Neural Networks


Many concepts related to the neural networks methodology are best explained if they are illustrated with applications of a specific neural network program. Therefore, this chapter contains many references to STATISTICA Neural Networks (in short, ST Neural Networks, a neural networks application available from StatSoft), a particularly comprehensive neural network tool.
Introduction

Neural networks have seen an explosion of interest over the last few years, and are being successfully applied across an extraordinary range of problem domains, in areas as diverse as finance, medicine, engineering, geology and physics. Indeed, anywhere that there are problems of prediction, classification or control, neural networks are being introduced. This sweeping success can be attributed to a few key factors:

Neural networks are also intuitively appealing, based as they are on a crude low-level model of biological neural systems. In the future, the development of this neuro-biological modeling may lead to genuinely intelligent computers. Meanwhile, the "simple" neural networks modeled by ST Neural Networks already add a significant weapon to the armory of the applied statistician.
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The Biological Inspiration

Neural networks grew out of research in Artificial Intelligence; specifically, attempts to mimic the fault-tolerance and capacity to learn of biological neural systems by modeling the low-level structure of the brain (see Patterson, 1996). The main branch of Artificial Intelligence research in the 1960s -1980s produced Expert Systems. These are based upon a high-level model of reasoning processes (specifically, the concept that our reasoning processes are built upon manipulation of symbols). It became rapidly apparent that these systems, although very useful in some domains, failed to capture certain key aspects of human intelligence. According to one line of speculation, this was due to their failure to mimic the underlying structure of the brain. In order to reproduce intelligence, it would be necessary to build systems with a similar architecture.

The brain is principally composed of a very large number (circa 10,000,000,000) of neurons, massively interconnected (with an average of several thousand interconnects per neuron, although this varies enormously). Each neuron is a specialized cell which can propagate an electrochemical signal. The neuron has a branching input structure (the dendrites), a cell body, and a branching output structure (the axon). The axons of one cell connect to the dendrites of another via a synapse. When a neuron is activated, it fires an electrochemical signal along the axon. This signal crosses the synapses to other neurons, which may in turn fire. A neuron fires only if the total signal received at the cell body from the dendrites exceeds a certain level (the firing threshold).

The strength of the signal received by a neuron (and therefore its chances of firing) critically depends on the efficacy of the synapses. Each synapse actually contains a gap, with neurotransmitter chemicals poised to transmit a signal across the gap. One of the most influential researchers into neurological systems (Donald Hebb) postulated that learning consisted principally in altering the "strength" of synaptic connections. For example, in the classic Pavlovian conditioning experiment, where a bell is rung just before dinner is delivered to a dog, the dog rapidly learns to associate the ringing of a bell with the eating of food. The synaptic connections between the appropriate part of the auditory cortex and the salivation glands are strengthened, so that when the auditory cortex is stimulated by the sound of the bell the dog starts to salivate.

Thus, from a very large number of extremely simple processing units (each performing a weighted sum of its inputs, and then firing a binary signal if the total input exceeds a certain level) the brain manages to perform extremely complex tasks. Of course, there is a great deal of complexity in the brain which has not been discussed here, but it is interesting that artificial neural networks can achieve some remarkable results using a model not much more complex than this.
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The Basic Artificial Model

To capture the essence of biological neural systems, an artificial neuron is defined as follows:

If the step activation function is used (i.e. the neuron's output is 0 if the input is less than zero, and 1 if the input is greater than or equal to 0) then the neuron acts just like the biological neuron described earlier (subtracting the threshold from the weighted sum and comparing with zero is equivalent to comparing the weighted sum to the threshold). Actually, the step function is rarely used in artificial neural networks, as will be discussed soon. Note also that weights may be negative, which implies that the synapse has an inhibitory rather than excitatory effect on the neuron: inhibitory neurons are found in the brain.

This describes an individual neuron. The next question is: how should neurons be connected together? If a network is to be of any use, there must be inputs (which carry the values of variables of interest in the outside world) and outputs (which form predictions, or control signals). Inputs and outputs correspond to sensory and motor nerves such as those coming from the eyes and leading to the hands. However, there may also be hidden neurons which play an internal role in the network. The input, hidden and output neurons need to be connected together.

The key issue here is feedback (Haykin, 1994). A simple network has a feedforward structure: signals flow from inputs, forwards through any hidden units, eventually reaching the output units. Such a structure has stable behavior. However, if the network is recurrent (contains connections back from later to earlier neurons) it may be unstable, and has very complex dynamics. Recurrent networks are very interesting to researchers in neural networks, but so far it is the feedforward structures which have proved most useful in solving real problems, and it is these types of neural network which ST Neural Networks models.

A typical feedforward network is shown below. Neurons are arranged in a distinct layered topology. The input layer is not really neural at all: these units simply serve to introduce the values of the input variables. The hidden and output layer neurons are each connected to all of the units in the preceding layer. Again, it is possible to define networks which are partially-connected to only some units in the preceding layer; however, for most applications fully-connected networks are better, and this is the type of network supported by ST Neural Networks.

[Neural Network Example]

When the network is executed (used), the input variable values are placed in the input units, and then the hidden and output layer units are progressively executed. Each of them calculates its activation value by taking the weighted sum of the outputs of the units in the preceding layer, and subtracting the threshold. The activation value is passed through the activation function to produce the output of the neuron. When the entire network has been executed, the outputs of the output layer act as the output of the entire network.
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Using a Neural Network

The previous section describes in simplified terms how a neural network turns inputs into outputs. The next important question is: how do you apply a neural network to solve a problem?

The type of problem amenable to solution by a neural network is defined by the way they work, and the way they are trained. Neural networks work by feeding in some input variables, and producing some output variables. They can therefore be used where you have some known information, and would like to infer some unknown information (Patterson, 1996; Fausett, 1994). Some examples are:

Stock market prediction. You know last week's stock prices and today's FTSE index; you want to know tomorrow's stock prices.

Credit assignment. You want to know whether an applicant for a loan is a good or bad credit risk. You know their income, previous credit history, etc. (because you ask them these things).

Control. You want to know whether a robot should turn left, turn right or move forwards in order to reach a target; you know the scene which the robot's camera is currently observing.

Needless to say, not every problem can be solved by a neural network. You may wish to know next week's lottery result, and know your shoe size, but there is no relationship between the two. Indeed, if the lottery is being run correctly, there is no fact you could possibly know that would allow you to infer next week's result. Many financial institutions use, or have experimented with, neural networks for Stock Market prediction, so it is likely that any trends predictable by neural techniques are already "discounted" by the market, and (unfortunately) you are unlikely to have any success at solving this particular problem either!

Another important requirement for the use of a neural network therefore is that you know (or at least strongly suspect) that there is a relationship between the proposed known inputs and unknown outputs. This relationship may be noisy (you certainly would not expect that the factors given in the stock market prediction example above could give an exact prediction, as prices are clearly influenced by other factors not represented in the input set, and there may be an element of pure randomness) but it must exist.

In general, if you are using a neural network you won't know the exact nature of the relationship between inputs and outputs - if you knew the relationship, you would model it directly. The other key feature of neural networks is that they learn the input/output relationship through training. There are two types of training used in neural networks, with different types of network using different types of training. These are supervised and unsupervised training, of which supervised is the most common and will be discussed in this section (unsupervised learning is described in a later section).

In supervised learning, the network user assembles a set of training data. The training data contains examples of inputs together with the corresponding outputs, and the network learns to infer the relationship between the two. Training data is usually taken from historical records. In the above examples, this might include previous stock prices and FTSE indices, records of previous successful loan applicants, including questionnaires and a record of whether they defaulted or not, sample robot positions and the correct reaction.

The neural network is then trained using one of the supervised learning algorithms (of which the best known example is back propagation, devised by Rumelhart et. al., 1986), which uses the data to adjust the network's weights and thresholds so as to minimize the error in its predictions on the training set. If the network is properly trained, it has then learned to model the (unknown) function which relates the input variables to the output variables, and can subsequently be used to make predictions where the output is not known.
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Gathering Data for Neural Networks

Once you have decided on a problem to solve using neural networks, you will need to gather data for training purposes. The training data set includes a number of cases, each containing values for a range of input and output variables. The first decisions you will need to make are: which variables to use, and how many (and which) cases to gather.

The choice of variables (at least initially) is guided by intuition. Your own expertise in the problem domain will give you some idea of which input variables are likely to be influential. Once in ST Neural Networks, you can select and deselect variables, and ST Neural Networks can also experimentally determine useful variables. As a first pass, you should include any variables which you think could have an influence - part of the design process will be to whittle this set down.

Neural networks process numeric data in a fairly limited range. This presents a problem if data is in an unusual range, if there is missing data, or if data is non-numeric. Fortunately, there are methods to deal with each of these problems, which are built into ST Neural Networks. Numeric data is scaled into an appropriate range for the network, and missing values can be substituted for using the mean value (or other statistic) of that variable across the other available training cases (see Bishop, 1995).

Handling non-numeric data is more difficult. The most common type of non-numeric data consists of nominal-value variables such as Gender={Male, Female}. Nominal-valued variables can be represented numerically, and ST Neural Networks has facilities to support them. However, neural networks do not tend to perform well with nominal variables which have a large number of possible values.

