique in the sense that it depends on the gradient of the instantaneous error surface in weight space. The algorithm is therefore stochastic in nature; that is, it has a tendency to zigzag its way about the true direction to a minimum on the error surface. Indeed, backpropagation learning is an application of a statistical method known as stochastic approximation that was originally proposed by Robbins and Monro (195 1). Consequently, it suffers from a slow convergence property. We may identify two fundamental causes for this property (Jacobs, 1988):
1. The error surface is fairly flat along a weight dimension, which means that the
derivative of the error surface with respect to that weight is small in magnitude. In such a situation, the adjustment applied to the weight is small and, consequently, many iterations of the algorithm may be required to produce a significant reduction in the error performance of the network. Alternatively, the error surface is highly curved along a weight dimension, in which case the derivative of the error surface with respect to that weight is large in magnitude. In this second situation, the adjustment applied to the weight is large, which may cause the algorithm to overshoot the minimum of the error surface. 2. The direction of the negative gradient vector (i.e., the negative derivative of the cost function with respect to the vector of weights) may point away from the minimum of the error surface; hence the adjustments applied to the weights may induce the algorithm to move in the wrong direction. Consequently, the rate of convergence in backpropagation learning tends to be relatively slow, which in turn makes it computationally expensive. According to the empirical study of Saarinen et al. (1992), the local convergence rates of the backpropagation algorithm are linear, which is justified on the grounds that the Jacobian (matrix of firstorder partial derivatives) is almost rankdeficient, and so is the Hessian matrix (secondorder partial derivatives of the error surface with respect to the weights); these are consequences of the intrinsically illconditioned nature of neuralnetwork training problems. Saarinen et al. interpret the linear local convergence rates of backpropagation learning in two ways:
w
It is a vindication of backpropagation (gradient descent) in the sense that higherorder methods may not converge much faster while requiring more computational effort; or
6.14 / Virtues and Limitations of BackPropagation Learning 191
Largescale neuralnetwork training problems are so inherently difficult to perform that no supervised learning strategy is feasible, and other approaches such as the use of preprocessing may be necessary.
Local Minima
Another peculiarity of the error surface that impacts the performance of the backpropagation algorithm is the presence of local minima (i.e., isolated valleys) in addition to global minima. Since backpropagation is basically a hillclimbing technique, it runs the risk of being trapped in a local minimum, where every small change in synaptic weights increases the cost function. But somewhere else in the weight space there exists another set of synaptic weights for which the cost function is smaller than the local minimum in which the network is stuck. Clearly, it is undesirable to have the learning process terminate at a local minimum, especially if it is located far above a global minimum. The issue of local minima in backpropagation learning has been raised in the epilogue of the enlarged edition of the classic book by Minsky and Papert (1988), where most of the attention is focused on a discussion of the twovolume book, Parallel Distributed Processing, by Rumelhart and McClelland (1986). In Chapter 8 of the latter book it is observed that getting trapped in a local minimum is rarely a practical problem for backpropagation learning. Minsky and Papert counter by pointing out that the entire history of pattern recognition shows otherwise. Gori and Tesi (1992) describe a simple example where, although a nonlinearly separable set of patterns could be learned by the chosen network with a single hidden layer, backpropagation learning can get stuck in a local minimum. What we basically need is a theoretical framework of backpropagation learning that explains the localminima problem. This is a difficult task to accomplish. Nevertheless, some progress has been reported in the literature on this issue. Baldi and Hornik (1989) have considered the problem of learning in layered linear feedforward neural networks using backpropagation learning. The main result of their paper is that the error surface has only one minimum, corresponding to an orthogonal projection onto the subspace spanned by the first principal eigenvectors of a covariance matrix associated with the training patterns; all other critical points of the error surface are saddle points. Gori and Tesi (1992) have considered the more general case of backpropagation learning that involves the use of nonlinear neurons. The main result of this latter paper is that for linearly separable patterns, convergence to an optimal solution (i.e., global minimum) is ensured by using the batch mode of backpropagation learning, and the network exceeds Rosenblatt’s perceptron in generalization to new examples.
Scaling
In principle, neural networks such as multilayer perceptrons trained with the backpropagation algorithm offer the potential of universal computing machines. However, for that potential to be fully realized, we have to overcome the scaling problem, which addresses the issue of how well the network behaves (e.g., as measured by the time required for training or the best generalization performance attainable) as the computational task increases in size and complexity. Among the many possible ways of measuring the size or complexity of a computational task, the predicate order defined by Minsky and Papert (1969, 1988) provides the most useful and important measure. To explain what we mean by a predicate, let @ ( X ) denote a function that can have only two values. Ordinarily, we think of the two values of $ ( X ) as 0 and 1. But by taking the values to be FALSE or TRUE, we may think of @ ( X ) as a predicate, that is, a variable
192 6 / Multilayer Perceptrons
statement whose falsity or truth depends on the choice of argument X. For example, we may write 1
!hRCLE(X)
if the figure Xis a circle if the figure Xis not a circle
=
0
(6.70)
Using the idea of a predicate, Tesauro and Janssens (1988) performed an empirical study involving the use of a multilayer perceptron trained with the backpropagation algorithm to learn to compute the parity function. Theparityfunction is a Boolean predicate defined by
1
h4RITY(X) =
if
11is an odd number x
0
otherwise
(6.71)
and whose order is equal to the number of inputs. The experiments performed by Tesauro and Janssens appear to show that the time required for the network to learn to compute the parity function scales exponentially with the number of inputs (Le., the predicate order of the computation), and that projections of the use of the backpropagation algorithm to learn arbitrarily complicated functions may be overly optimistic. It is generally agreed that it is inadvisable for a multilayer perceptron to be fully connected. In this context, we may therefore raise the following question: Given that a multilayer perceptron should not be fully connected, how should the synaptic connections of the network be allocated? This question is of no major concern in the case of smallscale applications, but it is certainly crucial to the successful application of backpropagation learning for solving largescale, realworld problems. One way of alleviating the scaling problem is to develop insight into the problem at hand and use it to put ingenuity into the architectural design of the multilayer perceptron. Specifically, the network architecture and the constraints imposed on synaptic weights of the network should be designed so as to incorporate prior information about the task into the makeup of the network. Such a design strategy is well illustrated by the way in which backpropagation learning has been successfully applied to the optical character recognition problem (LeCun et al., 1990a); this strategy is discussed in Section 6.22. Another way of dealing with the scaling problem is to reformulate the backpropagation learning process with modularity built into the network architecture (Ballad, 1990; Jacobs et al., 1991a); modularity appears to be an important principle in the architecture of vertebrate nervous systems (Houk, 1992; Van Essen et al., 1992). A computational system is said to have a modular architecture if it can be broken down into two or more subsystems that perform computation on distinct inputs in the absence of communication with each other. Moreover, the connection process inside each module can be made “dynamic,” that is, synaptic connections can be made or broken as part of the learning process. Modular networks are treated in Chapter 12.
6.15 Accelerated Convergence of BackPropagation Through LearningRate Adaptation
In the previous section we identified the main causes for the possible slow rate of convergence of the backpropagation algorithm. In this section we describe procedures for increasing the rate of convergence while maintaining the locality constraint that is an inherent characteristicof backpropagation learning. We begin the discussionby describing four heuristics due to Jacobs (1988), which should be viewed as useful “guidelines” for
6.15 / Accelerated Convergence of BackPropagation Through LearningRate Adaptation 193
thinking about how to accelerate the convergence of backpropagation learning through learning rate adaptation:
HEURISTIC 1. Every adjustable network parameter of the cost function should have its own individual learningrate parameter.
Here we note that the backpropagation algorithm may be slow to converge, because the use of a fixed learningrate parameter may not suit all portions of the error surface. In other words, a learningrate parameter appropriate for the adjustment of one synaptic weight is not necessarily appropriate for the adjustment of other synaptic weights in the network. Heuristic 1 recognizes this fact by assigning a different learningrate parameter to each adjustable synaptic weight (parameter) in the network.
HEURISTIC 2.
Every learningrate parameter should be allowed to vary from one itera
tion to the next. Typically, the error surface behaves differently along different regions of a single weight dimension. In order to match this variation, heuristic 2 states that the learningrate parameter needs to vary from iteration to iteration. It is of interest to note that this heuristic is well founded in the case of linear units; see Luo (1991).
HEURISTIC 3. When the derivative of the cost function with respect to a synaptic weight has the same algebraic sign for several consecutive iterations of the algorithm, the learningrate parameter for that particular weight should be increased.
The current operating point in weight space may lie on a relatively flat portion of the error surface along a particular weight dimension. This may, in turn, account for the derivative of the cost function (Le., the gradient of the error surface) with respect to that weight maintaining the same algebraic sign, and therefore pointing in the same direction, for several consecutive iterations of the algorithm. Heuristic 3 states that in such a situation the number of iterations required to move across the flat portion of the error surface may be reduced by increasing the learningrate parameter appropriately.
HEURISTIC 4. When the algebraic sign of the derivative of the cost function with respect to a particular synaptic weight alternates for several consecutive iterations of the algorithm, the learningrate parameter for that weight should be decreased.
When the current operating point in weight space lies on a portion of the error surface along a weight dimension of interest that exhibits peaks and valleys (i.e., the surface is highly curved), then it is possible for the derivative of the cost function with respect to that weight to change its algebraic sign from one iteration to the next. In order to prevent the weight adjustment from oscillating, heuristic 4 states that the learningrate parameter for that particular weight should be decreased appropriately. It is noteworthy that the use of a different and timevarying learningrate parameter for each synaptic weight in accordance with these heuristics modifies the backpropagation algorithm in a fundamental way. Specifically, the modified algorithm no longer performs a steepestdescent search. Rather, the adjustments applied to the synaptic weights are based on (1) the partial derivatives of the error surface with respect to the weights, and ( 2 ) estimates of the curvatures of the error surface at the current operating point in weight space along the various weight dimensions.
184 6 / Multilayer Perceptrons
Furthermore, all four heuristics satisfy the locality constraint. Adherence to the locality constraint limits the domain of usefulness of these heuristics in that error surfaces exist for which they do not work. Nevertheless, modifications of the backpropagation algorithm in light of these heuristics, as shown next, do have practical value.
