The present document delineates the analysis, design, implementation, and benchmarking of various neural network architectures within a short-term frequency prediction system for the foreign exchange market (FOREX). Our aim is to simulate the judgment of the human expert (technical analyst) using a system that responds promptly to changes in market conditions, thus enabling the optimization of short-term trading strategies. We designed and implemented a series of LSTM neural network architectures which are taken as input the exchange rate values and generate the short-term market trend forecasting signal and an ANN custom architecture based on technical analysis indicator simulators We performed a comparative analysis of the results and came to useful conclusions regarding the suitability of each architecture and the cost in terms of time and computational power to implement them. The ANN custom architecture produces better prediction quality with higher sensitivity using fewer resources and spending less time than LSTM architectures. The ANN custom architecture appears to be ideal for use in low-power computing systems and for use cases that need fast decisions with the least possible computational cost.
Elements of neural networks, both biological and artificial, can be described by their selectivity for specific cognitive features. Understanding these features is important for understanding the inner workings of neural networks. For a living system, such as a neuron, whose response to a stimulus is unknown and not differentiable, the only way to reveal these features is through a feedback loop that exposes it to a large set of different stimuli. The properties of these stimuli should be varied iteratively in order to maximize the neuronal response. To utilize this feedback loop for a biological neural network, it is important to run it quickly and efficiently in order to reach the stimuli that maximizes certain neurons' activation with the least number of iterations possible. Here we present a framework with an efficient design for such a loop. We successfully tested it on an artificial spiking neural network (SNN), which is a model that simulates the asynchronous spiking activity of neurons in living brains. Our optimization method for activation maximization is based on the low-rank Tensor Train decomposition of the discrete activation function. The optimization space is the latent parameter space of images generated by SN-GAN or VQ-VAE generative models. To our knowledge, this is the first time that effective AM has been applied to SNNs. We track changes in the optimal stimuli for artificial neurons during training and show that highly selective neurons can form already in the early epochs of training and in the early layers of a convolutional spiking network. This formation of refined optimal stimuli is associated with an increase in classification accuracy. Some neurons, especially in the deeper layers, may gradually change the concepts they are selective for during learning, potentially explaining their importance for model performance.
The choice of the shape parameter highly effects the behaviour of radial basis function (RBF) approximations, as it needs to be selected to balance between ill-condition of the interpolation matrix and high accuracy. In this paper, we demonstrate how to use neural networks to determine the shape parameters in RBFs. In particular, we construct a multilayer perceptron trained using an unsupervised learning strategy, and use it to predict shape parameters for inverse multiquadric and Gaussian kernels. We test the neural network approach in RBF interpolation tasks and in a RBF-finite difference method in one and two-space dimensions, demonstrating promising results.
Understanding the mechanisms through which neural networks extract statistics from input-label pairs through feature learning is one of the most important unsolved problems in supervised learning. Prior works demonstrated that the gram matrices of the weights (the neural feature matrices, NFM) and the average gradient outer products (AGOP) become correlated during training, in a statement known as the neural feature ansatz (NFA). Through the NFA, the authors introduce mapping with the AGOP as a general mechanism for neural feature learning. However, these works do not provide a theoretical explanation for this correlation or its origins. In this work, we further clarify the nature of this correlation, and explain its emergence. We show that this correlation is equivalent to alignment between the left singular structure of the weight matrices and the newly defined pre-activation tangent features at each layer. We further establish that the alignment is driven by the interaction of weight changes induced by SGD with the pre-activation features, and analyze the resulting dynamics analytically at early times in terms of simple statistics of the inputs and labels. Finally, motivated by the observation that the NFA is driven by this centered correlation, we introduce a simple optimization rule that dramatically increases the NFA correlations at any given layer and improves the quality of features learned.
Neural networks posses the crucial ability to generate meaningful representations of task-dependent features. Indeed, with appropriate scaling, supervised learning in neural networks can result in strong, task-dependent feature learning. However, the nature of the emergent representations, which we call the `coding scheme', is still unclear. To understand the emergent coding scheme, we investigate fully-connected, wide neural networks learning classification tasks using the Bayesian framework where learning shapes the posterior distribution of the network weights. Consistent with previous findings, our analysis of the feature learning regime (also known as `non-lazy', `rich', or `mean-field' regime) shows that the networks acquire strong, data-dependent features. Surprisingly, the nature of the internal representations depends crucially on the neuronal nonlinearity. In linear networks, an analog coding scheme of the task emerges. Despite the strong representations, the mean predictor is identical to the lazy case. In nonlinear networks, spontaneous symmetry breaking leads to either redundant or sparse coding schemes. Our findings highlight how network properties such as scaling of weights and neuronal nonlinearity can profoundly influence the emergent representations.
This work focuses on the analysis of fully connected feed forward ReLU neural networks as they approximate a given, smooth function. In contrast to conventionally studied universal approximation properties under increasing architectures, e.g., in terms of width or depth of the networks, we are concerned with the asymptotic growth of the parameters of approximating networks. Such results are of interest, e.g., for error analysis or consistency results for neural network training. The main result of our work is that, for a ReLU architecture with state of the art approximation error, the realizing parameters grow at most polynomially. The obtained rate with respect to a normalized network size is compared to existing results and is shown to be superior in most cases, in particular for high dimensional input.
