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IUT-Ahmadzadeh
1430/10/28
IUT-Ahmadzadeh
1430/10/28
ADALINE Network
a = purel in Wp + b = Wp + b
w i 1
iw
iw
w i 2
w i R
Two-Input ADALINE
a = 1w p + b = w1 1 p 1 + w1 2 p 2 + b
IUT-Ahmadzadeh
1430/10/28
{ p 1, t 1} {p 2 , t2} { p Q, t Q}
Input:
Target:
pq
tq
Notation:
x =
1w
a = 1w p + b
z = p
a = x z
F x = E e = E t a = E t xT z
The expectation is taken over all sets of input/target pairs.7
Error Analysis
2
F x = E e = E t a = E t xT z
T
F x = E t 2 t x T z + x T z z x
2
F x = E t 2 x T E t z + xT E zz x
This can be written in the following convenient form:
T
F x = c 2 x h + x R x
where
c = E t
h = E tz
R = E zz
IUT-Ahmadzadeh
1430/10/28
d = 2 h
A = 2R
Stationary Point
Hessian Matrix:
A = 2R
Stationary point:
2h + 2R x = 0
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IUT-Ahmadzadeh
1430/10/28
x = R h
11
x = t k a k 2 = e 2k
F
Expectation of the squared error has been replaced
by the squared error at iteration k.
Approximate (stochastic) gradient:
Fx = e2k
2
e k
e k
e k j = ---------------- = 2 e k ------------ w1 j
w 1 j
j = 1 2 R
2
e k
2
e k
e k R + 1 = ---------------- = 2e k ------------b
b
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IUT-Ahmadzadeh
1430/10/28
t k 1 w pk + b
------------- = ---------------------------------- =
w1 j
w 1 j
w1 j
e k
------------- =
w 1 j
w 1
t k w 1 i p i k + b
i = 1
Where pi(k) is the ith elements of the input vector at kth iteration.
e k
------------- = p j k
w1 j
e k
-------- = 1
b
F x = e2 k = 2e k z k
13
x = tk ak2 = e2k
F
This approximation to F (x) can now be used
in the Steepest descent algorithm.
LMS Algorithm
Al ith
xk + 1 = xk F x
x = xk
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IUT-Ahmadzadeh
1430/10/28
If we substitute
x k + 1 = x k + 2 e k z k
1w k + 1
= 1w k + 2e k p k
b k + 1 = b k + 2 e k
These last two equations make up the LMS algorithm.
Also called Delta Rule or the Widrow-Hoff learning
algorithm.
15
Multiple-Neuron Case
iw k +
1 = iw k + 2 ei k p k
b i k + 1 = b i k + 2e i k
Matrix Form:
T
W k + 1 = W k + 2e k p k
b k + 1 = b k + 2 e k
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IUT-Ahmadzadeh
1430/10/28
Analysis of Convergence
Note that xk is a function only of z(k-1), z(k-2), , z(0). If
we assume that successive input vectors are statistically
independent, then xk is independent of z(k).
We will show that for stationary input processes meeting
this condition, so the expected value of the weight vector
will converge to:
*
1
x R h
xk + 1 = xk + 2e k zk
E xk + 1 = E xk + 2E e k z k
Substitute the error with
t (k ) xTk z (k )
T
Ex k + 1 = Ex k + 2E t k z k E xk zk z k
since xTk z (k ) z T (k )x k
T
E xk + 1 = E xk + 2 Etk z k E zkz k xk
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IUT-Ahmadzadeh
1430/10/28
E xk + 1 = E xk + 2 h RE xk
E xk + 1 = I 2RE xk + 2h
For stability, the eigenvalues of this
matrix must fall inside the unit circle.
eig I 2 R = 1 2 i 1
(where i is an eigenvalue of R)
Since
i 0 ,
19
1 2i 1 .