DeltaBarDelta Learning Rule
To derive the modification to the backpropagation algorithm, we follow a procedure similar to that described in Section 6.3 for the conventional form of the algorithm. We begin by defining the cost function as the instantaneous sum of squared errors, (6.72) where yj(n)is the output of neuronj, and dj is the desired (target) response for that neuron. Although the definition of E(n) in Eq. (6.72) is mathematically similar to that of the cost function %(n)in Eq.(6.2), the parameter space pertaining to the new cost function E(n) is denote the learningrate parameter assumed to consist of different learning rates. Let vi@) assigned to synaptic weight wji(n) iteration number n. Applying the chain rule to E(n), at we may write (6.73) For convenience of presentation, we reproduce Eqs. (6.4) and (6.12) here as follows: uj(n> =
2 wji(n)yi(n>
i
(6.74) (6.75)
d%(n 1) wjj(n) = wji(n  1)  7jji(n) awji(n 1)
Substituting Eq. (6.75) in (6.74), we get (6.76) and Hence, differentiating Q. (6.76) with respect to qji(n), rewriting Eq. (6.5), we have (6.77) (6.78) Next, we evaluate the partial derivative aE(n)ldyj(n).For the case when neuron j lies in the output layer of the network, the desired response dj(n) is supplied externally. Accordingly, we may differentiate Eq. (6.72) with respect to yj(n). obtaining the result
=
ej(n)
(6.79)
6.15 / Accelerated Convergence of BackPropagation Through LearningRate Adaptation 195
where ej(n) is the error signal. Thus, using the partial derivatives of Eqs. (6.77), (6.78), and (6.79) in (6.73), and then rearranging terms, we obtain (6.80) Note that the partial derivative a%(n  l)/awi,(n  1) on the righthand side of Eq. (6.80) refers to the cost functions %(n  1) describing the error surface at time n  1; the differentiation is with respect to synaptic weight wji(n  1). From Eq. (6.11) we note that the factor
 cpj'(vj(n>)ej(n)yi(n>
equals the partial derivative a%(n)lawji(n). Using this relation in Eq. (6.80), we may simply as redefine aE(n)laqji(n) (6.81) Equation (6.81) defines the derivative of the error surface with respect to the learningrate parameter qi(n),assuming that neuronj lies in the output layer of the network. In fact, we can show that this same formula also applies to a neuron j that lies in a hidden layer of the network; see Problem 6.14. In other words, Eq. (6.81) applies to all neurons in the network. We are now ready to formulate a learningrate update rule that performs steepest descent on an error surface over the parameter space, where the parameter of interest is the learningrate parameter qji(n).Specifically, we define the adjustment applied to qi(n) as

aw,(n> awjj(n  1)
d%(n) d%(n  1)
(6.82)
where y is a positive constant, called the control stepsize parameter for the learningrate adaptation procedure. The partial derivatives a%(n  l)/dwji(n  1) and a%(n)/awji(n) refer to the derivative (negative gradient) of the error surface with respect to the synaptic weight wji (connecting neuron i to neuronj), evaluated at iterations n  1 and n, respectively. Accordingly, we may make two important observations: When the derivative of the error surface with respect to the weight w,, the same has algebraic sign on two consecutive iterations, the adjustment AvJn + 1) has a positive value. The adaptation procedure therefore increases the learningrate parameter for . the weight w,,Correspondingly, the backpropagation learning along that direction will be fast. When the derivative of the error surface with respect to the weight w,,alternates on two consecutive iterations, the adjustment Aq,,(n + 1) assumes a negative value. In this case, the adaptation procedure decreases the learningrate parameter for the . weight w,, Correspondingly,the backpropagation learning along that direction will be slow. These two observations are in perfect accord with heuristics 3 and 4, respectively. The learningrate adaptation procedure described by Eq. (6.82) is called the deltadelta learning rule (Jacobs, 1988). Although this learning rule satisfies the heuristics mentioned
196 6 / Multilayer Perceptrons
above, it has some potential problems. If the derivative of the error surface with respect to a particular weight has the same sign but small magnitudes at two consecutive iterations, the positive adjustment applied to the learning rate for that weight is very small. On the other hand, if the derivative of the error surface with respect to a weight has opposite signs and large magnitudes at two consecutive iterations, the negative adjustment applied to that weight will be very large. Under these circumstances, it is very difficult to choose an appropriate value for the stepsize parameter y. This limitation of the deltadelta learning rule is overcome by introducing a further modification, as described next. denote the value of the synaptic weight connecting neuron i to neuron j , Let wj,(n) measured at iteration n. Let qji(n)denote the learningrate parameter assigned to this weight at this iteration. The learningrate update rule is now defined as follows:
Aqji(n + 1) = /3qji(n)
i:
if $(n  l)Dji(n) 0 > if Sji(n l)Dj,(n)< 0 otherwise (6.83)
where Dj,(n) and Sji(n)are themselves defined as, respectively (6.84) and (6.85) where 6 is a positive constant. The quantity D,,(n) is the current value of the partial The derivative of the error surface with respect to the weight ~ , ~ ( n ) . second quantity S,,(n) is an exponentially weighted sum of the current and past derivatives of the error surface and with respect to w,,, with ( as the base and iteration number n as the exponent. The learningrate adaptation procedure described in Eqs. (6.83) to (6.85) is called the deltabardelta learning rule' (Jacobs, 1988). Note that if we set the control parameters K and /3 both equal to zero, the learningrate parameters assume a constant value as in the standard backpropagation algorithm. From these defining equations we may make the following observations:
1. The deltabardeltalearning rule uses a mechanism similar to the deltadelta learning role to satisfy the heuristics 3 and 4. Specifically, if for a synaptic weight wJIthe derivative DJn) at iteration n and the exponentially weighted sum S,,(n  1) at the previous iteration n  1 have the same sign, then the learningrate parameter for that weight is incremented by the constant K . If, on the other hand, the quantities DJn) and SJl(n 1) have opposite signs, then the learningrate parameter for the weight wJ1 decremented by a proportion, /3, of its current value q Z ( n ) Otherwise, is . the learningrate parameter remains unchanged. 2. The learningrateparameter q,,(n) is incremented linearly but decremented exponentially. A linear increase prevents the learningrate parameter from growing too fast, whereas an exponential decrease means that the learningrate parameter remains positive and that it is reduced rapidly.
A strict application of backpropagation learning calls for the computation of weight and parameter updates for each input pattern. For a large network and sizable training database, this form of updating results in a significant increase in memory storage size
~
Minai and Williams (1990) describe a further improvement of the deltabardeltalearning rule. In particular, it is shown that the advantages of momentum can be retained without significant drawbacks.
6.15 / Accelerated Convergence of BackPropagation Through LearningRate Adaptation 197
and computational complexity when the deltabardelta rule for learningrate adaptation is incorporated into the backpropagation algorithm. To be specific, we have to allocate additional memory storage for (1) the parameters q,(n) and Aqz(n) assigned to every synaptic weight in the network, and (2) the associated partial derivatives a%(n  l)/dw,,(n  1). All of this may make it difficult to justify the use of the deltabardelta learning rule in practice. However, we note that the weight changes due to the application of each trainingpattern point are usually small compared to the magnitudes of the weights themselves. This is merely a manifestation of the principle of minimal disturbance (Widrow and Lehr, 1990). We may therefore simplify implementation of the backpropagation algorithm incorporating the deltabardelta learning rule by exploiting an idea similar to the gradient reuse method (Hush and Salas, 1988). In particular, we note that when batch updating is used, the gradient estimate may be formed by averaging the gradient contributions computed from several patterns. Weights and leamingrate parameters are then updated once every B patterns, where B is the epoch (batch) size. The basic idea of the gradient reuse method is that gradients are reused several times until the resulting weight updates and leamingrate updates no longer lead to a reduction in error performance. By so doing, the number of gradients computed per iteration is significantly reduced, on average. Moreover, with batch updating a more accurate estimate of the true gradient is computed, and the update of interest is therefore more likely to be in the correct downhill direction. Thus, let SF)(n) and yy)(n) denote the local gradient and the output signal computed for neuron j and neuron i, respectively; the superscript b refers to the presentation of the bth pattern point, and the index n refers to the current iteration. From Eqs. (6.11) and (6.14) we note that the partial derivative of the error surface with respect to the jith synaptic weight and corresponding to the presentation of the bth pattern point is equal to S~)(n)$b)(n). According to the gradient reuse method, we may then set the average gradient with respect to the jith weight as follows: (6.86) where B is the epoch (batch) size over which the gradient averaging is performed. We may therefore redefine the update formula for the jith synaptic weight as w,,(n
+ 1) = w,,(n) + aAw,,(n

1) + q l ( n + 1)
2 S~)(n)y~)(n)
b=l
B
(6.87)
Correspondingly, we may reformulate Eq. (6.84) in light of the gradient reuse method as
Djl(n> 2 Sy)<n>yfb)(n> =
b=l
B
(6.88)
The computational complexity of the modified backpropagation algorithm incorporating the deltabardelta training rule is therefore greatly reduced through the use of epoch updating (Le., the gradient reuse method) as described herein, without sacrificing network learning performance (Haykin and Deng, 1991).
Computer Experiment
In this computer experiment, we study a twodimensional classification problem that involves nonconvex decision regions. The distribution of the pattern classes q1and YZ2 is shown in Fig. 6.22a. Class consists of pattern points inside the area marked YZ1, and class YZ2 consists of the pattern points inside the area marked <e2. The requirement is to
198 6 / Multilayer Perceptrons
3
2 2
1
1
x2
O
1
2
x2
O
1
2
3 3
3 2
1
0
1
2
3
3
2
1
0
X1
1
2
3
(a)
( b)
3
2
1
0
X1
1
2
3
(c)
FIGURE 6.22 Pattern classification using multilayer perceptron: (a) distribution o f classes (el And &; (b) the training data of classes and %2 = 100 points; 4Z2 = 100 points); and (c) the testing data of classes (el and g2 = 482 points, %* = 518 points).
design a neural network classifier that decides whether an input pattern belongs to class %, or class % 2 . The composition of the neural network used in the study is as follows: Number of Number of Number of Number of input (source) nodes neurons in the first hidden layer neurons in the second hidden layer neurons in the output layer = 2 12 4 = 2
= =
depicts the Figure 6.22b depicts the pattern set used to train the network. Figure 6 . 2 2 ~ test pattern set used to evaluate the performance of the network after training. Both sets consist of uniformly distributed random points. There are 100 class %, points and 100
6.15 / Accelerated Convergence of BackPropagationThrough LearningRate Adaptation 199
class %2 points in the training set, and there are 482 class points and 518 class %e2 points in the test set. In Fig. 6.23 we present learning curves that compare the use of pattern updates with batch updates. In particular, Fig. 6.23a compares the error performance of the standard backpropagation algorithm using pattern updates and batch updates. Figure 6.23b presents corresponding curves for the modified backpropagation algorithm incorporating the deltabardelta training rule. From Fig. 6.23a we see that for the standard backpropagation algorithm, the use of pattern updates yields slightly better results than batch updates. On
Pattern update
Batch update
Meansquared error over epoch
0.5 X
Y
0.5 x 1 0  ~


0.5 x 1 0  ~
0
I
I
1000
I
I 2000
I
I 3000
Number of epochs (a)
Pattern update
_ _ _ Batch.update __
Mean 0.5 X squared
0.5 x
3
0
1
1000
2000
3000
Number of epochs
(b)
FIGURE 6 2 Learning curves for pattern update and batch update methods. .3 (a) Learning curves for the standard backpropagation algorithm for 3000 epochs. p 6 Continuous curve: vo = 0.75, a = 0.25,K = 0.0, = 0.0, = 0.0; dashed curve: vo = 0.75, a = 0.25,K = 0.0,p = 0.0,6 = 0.0. (b) Learning curves for the modified backpropagation algorithm for 3000 epochs. Continuous curve: vo = 0.75, a! = 0.05, K = 0.002, 3 = 0.05, 6 = 0.7; dashed curve: vo = 0.75, a = 0.3, = 0.01, p = 0.1, j K 6 = 0.7.
200 6 I Multilayer Perceptrons
the other hand, in Fig. 6.23b we have opposite results in that, for the modified backpropagation algorithm, the use of batch updates yields a better performance than pattern updates. In Fig. 6.24 we compare the conventional and modified forms of the backpropagation algorithm, using batch updates. In particular, this figure compares their learning curves for the following values of control parameters.
Mean
0.5~ lo'$
' :
propagation
d back
0.5 x
1
0 1000
2000 3000
Number of epochs (a)
2
2
1
1
1 2
3
1 2
3
3
2
1
0
X1
1
2
3
3
2
1
0
X1
(C)
1
2
3
(b)
FIGURE 6.24 Comparisons between the conventional and modified backpropagation algorithms. (a) Learning curves for 3000 epochs. Continuous curve: standard backpropagation algorithm, qo = 0.75, a = 0.75, = 0.0, = 0.0, = 0.0; dashed curve: K p [ K . modified backpropagation algorithm, qo = 0.75, a = 0.75, = 0.01, p = 0.2, $ = 0.7. (b) Classified results for standard backpropagation at n = 150 for qo = 0.75, a = 0.75, K = 0, = 0, = 0; p [ = 258 points, %* = 268 points, error = 474 points. (c) Classified results for modified backpropagation at n = 150 for qo = 0.75, a = 0.75, = 0.01, K p = 0.2, [ = 0.7; = 449 points, %* = 455 points, error = 96 points.
6.16 / Fuzzy Control of BackPropagation Learning 201
1. Standard backpropagation:
a = 0.75 2. Modified backpropagation (incorporating the deltabardelta training rule):
7 0 = 0.75
(Y
= 0.75
p = 0.2
c= 0.7
In Fig. 6.24a we see that the improvement in the error performance of the modified backpropagation algorithm over that of the standard form of the algorithm is indeed quite significant. we In Figs. 6.24b and 6 . 2 4 ~ show the classified results obtained using the standard and modified forms of the backpropagation algorithm for the same sets of parameter values listed above. The classified results presented here are quite dramatic; they were obtained after the presentation of 150 training epochs. In the case of standard backpropagation, we see from Fig. 6.24b that the shapes of class % l and class %& have not fully developed. In sharp contrast, the shapes of class % l and class %2 can be clearly seen from the classified results of Fig. 6 . 2 4 ~ obtained using the modified backpropagation algorithm. Note that in Figs. 6.24b and 6.24c, only correctly classified test data points are shown.
