arXiv subjects

Yasser Roudi

Publications and source records attributed to Yasser Roudi.

At least 37 records · Page 2Linked to original sources

arXiv2016

Path integral methods for the dynamics of stochastic and disordered systems

We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose path integral formalism for a single variable stochastic dynamics, we provide a pedagogical survey of the perturbative, i.e. diagrammatic, approach to dynamics and how this formalism can be used for studying soft spin models. We review the supersymmetric formulation of the Langevin dynamics of these models and discuss the physical implications of the supersymmetry. We also describe the key steps involved in studying the disorder-averaged dynamics. Finally, we discuss the path integral approach for the case of hard Ising spins and review some recent developments in the dynamics of such kinetic Ising models.

cond-mat.dis-nn↗

arXiv2015

U.S. stock market interaction network as learned by the Boltzmann Machine

We study historical dynamics of joint equilibrium distribution of stock returns in the U.S. stock market using the Boltzmann distribution model being parametrized by external fields and pairwise couplings. Within Boltzmann learning framework for statistical inference, we analyze historical behavior of the parameters inferred using exact and approximate learning algorithms. Since the model and inference methods require use of binary variables, effect of this mapping of continuous returns to the discrete domain is studied. The presented analysis shows that binarization preserves market correlation structure. Properties of distributions of external fields and couplings as well as industry sector clustering structure are studied for different historical dates and moving window sizes. We found that a heavy positive tail in the distribution of couplings is responsible for the sparse market clustering structure. We also show that discrepancies between the model parameters might be used as a precursor of financial instabilities.

q-fin.ST↗

arXiv2015

Learning with hidden variables

Learning and inferring features that generate sensory input is a task continuously performed by cortex. In recent years, novel algorithms and learning rules have been proposed that allow neural network models to learn such features from natural images, written text, audio signals, etc. These networks usually involve deep architectures with many layers of hidden neurons. Here we review recent advancements in this area emphasizing, amongst other things, the processing of dynamical inputs by networks with hidden nodes and the role of single neuron models. These points and the questions they arise can provide conceptual advancements in understanding of learning in the cortex and the relationship between machine learning approaches to learning with hidden nodes and those in cortical circuits.

q-bio.NC↗

arXiv2014

Belief-Propagation and replicas for inference and learning in a kinetic Ising model with hidden spins

We propose a new algorithm for inferring the state of hidden spins and reconstructing the connections in a synchronous kinetic Ising model, given the observed history. Focusing on the case in which the hidden spins are conditionally independent of each other given the state of observable spins, we show that calculating the likelihood of the data can be simplified by introducing a set of replicated auxiliary spins. Belief Propagation (BP) and Susceptibility Propagation (SusP) can then be used to infer the states of hidden variables and learn the couplings. We study the convergence and performance of this algorithm for networks with both Gaussian-distributed and binary bonds. We also study how the algorithm behaves as the fraction of hidden nodes and the amount of data are changed, showing that it outperforms the TAP equations for reconstructing the connections.

cond-mat.dis-nn↗

arXiv2014

Correlations and functional connections in a population of grid cells

We study the statistics of spike trains of simultaneously recorded grid cells in freely behaving rats. We evaluate pairwise correlations between these cells and, using a generalized linear model (kinetic Ising model), study their functional connectivity. Even when we account for the covariations in firing rates due to overlapping fields, both the pairwise correlations and functional connections decay as a function of the shortest distance between the vertices of the spatial firing pattern of pairs of grid cells, i.e. their phase difference. The functional connectivity takes positive values between cells with nearby phases and approaches zero or negative values for larger phase differences. We also find similar results when, in addition to correlations due to overlapping fields, we account for correlations due to theta oscillations and head directional inputs. The inferred connections between neurons can be both negative and positive regardless of whether the cells share common spatial firing characteristics, that is, whether they belong to the same modules, or not. The mean strength of these inferred connections is close to zero, but the strongest inferred connections are found between cells of the same module. Taken together, our results suggest that grid cells in the same module do indeed form a local network of interconnected neurons with a functional connectivity that supports a role for attractor dynamics in the generation of the grid pattern.

q-bio.NC↗

arXiv2013

On sampling and modeling complex systems

The study of complex systems is limited by the fact that only few variables are accessible for modeling and sampling, which are not necessarily the most relevant ones to explain the systems behavior. In addition, empirical data typically under sample the space of possible states. We study a generic framework where a complex system is seen as a system of many interacting degrees of freedom, which are known only in part, that optimize a given function. We show that the underlying distribution with respect to the known variables has the Boltzmann form, with a temperature that depends on the number of unknown variables. In particular, when the unknown part of the objective function decays faster than exponential, the temperature decreases as the number of variables increases. We show in the representative case of the Gaussian distribution, that models are predictable only when the number of relevant variables is less than a critical threshold. As a further consequence, we show that the information that a sample contains on the behavior of the system is quantified by the entropy of the frequency with which different states occur. This allows us to characterize the properties of maximally informative samples: in the under-sampling regime, the most informative frequency size distributions have power law behavior and Zipf's law emerges at the crossover between the under sampled regime and the regime where the sample contains enough statistics to make inference on the behavior of the system. These ideas are illustrated in some applications, showing that they can be used to identify relevant variables or to select most informative representations of data, e.g. in data clustering.