Deep learning with physics-informed neural networks (PINNs) has emerged as a highly popular and effective approach for solving partial differential equations(PDEs). In this paper, we first investigate the extrapolation capability of the PINN method for time-dependent PDEs. Taking advantage of this extrapolation property, we can generalize the training result obtained in the time subinterval to the large interval by adding a correction term to the network parameters of the subinterval. The correction term is determined by further training with the sample points in the added subinterval. Secondly, by designing an extrapolation control function with special characteristics and combining it with the correction term, we construct a new neural network architecture whose network parameters are coupled with the time variable, which we call the extrapolation-driven network architecture. Based on this architecture, using a single neural network, we can obtain the overall PINN solution of the whole domain with the following two characteristics: (1) it completely inherits the local solution of the interval obtained from the previous training, (2) at the interval node, it strictly maintains the continuity and smoothness that the true solution has. The extrapolation-driven network architecture allows us to divide a large time domain into multiple subintervals and solve the time-dependent PDEs one by one in chronological order. This training scheme respects the causality principle and effectively overcomes the difficulties of the conventional PINN method in solving the evolution equation on a large time domain. Numerical experiments verify the performance of our proposed method.
Popular artificial neural networks (ANN) optimize parameters for unidirectional value propagation, assuming some arbitrary parametrization type like Multi-Layer Perceptron (MLP) or Kolmogorov-Arnold Network (KAN). In contrast, for biological neurons e.g. "it is not uncommon for axonal propagation of action potentials to happen in both directions"~\cite{axon} - suggesting they are optimized to continuously operate in multidirectional way. Additionally, statistical dependencies a single neuron could model is not just (expected) value dependence, but entire joint distributions including also higher moments. Such more agnostic joint distribution neuron would allow for multidirectional propagation (of distributions or values) e.g. $\rho(x|y,z)$ or $\rho(y,z|x)$ by substituting to $\rho(x,y,z)$ and normalizing. There will be discussed Hierarchical Correlation Reconstruction (HCR) for such neuron model: assuming $\rho(x,y,z)=\sum_{ijk} a_{ijk} f_i(x) f_j(y) f_k(z)$ type parametrization of joint distribution in polynomial basis $f_i$, which allows for flexible, inexpensive processing including nonlinearities, direct model estimation and update, trained through standard backpropagation or novel ways for such structure up to tensor decomposition or information bottleneck approach. Using only pairwise (input-output) dependencies, its expected value prediction becomes KAN-like with trained activation functions as polynomials, can be extended by adding higher order dependencies through included products - in conscious interpretable way, allowing for multidirectional propagation of both values and probability densities.
Physics-informed neural networks (PINNs) are a powerful approach for solving problems involving differential equations, yet they often struggle to solve problems with high frequency and/or multi-scale solutions. Finite basis physics-informed neural networks (FBPINNs) improve the performance of PINNs in this regime by combining them with an overlapping domain decomposition approach. In this work, FBPINNs are extended by adding multiple levels of domain decompositions to their solution ansatz, inspired by classical multilevel Schwarz domain decomposition methods (DDMs). Analogous to typical tests for classical DDMs, we assess how the accuracy of PINNs, FBPINNs and multilevel FBPINNs scale with respect to computational effort and solution complexity by carrying out strong and weak scaling tests. Our numerical results show that the proposed multilevel FBPINNs consistently and significantly outperform PINNs across a range of problems with high frequency and multi-scale solutions. Furthermore, as expected in classical DDMs, we show that multilevel FBPINNs improve the accuracy of FBPINNs when using large numbers of subdomains by aiding global communication between subdomains.
When neural networks are trained from data to simulate the dynamics of physical systems, they encounter a persistent challenge: the long-time dynamics they produce are often unphysical or unstable. We analyze the origin of such instabilities when learning linear dynamical systems, focusing on the training dynamics. We make several analytical findings which empirical observations suggest extend to nonlinear dynamical systems. First, the rate of convergence of the training dynamics is uneven and depends on the distribution of energy in the data. As a special case, the dynamics in directions where the data have no energy cannot be learned. Second, in the unlearnable directions, the dynamics produced by the neural network depend on the weight initialization, and common weight initialization schemes can produce unstable dynamics. Third, injecting synthetic noise into the data during training adds damping to the training dynamics and can stabilize the learned simulator, though doing so undesirably biases the learned dynamics. For each contributor to instability, we suggest mitigative strategies. We also highlight important differences between learning discrete-time and continuous-time dynamics, and discuss extensions to nonlinear systems.
We use fixed point theory to analyze nonnegative neural networks, which we define as neural networks that map nonnegative vectors to nonnegative vectors. We first show that nonnegative neural networks with nonnegative weights and biases can be recognized as monotonic and (weakly) scalable mappings within the framework of nonlinear Perron-Frobenius theory. This fact enables us to provide conditions for the existence of fixed points of nonnegative neural networks having inputs and outputs of the same dimension, and these conditions are weaker than those recently obtained using arguments in convex analysis. Furthermore, we prove that the shape of the fixed point set of nonnegative neural networks with nonnegative weights and biases is an interval, which under mild conditions degenerates to a point. These results are then used to obtain the existence of fixed points of more general nonnegative neural networks. From a practical perspective, our results contribute to the understanding of the behavior of autoencoders, and we also offer valuable mathematical machinery for future developments in deep equilibrium models.