1 i
for all i
0 1 m ax
10
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IUT-Ahmadzadeh
1430/10/28
E xss = I 2 R E xss + 2 h
The solution to this equation is
1
Ex ss = R h = x
21
Example
Banana
p
=
t
=
1
1 1
1
p
=
t
=
Apple 2
1 2
1
1
2
R = E pp = -- p 1 p 1 + -- p 2 p 2
1
1 0 0
R = --2- 1 1 1 1 + -2- 1 1 1 1 = 0 1 1
1
1 = 1.0
2 = 0.0
3 = 2.0
0 1 1
1
1
------- = ---- = 0.5
max 2.0
11
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IUT-Ahmadzadeh
1430/10/28
Iteration One
Banana
a0 = W 0p 0 = W0 p1= 0 0 0
1
1= 0
1
W(0) is
selected
arbitrarily.
e 0 = t 0 a0 = t1 a 0= 1 0= 1
W 1 = W0 + 2e 0 pT 0
T
1
W 1 = 0 0 0 + 20.2 1 1 = 0.4 0.4 0.4
1
23
Iteration Two
Apple
1
1 = 0.4
1
e 1 = t1 a1 = t2 a 1= 1 0.4= 1.4
T
1
W 2 = 0.4 0.4 0.4 + 2 0.2 1.4 1 = 0.96 0.16 0.16
1
24
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IUT-Ahmadzadeh
1430/10/28
Iteration Three
a 2= W2 p 2= W 2 p1= 0.96 0.16 0.16
1
1 = 0.64
1
e 2 = t 2 a 2 = t 1 a2 = 1 0.64= 0.36
T
W = 1 0 0
25
26
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IUT-Ahmadzadeh
1430/10/28
27
Adaptive Filtering
ADALINE is one of the most widely used NNs in practical
applications. One of the major application areas has been
Adaptive Filtering.
Adaptive Filter
Tapped Delay Line
28
14
IUT-Ahmadzadeh
1430/10/28
ak = purelinWp + b =
w1 i yk i + 1 + b
i= 1
29
30
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IUT-Ahmadzadeh
1430/10/28
31
Correlation Matrix
To Analyze this system we need to find the input
correlation matrix R and the input/target crosscorrelation vector h.
h
R E[zz T ]
z k =
h = E t z
v k
v k 1
t k = s k + m k
2
R=
E v k
E v k v k 1
2
E v k 1v k Ev k 1
h =
16
E s k + m k v k
E s k + m k v k 1
32
IUT-Ahmadzadeh
1430/10/28
m k = 1.2
2 k 3
sin --------- ----- 3
4
2
2k 2
E v k = 1.2 --- sin --------- = 1.2 0.5 = 0.72
3
3
21
k =1
E v k 1 = E v k = 0.72
3
2 k 1
2k
1
E v k v k 1 = --- 1.2 sin ---------1.2 sin-----------------------
3
3
3
k=1
2
2
= 1.2 0.5 cos ------ = 0.36
3
R=
17
0.72 0.36
0.36 0.72
34
IUT-Ahmadzadeh
1430/10/28
Stationary Point
E sk + mk v k = E sk v k + E mk v k
0
1st
2k
3
--------- ------ 1.2sin --------- = 0.51
1.2 sin 2k
3
3
4
k =1
35
1
2k 3
2 k 1
Em k v k 1 = --- 1.2 sin------- ----1.2 sin --------------- = 0.70
3
4
3
k=1
h =
E s k + m k v k
h = 0.51
E s k + m k v k 1
x = R 1 h =
0.72 0.36
0.36 0.72
0.70
0.51
0.70
0.30
0.82
18
IUT-Ahmadzadeh
1430/10/28
Performance Index
T
F x = c 2 x h + x Rx
c = E t k = E s k + m k
2
c = Es k + 2E s k mk + E m k
The middle term is zero because s(k) and v(k) are
independent and zero mean.
1
E s k = ------0.4
2
0.2
0.2
0.2
2
1
3
s d s = --------------- s 0.2 = 0.0133
3 0.4
37
1
E m k = --- 1.2 sin 2
------ 3
------ = 0.72
3
3
4
k =1
c = 0.0133
0 0133 + 0.72
0 72 = 0.7333
0 7333
38
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IUT-Ahmadzadeh
1430/10/28
W1,2
W1,1
39
Note that the contours in this figure reflect the fact that
the eigenvalues and the eigenvectors of the Hessian
matrix A=2R are
0.7071
0.7071
, 2 0.75, z 2
0.7071
0.7071
1 2.16, z1
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IUT-Ahmadzadeh
1430/10/28
Echo Cancellation
42
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IUT-Ahmadzadeh
1430/10/28
HW
Ch 4: E 2, 4, 6, 7
Ch 5: 5, 7, 9
Ch 6: 4, 5, 8, 10
Ch 7: 1, 5, 6, 7
Ch 8: 2, 4, 5
Ch 9: 2, 5, 6
Ch 10: 3, 6, 7
43
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IUT-Ahmadzadeh