For example, consider a neural network being trained to estimate the value of houses. The price of houses depends critically on the area of a city in which they are located. A particular city might be subdivided into dozens of named locations, and so it might seem natural to use a nominal-valued variable representing these locations. Unfortunately, it would be very difficult to train a neural network under these circumstances, and a more credible approach would be to assign an rating (based on expert knowledge) to each area.

Other types of non-numeric data must either be converted to numeric form, or discarded. Dates and times, if important, can be converted to an offset value from a starting date/time. Currency values can easily be converted. Unconstrained text fields (such as names) cannot be handled and should be discarded.

The number of cases required for neural network training frequently presents difficulties. There are some heuristic guidelines, which relate the number of cases needed to the size of the network (the simplest of these says that there should be ten times as many cases as connections in the network). Actually, the number needed is also related to the (unknown) complexity of the underlying function which the network is trying to model. As the number of variables increases the number of cases required increases non-linearly, so that with even a fairly small number of variables (perhaps fifty or less) a huge number of cases are required. This problem is known as "the curse of dimensionality," and is discussed further later in this chapter.

For most practical problem domains, the number of cases required will be hundreds or thousands. For very complex problems more may be required, but it would be a rare (even trivial) problem which required less than a hundred cases. If your data is more sparse than this, you really don't have enough information to train a network, and the best you can do is probably to fit a linear model (which ST Neural Networks can also do for you: see linear networks; see also, STATISTICA's Multiple Regression module).

Many practical problems suffer from data which is unreliable: some variables may be corrupted by noise, or values may be missing altogether. ST Neural Networks has special facilities to handle missing values (they can be patched using the mean variable value, or other statistics), so if you are short of data you can include cases with missing values (although obviously this is not ideal if you can avoid it). Neural networks are also noise tolerant. However, there is a limit to this tolerance: if there are occasional outliers far outside the range of normal values for a variable they may bias the training. The best approach to such outliers is to identify and remove them (either discarding the case, or converting the outlier into a missing value). If outliers are difficult to detect, ST Neural Networks does have features to make training more outlier-tolerant (use of city block error function; see Bishop, 1995), but this outlier-tolerant training is generally less effective than the standard approach.

Summary

Choose variables which you believe may be influential

Numeric and nominal variables can be handled directly by ST Neural Networks. Convert other variables to one of these forms, or discard.

Hundreds or thousands of cases are required; the more variables, the more cases. ST Neural Networks has facilities to help identify useful variables, so initially include even those you're not sure about.

Cases with missing values can be used, if necessary, but outliers may cause problems - check your data. Remove outliers, if possible. If you have sufficient data, discard cases with missing values.
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Pre- and Post-processing

All neural networks take numeric input and produce numeric output. The transfer function of a unit is typically chosen so that it can accept input in any range, and produces output in a strictly limited range (it has a squashing effect). Although the input can be in any range, there is therefore a saturation effect so that the unit is only sensitive to inputs within a fairly limited range. The graph below shows one of the most common transfer functions, the logistic function (also sometimes referred to as the sigmoid function, although strictly speaking it is only one example of a sigmoid - S-shaped - function). In this case, the output is in the range (0,1), and the input is sensitive in a range not much larger than (-1,+1). The function is also smooth and easily differentiable, facts which are critical in allowing the network training algorithms to operate (this is the reason why the step function is not used in practice).

[Neural Network Example]

The limited numeric response range, together with the fact that information has to be in numeric form, implies that neural solutions require pre-processing and post-processing stages to be used in real applications (see Bishop, 1995). These facilities are built into ST Neural Networks. Two issues need to be addressed:

Scaling. Numeric values have to be scaled into a range which is appropriate for the network. Typically, raw variable values are scaled linearly. ST Neural Networks includesminimax and mean/SD algorithms which automatically calculate scaling values to transfer numeric values into the desired range.

In some circumstances, non-linear scaling may be appropriate (for example, if you know that a variable is exponentially distributed, you might take the logarithm). Non-linear scaling is not supported in ST Neural Networks. Instead, you should scale the variable using STATISTICA's data transformation facilities before transferring the data to ST Neural Networks.

Nominal variables. Nominal variables may be two-state (e.g. Gender={Male,Female}) or many-state (i.e. more than two states). A two-state nominal variable is easily represented by transformation into a numeric value (e.g. Male=0, Female=1). Many-state nominal variables are more difficult to handle. They can be represented using a single numeric value (e.g. Dog=0,Budgie=1,Cat=2) but this implies a (probably) false ordering on the nominal values - in this case, that Budgies are in some sense midway between Dogs and Cats. A better approach, known as one-of-N encoding, is to use a number of numeric variables to represent the single nominal variable. The number of numeric variables equals the number of possible values; one of the N variables is set, and the others cleared (e.g. Dog={1,0,0}, Budgie={0,1,0}, Cat={0,0,1}). ST Neural Networks has facilities to convert both two-state and many-state nominal variables for use in the neural network. Unfortunately, a nominal variable with a large number of states would require a prohibitive number of numeric variables for one-of-N encoding, driving up the network size and making training difficult. In such a case it is possible (although unsatisfactory) to model the nominal variable using a single numeric index; a better approach is to look for a different way to represent the information.

Prediction problems may be divided into two main categories: classification and regression.

In classification, the objective is to determine to which of a number of discrete classes a given input case belongs. Examples include credit assignment (is this person a good or bad credit risk), cancer detection (tumor, clear), signature recognition (forgery, true). In all these cases, the output required is clearly a single nominal variable. The most common classification tasks are (as above) two-state, although many-state tasks are also not-unknown.

In regression, the objective is to predict the value of a (usually) continuous variable: tomorrow's stock price, the fuel consumption of a car, next year's profits. In this case, the output required is a single numeric variable.

Neural networks can actually perform a number of regression and/or classification tasks at once, although commonly each network performs only one. In the vast majority of cases, therefore, the network will have a single output variable, although in the case of many-state classification problems, this may correspond to a number of output units (the post-processing stage takes care of the mapping from output units to output variables).

ST Neural Networks deals with all these issues by including special pre- and post-processing facilities which transform the raw data into a numeric form suitable for the neural network, and transform the outputs of the neural network back to a form compatible with the raw data. The network is "sandwiched" between the pre/post-processing layers, and results are presented in the desired form (for example, output classes are reported directly by name in classification problems). However, ST Neural Networks does also allow you to access the internal activations of the network if you wish.
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Multilayer Perceptrons

This is perhaps the most popular network architecture in use today, due originally to Rumelhart and McClelland (1986) and discussed at length in most neural network text books (e.g. Bishop, 1995). This is the type of network discussed briefly in previous sections: the units each performed a biased weighted sum of their inputs and pass this activation level through a transfer function to produce their output, and the units are arranged in a layered feedforward topology. The network thus has a simple interpretation as a form of input-output model, with the weights and thresholds (biases) the free parameters of the model. Such networks can model functions of almost arbitrary complexity, with the number of layers, and the number of units in each layer, determining the function complexity. Important issues in MLP design include specification of the number of hidden layers and the number of units in these layers. (see Haykin, 1994; Bishop, 1995).

The number of input and output units is defined by the problem (there may be some uncertainty about precisely which inputs to use, a point to which we will return later. However, for the moment we will assume that the input variables are intuitively selected and are all meaningful). The number of hidden layers and units to use is far from clear. As good a starting point as any is to use one hidden layer, with the number of units equal to half the sum of the number of input and output units. Again, we will discuss how to choose a sensible number later.

Training Multilayer Perceptrons

Once the number of layers, and number of units in each layer, have been selected, the network's weights and thresholds must be set so as to minimize the prediction error made by the network. This is the role of the training algorithms. The historical cases which you have gathered are used to automatically adjust the weights and thresholds in order to minimize this error. This process is equivalent to fitting the model represented by the network to the training data available. The error of a particular configuration of the network can be determined by running all the training cases through the network, comparing the actual output generated with the desired or target outputs. The differences are combined together by an error function to give the network error. The most common error function is the sum squared error, where the individual errors of output units on each case are squared and summed together. ST Neural Networks reports the RMS (the above normalized for the number of cases and variables, then square-rooted) which neatly summarizes the error over the entire training set and set of output units.

In traditional modeling approaches (e.g. linear modeling) it is possible to algorithmically determine the model configuration which absolutely minimizes this error. The price paid for the greater (non-linear) modeling power of neural networks is that although we can adjust a network to lower its error, we can never be sure that the error could not be lower still.

A helpful concept here is the error surface. Each of the N weights and thresholds of the network (i.e. the free parameters of the model) is taken to be a dimension in space. The N+1th dimension is the network error. For any possible configuration of weights the error can be plotted in the N+1th dimension, forming an error surface. The objective of network training is to find the lowest point in this many-dimensional surface.

In a linear model with sum squared error function, this error surface is a parabola (a quadratic), which means that it is a smooth bowl-shape with a single minimum. It is therefore "easy" to locate the minimum.

Neural network error surfaces are much more complex, and are characterized by a number of unhelpful features, such as local minima (which are lower than the surrounding terrain, but above the global minimum), flat-spots and plateaus, saddle-points, and long narrow ravines.

