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互相关Hebbian算法的离散时间动力学特性分析

On the Discrete-Time Dynamics of Cross-Coupled Hebbian Algorithm

  • 摘要: 迄今为止,确定性离散时间(DDT)方法已被广泛应用于主/次成分分析(PCA/MCA)和广义主/次成分分析(GPCA/GMCA)神经网络算法的收敛性分析。然而,DDT方法却无法分析针对两路随机信号的互相关矩阵进行奇异值分解(SVD)的神经网络算法的收敛特性。这是因为这类算法在一对耦合方程中同时包含两个交叉耦合的变量(即左奇异向量和右奇异向量)。因此,学者通常采用雅可比法或李亚普诺夫法来分析SVD算法的收敛性。然而,这些传统方法不能揭示神经网络算法的动态行为。本文以互相关Hebbian算法为例,将两个变量进行巧妙结合得到了一个只有一个变量的类PCA算法,进而通过求条件期望得到了一种类PCA算法的DDT系统,该系统在表达形式上与PCA的DDT系统一致,从而为基于DDT方法的算法动态行为分析提供了可能性。在此基础上,利用DDT方法详细研究了互相关Hebbian算法的离散时间动态行为和稳定性,然而因为此时的Rayleigh商不再是全为正数,因而系统的分析过程较常规DDT分析方法更为复杂。最终,通过该思路实现了对SVD神经网络算法的动力学特性的间接分析。据作者所知,已有文献中没有做过类似的研究工作。

     

    Abstract: Principal/minor component analysis (PCA/MCA), generalized principal/minor component analysis (GPCA/GMCA), and singular value decomposition (SVD) algorithms are important techniques for feature extraction. In the convergence analysis of these algorithms, the deterministic discrete-time (DDT) method can reveal the dynamic behavior of PCA/MCA and GPCA/GMCA algorithms effectively. However, the dynamic behavior of SVD algorithms has not been studied quantitatively because of their special structure. In this paper, for the first time, we utilize the advantages of the DDT method in PCA algorithms analysis to study the dynamics of SVD algorithms. First, taking the cross-coupled Hebbian algorithm as an example, by concatenating the two cross-coupled variables into a single vector, we successfully get a PCA-like DDT system. Second, we analyze the discrete-time dynamic behavior and stability of the PCA-like DDT system in detail based on the DDT method, and obtain the boundedness of the weight vectors and learning rate. Moreover, further discussion shows the universality of the proposed method for analyzing other SVD algorithms. As a result, the proposed method provides a new way to study the dynamical convergence properties of SVD algorithms.

     

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