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Y Bengio

Publications and source records attributed to Y Bengio.

5 recordsLinked to original sources

Boosting neural networks.

Boosting is a general method for improving the performance of learning algorithms. A recently proposed boosting algorithm, AdaBoost, has been applied with great success to several benchmark machine learning problems using mainly decision trees as base classifiers. In this article we investigate whether AdaBoost also works as well with neural networks, and we discuss the advantages and drawbacks of different versions of the AdaBoost algorithm. In particular, we compare training methods based on sampling the training set and weighting the cost function. The results suggest that random resampling of the training data is not the main explanation of the success of the improvements brought by AdaBoost. This is in contrast to bagging, which directly aims at reducing variance and for which random resampling is essential to obtain the reduction in generalization error. Our system achieves about 1.4% error on a data set of on-line handwritten digits from more than 200 writers. A boosted multilayer network achieved 1.5% error on the UCI letters and 8.1% error on the UCI satellite data set, which is significantly better than boosted decision trees.

Algorithms↗

Gradient-based optimization of hyperparameters.

Many machine learning algorithms can be formulated as the minimization of a training criterion that involves a hyperparameter. This hyperparameter is usually chosen by trial and error with a model selection criterion. In this article we present a methodology to optimize several hyperparameters, based on the computation of the gradient of a model selection criterion with respect to the hyperparameters. In the case of a quadratic training criterion, the gradient of the selection criterion with respect to the hyperparameters is efficiently computed by backpropagating through a Cholesky decomposition. In the more general case, we show that the implicit function theorem can be used to derive a formula for the hyperparameter gradient involving second derivatives of the training criterion.

Algorithms↗

Using a financial training criterion rather than a prediction criterion.

The application of this work is to decision making with financial time series, using learning algorithms. The traditional approach is to train a model using a prediction criterion, such as minimizing the squared error between predictions and actual values of a dependent variable, or maximizing the likelihood of a conditional model of the dependent variable. We find here with noisy time series that better results can be obtained when the model is directly trained in order to maximize the financial criterion of interest, here gains and losses (including those due to transactions) incurred during trading. Experiments were performed on portfolio selection with 35 Canadian stocks.

Algorithms↗

LeRec: a NN/HMM hybrid for on-line handwriting recognition.

We introduce a new approach for on-line recognition of handwritten words written in unconstrained mixed style. The preprocessor performs a word-level normalization by fitting a model of the word structure using the EM algorithm. Words are then coded into low resolution "annotated images" where each pixel contains information about trajectory direction and curvature. The recognizer is a convolution network that can be spatially replicated. From the network output, a hidden Markov model produces word scores. The entire system is globally trained to minimize word-level errors.

Algorithms↗

Efficient recognition of immunoglobulin domains from amino acid sequences using a neural network.

A neural network was trained using back propagation to recognize immunoglobulin domains from amino acid sequences. The program was designed to identify proteins exhibiting such domains with minimal rates of false positives and false negatives. The National Biomedical Research Foundation NEW protein sequences database was scanned to evaluate the performance of the program in recognizing mouse immunoglobulin sequences. The program correctly recognized 55 out of 56 mouse immunoglobulin sequences, corresponding to a recognition efficiency of 98.2% with an overall false positive rate of 7.3%. These data demonstrate that neural network-based search programs are well suited to search for sequences characterized by only a few well-conserved subsequences.

Algorithms↗