SearcharxivSearch

arXiv · 1810.06966

Biologically Plausible Online Principal Component Analysis Without Recurrent Neural Dynamics

Abstract

Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs should map to similar pairs of outputs. However, the operation of these networks (and of similar networks) requires a fixed-point iteration to determine the output corresponding to a given input, which means that dynamics must operate on a faster time scale than the variation of the input. Further, during these fast dynamics such networks typically "disable" learning, updating synaptic weights only once the fixed-point iteration has been resolved. Here, we derive a network for PCA-based dimensionality reduction that avoids this fast fixed-point iteration. The key novelty of our approach is a modification of the similarity matching objective to encourage near-diagonality of a synaptic weight matrix. We then approximately invert this matrix using a Taylor series approximation, replacing the previous fast iterations. In the offline setting, our algorithm corresponds to a dynamical system, the stability of which we rigorously analyze. In the online setting (i.e., with stochastic gradients), we map our algorithm to a familiar neural network architecture and give numerical results showing that our method converges at a competitive rate. The computational complexity per iteration of our online algorithm is linear in the total degrees of freedom, which is in some sense optimal.

Explore related subjects

Keep this discovery

BibTeXRIS

Victor Minden, Cengiz Pehlevan, Dmitri B. Chklovskii. 2018-11-03. Biologically Plausible Online Principal Component Analysis Without Recurrent Neural Dynamics. https://arxiv.org/abs/1810.06966

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Estimating Hierarchically Rank Structured Covariance Matrices

We consider the problem of estimating a high-dimensional covariance matrix from a very limited number of samples. This problem is ubiquitous in computational fluid dynamics, where a small number of fluid snapshots must be used to construct a Gramian matrix determining a reduced-order model, as well as in computational geoscience, where a small ensemble of Earth system forecasts must be used to estimate the covariance matrix associated with the forecast uncertainty. It is common practice to regularize the small-sample covariance by imposing a "localization" structure that enforces a physically realistic correlation length scale, imposing a sparsity constraint, "shrinking" towards a prescribed target, or attenuating small correlations. We propose an alternate technique that regularizes the small-sample covariance by imposing hierarchical rank structure. Compared to regularization methods that assume sparsity such as spatial localization, hierarchical rank structure accommodates a wider range of covariance matrices, roughly corresponding to situations where long-range correlations vary more smoothly than short-range ones. It also results in a data-sparse matrix format that permits highly efficient matrix-vector products. We present theory and algorithms which show how to efficiently estimate a high-dimensional, hierarchically rank structured covariance matrix from limited samples. Through an error analysis and numerical experiments with a variety of model problems, we demonstrate that these techniques are effective at reducing sampling errors, and that in many cases they achieve smaller estimation error than conventional techniques.

stat.CO

Optimal Slice-Adaptive Tuning of Hybrid Slice Sampling

Slice sampling is a Markov chain Monte Carlo algorithm that draws its next state uniformly from a "slice"---a super-level set of the target density function---at each iteration, thereby providing automatic local adaptivity to the scale of the target. In practice the exact slice is not known, so general-purpose implementations use an approximate slice that is grown from a starting interval of length $w>0$, with a computational cost that depends on $w$. This work presents an analysis of the average per-iteration number of target density evaluations, as a function of $w$, of hybrid slice sampling with various slice-finding schemes for targets with contiguous slices. The paper uses the results of the analysis to develop automated, slice-adaptive tuning schemes along with suboptimality bounds and asymptotic convergence guarantees. Simulations demonstrate that the tuning schemes reliably yield near-optimal slice-adaptive tuning with essentially no dependence on the initial setting of $w$.

stat.CO