It is not possible to analytically determine where the global minimum of the error surface is, and so neural network training is essentially an exploration of the error surface. From an initially random configuration of weights and thresholds (i.e. a random point on the error surface), the training algorithms incrementally seek for the global minimum. Typically, this is done by calculating the gradient (slope) of the error surface at the current point, and then using that information to make a downhill move. Eventually, the algorithm stops in a low point, which may be a local minimum (but hopefully is the global minimum).

The Back Propagation Algorithm

The best-known example of a neural network training algorithm is back propagation (see Patterson, 1996; Haykin, 1994; Fausett, 1994). Modern second-order algorithms such as conjugate gradient descent and Levenberg-Marquardt (see Bishop, 1995; Shepherd, 1997) (both included in ST Neural Networks) are substantially faster (e.g. an order of magnitude faster) for many problems, but back propagation still has advantages in some circumstances, and is the easiest algorithm to understand. We will introduce this now, and discuss the more advanced algorithms later. There are also heuristic modifications of back propagation which work well for some problem domains, such as quick propagation (Fahlman, 1988) and Delta-Bar-Delta (Jacobs, 1988) and are also included in ST Neural Networks.

In back propagation, the gradient vector of the error surface is calculated. This vector points along the line of steepest descent from the current point, so we know that if we move along it a "short" distance, we will decrease the error. A sequence of such moves (slowing as we near the bottom) will eventually find a minimum of some sort. The difficult part is to decide how large the steps should be.

Large steps may converge more quickly, but may also overstep the solution or (if the error surface is very eccentric) go off in the wrong direction. A classic example of this in neural network training is where the algorithm progresses very slowly along a steep, narrow, valley, bouncing from one side across to the other. In contrast, very small steps may go in the correct direction, but they also require a large number of iterations. In practice, the step size is proportional to the slope (so that the algorithms settles down in a minimum) and to a special constant: the learning rate. The correct setting for the learning rate is application-dependent, and is typically chosen by experiment; it may also be time-varying, getting smaller as the algorithm progresses.

The algorithm is also usually modified by inclusion of a momentum term: this encourages movement in a fixed direction, so that if several steps are taken in the same direction, the algorithm "picks up speed", which gives it the ability to (sometimes) escape local minimum, and also to move rapidly over flat spots and plateaus.

The algorithm therefore progresses iteratively, through a number of epochs. On each epoch, the training cases are each submitted in turn to the network, and target and actual outputs compared and the error calculated. This error, together with the error surface gradient, is used to adjust the weights, and then the process repeats. The initial network configuration is random, and training stops when a given number of epochs elapses, or when the error reaches an acceptable level, or when the error stops improving (you can select which of these stopping conditions to use).

Over-learning and Generalization

One major problem with the approach outlined above is that it doesn't actually minimize the error which we are really interested in - which is the expected error the network will make when new cases are submitted to it. In other words, the most desirable property of a network is its ability to generalize to new cases. In reality, the network is trained to minimize the error on the training set, and short of having a perfect and infinitely large training set, this is not the same thing as minimizing the error on the "real" error surface - the error surface of the underlying and unknown model (see Bishop, 1995).

The most important manifestation of this distinction is the problem of over-learning, or over-fitting. It is easiest to demonstrate this concept using polynomial curve fitting rather than neural networks, but the concept is precisely the same.

A polynomial is an equation with terms containing only constants and powers of the variables. For example:

y=2x+3
y=3x2+4x+1

Different polynomials have different shapes, with larger powers (and therefore larger numbers of terms) having steadily more eccentric shapes. Given a set of data, we may wish to fit a polynomial curve (i.e. a model) to explain the data. The data is probably noisy, so we don't necessarily expect the best model to pass exactly through all the points. A low-order polynomial may not be sufficiently flexible to fit close to the points, whereas a high-order polynomial is actually too flexible, fitting the data exactly by adopting a highly eccentric shape which is actually unrelated to the underlying function (as shown in the figure below).

[Neural Network Example]

Neural networks have precisely the same problem. A network with more weights models a more complex function, and is therefore prone to over-fitting. A network with less weights may not be sufficiently powerful to model the underlying function. For example, a network with no hidden layers actually models a simple linear function.

How then can we select the "right" complexity of network? A larger network will almost invariably achieve a lower error eventually, but this may indicate over-fitting rather than good modeling.

The answer is to use cross verification. Some of the training cases are reserved, and not actually used for training in the back propagation algorithm. Instead, they are used to keep an independent check on the progress of the algorithm. It is invariably the case that the initial performance of the network on training and verification sets is the same (if it is not at least approximately the same, the division of cases between the two sets is probably biased). As training progresses, the training error naturally drops, and providing training is minimizing the true error function, the verification error drops too. However, if the verification error stops dropping, or indeed starts to rise, this indicates that the network is starting to overfit the data, and training should cease (you can configure ST Neural Networks to stop automatically once over-learning starts to occur). When over-fitting occurs during the training process like this it is called over-learning. In this case, it is usually advisable to decrease the number of hidden units and/or hidden layers, as the network is over-powerful for the problem at hand. In contrast, if the network is not sufficiently powerful to model the underlying function, over-learning is not likely to occur, and neither training nor verification errors will drop to a satisfactory level.

The problems associated with local minimum, and decisions over the size of network to use, imply that using a neural network typically involves experimenting with a large number of different networks, probably training each one a number of times (to avoid being fooled by local minimum), and observing individual performances. The key guide to performance here is the verification error. However, following the standard scientific precept that, all else being equal, a simple model is always preferable to a complex model, you may also select a smaller network in preference to a larger one with a negligible improvement in verification error.

A problem with this approach of repeated experimentation is that the verification set does actually play a key role in selecting the model, which means that it is actually part of the training process. Its reliability as an independent guide to performance of the model is therefore compromised - with sufficient experiments, you may just hit upon a "lucky" network which happens to perform well on the verification set. To add confidence in the performance of the final model, it is therefore normal practice (at least where the volume of training data allows it) to reserve a third set of cases - the test set. The final model is tested with the test set data, to ensure that the results on the verification and training set are real, and not artifacts of the training process. Of course, to fulfill this role properly the test set should be used only once - if it is in turn used to adjust and reiterate the training process, it effectively becomes verification data!

To summarize, network design (once the input variables have been selected) follows a number of stages:

Since repeated heuristic experimentation is at best tedious, ST Neural Networks includes an automatic search algorithm to perform this process for you. The Automatic Network Designer experiments with different numbers of hidden units, performs a number of training runs with each network architecture tested, selecting the best network on the basis of verification error biased by network size. The Automatic Network Designer's sophisticated search algorithms, including simulated annealing (Kirkpatrick et. al., 1983), can test hundreds of combinations of networks, concentrating on particularly promising networks, and can also find a "rough-and-ready " solution quite quickly.

Data Selection

All the above stages rely on a key assumption. Specifically, the training, verification and test data must be representative of the underlying model (and, further, the three sets must be independently representative). The old computer science adage "garbage in, garbage out" could not apply more strongly than in neural modeling. If training data is not representative, than the model's worth is at best compromised. At worst, it may be useless. It is worth spelling out the kind of problems which can corrupt a training set:

The future is not the past. Training data is typically historical. If circumstances have changed, relationships which held in the past may no longer hold.

All eventualities must be covered. A neural network can only learn from cases that are present. If people with incomes over $100,000 per year are a bad credit risk, and your training data includes nobody over $40,000 per year, you cannot expect it to make a correct decision when it encounters one of the previously-unseen cases.

A network learns the easiest features it can. A classic (possibly apocryphal) illustration of this is a vision project designed to automatically recognize tanks. A network is trained on a hundred pictures including tanks, and a hundred not. It achieves a perfect 100% score. When tested on new data, it proves hopeless. The reason? The pictures of tanks are taken on dark, rainy days; the pictures without on sunny days. The network learns to distinguish the (trivial matter of) differences in overall light intensity. To work, the network would need training cases including all weather and lighting conditions under which it is expected to operate - not to mention all types of terrain, angles of shot, distances...

Unbalanced data sets. Since a network minimizes an overall error, the proportion of types of data in the set is critical. A network trained on a data set with 900 good cases and 100 bad will bias its decision towards good cases, as this allows the algorithm to lower the overall error (which is much more heavily influenced by the good cases). If the representation of good and bad cases is different in the real population, the network's decisions may be wrong. A good example would be disease diagnosis. Perhaps 90% of patients routinely tested are clear of a disease. A network is trained on an available data set with a 90/10 split. It is then used in diagnosis on patients complaining of specific problems, where the likelihood of disease is 50/50. The network will react over-cautiously and fail to recognize disease in some unhealthy patients. In contrast, if trained on the "complainants" data, and then tested on "routine" data, the network may raise a high number of false positives. In such circumstances, the data set may need to be crafted to take account of the distribution of data (e.g. you could replicate the less numerous cases, or remove some of the numerous cases), or the network's decisions modified by the inclusion of a loss matrix (Bishop, 1995). Often, the best approach is to ensure even representation of different cases, then to interpret the network's decisions accordingly.

Insights into MLP Training

More key insights into MLP behavior and training can be gained by considering the type of functions they model. Recall that the activation level of a unit is the weighted sum of the inputs, plus a threshold value. This implies that the activation level is actually a simple linear function of the inputs. The activation is then passed through a sigmoid (S-shaped) curve.

