TY - GEN
T1 - Perturbation theory for stochastic learning dynamics
AU - Leen, Todd K.
AU - Friel, Robert
PY - 2011/10/24
Y1 - 2011/10/24
N2 - On-line machine learning and biological spike-timing-dependent plasticity (STDP) rules both generate Markov chains for the synaptic weights. We give a perturbation expansion (in powers of the learning rate) for the dynamics that, unlike the usual approximation by a Fokker-Planck equation (FPE), is rigorous. Our approach extends the related system size expansion by giving an expansion for the probability density as well as its moments. Applied to two observed STDP learning rules, our approach provides better agreement with Monte-Carlo simulations than either the FPE or a simple linearized theory. The approach is also applicable to stochastic neural dynamics.
AB - On-line machine learning and biological spike-timing-dependent plasticity (STDP) rules both generate Markov chains for the synaptic weights. We give a perturbation expansion (in powers of the learning rate) for the dynamics that, unlike the usual approximation by a Fokker-Planck equation (FPE), is rigorous. Our approach extends the related system size expansion by giving an expansion for the probability density as well as its moments. Applied to two observed STDP learning rules, our approach provides better agreement with Monte-Carlo simulations than either the FPE or a simple linearized theory. The approach is also applicable to stochastic neural dynamics.
UR - http://www.scopus.com/inward/record.url?scp=80054768062&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=80054768062&partnerID=8YFLogxK
U2 - 10.1109/IJCNN.2011.6033476
DO - 10.1109/IJCNN.2011.6033476
M3 - Conference contribution
AN - SCOPUS:80054768062
SN - 9781457710865
T3 - Proceedings of the International Joint Conference on Neural Networks
SP - 2031
EP - 2038
BT - 2011 International Joint Conference on Neural Networks, IJCNN 2011 - Final Program
T2 - 2011 International Joint Conference on Neural Network, IJCNN 2011
Y2 - 31 July 2011 through 5 August 2011
ER -