physics.data-an↗

arXiv2013

Maximum likelihood reconstruction for Ising models with asynchronous updates

We describe how the couplings in an asynchronous kinetic Ising model can be inferred. We consider two cases, one in which we know both the spin history and the update times and one in which we only know the spin history. For the first case, we show that one can average over all possible choices of update times to obtain a learning rule that depends only on spin correlations and can also be derived from the equations of motion for the correlations. For the second case, the same rule can be derived within a further decoupling approximation. We study all methods numerically for fully asymmetric Sherrington-Kirkpatrick models, varying the data length, system size, temperature, and external field. Good convergence is observed in accordance with the theoretical expectations.

physics.data-an↗

arXiv2013

The Effect of Nonstationarity on Models Inferred from Neural Data

Neurons subject to a common non-stationary input may exhibit a correlated firing behavior. Correlations in the statistics of neural spike trains also arise as the effect of interaction between neurons. Here we show that these two situations can be distinguished, with machine learning techniques, provided the data are rich enough. In order to do this, we study the problem of inferring a kinetic Ising model, stationary or nonstationary, from the available data. We apply the inference procedure to two data sets: one from salamander retinal ganglion cells and the other from a realistic computational cortical network model. We show that many aspects of the concerted activity of the salamander retinal neurons can be traced simply to the external input. A model of non-interacting neurons subject to a non-stationary external field outperforms a model with stationary input with couplings between neurons, even accounting for the differences in the number of model parameters. When couplings are added to the non-stationary model, for the retinal data, little is gained: the inferred couplings are generally not significant. Likewise, the distribution of the sizes of sets of neurons that spike simultaneously and the frequency of spike patterns as function of their rank (Zipf plots) are well-explained by an independent-neuron model with time-dependent external input, and adding connections to such a model does not offer significant improvement. For the cortical model data, robust couplings, well correlated with the real connections, can be inferred using the non-stationary model. Adding connections to this model slightly improves the agreement with the data for the probability of synchronous spikes but hardly affects the Zipf plot.

q-bio.QM↗

arXiv2013

Learning and inference in a nonequilibrium Ising model with hidden nodes

We study inference and reconstruction of couplings in a partially observed kinetic Ising model. With hidden spins, calculating the likelihood of a sequence of observed spin configurations requires performing a trace over the configurations of the hidden ones. This, as we show, can be represented as a path integral. Using this representation, we demonstrate that systematic approximate inference and learning rules can be derived using dynamical mean-field theory. Although naive mean-field theory leads to an unstable learning rule, taking into account Gaussian corrections allows learning the couplings involving hidden nodes. It also improves learning of the couplings between the observed nodes compared to when hidden nodes are ignored.

cond-mat.dis-nn↗

arXiv2012

L$_1$ Regularization for Reconstruction of a non-equilibrium Ising Model

The couplings in a sparse asymmetric, asynchronous Ising network are reconstructed using an exact learning algorithm. L$_1$ regularization is used to remove the spurious weak connections that would otherwise be found by simply minimizing the minus likelihood of a finite data set. In order to see how L$_1$ regularization works in detail, we perform the calculation in several ways including (1) by iterative minimization of a cost function equal to minus the log likelihood of the data plus an L$_1$ penalty term, and (2) an approximate scheme based on a quadratic expansion of the cost function around its minimum. In these schemes, we track how connections are pruned as the strength of the L$_1$ penalty is increased from zero to large values. The performance of the methods for various coupling strengths is quantified using ROC curves.

stat.ME↗

arXiv2011

Role of correlations in population coding

Correlations among spikes, both on the same neuron and across neurons, are ubiquitous in the brain. For example cross-correlograms can have large peaks, at least in the periphery, and smaller -- but still non-negligible -- ones in cortex, and auto-correlograms almost always exhibit non-trivial temporal structure at a range of timescales. Although this has been known for over forty years, it's still not clear what role these correlations play in the brain -- and, indeed, whether they play any role at all. The goal of this chapter is to shed light on this issue by reviewing some of the work on this subject.

q-bio.NC↗

arXiv2011

Ising Models for Inferring Network Structure From Spike Data

Now that spike trains from many neurons can be recorded simultaneously, there is a need for methods to decode these data to learn about the networks that these neurons are part of. One approach to this problem is to adjust the parameters of a simple model network to make its spike trains resemble the data as much as possible. The connections in the model network can then give us an idea of how the real neurons that generated the data are connected and how they influence each other. In this chapter we describe how to do this for the simplest kind of model: an Ising network. We derive algorithms for finding the best model connection strengths for fitting a given data set, as well as faster approximate algorithms based on mean field theory. We test the performance of these algorithms on data from model networks and experiments.

q-bio.QM↗

arXiv2011

Effect of coupling asymmetry on mean-field solutions of direct and inverse Sherrington-Kirkpatrick model

