Technical Report CIS9420

TR#:CIS9420
Class:CIS
Title: DENSITY SHAPING BY NEURAL NETWORKS WITH APPLICATION TO CLASSIFICATION, ESTIMATION AND FORECASTING
Authors: Y. Baram and Z. Roth
PDFCIS9420.pdf
Abstract: An estimate of the probability density function of a random vector is obtained by maximizing the output entropy of a feed-forward network of sigmoidal units with respect to the input weights. Classification problems can be solved by selecting the class associated with the maximal estimated density. Newton's method, applied to the estimated density, yields a recursive estimator for a random variable or a random sequence. A constrained connectivity structure yields a linear estimator, which is particularly suitable for `real time' prediction. Applications to real classification and forecasting problems are demonstrated. The convergence of the training algorithm is analyzed in the appendix.

CopyrightThe above paper is copyright by the Technion, Author(s), or others. Please contact the author(s) for more information

Remark: Any link to this technical report should be to this page (http://www.cs.technion.ac.il/users/wwwb/cgi-bin/tr-info.cgi/1994/CIS/CIS9420), rather than to the URL of the PDF or PS files directly. The latter URLs may change without notice.

To the list of the CIS technical reports of 1994
To the main CS technical reports page

Computer science department, Technion