6.1 6 Fuzzy Control of BackPropagation Learning
The heuristics for accelerating the rate of convergence of backpropagation learning, described in the previous section, lend themselves to implementation by means of a fuzzy logic controller. Fuzzy set theory9 was originated by Zadeh (1965, 1973) to provide a mathematical tool for dealing with linguistic variables (i.e., concepts described in natural language). A fuzzy set is defined as a set whose boundary is not sharp. Let X be a universal set, where generic elements are denoted by x. Let A be a fuzzy set characterized by a membership function pA(x)that maps the universal set X to the real interval [0,1]. The closer pA(x) is to 1, the more x belongs to A. We may therefore also view pA(x)as the degree of compatibility of x with the concept represented by A. The settheoretic operations of union (U), intersection (n),and complement for fuzzy sets are defined via their membership functions. Let A and B denote a pair of fuzzy sets in X with membership functions p A ( x ) and pB(x),respectively. The membership function pAUB(x) the union A U B and the of o f membership function pAnB(x) the intersection A n B are defined as follows:
pAUB(X)
= max(E.1.A pB(x)) (x),
(6.89)
For a book on fuzzy set theory, see Dubois and Prade (1980). The interplay between neural networks and fuzzy systems, in general, has received a great deal of attention in recent years (Kosko, 1992). Building on the theoretical result that fuzzy systems are universal approximators, Wang and Mendel (1992) have shown that fuzzy systems may be viewed as a layered feedforward network. Moreover, they have developed a backpropagation algorithm for training this form of fuzzy system, so as to match desired inputoutput pairs of patterns.
202 6 / Multilayer Perceptrons
pAflJJ(x) = ~ n ( p .(x>, 4 pB(x))
(6.90)
The complement of the fuzzy set A is defined by the membership function
pz(x) ==
 pA(x)
(6.91)
One other term that we need to introduce is a universe of discourse generated by a kernel space referring to any prescribed set of objects or constructs. Let K be a kernel space, and let E be a set that contains K and that is generated from K by a finite application of settheoretic operations. Then a universe of discourse is a designated subset of E (Dubois and Prade, 1980). Returning to the issue at hand, consider Fig. 6.25, which presents the block diagram of a hybrid learning system, in which an online fuzzy logic controller is used to adapt the learning parameters of a multilayer perceptron with backpropagation learning. The objective here is to provide a significant improvement in the rate of convergence of the learning process (Choi et al., 1992). The fuzzy logic controller in Fig. 6.25 incorporates human linguistic descriptions about the unknown learning parameters of the backpropagation algorithm. In particular, it consists of four principal components, as depicted in Fig. 6.26 (Lee, 1990): 1. FuzziJication integace, which performs the following functions:
w
w
A scale mapping that changes the range of values of input variables into corresponding universe of discourse Fuzzification that converts nonfuzzy (crisp) input data into suitable linguistic values, which may be viewed as labels of fuzzy sets
2. Fuzzy rule base, which consists of a set of linguistic control rules written in the form:
“IF a set of conditions are satisfied, THEN a set of consequences are inferred.”
3. Fuzzy inference machine, which is a decisionmaking logic that employs rules from the fuzzy rule base to infer fuzzy control actions in response to fuzzified inputs. 4. DefuUiJication integace, which performs the following functions:
w
w
A scale mapping that converts the range of values of output variables into corresponding universe of discourse Defuzzification that yields a nonfuzzy (crisp) control action from an inferred fuzzy control action
A commonly used defuzzification rule is the centroid method, according to which the defuzzification interface produces a crisp output defined as the center of gravity of the distribution of possible actions.
Controlled learning Target performance attribute Output controller perceptron
Actual performance attribute
FIGURE 6.25 Fuzzy control of backpropagation learning.
base
V
Y Defuzzification interface
dk
Nonfuzzy input
Fuzzification interface
*
Nonfuzzy output
r
The main idea behind the fuzzy control of backpropagation learning is the implementation of heuristics in the form of fuzzy “IF . . . , THEN . . .” rules that are used for the purpose of achieving a faster rate of convergence. The heuristics are driven by the behavior of the instantaneous sum of squared errors E given in Eq. (6.72). In the following heuristics, the change of error (denoted by CE) is an approximation to the gradient of the error surface, and the change of CE (denoted by CCE) is an approximation to the secondorder gradient information related to the acceleration of convergence (Choi et al., 1992):
w
IF CE is small with no sign changes in several consecutive iterations of the algorithm, THEN the value of the learningrate parameter should be increased.
IF sign changes occur in CE in several consecutive iterations of the algorithm, THEN the value of the learningrate parameter should be decreased, regardless of the value of CCE. IF CE is small AND CCE is small, with no sign changes for several consecutive iterations of the algorithm, THEN the values of both the learningrate parameter and the momentum constant should be increased.
w
w
The first two heuristics are recognized as heuristics 3 and 4 as presented in the previous section, respectively. The last heuristic, involving the momentum constant, is new. The sign change of the gradient to the error surface is identical to the sign change of CE. Consider, for example, a situation where we have
E(n
and

2)
5
E(n  1)
E(n
We may then write

1) > E(n)
CE(n  1) = E(n and

1)  E(n  2) Z 0
CE(n) = E(n)  E(n  1) < 0 The implication here is that there has been a sign change from iteration n  2 to iteration n of the algorithm. A fuzzy rule base for fuzzy backpropagation learning is given in Tables 6.6 and 6.7. The associated rnernbershipfunctions, labeled by linguistic terms, are shown in parts (a)
204 6 / Multilayer Perceptrons
TABLE 6.6 Decision Table for the Fuzzy Logic Control of LearninaRate Parameter na
CCE
NB
NS
NS ZE PS ZE NS
ZE
NS PS PS PS NS
PS
NS ZE PS ZE NS
PB NS NS ZE NS NS
NB
NS ZE PS PB
a
NS NS ZE NS NS
Definitions: NB,negative big; NS, negative small; ZE, zero; PS, positive small; PB, positive big.
and (b) of Fig. 6.27. Table 6.6 and Fig. 6.27a pertain to changes applied to the learningrate parameter q of the backpropagation algorithm, whereas Table 6.7 pertains to changes applied to the momentum constant a of the algorithm. The details of these two tables are as follows: The contents of Table 6.6 represent the value of the fuzzy variable Aq, denoting the change applied to the learningrate parameter q,for fuzzified values of CE and CCE. For instance, we may read the following fuzzy rule from Table 6.6:
m
If CE is zero, AND IF CCE is negative small, THEN A q is positive small.
The contents of Table 6.7 represent the value of the fuzzy variable A a , denoting the change applied to the momentum constant a, for fuzzified values of CE and CCE. For instance, we may read the following fuzzy rule from Table 6.7:
IF CE is negative small, AND CCE is negative small, THEN A a is zero.
From the membership function shown in Fig. 6.27 we note that the universe of discourse for both CE and CCE is [0.3,0.3]; values of CE and CCE outside of this range are clamped to 0.3 and 0.3, respectively. Having determined whether AT, the change in the learningrate parameter, is positive small, zero, or negative small, we may then assign an appropriate value to the change A q using the membership functions presented in Fig. 6.27b. Choi et al. (1992) present computer simulation results, comparing the performance of fuzzy backpropagation learning to that of standard backpropagation learning. The experiments involved the detection of a constant signal in the presence of additive Laplacian
TABLE 6.7 Decision Table for the Fuzzy Control of Momentum Constant aa CE CCE
NB NS ZE PS PB
a
Ni3
NS NS ZE ZE ZE
NS NS ZE PS ZE ZE
ZE
ZE
PS ZE ZE PS ZE NS
PB ZE ZE ZE NS NS
ZE PS ZE ZE
Definitions: NB,negative big; NS, negative small; ZE, zero; PS, positive small; PB, positive big.
6.17 / NetworkPruningTechniques 205 Notations: NB: negative big NS: negative small
Z E zero PS: positive small PB: positive big
0.3
0.2
0.1
0
0.1
0.2
0.3
CE (a)
Notations: NS: negative small
Z E zero
PS: positive small
0.02
0.01
0
0.01
0.02
4
(b)
FIGURE 6.27 (a) Membership functions for CE; the same membership functions are used for CCE. (b) Membership functions for Av.
noise.l0 The results of the computer simulations appear to show that the convergence of fuzzy backpropagation learning is dramatically faster, and the steadystate value of the meansquared error is significantly smaller than standard backpropagation learning.
6.17 NetworkPruning Techniques
To solve realworld problems with neural networks, we usually require the use of highly structured networks of a rather large size. A practical issue that arises in this context is that of minimizing the size of the network and yet maintaining good performance. A neural network with minimum size is less likely to learn the idiosyncrasies or noise in the training data, and may thus generalize better to new data. We may achieve this design objective in one of two ways: w Network growing, in which case we start with a small multilayer perceptron, small for accomplishing the task at hand, and then add a new neuron or a new layer of hidden neurons only when we are unable to meet the design specification.
A sample v drawn from a Lapluciun noise process is governed by the probability density function
f ( u ) =Texp(alvI),
ff
m
< u<
M
where a is a constant of the distribution.
206 6 / Multilayer Perceptrons
rn Network pruning, in which case we start with a large multilayer perceptron with an
adequate performance for the problem at hand, and then prune it by weakening or eliminating certain synaptic weights in a selective and orderly fashion. The cascadecorrelation learning architecture (Fahlman and Lebiere, 1990) is an example of the networkgrowing approach. The procedure begins with a minimal network that has some inputs and one or more output nodes as indicated by input/output considerations, but no hidden nodes. The LMS algorithm, for example, may be used to train the network. The hidden neurons are added to the network one by one, thereby obtaining a multilayer structure. Each new hidden neuron receives a synaptic connection from each of the input nodes and also from each preexisting hidden neuron. When a new hidden neuron is added, the synaptic weights on the input side of that neuron are frozen; only the synaptic weights on the output side are trained repeatedly. The added hidden neuron then becomes a permanent feature detector in the network. The procedure of adding new hidden neurons is continued in the manner described here until satisfactory performance is attained. In yet another networkgrowing approach described in Lee et al. (1990), a third level of computation termed the structurelevel adaptation is added to the forward pass (functionlevel adaptation) and backward pass (parameterlevel adaptation). In this third level of computation the structure of the network is adapted by changing the number of neurons and the structural relationship among neurons in the network. The criterion used here is that when the estimation error (after convergence) is larger than a desired value, a new neuron is added to the network in a position where it is most needed. The desirable position for the new neuron is determined by monitoring the learning behavior of the network. In particular, if after a long period of parameter adaptation (training), the synaptic weight vector pertaining to the inputs of a neuron continues to fluctuate significantly, it may be inferred that the neuron in question does not have enough representation power to learn its proper share of the task. The structurelevel adaptation also includes a provision for the possible annihilation of neurons. Specifically, a neuron is annihilated when it is not a functioning element of the network or it is a redundant element of the network. This method of network growing appears to be computationally intensive. In this section we focus on two networkpruning approaches. In the first approach, generalization is improved through the use of complexity regularization. This approach is exemplified by the weightdecay (Hinton, 1987) and the weightelimination (Weigend et al., 1991) procedures. In the second approach, synaptic weights are removed from the network on the basis of their saliencies, the calculations of which involve the use of the Hessian matrix of the error surface. This latter approach is exemplified by the socalled optimal brain damage (LeCun et al., 1990) and the optimal brain surgeon (Hassibi et al., 1993) procedures.