[Neural Network Example]

The combination of the multi-dimensional linear function and the one-dimensional sigmoid function gives the characteristic "sigmoid cliff" response of a first hidden layer MLP unit (the graph above illustrates the shape plotted across two inputs. An MLP unit with more inputs has a higher-dimensional version of this functional shape). Altering the weights and thresholds alters this response surface. In particular, both the orientation of the surface, and the steepness of the sloped section, can be altered. A steep slope corresponds to large weight values: doubling all weight values gives the same orientation but a different slope.

[Neural Network Example]

A multi-layered network combines a number of these response surfaces together, through repeated linear combination and non-linear activation functions. The graph above illustrates a typical response surface for a network with only one hidden layer, of two units, and a single output unit, on the classic XOR problem. Two separate sigmoid surfaces have been combined into a single "U-shaped" surface.

During network training, the weights and thresholds are first initialized to small, random values. This implies that the units' response surfaces are each aligned randomly with low slope: they are effectively "uncommitted." As training progresses, the units' response surfaces are rotated and shifted into appropriate positions, and the magnitudes of the weights grow as they commit to modeling particular parts of the target response surface.

In a classification problem, an output unit's task is to output a strong signal if a case belongs to its class, and a weak signal if it does not. In other words, it is attempting to model a function which has magnitude one for parts of the pattern-space which contain its cases, and magnitude zero for other parts. This is known as a discriminant function in pattern recognition problems. An "ideal" discriminant function could be said to have a plateau structure, where all points on the function are either at height zero or height one.

If there are no hidden units, then the output can only model a single "sigmoid-cliff" with areas to one side at low height and areas to the other high. There will always be a region in the middle (on the cliff) where the height is in-between, but as weight magnitudes are increased, this area shrinks.

A sigmoid-cliff like this is effectively a linear discriminant. Points to one side of the cliff are classified as belonging to the class, points to the other as not belonging to it. This implies that a network with no hidden layers can only classify linearly-separable problems (those where a line - or, more generally in higher dimensions, a hyperplane - can be drawn which separates the points in pattern space).

A network with a single hidden layer has a number of sigmoid-cliffs (one per hidden unit) represented in that hidden layer, and these are in turn combined into a plateau in the output layer. The plateau has a convex hull (i.e. there are no dents in it, and no holes inside it). Although the plateau is convex, it may extend to infinity in some directions (like an extended peninsular). Such a network is in practice capable of modeling adequately most real-world classification problems.

[Neural Network Example]

As shown above the plateau response surface developed by an MLP to solve the XOR problem: as can be seen, this neatly sections the space along a diagonal.

A network with two hidden layers has a number of plateaus combined together - the number of plateaus corresponds to the number of units in the second layer, and the number of sides on each plateau corresponds to the number of units in the first hidden layer. A little thought shows that you can represent any shape (including concavities and holes) using a sufficiently large number of such plateaus.

A consequence of these observations is that an MLP with two hidden layers is theoretically sufficient to model any problem (there is a more formal proof, the Kolmogorov Theorem). This does not necessarily imply that a network with more layers might not more conveniently or easily model a particular problem. In practice, however, most problems seem to yield to a single hidden layer, with two an occasional resort and three practically unknown.

A key question in classification is how to interpret points "on or near" the cliff. The standard practice is to adopt some confidence levels (the accept and reject thresholds) which must be exceeded before the unit is deemed to have "made a decision." For example, if accept/reject thresholds of 0.95/0.05 are used, an output unit with an output level in excess of 0.95 is deemed to be on, below 0.05 it is deemed to be off, and in between it is deemed to be "undecided."

A more subtle (and perhaps more useful) interpretation is to treat the network outputs as probabilities. In this case, the network gives more information than simply a decision: it tells us how sure (in a formal sense) it is of that decision. There are modifications to MLPs (supported by ST Neural Networks) which allow the neural network outputs to be interpreted as probabilities, which means that the network effectively learns to model the probability density function of the class. However, the probabilistic interpretation is only valid under certain assumptions about the distribution of the data (specifically, that it is drawn from the family of exponential distributions; see Bishop, 1995). Ultimately, a classification decision must still be made, but a probabilistic interpretation allows a more formal concept of "minimum cost" decision making to be evolved.

Other MLP Training Algorithms

Earlier in this section, we discussed how the back propagation algorithm performs gradient descent on the error surface. Speaking loosely, it calculates the direction of steepest descent on the surface, then jumps down the surface a distance proportional to the learning rate and the slope, picking up momentum as it maintains a consistent direction. As an analogy, it behaves like a blind-folded kangaroo hopping in the most obvious direction. Actually, the descent is calculated independently on the error surface for each training case, and in random order, but this is actually a good approximation to descent on the composite error surface. Other MLP training algorithms work differently, but all use a strategy designed to travel towards a minimum as quickly as possible.

More sophisticated techniques for non-linear function optimization have been in use for some time. ST Neural Networks includes two of these: conjugate gradient descent and Levenberg-Marquardt (see Bishop, 1995; Shepherd, 1997), which are very successful forms of two types of algorithm: line search and model-trust region approaches.

A line search algorithm works as follows: pick a sensible direction to move in the multi-dimensional landscape. Then project a line in that direction, locate the minimum along that line (it is relatively trivial to locate a minimum along a line, by using some form of bisection algorithm), and repeat. What is a "sensible direction" in this context? An obvious choice is the direction of steepest descent (the same direction which would be chosen by back propagation). Actually, this intuitively-obvious choice proves to be rather poor. Having minimized along one direction, the next line of steepest descent may "spoil" the minimization along the initial direction (even on a simple surface like a parabola a large number of line searches may be necessary). A better approach is to select conjugate or "non-interfering" directions - hence conjugate gradient descent (Bishop, 1995).

The idea here is that, once the algorithm has minimized along a particular direction, the second derivative along that direction should be kept at zero. Conjugate directions are selected to maintain this zero second derivative on the assumption that the surface is parabolic (speaking roughly, a "nice smooth surface"). If this condition holds, N epochs are sufficient to reach a minimum. In reality, on a complex error surface the conjugacy deteriorates, but the algorithm still typically requires far less epochs than back propagation, and also converges to a better minimum (to settle down thoroughly, back propagation must be run with an extremely low learning rate).

A model-trust region approach works as follows: instead of following a search direction, assume the surface is a simple shape such that the minimum can be located (and jumped to) directly - if the assumption is true. Try the model out and see how good the suggested point is. The model typically assumes that the surface is a nice well-behaved shape (e.g. a parabola), which will be true if sufficiently close to a minimum. Elsewhere, the assumption may be grossly violated, and the model could choose wildly-inappropriate points to move to. The model can only be trusted within a region of the current point, and the size of this region is not known. Therefore, choose new points to test as a compromise between that suggested by the model and that suggested by a standard gradient-descent jump. If the new point is good, move to it, and strengthen the role of the model in selecting a new point; if it is bad, don't move, and strengthen the role of the gradient descent step in selecting a new point (and make the step smaller). Levenberg-Marquardt uses a model which assumes that the underlying function is locally linear (and therefore has a parabolic error surface).

Levenberg-Marquardt (Levenberg, 1944; Marquardt, 1963; Bishop, 1995) is typically the fastest of the training algorithms supported in ST Neural Networks, although unfortunately it has some important limitations, specifically: it can only be used on single output networks, can only be used with the sum squared error function, and has memory requirements proportional to W**2 (where W is the number of weights in the network; this makes it impractical for reasonably big networks). Conjugate gradient descent is nearly as good, and doesn't suffer from these restrictions.

Back propagation can still be useful, not least in providing a quick (if not overwhelmingly accurate) solution. It is also a good choice if the data set is very large, and contains a great deal of redundant data. Back propagation's case-by-case error adjustment means that data redundancy does it no harm (for example, if you double the data set size by replicating every case, each epoch will take twice as long, but have the same effect as two of the old epochs, so there is no loss). In contrast, Levenberg-Marquardt and SIZE=4 both perform calculations using the entire data set, so increasing the number of cases may significantly slow each epoch, but does not necessarily improve performance on that epoch (not if data is redundant; if data is sparse, then adding data will make each epoch better). Back propagation may also be equally good if the data set is very small, for there is then insufficient information to make a highly fine-tuned solution appropriate (a more advanced algorithm may achieve a lower training error, but the verification error is unlikely to improve in the same way).

ST Neural Networks also includes two variations on back propagation (quick propagation, Fahlman, 1988, and Delta-bar-Delta, Jacobs, 1988) which are designed to deal with some of the limitations on this technique. In most cases, they are not significantly better than back propagation, and sometimes they are worse (relative performance is application-dependent). They also require more control parameters than any of the other algorithms, which makes them more difficult to use, so they are not described in further detail in this section.
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Radial Basis Function Networks

We have seen in the last section how an MLP models the response function using the composition of "sigmoid-cliff" functions - in the case of classification problems, this corresponds to dividing the pattern space up using hyperplanes. The use of hyperplanes to divide up space is a natural approach - intuitively appealing, and based on the fundamental simplicity of lines.

