Notes
Outline
Non-Linear Modelling and Chaotic Neural Networks
Evolutionary and Neural Computing Group
Cardiff University
SBRN 2000
Overview
The Freeman model
The Gamma Test
Non-Linear Modelling
Delayed Feedback Control
Synchronisation
The Freeman Model
Freeman [1991] studied the olfactory bulb of rabbits
In the rest state, the dynamics of this neural cluster are chaotic
When presented with a familiar scent, the neural system rapidly simplifies its behaviour
The dynamics then become more orderly, more nearly periodic than when in the rest state
Questions...
How can we construct chaotic neural networks?
How can we control such networks so that they stabilise onto an unstable periodic orbit (characteristic of the applied stimulus) when a stimulus is presented?
We are looking for biologically plausible mechanisms
"Principal Contributors"
Principal Contributors
An introduction to the
Gamma Test
Assume a relationship of the form
where:
 f is smooth function (bounded derivatives)
 y is a measured variable possibly dependent on measured variables x1,…,xm
 r is a random noise component which we may as well assume has mean zero
Question:
What is the noise variance Var(r)?
The Gamma test estimates this directly from the observed data (despite the fact that the underlying smooth non-linear function is unknown)
It runs in O(M log M) time, where M is the number of data points
We can deal with vector y at little extra computational cost
The Details
The Algorithm
An Example
1000 sampled data points with
noise variance Var(r)=0.01
Probabilistic asymptotic convergence of G to Var(r)
Using The Gamma Test for
Non-Linear Modelling
Embedding Dimension
Irregular Embeddings
Modelling a particular chaotic system
Question:
What use is the Gamma Test?
We can calculate the embedding dimension
the number of past values required to calculate the next point
We can compute irregular embeddings
 the best combination of past values for a given embedding dimension
Choosing an Embedding Dimension
Time-series    ...x(t-3), x(t-2), x(t-1), x(t)...
Task is to predict x(t) given some number of previous values
Take x(t) as output, and x(t-d),...,x(t-1) as inputs, then run the Gamma Test
Increase d until the noise estimate reaches a local minimum
This value of d is an estimate for the embedding dimension
An Example
The Mackey-Glass Series
Time-delayed differential equation
Dataset created by integrating from t=0 to t=8000 and taking points where t=10,20,30,....,8000
The Mackey-Glass Time Series
Finding the
Embedding Dimension
Finding Irregular Embeddings
Given a data set with m inputs, we can select which combination of inputs produces the best model even if there is no noise
This gives us an irregular embedding
Omitting a relevant input produces pseudo-noise
Pseudo-noise of  a
Conical function
Gamma Test Analysis
Given the conical function, pseudo-noise is apparent if we leave out either x or y from the model of z
Var(r) is the estimate for pseudo-noise variance (M=500)
An Example
The Mackay-Glass Time Series
Gamma Scatter Plot for Embedding 111100
Model Construction
Neural Network (4-8-8-1) using input mask 111100
Trained using the BFGS algorithm on 800 samples to the MSE predicted by the Gamma Test (0.00032)
MSE on 100 unseen samples 0.00040
Iterating the Network Model
Phase-Space Comparison
Control via Delayed Feedback
Controlling the Neural Network
Varying the Stimulus
A Generic Model for a Chaotic Neural Network
Synchronisation Method
Results of Synchronization
Conclusions
Given a chaotic time series we can use the Gamma Test to determine an appropriate embedding dimension and then a suitable irregular embedding
We then train a feedforward network, using the irregular embedding to determine the number of inputs, so that the output gives an accurate one-step prediction
By iterating the network with the appropriate time delays we can accurately reproduce the original dynamics
The significance of time delayed feedback
Finally by adding a time delayed feedback (activated in the presence of a stimulus) we can stabilise the iterative network onto an unstable periodic orbit
The particular orbit stabilised depends on the applied stimulus
The entire artificial neural system accurately reproduces the phenomenon described by Freeman
Synchronisation
Results shown by Skarda and Freeman [Skarda 1987] support the hypothesis that neural dynamics are heavily dependent on chaotic activity
Nowadays it is believed that synchronization plays a crucial role in information processing in living organisms and could lead to important applications in speech and image processing [Ogorzallek 1993]
We have shown that time delayed feedback also offers a biologically plausible mechanism for neural synchronisation
SBRN2000 Group Picture