Complexity Regularization
In designing a multilayer perceptron by whatever method, we are in effect building a nonlinear model of the physical phenomenon responsible for the generation of the inputoutput examples used to train the network. Insofar as the network design is statistical in nature, we need an appropriate measure of the fit between the model (network) and the observed data. This implies that unless we have some prior information, the design procedure should include a criterion for selecting the model complexity (i.e., the number of independently adjusted parameters of the network). Various criteria for modelcomplexity selection are described in the statistics literature, important examples of which include the
6.17 / NetworkPruning Techniques 207
minimum description length (MDL) criterion (Rissanen, 1978, 1989), and an informationtheoretic criterion (AIC) (Akaike, 1974). Although these criteria do indeed differ from each other in their exact details, they share a common form of composition, as described here (Haykin, 1991; Priestley, 1981):
The basic difference between the various criteria lies in the definition of the modelcomplexity penalty term. In the context of backpropagation learning, or any other supervised learning procedure for that matter, we may follow a similar approach. Specifically, the learning objective is to find a weight vector that minimizes the total risk R(w) = %,(w) + X%,(w) (6.93)
The first term, %,(w),is the standard perjiormance measure, which depends on both the network (model) and the input data. In backpropagation learning it is typically defined as a meansquared error whose evaluation extends over the output neurons of the network and that is carried out for all the training examples on an epochbyepoch basis. The second term, %,(w), is the complexity penalty, which depends on the network (model) alone; its evaluation extends over all the synaptic connections in the network. In fact, the form of the total risk defined in Eq. (6.93) is simply a statement of Tikhonov's reguzarization theory; this subject is treated in detail in Chapter 7. For the present discussion, it suffices to think of X as a regularization parameter, which represents the relative importance of the complexitypenalty term with respect to the performancemeasure term. When A is zero, the backpropagation learning process is unconstrained, with the network being completely determined from the training examples. When X is made infinitely large, on the other hand, the implication is that the constraint imposed by the complexity penalty is by itself sufficient to specify the network, which is another way of saying that the training examples are unreliable. In practical applications of the weightdecay procedure, the regularization parameter A is assigned a value somewhere between these two limiting cases. The viewpoint described here for the use of complexity regularization for improved generalization is perfectly consistent with the structural minimization procedure discussed in Section 2.13. In the sequel, we describe three different complexityregularization procedures of increasing level of sophistication.
Weight Decay. In the weightdecay procedure (Hinton, 1987), the complexity regularization is defined as the squared norm of the weight vector w in the network, as shown by
=
w:
' ~ C d
where the set C,,, refers to all the synaptic weights in the network. This procedure operates by forcing some of the synaptic weights in the network to take on values close to zero, while permitting other weights to retain their relatively large values. Accordingly, the weights of the network are grouped roughly into two categories: those that have a large influence on the network (model), and those that have little or no influence on it. The weights in the latter category are referred to as excess weights. In the absence of complexity
+
(
Modelcomplexity loglikelihood criterion = function
) (
) (
modelcomplexity penalty
)
(6.92)
(6.94)
208 6 / Multilayer Perceptrons
regularization, these weights result in poor generalization by virtue of a high likelihood of taking on completely arbitrary values or causing the network to overfit the data in order to produce a slight reduction in the training error (Hush and Home, 1993). The use of complexity regularization encourages the excess weights to assume values close to zero, and thereby improve generalization.
Weight Elimination. In this second complexityregularizationprocedure, the complexity penalty is defined by (Weigend et al., 1991)
(6.95) where wo is a free parameter of the weightdecay procedure that is preassigned, and w i refers to the weight of some synapse i in the network. The set C,, refers to all the synaptic connections in the network. An individual penalty term varies with wi/woin a symmetric fashion, as shown in Fig. 6.28. When Iwil < wo, complexity penalty (cost) for that the weight approaches zero. The implication of this condition is that insofar as learning from examples is concerned, the ith synaptic weight is unreliable and should therefore be the eliminated from the network. On the other hand, when Iwi\ S w,,, complexity penalty (cost) for that weight approaches the maximum value of unity, which means that wi is important to the backpropagation learning process. We thus see that the complexity penalty term of Eq. (6.95) does indeed serve the desired purpose of identifying the synaptic weights of the network that are of significant influence. Note also that the weightelimination procedure includes the weightdecay procedure as a special case; specifically, Eq. for large wo, (6.95) reduces to the form shown in Eq. (6.94), except for a scaling factor. The weightelimination procedure is particularly sensitive to the choice of the regularization parameter X. Weigend et al. (1991) describe a set of three heuristics for the incremental adjustment of X. The procedure starts with A = 0, enabling the network to use all of its resources initially, and then A is adjusted by a small amount after the presentation of each epoch. Let n denote the iteration for a particular epoch that has just finished. Let R(n)
5.0 4.0 3.0 2.0
1.0
0
1.0
2.0
30 .
40 .
5.0
Wo
FIGURE 6.28 The complexity penalty term ( W ~ / W ~ )+ / [ I / W ~ ) plotted versus wi/wo. ~(W ~]
6.17 / NetworkPruning Techniques 209
denote the corresponding value of the total risk. Since R(n) can increase or decrease from one iteration to the next, it is compared to three quantities:
H H
Previous risk, R(n  1) Average risk, defined by
where 0 < y < 1
H
Desired risk, D.
The first two quantities, R(n  1) and Rav(n),are derived from previous values of the risk itself, whereas D is supplied externally. The choice of D depends on the problem at hand. Thus, given R(n  l), Rav(n),and D, the risk R(n) is compared to these three quantities and, depending on the results of the comparison, one of three possible actions is taken as follows (Weigend et al., 1991):
1. Increment the regularization parameter X by a fairly small amount AX, and thereby attach slightly more importance to the complexity penalty term. This action corresponds to situations where things are going well; that is,
R(n) < D and/or R(n) < R(n  I)
The adjustment AX is typically of order 2. Decrement the regularization parameter X by a fairly small amount AX, and thereby attach slightly more importance to the performance measure term. This action is taken when the risk increases slightly but is still improving with respect to the longterm average; that is,
R(n) 2 R(n  l), R(n) < Rav(n), and R(n) 2 D
3. Make a drastic reduction in the value of the regularization parameter X by 10 percent, say, and thereby attach much more importance to the performance measure term. This action is taken when the risk has increased and also exceeds its longterm average; that is,
R(n) I R(n  l), R(n) I Rav(n), and R(n) 2 D
Such a situation may arise if there was a large increase in the risk in the previous iteration, or if there has not been much improvement in the risk in the whole period covered by the longterm average. The drastic cut in h is made so as (hopefully) to prevent the weight elimination from compromising the performance of the whole network. Weigend et al. (1991) have used the weightelimination procedure for predicting two different kinds of time series:
H
Sunspot time series, describing the famous yearly sunspot averages. For this prediction, the weightdecay procedure reduces the number of hidden neurons in the multilayer perceptron to three. Currency exchange rates, which are known to constitute notoriously noisy time series. In this case, it is shown that the weightdecay procedure results in outofsample prediction that is significantly better than chance.
H
CurvatureDriven Smoothing. In the curvaturedrivensmoothing approach, the complexityregularization term depends on the geometric properties of the approximating function that defines the network output in terms of the input (Bishop, 1990). Intuitively,
210 6 / Multilayer Perceptrons
we expect that the smoother this function is, the smaller will be the influence of the complexity regularization. Thus, using a secondorderderivative to approximate the curvature of the approximating function realized by the network (model), the complexity regularization is defined by (6.96) where y j ( w ) is the output of neuron j in the output layer of the network, p is the number of source nodes, and q is the number of output neurons. The curvaturedriven smoothing procedure improves generalization by reducing the tendency of the network to overfit the training data. Moreover, it makes it possible to produce a solution whose properties are controlled by a single scalar parameter, namely, the regularization parameter A. Bishop (1990) describes a generalized form of backpropagation learning that can be used to minimize the total risk R ( w ) of Eq. (6.93) with the complexity regularization defined as in Eq. (6.96). No network pruning is used here; improvement in generalization performance is attained by assigning a suitable value to the regularization parameter A.
Hessian Matrix of Error Surface
The basic idea of this second approach to network pruning is to use information on secondorder derivatives of the error surface in order to make a tradeoff between network complexity and trainingerrorperformance. In particular, a local model of the error surface is constructed for analytically predicting the effect of perturbations in synaptic weights. The starting point in the construction of such a model is the local approximation of the cost surface using a Taylor series about the operating point. Let 8wi denote the perturbation in the synaptic weight wi. The corresponding change in the cost function % describing the error surface is given by the Taylor series
8% =
1
1 g j 6wi(n)+ 2 i
2 hji6wi 6wj + higherorder terms
j
(6.97)
where gi is the ith component of the gradient vector of %, and hjiis the jith component of the Hessian matrix of '8, both measured with respect to the parameters of the network. That is, we have (6.98) and (6.99) The requirement is to identify a set of parameters whose deletion from the multilayer perceptron will cause the least increase in the value of the cost function %. To solve this problem in practical terms, we make the following approximations:
1. Extrema1 Approximation. We assume that parameters are deleted from the network only after the training process has converged. The implication of this assumption is that the parameters have a set of values corresponding to a local minimum or global minimum of the error surface. In such a case, the gi(n)may be set equal to zero, and the first summation on the righthand side of Eq. (6.97) may therefore be ignored. Otherwise, the saliency measures (defined later) will be invalid for the problem at hand.
6.17 / NetworkPruning Techniques 211
2. Quadratic Approximation. We assume that the error surface around a local minimum or global minimum is nearly “quadratic.” Hence the higherorder terms in Eq. (6.97) may also be neglected.
Under these two assumptions, Eq. (6.97) is approximated simply as 1 8% e 2 i 1
j
hji S W ~ Swj
=  SW’H
P
SW
(6.100)
where Sw is the perturbation applied to the weight vector w , and H is the Hessian matrix containing all secondorder derivatives of % with respect to the elements of the weight vector w. The optimal brain damage (OBD) procedure (LeCun et al., 1990) simplifies the computations by making a further assumption: The Hessian matrix H is a diagonal matrix. On the other hand, no such assumption is made in the optimal brain surgeon (OBS)procedure (Hassibi et al., 1993); accordingly, it contains the OBD procedure as a special case. From here on, we follow the OBS strategy. The goal of OBS is to set one of the synaptic weights to zero so as to minimize the incremental increase in % given in Eq. (6.100). Let wi(n) denote this particular synaptic weight. The elimination of this weight is equivalent to the condition
SWi
+ wi = 0
or
lTSw
+ wi = 0
(6.101)
where l i is the unit vector whose elements are all zero, except for the ith element, which is equal to unity. We may now restate the goal of OBS as follows (Hassibi et al., 1993):
Minimize the quadratic form $ Sw‘H Sw with respect to the incremental change in the weight vector, Sw, subject to the constraint that 1; Sw + wi is zero, and then minimize the resultant with respect to the index i.
To solve this constrained optimization problem, we first construct the Lagrangian
S=SW’HSW 1 2
+ X(lTSw + W J
(6.102)
where X is the Lagrangian multiplier. Then, taking the derivative of the Lagrangian S with respect to Sw, applying the constraint of Eq. (6.101), and using matrix inversion, we find that the optimum change in the weight vector w is
Sw
=

(6.103)
and the corresponding optimum value of the Lagrangian S is
1 w’ s.= I
2 [H’],
(6.104)
where H’ is the inverse of the Hessian matrix H , and [H’Iii is the iith element of this inverse matrix. The Lagrangian Si optimized with respect to Sw, subject to the constraint that the ith synaptic weight wi is eliminated, is called the saliency of w i . In effect, the
212 6 / Multilayer Perceptrons
saliency Sirepresents the increase in the squared error (performance measure) that results from the deletion of wi. The difficult computational aspect of the OBS procedure lies in the inversion of the Hessian matrix H. The Hessian matrix would have to be nonsingular for its inverse to be computable. In general, for backpropagation learning the Hessian matrix is always nonsingular. Moreover, there is experimental evidence suggesting that neural network training problems are intrinsicallyillconditioned, leading to a Hessian matrix that is almost rankdeficient (Saarinen et al., 1991, 1992) which may raise computational difficulties of its own. Hassibi et al. (1993) compute the Hessian matrix H for the batch mode of learning by proceeding as follows. First, they derive an approximate formula for the Hessian matrix evaluated at a local minimum of the error surface. The approximation is made up of a sum of outer product terms, with each such term requiring structural information of the network in the form of firstorder partial derivatives only; see Problem 6.17. Second, they use a result in matrix algebra known as the matrix inversion lemma to calculate the inverse matrix HI. The OBS procedure is thus more precise than the OBD procedure, but computationally more intensive. In their paper, Hassibi et al. report that on some benchmark problems, the OBS procedure resulted in smaller networks than those obtained using the weightdecay procedure. It is also reported that as a result of applying the OBS procedure to the NETtalk multilayer perceptron involving a single hidden layer and 18,000 weights (Sejnowski and Rosenberg, 19$7), the network was pruned to a mere 1560 weights, which represents a dramatic reduction in the size of the network.