We study how the degree of symmetry in the couplings influences the performance of three mean field methods used for solving the direct and inverse problems for generalized Sherrington-Kirkpatrick models. In this context, the direct problem is predicting the potentially time-varying magnetizations. The three theories include the first and second order Plefka expansions, referred to as naive mean field (nMF) and TAP, respectively, and a mean field theory which is exact for fully asymmetric couplings. We call the last of these simply MF theory. We show that for the direct problem, nMF performs worse than the other two approximations, TAP outperforms MF when the coupling matrix is nearly symmetric, while MF works better when it is strongly asymmetric. For the inverse problem, MF performs better than both TAP and nMF, although an ad hoc adjustment of TAP can make it comparable to MF. For high temperatures the performance of TAP and MF approach each other.

cond-mat.dis-nn↗

arXiv2011

Dynamical TAP equations for non-equilibrium Ising spin glasses

We derive and study dynamical TAP equations for Ising spin glasses obeying both synchronous and asynchronous dynamics using a generating functional approach. The system can have an asymmetric coupling matrix, and the external fields can be time-dependent. In the synchronously updated model, the TAP equations take the form of self consistent equations for magnetizations at time $t+1$, given the magnetizations at time $t$. In the asynchronously updated model, the TAP equations determine the time derivatives of the magnetizations at each time, again via self consistent equations, given the current values of the magnetizations. Numerical simulations suggest that the TAP equations become exact for large systems.

cond-mat.dis-nn↗

arXiv2011

Mean Field Theory For Non-Equilibrium Network Reconstruction

There has been recent progress on the problem of inferring the structure of interactions in complex networks when they are in stationary states satisfying detailed balance, but little has been done for non-equilibrium systems. Here we introduce an approach to this problem, considering, as an example, the question of recovering the interactions in an asymmetrically-coupled, synchronously-updated Sherrington-Kirkpatrick model. We derive an exact iterative inversion algorithm and develop efficient approximations based on dynamical mean-field and Thouless-Anderson-Palmer equations that express the interactions in terms of equal-time and one time step-delayed correlation functions.

cond-mat.dis-nn↗

arXiv2010

Dynamics and Performance of Susceptibility Propagation on Synthetic Data

We study the performance and convergence properties of the Susceptibility Propagation (SusP) algorithm for solving the Inverse Ising problem. We first study how the temperature parameter (T) in a Sherrington-Kirkpatrick model generating the data influences the performance and convergence of the algorithm. We find that at the high temperature regime (T>4), the algorithm performs well and its quality is only limited by the quality of the supplied data. In the low temperature regime (T<4), we find that the algorithm typically does not converge, yielding diverging values for the couplings. However, we show that by stopping the algorithm at the right time before divergence becomes serious, good reconstruction can be achieved down to T~2. We then show that dense connectivity, loopiness of the connectivity, and high absolute magnetization all have deteriorating effects on the performance of the algorithm. When absolute magnetization is high, we show that other methods can be work better than SusP. Finally, we show that for neural data with high absolute magnetization, SusP performs less well than TAP inversion.

cond-mat.dis-nn↗

arXiv2009

Statistical physics of pairwise probability models

Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using a reasonable amount of data: knowledge of the means and correlations between pairs of elements in the system is sufficient. Not surprisingly, then, using pairwise models for studying neural data has been the focus of many studies in recent years. In this paper, we describe how tools from statistical physics can be employed for studying and using pairwise models. We build on our previous work on the subject and study the relation between different methods for fitting these models and evaluating their quality. In particular, using data from simulated cortical networks we study how the quality of various approximate methods for inferring the parameters in a pairwise model depends on the time bin chosen for binning the data. We also study the effect of the size of the time bin on the model quality itself, again using simulated data. We show that using finer time bins increases the quality of the pairwise model. We offer new ways of deriving the expressions reported in our previous work for assessing the quality of pairwise models.

q-bio.QM↗

arXiv2009

The Ising Model for Neural Data: Model Quality and Approximate Methods for Extracting Functional Connectivity

We study pairwise Ising models for describing the statistics of multi-neuron spike trains, using data from a simulated cortical network. We explore efficient ways of finding the optimal couplings in these models and examine their statistical properties. To do this, we extract the optimal couplings for subsets of size up to 200 neurons, essentially exactly, using Boltzmann learning. We then study the quality of several approximate methods for finding the couplings by comparing their results with those found from Boltzmann learning. Two of these methods- inversion of the TAP equations and an approximation proposed by Sessak and Monasson- are remarkably accurate. Using these approximations for larger subsets of neurons, we find that extracting couplings using data from a subset smaller than the full network tends systematically to overestimate their magnitude. This effect is described qualitatively by infinite-range spin glass theory for the normal phase. We also show that a globally-correlated input to the neurons in the network lead to a small increase in the average coupling. However, the pair-to-pair variation of the couplings is much larger than this and reflects intrinsic properties of the network. Finally, we study the quality of these models by comparing their entropies with that of the data. We find that they perform well for small subsets of the neurons in the network, but the fit quality starts to deteriorate as the subset size grows, signalling the need to include higher order correlations to describe the statistics of large networks.

q-bio.QM↗