An equally appealing and intuitive approach is to divide up space using circles or (more generally) hyperspheres. A hypersphere is characterized by its center and radius. More generally, just as an MLP unit responds (non-linearly) to the distance of points from the line of the "sigmoid-cliff", in a radial basis function network (Broomhead and Lowe, 1988; Moody and Darkin, 1989; Haykin, 1994) units respond (non-linearly) to the distance of points from the "center" represented by the radial unit. The response surface of a single radial unit is therefore a Gaussian (bell-shaped) function, peaked at the center, and descending outwards. Just as the steepness of the MLP's sigmoid curves can be altered, so can the slope of the radial unit's Gaussian. See the graph below.

[Neural Network Example]

MLP units are defined by their weights and threshold, which together give the equation of the defining line, and the rate of fall-off of the function from that line. Before application of the sigmoid activation function, the activation level of the unit is a hyperplane, and in ST Neural Networks these units are therefore referred to as linear units (although the activation function is typically non-linear). In contrast, a radial unit is defined by its center point and a "radius." A point in N dimensional space is defined using N numbers, which exactly corresponds to the number of weights in a linear unit, so the center of a radial unit is stored in ST Neural Networks as "weights." The radius (or deviation) value is stored as the "threshold." It is worth emphasizing that the "weights" and "thresholds" in a radial unit are actually entirely different to those in a linear unit, and the terminology is dangerous if you don't remember this: Radial weights really form a point, and a radial threshold is really a deviation.

A radial basis function network (RBF), therefore, has a hidden layer of radial units, each actually modeling a Gaussian response surface. Since these functions are non-linear, it is not actually necessary to have more than one hidden layer to model any shape of function: sufficient radial units will always be enough to model any function. The remaining question is how to combine the hidden radial unit outputs into the network outputs? It turns out to be quite sufficient to use a linear combination of these outputs (i.e. a weighted sum of the Gaussians). The RBF has an output layer containing linear units with linear activation function (see Haykin, 1994; Bishop, 1995).

RBF networks have a number of advantages over MLPs. First, as previously stated, they can model any non-linear function using a single hidden layer, which removes some design-decisions about numbers of layers. Second, the simple linear transformation in the output layer can be optimized fully using traditional linear modeling techniques, which are fast and do not suffer from problems such as local minimum which plague MLP training techniques. RBF networks can therefore be trained extremely quickly (i.e. orders of magnitude faster than MLPs).

On the other hand, before linear optimization can be applied to the output layer of an RBF network, the number of radial units must be decided, and then their centers and deviations must be set. Although much faster than MLP training, the algorithms to do this are no less prone to discovering sub-optimal combinations. In compensation, ST Neural Networks's Automatic Network Designer can perform the inevitable experimental stage for you.

Other features which distinguish RBF performance from MLPs are due to the differing approaches to modeling space, with RBFs "clumpy" and MLPs "planey."

Experience indicates that the RBF's more eccentric response surface requires a lot more units to adequately model most functions. Of course, it is always possible to draw shapes which are most easily represented one way or the other, but the balance does not favor RBFs. Consequently, an RBF solution will tend to be slower to execute and more space consuming than the corresponding MLP (but it was much faster to train, which is sometimes more of a constraint).

The "clumpy" approach also implies that RBFs are not inclined to extrapolate beyond known data: the response drops off rapidly towards zero if data points far from the training data are used. In contrast, an MLP becomes more certain in its response when far-flung data is used. Whether this is an advantage or disadvantage depends largely on the application, but on the whole the MLP's uncritical extrapolation is regarded as a bad point: extrapolation far from training data is usually dangerous and unjustified.

RBFs are also more sensitive to the "curse of dimensionality," and have greater difficulties if the number of input units is large: this problem is discussed further in a later section.

As mentioned earlier, training of RBFs takes place in distinct stages. First, the centers and deviations of the radial units must be set; then the linear output layer is optimized.

Centers should be assigned to reflect the natural clustering of the data. The two most common methods are:

Sub-sampling. Randomly-chosen training points are copied to the radial units. Since they are randomly selected, they will "represent" the distribution of the training data in a statistical sense. However, if the number of radial units is not large, the radial units may actually be a poor representation (Haykin, 1994).

K-Means algorithm. This algorithm (Bishop, 1995) tries to select an optimal set of points which are placed at the centroids of clusters of training data. Given K radial units, it adjusts the positions of the centers so that:

Once centers are assigned, deviations are set. The size of the deviation (also known as a smoothing factor) determines how "spiky" the Gaussian functions are. If the Gaussians are too spiky, the network will not interpolate between known points, and the network loses the ability to generalise. If the Gaussians are very broad, the network loses fine detail. This is actually another manifestation of the over/under-fitting dilemma. Deviations should typically be chosen so that Gaussians overlap with "a few" nearby centers. Methods available are:

Explicit. Choose the deviation yourself.

Isotropic. The deviation (same for all units) is selected heuristically to reflect the number of centers and the volume of space they occupy (Haykin, 1994).

K-Nearest Neighbor. Each unit's deviation is individually set to the mean distance to its K nearest neighbors (Bishop, 1995). Hence, deviations are smaller in tightly packed areas of space, preserving detail, and higher in sparse areas of space (interpolating where necessary).

Once centers and deviations have been set, the output layer can be optimized using the standard linear optimization technique: the pseudo-inverse (singular value decomposition) algorithm (Haykin, 1994; Golub and Kahan, 1965).

Radial basis functions can also be hybridized in a number of ways. The output layer can be altered to contain non-linear activation functions, in which case any of the multilayer perceptron training algorithms such as back propagation can be used to train it. It is also possible to train the radial layer (the hidden layer) using the Kohonen network training algorithm, which is another method of assigning centers to reflect the spread of data.
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Probabilistic Neural Networks

In an earlier section, we briefly mentioned that, in the context of classification problems, a useful interpretation of network outputs was as estimates of probability of class membership, in which case the network was actually learning to estimate a probability density function. A similar useful interpretation can be made in regression problems, if the output of the network is regarded as the expected value of the model at a given point in input-space. This expected value is related to the joint probability density function of the output and inputs.

Estimating probability density functions (p.d.f.) from data has a long statistical history (Parzen, 1962), and in this context fits into the area of Bayesian statistics. Conventional statistics can, given a known model, inform us what the chances of certain outcomes are (e.g. we know that a unbiased die has a 1/6th chance of coming up with a six). Bayesian statistics turns this situation on its head, by estimating the validity of a model given certain data. More generally, Bayesian statistics can estimate the probability density of model parameters given the available data. To minimize error, the model is then selected whose parameters maximize this p.d.f.

In the context of a classification problem, if we can construct estimates of the p.d.f.s of the possible classes, we can compare the probabilities of the various classes, and select the most-probable. This is effectively what we ask a neural network to do when it learns a classification problem - the network attempts to learn (an approximation to) the p.d.f.

A more traditional approach is to construct an estimate of the p.d.f. from the data. The most traditional technique is to assume a certain form for the p.d.f. (typically, that it is a normal distribution), and then to estimate the model parameters. The normal distribution is commonly used as the model parameters (mean and standard deviation) can be estimated using analytical techniques. The problem is that the assumption of normality is often not justified.

An alternative approach to p.d.f. estimation is kernel-based approximation (see Parzen, 1962; Speckt, 1990; Speckt, 1991; Bishop, 1995; Patterson, 1996). We can reason loosely that the presence of particular cases indicates some probability density at that point: a cluster of cases close together indicate an area of high probability density. Close to a case, we can have high confidence in some probability density, with a lesser and diminishing level as we move away. In kernel-based estimation, simple functions are located at each available case, and added together to estimate the overall p.d.f. Typically, the kernel functions are each Gaussians (bell-shapes). If sufficient training points are available, this will indeed yield an arbitrarily good approximation to the true p.d.f.

This kernel-based approach to p.d.f. approximation is very similar to radial basis function networks, and motivates the probabilistic neural network (PNN) and generalized regression neural network (GRNN), both devised by Speckt (1990 and 1991). PNNs are designed for classification tasks, and GRNNs for regression. These two types of network are really kernel-based approximation methods cast in the form of neural networks.

In the PNN, there are at least three layers: input, radial, and output layers. The radial units are copied directly from the training data, one per case. Each models a Gaussian function centered at the training case. There is one output unit per class. Each is connected to all the radial units belonging to its class, with zero connections from all other radial units. Hence, the output units simply add up the responses of the units belonging to their own class. The outputs are each proportional to the kernel-based estimates of the p.d.f.s of the various classes, and by normalizing these to sum to 1.0 estimates of class probability are produced.

The basic PNN can be modified in two ways.

First, the basic approach assumes that the proportional representation of classes in the training data matches the actual representation in the population being modeled (the so-called prior probabilities). For example, in a disease-diagnosis network, if 2% of the population have the disease, then 2% of the training cases should be positives. If the prior probability is different from the level of representation in the training cases, then the network's estimate will be invalid. To compensate for this, prior probabilities can be given (if known), and the class weightings are adjusted to compensate.