6.18 Supervised Learning Viewed as a Nonlinear Identification Problem
The supervised training of a multilayer perceptron may be viewed as a global nonlinear identijcation problem, the solution of which requires the minimization o a certain cost f function. The cost function % is defined in terms of deviations of the network outputs from desired (target) outputs, and expressed as a function of the weight vector w representing the free parameters (Le., synaptic weights and thresholds) of the network. The goal of the training is to adjust these free parameters so as to make the actual outputs of the network match the desired outputs as closely as possible. The standard backpropagation algorithm, operating in the online (pattern) mode, adjusts a particular parameter by using an instantaneous estimate of the gradient of the cost function with respect to that parameter, and thereby provides an efficient method for implementing the training process. In so doing, however, it uses the minimum amount o available information. The convergence speed f of the training process should be proportional to the amount of information used about the cost function. Consequently, when the size of the network is large, the time taken to train the network becomes so excessively long that the algorithm is simply impractical to use. As a remedy, we may expand the pool of information by building heuristics into the constitution of the algorithm, as described in Sections 6.15 and 6.16. The slow nature of network training with the standard backpropagation algorithm is rather reminiscent of the slow speed of convergence exhibited by its close relative, the leastmeansquare (LMS) algorithm. Owing to this basic limitation of the LMS algorithm, a great deal of research effort has been expended in the linear adaptivejltering literature on an alternative approach known collectively as recursive leastsquares (RLS)algorithms, which are a special case of the KaZman filter (Haykin, 1991). A linear adaptive filtering
6.18 / Supervised Learning Viewed as a Nonlinear Identification Problem 213
algorithm of the IUS type differs from the LMS algorithm in that it utilizes information contained in the input data more effectively, going back to the first iteration of the algorithm. The use of an RLS filtering algorithm offers the following advantages:
w w w
Fast speed of convergence Builtin learningrate parameter Insensitivity to variations in the condition number of the input data; the condition number refers to the ratio of the largest eigenvalue to the smallest eigenvalue of the covariance matrix of the input data
In a similar sort of way, we may train a multilayer perceptron using an extended RLS (Kalman) filtering algorithm applied to backpropagation learning (Palmieri et al., 1991; Shah and Palmieri, 1990). The term “extended” is used here to account for the fact that the neurons of a multilayer perceptron are nonlinear, and would therefore have to be linearized in order to accommodatethe application of the standard IUS filtering algorithm.
Extended Kalman Type of BackPropagation Learning
Consider a multilayer perceptron characterized by a weight vector w representing the free parameters of all the neurons in the network. The cost function, to be minimized during training, is defined in terms of a total of N inputoutput examples as follows: (6.105) where dj(n) and yj(n) are the desired response and actual response of output neuron j for pattern n, respectively, and the set C includes all the output neurons of the network; the dependence of the cost function ga,(w) on the weight vector w arises because the output yj(n)is itself dependent on w.Now we could apply the extended form of RLS (Kalman) filtering algorithm to the problem at hand by linearizing the cost function ge,(w) at each working point, as described by Singhal and Wu (1989). Unfortunately, the resulting computational complexity becomes prohibitive, because such an approach requires the storage and updating of the error covariance matrix whose size is the square of the number of synaptic connection in the network. To overcome this problem, we may simplify the application of extended Kalman filtering by partitioning the global problem into a number of subproblems, each one at the neuron level (Palmieri et al., 1991; Shah and Palmieri, 1990). Consider then neuron i, which may be located anywhere in the network. During training, the behavior of neuron i may be viewed as a nonlinear dynamical system, which in the context of Kalman filter theory may be described by the state and measurement equations as follows (Haykin, 1991; Anderson and Moore, 1979):
wi(n
+ 1) = wi(n)
(6.106) (6.107)
where the iteration n corresponds to the presentation of the nth pattern, xi@)is the input vector of neuron i , the activation function q()is responsible for the nonlinearity in the neuron, and ei(n) is the measurement error at the output of neuron i . The weight vector wi of the optimum model for neuron i is to be “estimated” through training with examples. is differentiable. Accordingly, we may use It is assumed that the activation function the Taylor series to expand the measurement equation (6.107) about the current estimate
214 6 / Multilayer Perceptrons
fii(n),and thereby linearize the activation function as follows:
dxT(n)wi(n))
where
5
qf(n>wi(n>+ [dxT(n)wi(n))  qT(n)fii(n>]
(6.108)
q,(n>= ap(xTc.)w,(n))] aw,(n>
[
w,(n~=*,(n)
= jVn>[1  y^,(n>lx,(n>
(6.109)
and where jj,(n)is the output of neuron i that results from the use of estimate fi,(n),and x,(n) is the input vector. In the last line of Eq. (6.109) we have assumed the use of a logistic function for the activation function p. The first term on the righthand side of Eq. (6.108) is the desired linear term; the remaining term represents a modeling error. Thus, substituting Eq. (6.108) in (6.107) and ignoring the modeling error, we may rewrite the measurement equation (6.107) as
d,(n) = qT(n)w,(n>+ 4 n )
(6.1 10)
where the vector q, is defined in Eq. (6.109). The pair of equations (6.106) and (6.1 10) describes the linearized dynamic behavior of neuron i. The measurement error e,@)in Eq. (6.110) is a localized error, the instantaneous estimate of which is given by (6.1 11) where
w4 = ?&[d,(n)  Y,(~>I2
1
(6.112)
f The differentiation in Eq. (6.111) corresponds to the backpropagation o the global error to the output o neuron i, just as is done in standard backpropagation. Given the f pair of equations (6.106) and (6.110), we may use the standard € U S algorithm (Haykin, 1991) to make an estimate of the synaptic weight vector w,(n) of neuron i . The resulting solution is defined by the following system of recursive equations (Palmieri et al., 1991; Shah and Palmieri, 1990):
r,(n> = X'P,(n>m>
(6.113) (6.1 14) (6.1 15) (6.1 16)
k,(n) = r,(n>U + rT(n>q,(n)l'
w,(n + 1) = w,(n> + e,(n)k,(n) P,(n + 1) = h'P,(n)  k,(n)r,T(n)
where iteration n = 1, 2, . . . , N , and N is the total number of examples. The vector q,(n) represents the linearized neuron function given in Eq. (6.109), P,(n) is the current estimate of the inverse of the covariance matrix of q,(n), and k,(n) is the Kalman gain. The parameter X is a forgetting factor, whose value lies inside the range 0 < X 5 1. Equation (6.116) is called the Riccatti difference equation. Each neuron in the network perceives its own effective input q,(n); hence it has to maintain its own copy of P,(n) even if it shares some of its inputs with other Seurons in the network. The algorithm described by Eqs. (6.113) through (6.116) is called the multiple extended Kalman algorithm (MEKA) (Palmieri et al., 1991; Shah and Palmieri, 1990). Computer
6.19 / Supervised Learning as a Function Optimization Problem 215
simulation results for fairly difficult patternclassification problems are presented in Shah and Palmieri (1990),which demonstrate the superior performance of MEKA compared to the global version of the extended Kalman filter algorithm (Shinghal and Wu, 1989).
6.19 Supervised Learning as a Function Optimization Problem
The viewpoint that supervised learning is a nonlinear identification problem directs our attention toward nonlinear optimum Jiltering for relevant literature. Equivalently, we may view the supervised training of a multilayer perceptron as an unconstrained nonlinear function optimization problem. This latter viewpoint directs our attention to the literature on numerical optimization theory, with particular reference to optimization techniques that use higherorder information such as the conjugategradient method and Newton’s method (Luenberger, 1969;Dorny, 1975).Both of these methods use the gradient vector (firstorder partial derivatives) and the Hessian matrix (secondorder partial derivatives) of the cost function %,,(w) to perform the optimization, albeit in different ways. A survey of first and secondorder optimization techniques applied to supervised learning is presented by Battiti (1992).
ConjugateGradient Method
In the firstorder method of gradient descent, the direction vector (along which an adjustment to the weight vector is made) is simply the negative of the gradient vector. Consequently, the approach to a minimum taken by the solution may follow a zigzag path. The conjugategradient method avoids this problem by incorporating an intricate relationship between the direction and gradient vectors. The method was first applied to the general unconstrained minimization problem by Fletcher and Reeves (1964). The conjugategradient method is guaranteed to locate the minimum of any quadratic function of N variables in at most N steps. For nonquadratic functions, as exemplified by the cost function used in the training of a multilayer perceptron, the process is iterative rather than Nstep, and a criterion for convergence is required. Let p(n) denote the direction vector at iteration n of the algorithm. Then the weight vector of the network is updated in accordance with the rule w(n
+ 1) = w(n> + r)(n)p(n)
(6.1 17)
where r)(n)is the learningrate parameter, on which we shall have more to say later. The initial direction vector p(0) is set equal to the negative gradient vector g(n) at the initial point n = 0; that is,
P(0)
=
g(O)
(6.1 8) 1
Each successive direction vector is then computed as a linear combination of the current gradient vector and the previous direction vector. We thus write
(6.119) where P(n) is a timevarying parameter. There are various rules for determining P(n) in terms of the gradient vectors g(n) and g(n + 1); two alternate rules are the following.
1)
~ ( + 1) = g(n n
+
+ P(n>p(n>
The FletcherReeves formula (Fletcher and Reeves, 1964):
(6.120)
216 6 / Multilayer Perceptrons
m The PolakRibi2re formula (Polak and Ribikre, 1969):
P(n) =
gT(n+ l)[g(n + 1)  g(n)l gT(n)g(n)
(6.121)
Both of these rules for determining the parameter P(n) reduce to the same form in the case of a quadratic function (Shanno, 1978). The computation of the learningrate parameter q(n) in the update formula of Eq. (6.117) involves a line search, the purpose of which is to find the particular value of q for which the cost function gaV(w(n)+ qp(n)) is minimized, given fixed values of w(n) and p(n). That is, q(n) is defined by ~ ( n= a g min{%av(w(n) + V P ( ~ ) ) ) ) (6.122)
The accuracy of the line search has a profound influence on the performance of the conjugategradient method (Johansson et al., 1990). The use of the conjugategradient method for the supervised training of multilayer perceptrons has been studied by Kramer and SangiovanniVincentelli (1989), Johansson et al. (1990), and other researchers. The findings reported in these two papers on small Boolean learning problems seem to show that backpropagation learning based on the conjugategradient method requires fewer epochs than the standard backpropagation algorithm, but it is computationally more complex.
Newton’s Method
The conjugategradient method uses the Hessian matrix in its derivation, and yet the algorithm is formulated in such a way that the estimation and storage of the Hessian matrix are completely avoided. In direct contrast, the Hessian matrix plays a prominent role in Newton’s method and its variants. Using the Taylor series expansion, we may approximate an incremental change A%,(w) in the cost function zav(w)as a quadratic function of Aw, an incremental change in the weight vector w, as follows:
Agav(w> = EadW + Aw)  gav(w)
5
gTAw
1 +  AwTH Aw 2
(6.123)
where g is the gradient vector (6.124) and H is the Hessian matrix (6.125) is Differentiating Eq. (6.123) with respect to Aw, the change AgaV(w) minimized when
g + HAW= 0
which yields the optimum value of Aw to be
AW = H’g
(6.126)
where H’ is the inverse of the Hessian matrix. Thus, given a “previous estimate” w, of the optimum solution to the minimization of the cost function gaV(w), “improved an
6.20 / Supervised Learning of Probability Distributions by Multilayer Perceptrons 217
estimate” of the solution is obtained by using the result
w = w,
+ Aw
= W,  Hlg (6.127) Equation (6.127) provides the basis of Newton’s method. This equation is applied iteratively, with the computed value of w being used repeatedly as the “new” w,. The application of Newton’s method to the training of multilayer perceptrons is hindered by the requirement of having to calculate the Hessian matrix and its inverse, which can be computationally expensive. The problem is further complicated by the fact that the Hessian matrix H would have to be nonsingular for its inverse to be computable. Unfortunately, there is no guarantee that the Hessian matrix of a multilayer perceptron with supervised training is always nonsingular. Moreover, there is the potential problem of the Hessian matrix being almost rankdeficient, which results from the intrinsically illconditioned nature of neural network training problems (Saarinen et al., 1991, 1992); this can only make the computational task more difficult. Battiti (1992) discusses various modifications to Newton’s method to accommodate its use for multilayer perceptrons.
