PMID: 8963468Dec 1, 1995Paper

Nonlinear gated experts for time series: discovering regimes and avoiding overfitting

International Journal of Neural Systems
A S WeigendA N Srivastava

Abstract

In the analysis and prediction of real-world systems, two of the key problems are nonstationarity (often in the form of switching between regimes) and overfitting (particularly serious for noisy processes). This article addresses these problems using gated experts, consisting of a (nonlinear) gating network, and several (also nonlinear) competing experts. Each expert learns to predict the conditional mean, and each expert adapts its width to match the noise level in its regime. The gating network learns to predict the probability of each expert, given the input. This article focuses on the case where the gating network bases its decision on information from the inputs. This can be contrasted to hidden Markov models where the decision is based on the previous state(s) (i.e. on the output of the gating network at the previous time step), as well as to averaging over several predictors. In contrast, gated experts soft-partition the input space, only learning to model their region. This article discusses the underlying statistical assumptions, derives the weight update rules, and compares the performance of gated experts to standard methods on three time series: (1) a computer-generated series, obtained by randomly switching betwee...Continue Reading

Citations

Apr 12, 2003·Philosophical Transactions of the Royal Society of London. Series B, Biological Sciences·Stefan SchaalAude Billard
Aug 1, 1997·International Journal of Neural Systems·J Timmer, A S Weigend
Aug 1, 1997·International Journal of Neural Systems·M Choey, A S Weigend
Jun 4, 1999·Trends in Cognitive Sciences·S Schaal
Jan 1, 2013·IEEE Transactions on Neural Networks and Learning Systems·Adil Omari, Aníbal R Figueiras-Vidal
Dec 1, 2012·IEEE Transactions on Neural Networks and Learning Systems·Efraín Mayhua-LópezAníbal R Figueiras-Vidal
Aug 1, 2012·IEEE Transactions on Neural Networks and Learning Systems·Seniha Esen YukselPaul D Gader
Feb 7, 2008·IEEE Transactions on Neural Networks·V Ramamurti, J Ghosh
Feb 6, 2008·IEEE Transactions on Neural Networks·B L ZhangB Flower
Feb 7, 2008·IEEE Transactions on Neural Networks·A F AtiyaM S El-Sherif
Feb 7, 2008·IEEE Transactions on Neural Networks·B LeBaron, A S Weigend
Mar 1, 2005·IEEE Transactions on Neural Networks·Alexandre X Carvalho, Martin A Tanner
Jun 27, 2006·Neural Networks : the Official Journal of the International Neural Network Society·Madalina Olteanu
Apr 19, 2006·Neural Networks : the Official Journal of the International Neural Network Society·Masato ItoJun Tani
Aug 9, 2005·Neural Networks : the Official Journal of the International Neural Network Society·Tugba Taskaya-Temizel, Matthew C Casey
Jun 8, 2007·The Journal of the Acoustical Society of America·M S HughesS A Wickline

❮ Previous
Next ❯

Related Concepts

Trending Feeds

COVID-19

Coronaviruses encompass a large family of viruses that cause the common cold as well as more serious diseases, such as the ongoing outbreak of coronavirus disease 2019 (COVID-19; formally known as 2019-nCoV). Coronaviruses can spread from animals to humans; symptoms include fever, cough, shortness of breath, and breathing difficulties; in more severe cases, infection can lead to death. This feed covers recent research on COVID-19.

Blastomycosis

Blastomycosis fungal infections spread through inhaling Blastomyces dermatitidis spores. Discover the latest research on blastomycosis fungal infections here.

Nuclear Pore Complex in ALS/FTD

Alterations in nucleocytoplasmic transport, controlled by the nuclear pore complex, may be involved in the pathomechanism underlying multiple neurodegenerative diseases including Amyotrophic Lateral Sclerosis and Frontotemporal Dementia. Here is the latest research on the nuclear pore complex in ALS and FTD.

Applications of Molecular Barcoding

The concept of molecular barcoding is that each original DNA or RNA molecule is attached to a unique sequence barcode. Sequence reads having different barcodes represent different original molecules, while sequence reads having the same barcode are results of PCR duplication from one original molecule. Discover the latest research on molecular barcoding here.

Chronic Fatigue Syndrome

Chronic fatigue syndrome is a disease characterized by unexplained disabling fatigue; the pathology of which is incompletely understood. Discover the latest research on chronic fatigue syndrome here.

Evolution of Pluripotency

Pluripotency refers to the ability of a cell to develop into three primary germ cell layers of the embryo. This feed focuses on the mechanisms that underlie the evolution of pluripotency. Here is the latest research.

Position Effect Variegation

Position Effect Variagation occurs when a gene is inactivated due to its positioning near heterochromatic regions within a chromosome. Discover the latest research on Position Effect Variagation here.

STING Receptor Agonists

Stimulator of IFN genes (STING) are a group of transmembrane proteins that are involved in the induction of type I interferon that is important in the innate immune response. The stimulation of STING has been an active area of research in the treatment of cancer and infectious diseases. Here is the latest research on STING receptor agonists.

Microbicide

Microbicides are products that can be applied to vaginal or rectal mucosal surfaces with the goal of preventing, or at least significantly reducing, the transmission of sexually transmitted infections. Here is the latest research on microbicides.

Related Papers

Neural Networks : the Official Journal of the International Neural Network Society
W Jiang, Martin A. Tanner
Neural Networks : the Official Journal of the International Neural Network Society
Ronny Meir, Assaf J. Zeevi
© 2021 Meta ULC. All rights reserved