Second, any network making estimates based on a noisy function will inevitably produce some misclassifications (there may be disease victims whose tests come out normal, for example). However, some forms of misclassification may be regarded as "more expensive mistakes" than others (for example, diagnosing somebody healthy as having a disease, which simply leads to exploratory surgery may be inconvenient but not life-threatening; whereas failing to spot somebody who is suffering from disease may lead to premature death). In such cases, the raw probabilities generated by the network need to be weighted by loss factors, which reflect the costs of misclassification. In ST Neural Networks, a fourth layer may be specified in PNNs which includes a loss matrix. This is multiplied by the probability estimates in the third layer, and the class with lowest estimated cost is selected. (Loss matrices may also be attached to other types of classification network).

The only control factor which needs to be selected for probabilistic neural network training is the smoothing factor (i.e. the radial deviation of the Gaussian functions). As with RBF networks, this factor needs to be selected to cause "a reasonable amount of overlap" - too small deviations cause a very spiky approximation which cannot generalize, too large deviations smooth out detail. An appropriate figure is easily chosen by experiment, by selecting a number which produces a low verification error, and fortunately PNNs are not too sensitive to the precise choice of smoothing factor.

The greatest advantages of PNNs are the fact that the output is probabilistic (which makes interpretation of output easy), and the training speed. Training a PNN actually consists mostly of copying training cases into the network, and so is as close to instantaneous as can be expected.

The greatest disadvantage is network size: a PNN network actually contains the entire set of training cases, and is therefore space-consuming and slow to execute.

PNNs are particularly useful for prototyping experiments (for example, when deciding which input parameters to use), as the short training time allows a great number of tests to be conducted in a short period of time. ST Neural Networks itself uses PNNs in its Neuro-Genetic Input Selection algorithm, which automatically searches for useful inputs (discussed later in this document).
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Generalized Regression Neural Networks

Generalized regression neural networks (GRNNs) work in a similar fashion to PNNs, but perform regression rather than classification tasks (see Speckt, 1991; Patterson, 1996; Bishop, 1995). As with the PNN, Gaussian kernel functions are located at each training case. Each case can be regarded as evidence that the response surface is a given height at that point in input space, with progressively decaying evidence in the immediate vicinity. The GRNN copies the training cases into the network to be used to estimate the response on new points. The output is estimated using a weighted average of the outputs of the training cases, where the weighting is related to the distance of the point from the point being estimated (so that points nearby contribute most heavily to the estimate).

The first hidden layer in the GRNN contains the radial units. A second hidden layer contains units which help to estimate the weighted average. This is a specialized procedure. Each output has a special unit assigned in this layer which forms the weighted sum for the corresponding output. To get the weighted average from the weighted sum, the weighted sum must be divided through by the sum of the weighting factors. A single special unit in the second layer calculates the latter value. The output layer then performs the actual divisions (using special "division" units). Hence, the second hidden layer always has exactly one more unit than the output layer. In regression problems, typically only a single output is estimated, and so the second hidden layer usually has two units.

The GRNN can be modified by assigning radial units which represent clusters rather than each individual training case: this reduces the size of the network and increases execution speed. Centers can be assigned using any appropriate algorithm (i.e. sub-sampling, K-means or Kohonen), and ST Neural Networks adjusts the internal weightings to take account.

GRNNs have advantages and disadvantages broadly similar to PNNs - the difference being that GRNNs can only be used for regression problems, whereas PNNs are used for classification problems. A GRNN trains almost instantly, but tends to be large and slow (although, unlike PNNs, it is not necessary to have one radial unit for each training case, the number still needs to be large). Like an RBF network, a GRNN does not extrapolate.
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Linear Networks

A general scientific principal is that a simple model should always be chosen in preference to a complex model, if the latter does not fit the data better. In terms of function approximation, the simplest model is the linear model, where the fitted function is a hyperplane. In classification, the hyperplane is positioned to divide the two classes (a linear discriminant function); in regression, it is positioned to pass through the data. A linear model is typically represented using an NxN matrix and an Nx1 bias vector.

In neural network terms, a linear model is represented by a network having no hidden layers, but an output layer with fully linear units (that is, linear units with linear activation function). The weights correspond to the matrix, and the thresholds to the bias vector. When the network is executed, it effectively multiplies the input by the weights matrix, then adds the bias vector.

In ST Neural Networks, you can define a linear network, and train it using the standard pseudo-inverse (SVD) linear optimization algorithm (Golub and Kahan, 1965). Of course, linear optimization is available in STATISTICA Multiple Regression (see Multiple Regression); however, ST Neural Networks's linear network has the advantage of allowing you to compare performance with "real" neural networks within a single environment.

The linear network provides a good benchmark against which to compare the performance of your neural networks. It is quite possible that problems which are thought to be highly complex can actually be solved as well by linear techniques as neural networks. If you have only a small number of training cases, you are probably anyway not justified in using a more complex model.
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Kohonen Networks

Kohonen networks are used quite differently to the other networks in ST Neural Networks. Whereas all the other networks are designed for supervised learning tasks, Kohonen networks are designed primarily for unsupervised learning (see Kohonen, 1982; Haykin, 1994; Patterson, 1996; Fausett, 1994).

Whereas in supervised learning the training data contains cases featuring input variables together with the associated outputs (and the network must infer a mapping from the inputs to the outputs), in unsupervised learning the training data set contains only input variables.

At first glance this may seem strange. Without outputs, what can the network learn? The answer is that the Kohonen network attempts to learn the structure of the data.

One possible use is therefore in exploratory data analysis. The Kohonen network can learn to recognize clusters of data, and can also relate similar classes to each other. The user can build up an understanding of the data, which is used to refine the network. As classes of data are recognized, they can be labeled, so that the network becomes capable of classification tasks. Kohonen networks can also be used for classification when output classes are immediately available - the advantage in this case is their ability to highlight similarities between classes.

A second possible use is in novelty detection. Kohonen networks can learn to recognize clusters in the training data, and respond to it. If new data, unlike previous cases, is encountered, the network fails to recognize it and this indicates novelty.

A Kohonen network has only two layers: the input layer, and an output layer of radial units (also known as the topological map layer). The units in the topological map layer are laid out in space - typically in two dimensions (although ST Neural Networks also supports one-dimensional Kohonen networks).

Kohonen networks are trained using an iterative algorithm. Starting with an initially-random set of radial centers, the algorithm gradually adjusts them to reflect the clustering of the training data. At one level, this compares with the sub-sampling and K-Means algorithms used to assign centers in RBF and GRNN networks, and indeed the Kohonen algorithm can be used to assign centers for these types of networks. However, the algorithm also acts on a different level.

The iterative training procedure also arranges the network so that units representing centers close together in the input space are also situated close together on the topological map. You can think of the network's topological layer as a crude two-dimensional grid, which must be folded and distorted into the N-dimensional input space, so as to preserve as far as possible the original structure. Clearly any attempt to represent an N-dimensional space in two dimensions will result in loss of detail; however, the technique can be worthwhile in allowing the user to visualize data which might otherwise be impossible to understand.

The basic iterative Kohonen algorithm simply runs through a number of epochs, on each epoch executing each training case and applying the following algorithm:

The algorithm uses a time-decaying learning rate, which is used to perform the weighted sum and ensures that the alterations become more subtle as the epochs pass. This ensures that the centers settle down to a compromise representation of the cases which cause that neuron to win.

The topological ordering property is achieved by adding the concept of a neighborhood to the algorithm. The neighborhood is a set of neurons surrounding the winning neuron. The neighborhood, like the learning rate, decays over time, so that initially quite a large number of neurons belong to the neighborhood (perhaps almost the entire topological map); in the latter stages the neighborhood will be zero (i.e. consists solely of the winning neuron itself). In the Kohonen algorithm, the adjustment of neurons is actually applied not just to the winning neuron, but to all the members of the current neighborhood.

The effect of this neighborhood update is that initially quite large areas of the network are "dragged towards" training cases - and dragged quite substantially. The network develops a crude topological ordering, with similar cases activating clumps of neurons in the topological map. As epochs pass the learning rate and neighborhood both decrease, so that finer distinctions within areas of the map can be drawn, ultimately resulting in fine-tuning of individual neurons. Often, training is deliberately conducted in two distinct phases: a relatively short phase with high learning rates and neighborhood, and a long phase with low learning rate and zero or near-zero neighborhood.

Once the network has been trained to recognize structure in the data, it can be used as a visualization tool to examine the data. The Win Frequencies Datasheet (counts of the number of times each neuron wins when training cases are executed) can be examined to see if distinct clusters have formed on the map. Individual cases are executed and the topological map observed, to see if some meaning can be assigned to the clusters (this usually involves referring back to the original application area, so that the relationship between clustered cases can be established). Once clusters are identified, neurons in the topological map are labeled to indicate their meaning (sometimes individual cases may be labeled, too). Once the topological map has been built up in this way, new cases can be submitted to the network. If the winning neuron has been labeled with a class name, the network can perform classification. If not, the network is regarded as undecided.

Kohonen networks also make use of the accept threshold, when performing classification. Since the activation level of a neuron in a Kohonen network is the distance of the neuron from the input case, the accept threshold acts as a maximum recognized distance. If the activation of the winning neuron is greater than this distance, the Kohonen network is regarded as undecided. Thus, by labeling all neurons and setting the accept threshold appropriately, a Kohonen network can act as a novelty detector (it reports undecided only if the input case is sufficiently dissimilar to all radial units).