6.20 Supervised Learning of Probability Distributions by M uItilayer Perceptrons
The training of a multilayer perceptron is usually performed with the error backpropagation algorithm, which involves the use of a meansquare error criterion as described in Section 6.3. In general, however, such an approach lacks any precise notion of probability. Yet there are many important applications where we would like to train a multilayer perceptron and be able to generalize from a limited and possibly noisy set of examples, to interpret the outputs of the network in probabilistic terms. For example, the need for learning the underlying probability distribution arises in medical diagnosis, where the pattern (vector) applied to the network input corresponds to the symptoms of a patient, and an output of the network corresponds to a particular illness. How, then, can a multilayer perceptron learn a probability distribution? The answer to this fundamental question lies in the use of relative entropy as the performance measure for the supervised learning process (Baum and Wilczek, 1988; Hopfield, 1987b). To be specific, consider a multilayer perceptron consisting of an input layer, a single hidden layer, and an output layer, as shown in Fig. 6.29. According to the notation described in
Input layer
Hidden layer
output layer
FIGURE 6.29
Multilayer perceptron with a single hidden layer and an output layer.
218 6 / Multilayer Perceptrons
this figure, node i refers to the input layer, neuron j refers to the hidden layer, and neuron k refers to the output layer. It is assumed that all the hidden and output neurons of the network use the same sigmoidal nonlinearity in the form of a logistic function. Let wji denote the synaptic weight of hidden neuron j connected to node i in the input layer. Let xila denote the ith component of the input pattern (vector), given case a. Then, the net internal activity of neuron j is given by
vl r ja
=
I
wiio jxl,
(6.128)
Correspondingly, the output of hidden neuron j for case a is given by
Yjla
=
dvjla)
(6.129)
where p(.) is the logistic function (6.130) Consider next the output layer of the network. Let wk, denote the synaptic weight of output neuron k connected to hidden neuron j . The net internal activity of output neuron k is thus given by (6.131) The kth output of the network, given case a at the input, is therefore
Ykla
=
dUkla)
(6.132)
The output ykl. is assigned a probabilistic interpretation as follows. Define
Pkla
= Yklar
(6.133)
as the estimate of the conditional probability that the proposition k is true, given the case a at the input. On this basis, we may interpret 1  Pkla = 1 Ykl.
as the estimate of the conditional probability that the proposition k is fake, given the input case a. Correspondingly, let Qklodenote the actual (true) value of the conditional probability that the proposition k is true, given the input case a. This means that 1  Qkla is the actual value of the conditional probability that the proposition k is false, given the input case a. Thus, we may define the relative entropy for the multilayer perceptron of Fig. 6.29 as follows:
where Paris the a priori probability of occurrence of case a at the input of the multilayer perceptron. The relative entropy is also referred to in the information theory literature as the KullbackLeibler measure of information (Kullback, 1968). A more detailed discussion of this criterion is presented in Chapter 11. For the present it suffices to say that the relative entropy HPllQprovides a quantitative measure of how closely the condiwe have HPlle = 0;otherwise, tional probability Pk1, matches Qklu.When Pkla = HPliQ > 0. To perform the supervised learning of the underlying probability distribution, we use in gradient descent on the relative entropy HPllQ weight space. First, we use the chain rule to express the partial derivative of HPlle with respect to the synaptic weight wkj of output
6.20 / Supervised Learning of Probability Distributions by Multilayer Perceptrons 219
neuron k as follows:
Hence, using Eqs. (6.131) to (6.135) and simplifying, we get (6.136) with respect to the Next, we use Eq. (6.134) to express the partial derivative of HP1lQ synaptic weight wji of hidden neuron j as follows: (6.137)
(6.138) Hence, using Eqs. (6.128) through (6.133) in (6.138) and then substituting the result in Eq. (6.137), we get the desired partial derivative: (6.139) where cp’(*) is the derivative of the logistic function d) respect to its argument. with Assuming the use of the same learningrate parameter 17 for all weight changes made in the network, the weight change applied to the synaptic weights wkj and wjiare computed, respectively, in accordance with the gradientdescent rules:
(6.140) and
(6.141) Note that according to the assignment described in Eq. (6.134), the a posteriori conditional probability Q(kla) plays the role of a desired (target) response for the output of the multilayer perceptron, given that the input data are taken from class a. Thus, using the relative entropy as the criterion for training, and assuming that the multilayer perceptron has enough free parameters, enough training data, and that the training does not get stuck at a local minimum, then the outputs of the multilayer perceptron will approximate the a posteriori conditional probabilities of the underlying distribution. It is important for the multilayer perceptron to converge to a global minimum, because it is only then that we are assured of the relative entropy HPllQbeing close to zero, which in turn means that the estimated conditional probability Pk1, is a close match for the true conditional probability Qkla; it is difficult, if not virtually impossible, to guarantee this condition in practice.
220 6 / Multilayer Perceptrons
6.21 Discussion
Backpropagation learning has indeed emerged as the standard algorithm for the training of multilayer perceptrons, against which other learning algorithms are often benchmarked. The backpropagation algorithm derives its name from the fact that the partial derivatives of the cost function (performance measure) with respect to the free parameters (synaptic weights and thresholds) of the network are determined by backpropagating the error signals (computed by the output neurons) through the network, layer by layer. In so doing, it solves the creditassignment problem in a most elegant fashion. The computing power of the algorithm lies in its two main attributes:
i
1
Local method for updating the synaptic weights and thresholds of the multilayer perceptron ESJicient method for computing all the partial derivatives of the cost function with respect to these free parameters
For the cost function we may use a criterion based on (1) meansquare error, or (2) relative entropy. The meansquare error criterion is well suited for solving patternclassification and nonlinear regression problems. On the other hand, the relative entropy criterion is particularly useful for estimating the condtional a posteriori probabilities of an underlying distribution. The specific details involved in the design of a multilayer perceptron naturally depend on the application of interest. We may, however, make two distinctions:
1. In pattern classification, all the neurons of the network are nonlinear. When the nonlinearity is in the form of the logistic function, the output of neuron k in the output layer of the network is an asymptotic approximation of the a posteriori probability of class k, provided that the network has enough free parameters, enough training data, and does not get stuck in a local minimum. 2. In nonlinear regression, all the neurons in the output layer are linear. This particular choice is justified as follows. Assuming that all the information content of the training vectors is transferred to the synaptic weights and thresholds of the neurons, the residue (approximation error) would ideally be modeled as a realization of white Gaussian noise. The white property means that the power spectrum of the residue is constant and therefore independent of frequency. The Gaussian property means that the amplitude of the residue is Gaussian distributed. Now, the Gaussian distribution occupies the complete amplitude range ( a, It follows therefore that the w). dynamic range of the network output must likewise be (m, a ,which in turn ) requires that the neurons in the output layer of the network be all linear.
In the context of nonlinear regression, various methods have been proposed for improving performance by combining two or more neural networks into a single composite structure. One such method is the basic ensemble method (BEM) that uses the simple idea of ensemble averaging (Perrone and Cooper, 1993). Suppose that we have an ensemble of K regression estimators (e.g., multilayer perceptrons) trained on different data sets drawn from the same population. Let Fk(x)denote the kth regression estimator, where x is the input vector and k = 1, 2, . . . , K . The ensembleaveraged regression estimator is defined simply as (6.142) Perrone and Cooper (1993) demonstrate the generality of this method by showing that it is applicable to a very wide class of cost functions.
6.22 / Applications 221
6.22 Applications
Multilayer perceptrons, trained with the backpropagation algorithm, have been applied successfully in a variety of diverse areas. These applications include the following:
w
NETtalk: Neural networks that learn to pronounce English text (Sejnowski and Rosenberg, 1987) Speech recognition (Cohen et al., 1993; Renals et al., 1992a, b) Optical character recognition (Sackinger et al., 1992; LeCun et al., 1990a)
w w
m Online handwritten character recognition (Guyon, 1990)
m Combining visual and acoustic speech signals for improved intelligibility (Sejnowski
et al., 1990)
w w w
System identification (Narendra and Parthasarathy, 1990) Control (Werbos, 1989, 1992; Nguyen and Widrow, 1989; Jordan and Jacobs, 1990) Steering of an autonomous vehicle (Pomerleau, 1992) and Deng, 1991; Orlando et al., 1990)
w Radar target detection and classification (Haykin and Bhattacharya, 1992; Hayhn
w
Passive sonar detection and classification with a low false alarm rate (Casselman et al., 1991) Medical diagnosis of heart attacks (Baxt, 1993; Harrison et al., 1991)
w
w Modeling of the control of eye movements (Robinson, 1992)
To document all of these applications in full and others not mentioned here, we would need a whole book to do justice to them all. Instead, we have chosen to present detailed discussions of two specific applications: optical character recognition and speech recognition, the needs for both of which are rather pervasive.
Optical Character Recognition
The optical character recognition (OCR) problem is a relatively simple vision task, and yet it is difficult to accomplish with machines. The input consists of black or white pixels representing handwritten digits, and the output has only 10 output categories (digits). The problem is of significant practical value, dealing with objects in a real twodimensional space. The requirement is to map the image space onto the category space with a high enough classification accuracy, given the considerable regularity and complexity of the problem. LeCun et al. (1990a) have shown that a large multilayer perceptron can be used to solve this problem. The images are applied directly to the network, bypassing the need for preprocessing such as feature extraction, and thereby demonstrating the ability of a multilayer perceptron to deal with large amounts of lowlevel information. The OCR network is a multilayer perceptron whose general structure is shown in Fig. 6.30 (Sackinger et al., 1992). It consists of an input layer, four hidden layers, and an output layer. The input layer has 4QO source nodes that correspond directly to the 20 X 20 pixel image (i.e., no preprocessing is done). The 10 outputs of the network code the 10 digits in a “1 out of 10” code. The output neurons compute realvalued outputs, such that the network provides information not only about which particular digit to select, but also about the confidence in the decision made. In fact, the difference between the output levels of the most active and the second most active output neurons is an accurate measure
222 6 / Multilayer Perceptrons 10 outputs
Layer
5
Neurons
10
Synapses
3,000 1,200 50,000 3,136 78,400
4 3 2 1
300 1,200
784
3,136
20 x 20 (= 400) inputs
0 Neuron
Receptive field of neuron
FIGURE 6 3 General structure of the optical character recognition (OCR) .0 network. (From E. Sackinger et ai., 1992a, with permission of IEEE.)
of the confidence that can be used to reject ambiguous digits. Moreover, since the network has no feedback, the classification is accomplished in a single pass. Figure 6.31 represents an example depicting all the states of the OCR network for the case of a handwritten digit 4. The states of the input and four hidden layers are shown as gray levels, whereas the states of the output layer are proportional to the size of the black (negative) and the white (positive) squares. Of all the five computation layers of the network, only the output layer is fully connected with independent synaptic weights. The four hidden layers are carefully constrained to
0 1 2 3 4 5 6 7 8 9
Output layer 3,000 connection eval. by DSP
I
4 Hidden layers 130,000 connections eval. by NNchip
FIGURE 6.31 Example for the states of the OCR network with a number four as input. (From E. Sackinger et al., 1992a, with permission of IEEE.)
6.22 / Applications 223
improve the generalization capability of the network for input patterns that are not used during training. This is accomplished by the use of local receptivejields, shown shaded in Fig. 6.30. Weight sharing is also used in these four layers, which consists of having several synapses of the network controlled by a single weight. This has the beneficial effect of reducing the number of “free” parameters, with the result that the network has many synapses but relatively few free parameters. Owing to the redundant nature of the input data and the constraints imposed on the network, the learning time is reduced significantly. Each neuron in the first hidden layer has 25 inputs connected to a local receptive field made up of 5 X 5 pixel neighborhood in the input (image) layer. The neurons in this layer are grouped into four feature maps. Two adjacent neurons, belonging to the same feature map, have their local receptive fields displaced by one pixel, as illustrated in Fig. 6.32. Weight sharing in this layer is achieved by assigning an identical set of synaptic weights to all the neurons within each feature map. Hence the characterization of the first hidden layer is completely determined by just 4 X 25 = 100 free parameters, plus four bias values. The operation performed by the first hidden layer may thus be viewed essentially as four separate, twodimensional, nonlinear convolutions of the four feature maps with the pixel image. The second hidden layer is designed to reduce the spatial resolution of the four feature maps generated by the first layer, resulting in four new feature maps that are a quarter of the original size. The purpose of this layer is to provide some degree of translational and rotational invariance, which is accomplished as follows. The neurons in this layer are, as before, grouped into four feature maps, but now each neuron averages four inputs. Again, the architecture of local receptive fields and weight sharing is used, with one important change: The local receptive fields of adjacent neurons in a feature map do not overlap; rather, they are now displaced by two input units, as illustrated in Fig. 6.33. This has the effect of reducing the spatial resolution. The third hidden layer performs feature extraction using a 5 X 5 receptive field in a manner similar to the first hidden layer. However, there are some basic differences to be
Feature map (4 in total)
0Neuron no. 1
Neuron no. 2
Pixel image
0
 t t ....
_t
Receptive field of neuron no. 1
1
.... ... . . ., .
i.
. ..........
:
Receptive field of neuron no. 2
FIGURE 6.32 Illustration of the layout of the first hidden layer of the OCR network. (From E. Sackinger et al., 1992a, with permission of IEEE.)
224 6 / Multilayer Perceptrons
I
It
M
Feature map (4 in total)
0Neuron no. 1
Neuron no. 2
Feature map (4 in total)
t
. ....
0
Recephve field of neuron no. 1 Receptive field of neuron no. 2
FIGURE 6.33 Illustration of the layout of the second hidden layer of the OCR network. (From E. Sackinger et al., 1992a, with permission of IEEE.)
noted. First, the neurons in the third hidden layer are grouped into 12 feature maps. Second, the inputs from one or two feature maps generated in the second hidden layer are combined. Most of the neurons in the third hidden layer have 50 inputs, with 25 of them connected to one feature map and the other 25 connected to a similar spatial area in another feature map, as illustrated in Fig. 6.34. The fourth hidden layer, made up of 12 feature maps, performs the same averaging and subsampling function as explained for the second hidden layer. Finally, the output layer has 300 inputs and 10 output neurons. This layer is the only one in the OCR network that is fully connected; that is, it contains 3000 independent synaptic weights. The output layer classifies the input patterns by computing 10 hyperplanes in the 300dimensional feature space generated by the four hidden layers of the network. Now that we understand the architecture of the OCR network, we next consider its performance, for which the error rate is a customary parameter. The error rate measures how many misclassifications the OCR network makes per 100 input patterns when it is tested on a test set of data never seen by the network before. Another even more important performance measure is the reject rate, defined as the number of patterns, with low
Feature map (12 in total)
0Neuron no. 1
.... . .
j...j
Neuron no. 2
h''tif10 11 .I I t 77 I
7+ 1
i+
i... .. ..
Feature map (4 in total) I Receptive fieldofneuronno. 1 field of neuron no.
.. . . ... .. .. . i Receptive field of neuron no. 2 . . ; . .
FIGURE 6.34 Illustration of the layout of the third hidden layer of the OCR network. (From E. Sackinger et al., 1992a, with permission of IEEE.)
6.22 I Applications 225
18.8 19.8 20.9
Raw error rate
Reject rate for 1% error rate Chip no. 2 Chip no. 3
0
Chipno. 1
FIGURE 6.35 Recognition accuracy of the ANNA chip; the error and reject rates are given in percentages for three different chips. (From E. Sackinger et al., 1992a, with permission of IEEE.)
classification confidence, that have to be rejected in order to achieve a specified error ratesay, 1 percent. This parameter is important, since classification errors are usually related to a cost that must be kept under a certain limit. For example, the rejected patterns may be classified manually. Figure 6.35 presents the performance figures measured for three ANNA" (for analog neural network arithmetic and logic) chips. The first four computation layers (Le., all the hidden layers) are on the ANNA chip, and the output layer (Le., the last computation layer) is on a 32bit floatingpoint digital signal processing (DSP) chip. The error rate and reject rate shown in Fig. 6.35 were achieved on a test set taken from segmented, handwritten ZIP codes that appeared on reallife U.S. mail (LeCun et al., 1990a). The test set is rather difficult to classify in that human performance on it is 2.5 percent raw error rate and 3.5 percent reject rate (for 1 percent error rate) (Sackinger et al,, 1992). The OCR network working on a SUN SPARC workstation using 32bit floatingpoint arithmetic achieved an error rate of 4.9 percent and a reject rate of 9.1 percent (for an error rate of 1 percent) on the same test set. The degradation in the performance of the ANNA chip compared to the SUN implementation is small in the case of the error rate; this degradation is due to the ANNA having less than 32bit arithmetic. The reject rate, on the other hand, is affected more seriously by the lowresolution arithmetic of the ANNA chip. This may be explained by the fact that the error rate depends only on the most active output of the OCR network, whereas the reject rate depends on the precise values of the most active and the second most active outputs of the network and therefore requires more precision for its calculation. Sackinger et al. (1992) describe a simple and effective method to improve the performance of the OCR network as implemented by ANNA. The method involves retraining the output layer of the network. During retraining with backpropagation, the chip is used for the forward pass, and the backward pass affects only the output layer that is offchip; the weights on the chip are frozen. This method is simple to apply, since backpropagation is used for a single layer (Le., the output layer), in which case it reduces to the simple delta rule. Figure 6.36 presents a summary of the recognition results obtained with the ANNA chip after retraining. These results, compared to those of Fig. 6.35, are encouraging.
'I ANNA is a hybrid analogdigital chip (Sackinger et al., 1992); a description of this chip used to implement the OCR network is presented in Chapter 15.
226 6 / Multilayer Perceptrons
13.4 13.2 12.5
5.6
5.2
5.6
Raw error rate
Reject rate for 1% error rate
0
chip no. 1
Chip no. 2
~hipno.3
FIGURE 6.36 Recognition accuracy with the ANNA chip after retraining. The error and reject rates are given in percentages for three different chips. (From E. Sackinger et al., 1992a, with permission of IEEE.)
After retraining just the output layer, both the error rate and the reject rate are close to the original performance of the OCR network without quantization, as measured on the SUN workstation. The results shown in Fig. 6.36 also show that “chiptochip” matching is sufficiently good for one chip to be replaced by another without adversely affecting performance of the network. The special form of multilayer perceptron, involving the use of nonlinear convolution in one layer alternating with subsampling in the next layer as described here, is called a convolutional network that extracts its own features. The architectural layout of the network is similar to that of a neocognitron (Fukushima, 1975, 1988b), the development of which was motivated by neurobiological considerations (Hubel and Wiesel, 1962, 1977). However, there is one important difference between the convolutional network and the neocognitron: Learning in the neocognitron is selforganized, proceeding on a layerbylayer basis, whereas in a convolutionalnetwork learning is supervised,proceeding on an epochbyepoch basis.
Speech Recognition
Speech is the principal means of human communication. It is more than just a string of words; it reflects the moods, the ideas, and the personality of the speaker. For humans, speech recognition is a natural and simple process. However, to make a computer respond to even simple spoken commands has proved to be an extremely complex and difficult task. The use of a computer for solving the speechrecognition problem is hampered by variations in pronunciations; even single words are rarely pronounced in the same way twice. The speechrecognition problem is complicated further by concatenation, where consonants adopt aspects of neighboring consonants and vowels in fluent speech (Wheddon, 1990). Another source of difficulty is the size of the vocabulary. The vocabulary size varies in an inverse manner with the system accuracy and efficiency, in the sense that more words introduce more confusion and require more time to process (Waibel and Lee, 1990). In addition to linguistic and vocabulary factors, there is the issue of speaker dependence versus speaker independence to be considered. A speakerdependent system uses speech from a target speaker for training. Accordingly, it results in good accuracy, but requires an inconvenient period for new speakers. On the other hand, a speakerindependentsystem is trained to handle a variety of speakers. Typically, a speakerindependent system is less accurate than a speakerdependent system (Waibel and Lee, 1990).
6.22 / Applications 227
All of these factors make speech recognition a continuing challenge to the speech research community (Lippmann, 1989a). Hidden Markov models are widely used for continuous speech recognition by virtue of their inherent ability to incorporate the sequential and statistical character of the speech signal (Bahl et al., 1983; Jelinek, 1976). Such a model is formally defined as follows (Rabiner and Juang, 1986):
A hidden Markov model (HMM) is a doubly stochastic process with an underlying stochastic process that is not observable (ie., it is hidden), but can only be observed through another set of stochastic processes that generates the sequence of observed symbols.
An HMM provides a probabilistic framework for the modeling of a timevarying process (e.g., speech). It is characterized by the following (Rabiner, 1989):
AJinite number of states: Although the states are hidden, some physical significance is usually attached to the states of the model. A Jinite number of distinct observation symbols per state (Le., a discrete alphabet of finite size): The observation symbols correspond to the physical output of the system being modeled. A transition probability distribution: The transition probability defines the probability of transition of the model from one state to another. Observation symbol probability distributions: After each transition, the model produces an observation (output) symbol in accordance with a probability distribution that depends on the current state. The observation symbol probability distribution is held fixed for each state, regardless of how and when a particular state is entered. Thus, with K states there are K observation symbol probability distributions to be considered.
An initial state probability distribution.
Figure 6.37 presents a particular type of HMM called a leftright or a Bakis model, because the underlying state sequence associated with the model has the property that as time increases, the states proceed from left to right. Such a model has the desirable property that it can readily model a timevarying process (e.g., speech). In the HMM formalism of speech recognition, it is assumed that the speech signal is produced by a stochastic automaton (finite state machine) that is built up from a set of states,
Q
=
{q*,q 2 , . . ., q K 1
and that it is governed by statistical laws. Specifically, for each unit of speech (e.g., vocabulary word or phoneme) we have a particular HMM made up of L states q, E Q, with 1 = 1, 2, . . . , L, according to a prescribed topology (Bourlard, 1990; Bourlard and Wellekens, 1990). A preprocessor is used to transform the speech signal into a sequence
0000
a12 '23
a l l + aI2= 1
a34
a44= 1
FIGURE 6.37 A fourstate, leftright Markov model.
228 6 / Multilayer Perceptrons
of acoustic vectors,
x = {XI, XP,
* *
9
XN)
with the individual vectors of acoustic parameters being extracted by the preprocessor at regular intervals, typically every 10 ms. The acoustic vectors include local speech features such as spectra and related parameters. The transition probabilities, on the other hand, are used to model the displacement of these features through time. The main limitation of the HMM approach is the requirement of stringent statistical assumptions that are unlikely to be valid for speech (Cohen et al., 1993). Another way in which we may approach speech recognition is to use neural networks, particularly multilayer perceptrons based on backpropagation learning. The main advantages of this latter approach are a powerful discriminationbased learning procedure, a flexible architecture that permits easy use of contextual information, and relatively weak hypotheses about statisticaldistributions.However, the temporal structure of speech signals remains difficult to handle with neural networks, and in the framework of continuous speech recognition it is still impossible to recognize a sentence in terms of speech units with multilayer perceptrons (Bourlard, 1990). This temporal problem is solved very efficiently in the HMM approach by a technique known as the dynamic timewarping algorithm, which captures the dynamics of speech (Ney, 1984). As an alternative, the idea of a hybrid approach has been proposed for continuous speech recognition, involving the combined use of multilayer perceptrons (MLP) and hidden Markov models (Morgan and Bourlard, 1990; Bourlard and Wellekens, 1990). This hybrid approach exploits the advantages of backpropagation learning applied to MLP, while preserving the HMM formalism to integrate over time and to segment continuous speech signals. Such a combination is referred to as an MLPHMM speechrecognition system. The MLP is used to provide estimates of the conditional probability distributionP ( q , I X ~ ) , which refers to the a posteriori probability of state q, given the input vector x, . Let y ( j , i ) denote the actual value of the jth output produced by xi.Let d(j,k) denote the desired (target) value of the jth output associated with the class q k ; it is defined by (6.143) Using the relative entropy between the a posteriori target (desired) distribution and a posteriori output distribution as the training criterion, and assuming that the network has enough free parameters, enough training data, and that the training does not get stuck in i a local minimum, then the optimized MLP output yopt(j,) approximates the a posteriori class probability P(qjlxi),as shown by
yopt(j,i) = P(qjlxi)
(6.144)
Using Bayes’ rule, we may then compute the required HMM probabilities as follows: (6.145) The probability P ( q j ) is the a priori probability of state q j ; it is estimated by counting the state (class) occurrences in the examples used to train the MLP. The probability P(xi) is common to all the classes for any given time frame, and may therefore be ignored. The scaled likelihoods so computed are then used to define an acoustic model for the HMM, derived in a discriminative fashion. The discriminative training of the HMM involves maximizing the likelihood of the correct state sequence generating the acoustic
Problems 229
data, and minimizing the probability of the data being generated by all incorrect state sequences. Cohen et al. (1993) have applied a hybrid MLPHMM approach to contextdependent modeling of continuous speech, in which the realization of individual phonemes is highly dependent on phonetic context. For example, the sound of the vowel /ae/ in the words “map” and “tap” is quite different. Contextdependent effects are referred to as coarticulation. The use of contextdependent phonetic models has been shown to improve the recognition accuracy of an HMM significantly (Schwartz et al., 1985). In a contextdependent HMM, different probability distributions are used for each phoneme in every different relevant context. The hybrid MLPHMM system described in Cohen et al. (1993) uses an MLP with an input layer of 234 nodes, spanning 9 frames (with 26 coefficients per frame) of various spectrum and energyrelated parameters that are normalized to have zero mean and unit variance. The hidden layer has 1000 neurons, and the output layer has 69 neurons, one for each contextindependentphonetic class in the SRIDECIPHERTM system, a stateoftheart continuous speechrecognition system. Both the hidden and output neurons use sigmoidal nonlinearities. The MLP is purposely trained to estimate the conditional probability P ( q jIxi),where q j is the state (class) associated with the middle frame of the input xi.The desired (target) probability distribution is defined as 1 for the index corresponding to the phoneme class label and 0 for other classes (states). The experimental results reported in Cohen et al. (1993) and earlier experimental results reported in Renals et al. (1992b) indicate that the use of neural networks can significantly improve the performance of a contextindependentHMM speech recognition system. The development of the hybrid MLPHMM system is based on a general method of decomposing a multilayer classification network with a large output layer into a number of smaller networks, with no statistical independence assumptions. It has been demonstrated that this method may be used to estimate likelihoods for contextdependent phoneme models. Moreover, it appears that scaling is no longer considered to be a problem. It should be noted, however, that the use of MLP involves more intensive computations during training and recognition than the corresponding Gaussian mixture models used in standard HMMs.