Kohonen networks are inspired by some known properties of the brain. The cerebral cortex is actually a large flat sheet (about 0.5m squared; it is folded up into the familiar convoluted shape only for convenience in fitting into the skull!) with known topological properties (for example, the area corresponding to the hand is next to the arm, and a distorted human frame can be topologically mapped out in two dimensions on its surface).
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Classification in ST Neural Networks

In classification problems, the purpose of the network is to assign each case to one of a number of classes (or, more generally, to estimate the probability of membership of the case in each class). In ST Neural Networks, classification is performed by using nominal output variables, with the nominal values corresponding to the various classes.

Classification can be performed by ST Neural Networks using the following network types: MLP, RBF, Kohonen, PNN, linear. The only network type in ST Neural Networks which isn't designed for classification is the GRNN (actually, even GRNNs will make some attempt, although this is not recommended).

Nominal variables are normally represented in networks in ST Neural Networks using one of two techniques, the first of which is only available for two-state variables; these techniques are: two-state, one-of-N. In two-state representation, a single node corresponds to the variable, and a value of 0.0 is interpreted as one state, and a value of 1.0 as the other. In one-of-N encoding, one unit is allocated for each state, with a particular state represented by 1.0 on that particular unit, and 0.0 on the others.

Input nominal variables are easily converted by ST Neural Networks using the above methods, both during training and during execution. Target outputs for units corresponding to nominal variables are also easily determined during training. However, more effort is required to determine the output class assigned by a network during execution.

The output units each contain continuous values between 0.0 and 1.0. In order to definitely assign a class from the outputs, the network must decide if the outputs are "reasonably close to" 0.0 and 1.0. If they are not, the class is regarded as "undecided."

ST Neural Networks uses confidence levels (the accept and reject thresholds) to decide how to interpret the network outputs. These thresholds can be adjusted to make the network more or less "fussy" about when to assign a classification. The interpretation differs slightly for two-state and one-of-N representation:

Two-state. If the unit output is above the accept threshold, the 1.0 class is deemed to be chosen. If the output is below the reject threshold, the 0.0 class is chosen. If the output is between the two thresholds, the class is undecided.

One-of-N. A class is selected if the corresponding output unit is above the accept threshold AND all the other output units are below the reject threshold. If this condition is not met, the class is undecided.

There is one peculiarity when dealing with One-of-N encoding. On first reading, you might expect that the "least fussy" possible network is one with accept and reject thresholds set to 0.5. Actually, this is not the case for One-of-N encoded networks (it is the case for two-state). You can actually set the accept threshold lower than the reject threshold, and the least fussy network has accept 0.0 and reject 1.0. This seemingly paradoxical setup implies that the unit with the highest activation indicates the class, irrespective of the setting of the others. This is true since ST Neural Networks's algorithm for assigning a class is actually:

With an accept threshold of 0.0, the winning unit is bound to be accepted, and with a reject threshold of 1.0, none of the other units can possibly be rejected, so the algorithm reduces to a simple selection of the winning unit. In contrast, if both accept and reject are set to 0.5, the network may return undecided (if the winner is below 0.5, or any of the losers are above 0.5).

Although this concept takes some getting used to, it does allow you to set some subtle conditions. For example, accept/reject 0.3/0.7 can be read as: "select the class using the winning unit, provided it has an output level at least 0.3, and none of the other units have activation above 0.7" - in other words, the winner must show some significant level of activation, and the losers mustn't, for a decision to be reached.

The above discussion covers the assignment of classifications in most types of network: MLPs, RBFs, linear and PNN (exception: in PNNs, two-state encoding cannot be used, and even two-state nominal outputs are estimated using one-of-N encoding). However, Kohonen networks work quite differently.

In a Kohonen network, the winning node in the topological map (output) layer is the one with the highest activation level (which measures the distance of the input case from the point stored by the unit). Some or all of the units in the topological map may be labeled with class names. If the distance is small enough, then the case is assigned to the class (providing that a name is given). In ST Neural Networks, the accept threshold indicates the largest distance which will result in a positive classification. If an input case is further than this distance away from the winning unit, or if the winning unit is unlabelled (or its label doesn't match one of the output variable's nominal values) then the case is unclassified. The reject threshold is not used Kohonen networks.

The above discussion has assumed that a "positive" classification is indicated by a figure close to 1.0, and a "negative" classification by a figure close to 0.0. This is true if the logistic output activation function is used, and is convenient as probabilities range from 0.0 to 1.0. However, in some circumstances it may be convenient to use a different range. Also, sometimes ordering is reversed, with smaller outputs indicating positivity. ST Neural Networks can deal with both of these situations.

First, the range values used are actually the min/mean and max/SD values stored for each variable. With a logistic output activation function, the default values 0.0 and 1.0 are fine. Some authors actually recommend using the hyperbolic tangent activation function, which has the range (-1.0,+1.0) . Training performance may be enhanced because this function (unlike the logistic function) is symmetrical. In such a case, alter the min/mean and max/SD values, and ST Neural Networks will automatically interpret classes correctly.

Ordering is typically reversed in two situations. We have just discussed one of these: Kohonen networks, where the output is a distance measure, with a small value indicating greater confidence. The second circumstance is the use of a loss matrix (which may be added at creation time to PNNs, and also manually appended to other types of network). When a loss matrix is used, the network outputs indicate the expected cost if each class is selected, and the objective is to select the class with the lowest cost. Ordering can be reversed by setting the output type to error rather than confidence. In this case, we would normally expect the accept threshold to be smaller than the reject threshold.

Classification Datasheet

When selecting accept/reject thresholds, and assessing the classification ability of the network, the most important indicator is the Classification Datasheet. This shows how many cases were correctly classified, incorrectly classified, or unclassified. It also breaks down how many cases belonging to each class were assigned to another class. All these figures are independently reported for the training, verification and test sets.
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Regression Problems in ST Neural Networks

In regression problems, the objective is to estimate the value of a continuous output variable, given the known input variables. Regression problems may be solved using the following network types in ST Neural Networks: MLP, RBF, GRNN and linear. Regression problems are represented in ST Neural Networks by data sets with non-nominal (standard numeric) output(s).

A particularly important issue in regression is output scaling, and extrapolation effects.

The most common neural network architectures have outputs in a limited range (e.g. (0,1) for the logistic activation function). This presents no difficulty for classification problems, where the desired output is in such a range. However, for regression problems there clearly is an issue to be resolved, and some of the consequences are quite subtle. This subject is discussed below.

As a first pass, we can apply a scaling algorithm to ensure that the network's output will be in a "sensible" range. The simplest scaling function in ST Neural Networks is minimax: this finds the minimum and maximum values of a variable in the training data, and performs a linear transformation (using a shift and a scale factor) to convert the values into the target range (typically [0.0,1.0]). If this is used on a continuous output variable, then we can guarantee that all training values will be converted into the range of possible outputs of the network, and so the network can be trained. We also know that the network's output will constrained to lie within this range. This may or may not be regarded as a good thing, which brings us to the subject of extrapolation.

Consider the following graph.

[Neural Network Example]

Here, we are trying to estimate the value of y from the value of x. A curve has to be fitted which passes through the available data points. We can probably easily agree on the illustrated curve, which is approximately the right shape, and this will allow us to estimate y given inputs in the range represented by the solid line where we can interpolate.

However, what about a point well to the right of the data points? There are two possible approaches to estimating y for this point. First, we might decide to extrapolate: projecting the trend of the fitted curve onwards. Second, we might decide that we don't really have sufficient evidence to assign any value, and therefore assign the mean output value (which is probably the best estimate we have lacking any other evidence).

Let us assume that we are using an MLP. Using minimax as suggested above is highly restrictive. First, the curve is not extrapolated, however close to the training data we may be (if we are only a little bit outside the training data, extrapolation may well be justified). Second, it does not estimate the mean either - it actually saturates at either the minimum or maximum, depending on whether the estimated curve was rising or falling as it approached this region.

There are a number of approaches to correct this deficiency in an MLP:

First, we can replace the logistic output activation function with a linear activation function, which simply passes on the activation level unchanged (N.B. only the activation functions in the output layer are changed; the hidden layers still use logistic or hyperbolic activation functions). The linear activation function does not saturate, and so can extrapolate further (the logistic units in earlier layers still impose saturation at some greater level). A linear activation function in an MLP can cause some numerical difficulties for the back propagation Bayesian Networks algorithm, however, and if this is used a low learning rate (below 0.1) must be used. This approach may be appropriate if you want to extrapolate.

Second, you can alter the target range for the minimax scaling function (for example, to [0.25,0.75]). The training cases are then all mapped to levels which correspond to only the middle part of the output units' output range. Interestingly, if this range is small, with both figures close to 0.5, it corresponds to the middle part of the sigmoid curve which is "nearly linear," and the approach is then quite similar to using a linear output layer. The network can then perform limited extrapolation, but eventually saturates. This has quite a nice intuitive interpretation: extrapolation is justified for a certain distance, and then should be curtailed.

If may have occurred to you that if the first approach is used, and linear units are placed in the output layer, there is no need to use a scaling algorithm at all, since the units can achieve any output level without scaling. It is indeed possible to turn off scaling entirely in ST Neural Networks, for efficiency reasons. However, in reality the entire removal of scaling presents difficulties to the training algorithms. It implies that different weights in the network operate on very different scales, which makes both initialization of weights and (some) training more complex. It is therefore not recommended that you turn off scaling unless the output range is actually very small and close to zero. The same argument actually justifies the use of scaling during pre-processing for MLPs (where, in principal, the first hidden layer weights could simply be adjusted to perform any scaling required).

The above discussion focused on the performance of MLPs in regression, and particularly their behavior with respect to extrapolation. Networks using radial units (RBFs and GRNNs) perform quite differently, and need different treatment.

Radial networks are inherently incapable of extrapolation. As the input case gets further from the points stored in the radial units, so the activation of the radial units decays and (ultimately) the output of the network decays. An input case located far from the radial centers will generate a zero output. The tendency not to extrapolate may be regarded as good (depending on your problem-domain and viewpoint), but the tendency to decay to a zero output (at first sight) is not. If we decide to eschew extrapolation, then what we would like to see reported at highly novel input points is the target mean.

This is achieved by using the mean/SD scaling function with radial networks in regression problems. The training data is scaled so that its output mean corresponds to 0.0, with other values scaled according to the output standard deviation. As input points are executed outside the range represented in the radial units, the output of the network tends back towards the mean.

The performance of a regression network can be examined in a number of ways.

First, the output of the network for each case (or any new case you choose to test) can be submitted to the network. If part of the data set, the residual is also displayed.

Second, summary statistics can be generated. These include the mean and standard deviation of both the training data values and the prediction error. One would generally expect to see a prediction error mean extremely close to zero (it is, after all, possible to get a zero prediction error mean simply by estimating the mean training data value, without any recourse to the input variables or a neural network at all). The most significant value is the prediction error standard deviation. If this is no better than the training data standard deviation, then the network has performed no better than a simple mean estimator. ST Neural Networks also reports the ratio of the prediction error SD to the training data SD. A ratio significantly below 1.0 indicates good regression performance, with a level below 0.1 often said (heuristically) to indicate good regression. This regression ratio (or, more accurately, one minus this ratio) is sometimes referred to as the explained variance of the model.

Third, a view of the response surface can be generated. The network's actual response surface is, of course, constructed in N+1 dimensions, where N is the number of input units, and the last dimension plots the height. It is clearly impossible to directly visualize this surface where N is anything greater than two (which it invariably is). However, ST Neural Networks can display the response surface plotted across any two of the input units. In order to do this, all other inputs are held at a fixed value, while the two inputs to be examined are varied. The other inputs can be held at any value desired (by default, ST Neural Networks holds them at their mean values), and the two examined inputs can be varied in any range (by default, across the range represented in the training data).
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Time Series Prediction in ST Neural Networks

In time series problems, the objective is to predict ahead the value of a variable which varies in time, using previous values of that and/or other variables (see Bishop, 1995)

Typically the predicted variable is continuous, so that time series prediction is usually a specialized form of regression. However, this is not built into ST Neural Networks as a restriction, which can also do time series prediction of nominal variables (i.e. classification).

It is also usual to predict the next value in a series from a fixed number of previous values (looking ahead a single time step). ST Neural Networks can actually be used to lookahead any number of steps. When the next value in a series is generated, further values can be estimated by feeding the newly-estimated value back into the network together with other previous values: time series projection. If single-step lookahead is used, ST Neural Networks can also do this projection. Obviously, the reliability of projection drops the more steps ahead one tries to predict, and if a particular distance ahead is required, it is probably better to train a network specifically for that degree of lookahead.

In ST Neural Networks, any type of network can be used for time series Prediction (the network type must, however, be appropriate for regression or classification, depending on the problem type). A network is configured for time series prediction by setting its Steps and Lookahead parameter. The Steps parameter indicates how many cases should be fed in as inputs, and the Lookahead parameter how far ahead the prediction should be made. The network can also have any number of input and output variables. However, most commonly there is a single variable which is both the input and (with the lookahead taken into account) the output. Configuring a network for time series usage alters the way that data is pre-processed (i.e. it is drawn from a number of sequential cases, rather than a single case), but the network execution and training proceeds just as for any other problem.

The time series training data set therefore typically has a single variable, and this has type input/output (i.e. it is used both for network input and network output).

The most difficult concept in ST Neural Networks's time series handling is the interpretation of training, verification, test and ignored cases. For standard data sets, each case is independent, and these meanings are clear. However, with a time series network each pattern of inputs and outputs is actually drawn from a number of cases, determined by the network's Steps and Lookahead parameters. There are two consequences of this:

The pattern type is determined by the type of the output case. For example, in a data set containing some cases, the first two ignored and the third test, with Steps=2 and Lookahead=1, the first usable pattern has type test, and draws its inputs from the first two cases, and its output from the third. Thus, the first two cases are used in the test set even though they are marked ignore. Further, any given case may be used in three patterns, and these may be any of training, verification and test patterns. In some sense, data actually "leaks between" training, verification and test sets. To isolate the three sets entirely, contiguous blocks of train, verify or test cases would need to be constructed, separated by the appropriate number of ignore cases.

The first few cases can only be used as inputs for patterns. When selecting cases for time series use, the case number selected is always the output case. The first few clearly cannot be selected (as this would require further cases before the beginning of the data set), and they are automatically marked as ignored.
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Variable Selection and Dimensionality Reduction

The preceding sections on network design and training have all assumed that the input and output layers are fixed; that is, that we know what variables will be input to the network, and what output is expected. The latter is always (at least, for supervised learning problems) known. However, the selection of inputs is far more difficult (see Bishop, 1995). Often, we do not know which of a set of candidate input variables are actually useful, and the selection of a good set of inputs is complicated by a number of important considerations:

Selection of input variables is therefore a critical part of neural network design. You can use a combination of your own expert knowledge of the problem domain, and standard statistical tests to make some selection of variables before starting to use ST Neural Networks. Once in ST Neural Networks, various combinations of inputs can be tried. ST Neural Networks includes facilities to "ignore" some variables, building networks which do not use those variables as inputs. You can experimentally add and remove various combinations, building new networks for each.

When experimenting in this fashion, the probabilistic and generalized regression networks are extremely useful. Although slow to execute, compared with the more compact MLPs and RBFs, they train almost instantaneously - and when iterating through a large number of input variable combinations, you will need to repeatedly build networks. Moreover, PNNs and GRNNs are both (like RBFs) examples of radially-based networks (i.e. they have radial units in the first layer, and build functions from a combination of Gaussians). This is an advantage when selecting input variables because radially-based networks actually suffer more from the curse of dimensionality than linearly-based networks.

To explain this statement, consider the effect of adding an extra, perfectly spurious input variable to a network. A linearly-based network such as an MLP can learn to set the outgoing weights of the spurious input unit to 0, thus ignoring the spurious input (in practice, the initially-small weights will just stay small, while weights from relevant inputs diverge). A radially-based network such as a PNN or GRNN has no such luxury: clusters in the relevant lower-dimensional space get "smeared" out through the irrelevant dimension, requiring larger numbers of units to encompass the irrelevant variability. A network which suffers from poor inputs actually has an advantage when trying to eliminate such inputs.

Since this form of experimentation is time-consuming, ST Neural Networks also contains facilities to do this for you. This uses a genetic algorithm (Goldberg, 1989) to select an appropriate combination of inputs. Genetic algorithms are very good at this kind of problem, having a capability to search through large numbers of combinations where their may be interdependencies between variables.

Another approach to dealing with dimensionality problems, which may be an alternative or a complement to variable selection, is dimensionality reduction. In dimensionality reduction, the original set of variables is processed to produce a new and smaller set of variables which contain (one hopes) as much information as possible from the original set. As an example, consider a data set where all the points lie on a plane in a three dimensional space. The intrinsic dimensionality of the data is said to be two (as all the information actually resides in a two-dimensional sub-space). If this plane can be discovered, the neural network can be presented with a lower dimensionality input, and stands a better chance of working correctly.

The most common approach to dimensionality reduction is principal components analysis (Bishop, 1995; see also Factor Analysis). This is a linear transformation which locates directions of maximum variance in the original input data, and rotates the data along these axes. Typically, the first principal components contain most information. Since principal components analysis (PCA) is a linear technique, it can be represented by a linear network, and ST Neural Networks includes the capability to train a linear network to do PCA. PCA can often extract a very small number of components from quite high-dimensional original data and still retain the important structure.

One problem with PCA is that it is a linear technique, and thus may miss important structure. ST Neural Networks can also perform a kind of "non-linear PCA" using an autoassociative network (see Bishop, 1995; Fausett, 1994; Bouland and Kamp, 1988). This is a neural network which is trained to reproduce its inputs at its outputs, and has a middle layer with less neurons than the input and output layers. Thus, to reproduce the inputs the network must learn a lower-dimensional representation, "squeezing" the cases into this representation in the middle layer, before reinterpreting it to form the outputs. Once trained, the front-end of the autoassociative network can be extracted to perform dimensionality reduction. An autoassociative network is typically an MLP with three hidden layers, the middle of which holds the reduced-dimensionality representation (the other two hidden layers are necessary to allow the network to perform a non-linear transformation from inputs to middle layer, and middle layer to output layer, respectively. An autoassociative network with only one hidden layer can only do linear dimensionality reduction, and actually learns to approximate standard PCA).

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