PROBLEMS
6.1 Figure P6.1 shows a neural network, involving a single hidden neuron, for the implementation of the XOR pattern; this network may be viewed as an alternative to that considered in Section 6.6. Show that the network of Fig. P6.1 solves the XOR problem by constructing (a) decision regions, and (b) a truth table for the network. 6.2 Use the backpropagation algorithm for computing a set of synaptic weights and thresholds for a neural network structured as in Fig. 6.6 to solve the XOR problem. Assume the use of a logistic function for the nonlinearity.
FIGURE P6.1
230 6 / Multilayer Perceptrons
6.3 Consider the functions
and
p(x) =  tanl(x)
2
n
(ii)
Explain why both of these functions fit the requirements of a sigmoid function. How do these two functions differ from each other?
6.4 The inclusion of a momentum term in the weight update may be viewed as a mechanism for satisfying heuristics 3 and 4 that provide guidelines for accelerating the convergence of the backpropagation algorithm, which was discussed in Section 6.15. Demonstrate the validity of this statement.
6.5
The momentum constant CY is normally assigned a positive value in the range 0 5 CY < 1. Investigate the difference that would be made in the behavior of Eq. (6.37) with respect to time t if CY was assigned a negative value in the range 1 < C Y S O .
6.6 Consider the encoding problem in which a set of orthogonal input patterns are mapped with a set of orthogonal output patterns through a small set of hidden neurons (Rumelhart and McClelland, 1986). Figure P6.6 shows the basic architecture for solving this problem. Essentially, the problem is to learn an encoding of a pbit pattern into a log, pbit pattern, and then learn to decode this representation into the output pattern. Construct the mapping generated by the backpropagation algorithm applied to the network of Fig. P6.6 for the case of identity mapping illustrated below:
Input pattern 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 Output pattern 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1
1 0 0 0 0 0 0 0
N source nodes
log, N
hidden
N output neurons
neurons
FIGURE P6.6
Problems .231
6.7 Consider the simple example of a network involving a single weight, for which the cost function is %(w) = kl(w  wo)z + kz
where wo, k l , and k2 are constants. A backpropagation algorithm with momentum is used to minimize %(w). Explore the way in which the inclusion of the momentum constant a influences the learning process, with particular reference to the number of epochs required for convergence versus a.
6.8 Consider a twolayer network containing no hidden neurons. Assume that the network hasp inputs and a single output neuron. Let xkdenote the kth input signal; the output signal is defined by
where w is a threshold, and g
'' ()
=
1 1 + exp(u)
Show that this network implements a linear decision boundary that consists of a hyperplane in the input space Rp. Illustrate your conclusions for the case of p = 2.
6.9 In Section 6.3 we derived the backpropagation algorithm assuming the use of the sigmoid function of Eq. (6.30), the amplitude of which lies inside the range [0,1]. Repeat the derivation of the algorithm for the asymmetric sigmoid function of Eq. (6.41), whose amplitude lies in the range [l,l].
6.10 Equations (6.66) through (6.68) define the partial derivatives of the approximating function F(w;x) realized by the multilayer perceptron of Fig. 6.19. Derive these equations from the following first principles. (a) Cost j k c t i o n : 1 %(n) =  [d  F(w;x)I2 2
(b) Output of neuron j :
where wji is synaptic weight from neuron i to neuron j , and yi is output of neuron i ; (c) Nonlinearity:
cp(u) = 1
+ exp(u)
1
6.11 Investigate the use of backpropagation learning using a sigmoidal nonlinearity to achieve onetoone mappings, as described here: 1. f(x)
2. f(x)
= ,
X
1
1 I x 5 100 1 9 x 5 10
= loglox,
232 6 / Multilayer Perceptrons
3. f(x) = exp(x),
1 I 10 xI
0I xI
2
2 T
4. f(x)
= sinx,
For each mapping, do the following: (a) Set up two sets of data, one for network training, and the other for testing. (b) Use the training data set to compute the synaptic weights of the network, assumed to have a single hidden layer. (c) Evaluate the computation accuracy of the network by using the test data. Use a single hidden layer but with a variable number of hidden neurons. Investigate how the network performance is affected by varying the size of the hidden layer.
6.12 In this problem we use the backpropagation algorithm to solve a difficult nonlinear prediction problem and compare its performance with that of the LMS algorithm. The time series to be considered is created using a discrete Volterra model that has the form
i)
+
i
j
gijv(n  i ) v ( n 
where g,, gij, . . . are the Volterra coefficients, the v(n) are samples of a white, independently distributed Gaussian noise sequence, and x(n) is the resultant Volterra model output. The first summation term is the familiar movingaverage (MA) timeseries model, and the remaining summation terms are nonlinear components of everincreasing order. In general, the estimation of the Volterra coefficients is considered to be difficult, primarily because of their nonlinear relationship to the data. In this problem we consider the simple example x(n) = v ( n ) + p v ( n  l ) v ( n  2 ) The time series has zero mean, and is uncorrelated and therefore has a white spectrum. However, the timeseries samples are not independent of each other, and therefore a higherorder predictor can be constructed. The variance of the model output is
x ( n  1)
7
x ( n  3)
t
Multilayer perceptron
'IGURE P6.12
Problems 233
given by
u = u;+ P"a: : !
where u is the whitenoise input variance. t Construct a multilayer perceptron (MLP) with an input layer of 6 nodes, a hidden layer of 16 neurons, and a single output neuron. Figure P6.12 shows the network architecture of the MLP used as a predictor, where a tapped delay line is used to feed the input layer of the network. The hidden neurons use sigmoidal nonlinearities limited to the interval [0,1], whereas the output neuron operates as a linear combiner. The network is trained with the backpropagation algorithm having the following description: Learning rateparameter Momentum constant Total number of samples processed Number of samples per epoch Total number of epochs
q = 0.001
C Y
= 0.9 100,000 1,000 100
The whitenoise input variance is set equal to unity. Hence, with P = 0.5, we find that the output variance of the predictor is u = 0.5. : Compute the learning curve of the nonlinear predictor, with the variance of the predictor output 2(n) plotted as a function of the number of epochs of training samples up to 100 epochs. Repeat the experiment using the LMS algorithm designed to perform a linear prediction on an input of 6 samples. The learningrate parameter of the algorithm is set equal to q = 0.9. The results of the experiment should reveal that initially the backpropagation algorithm and the LMS algorithm follow a similar path, and then the backpropagation algorithm continues to improve, finally producing a prediction variance close to the : ideal value u = 0.25.
6.13 Consider a fully connected multilayer perceptron consisting of an input layer of two nodes, a hidden layer of two neurons, and an output layer of one neuron as shown in Fig. P6.13. Assume the use of a hyperbolic tangent for the nonlinearity. We wish to use this particular network structure to study some aspects of double backpropagation learning for improving generalization performance (Drucker and LeCun, 1992). (a) Determine the partial derivatives of the instantaneous sum of squared errors 2 5 with respect to all 6 synaptic weights of the network, and comment on their compositions. In normal backpropagation, these are the only gradient terms that we need.
FIGURE P6.13
234 6 / Multilayer Perceptrons
Suppose that we proceed one more step and calculate the partial derivatives of
8 with respect to the input signals. Show that these new partial derivatives
involve all the synaptic weights in the network. Now formulate a total risk R defined as the sum of 8 and another function 8 defined as follows:
b
where x1 and xz are the input signals, and tl and t2 are the corresponding target derivatives. Hence, recalculate the partial derivatives of the risk R with respect to the synaptic weights of the network. We wish to force the gradients of 8 with respect to the input signals to become zero even if the gradients of 8 with respect to the synaptic weights are nonzero. What would be the result of such a constraint imposed on the network?
6.14 Equation (6.81), defining the derivative of the error surface with respect to the learningrate parameter qji(n), was derived assuming that neuron j lies in the output layer of the multilayer perceptron. Show that this same formula also applies to a neuron j that lies in a hidden layer of the network. 6.15 Write the fuzzy set rule for the fuzzy backpropagation network represented by Table 6.6. 6.16 (a) Derive the formula for the salency Si given in Eq. (6.104). (b) Assume that the Hessian matrix of the average squared error of a multilayer perceptron with respect to its weights may be approximated by a diagonal matrix as follows:
H = diag[hll, hzz,. . . , hw]
where W is the total number of weights in the network. Determine the saliency Siof weight w iin the network.
6.17 Consider a multilayer perceptron with a single output neuron, defined by the function
y
=
F(w,x)
where x is the input vector and w is the vector of synaptic weights in the network. The average squared error on the training set of size N is defined by
where dk is the desired response for the input vector x pertaining to the kth example k and Y k is the actual response of the network produced by the input vector xk. Show that the Hessian H, evaluated at a local minimum of the error surface, may be approximated as follows (Hassibi et al., 1993):
where
g,
=
aFtw,xk) aw
6.18 The use of a momentum term in the weight update described in Eq. (6.35) may be considered as an approximation to the conjugategradient method (Battiti, 1992). Discuss the validity of this statement.
Problems 235
6.19 In describing the optical character recognition problem in Section 6.20,we mentioned that the function of the first hidden layer in the multilayer feedforward network of Fig. 6.28 may be interpreted as that of performing twodimensional nonlinear convolutions of the four feature maps (characterizingthat layer) with the pixel image. Justify the validity of this interpretation. How would you describe the role of the second hidden layer? Justify your answer. 6.20 Consider a multilayer perceptron designed to operate as a pattern classifier, on the basis of minimizing the meansquare error % defined by
l N K K % =2N i = i j=i k = i nik[d(j,k )  y ( j , k)1*
C2C
where nik is the number of times the input vector xiis classified q k , K refers to both the total numbers of output neurons and classes, and N is the size of the training set. The desired response d ( j ,k), pertaining to the jth output associated with the class q k , is defined by
Show that, regardless of the MLP topology, the minimization of % with respect to the actual outputs of the network yields the optimum values for the outputs given by
yo&,
9=
nil
~
nik
What is the probabilistic interpretation of this result?
6.21 In Section 6.9 we presented qualitative arguments for the property of a multilayer perceptron classifier (using a logistic function for nonlinearity)that its outputs provide estimates of the a posteriori class probabilities. This property assumes that the size of the training set is large enough, and that the backpropagation algorithm used to train the network does not get stuck at a local minimum. Fill in the mathematical details of this property.
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