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Dynamic Networks
1
14 Dynamic Networks D
2
14 Layered Digital Dynamic Networks D
T
1,1
D LW
L a1(t)
1
p (t)
1 n (t) 2
a (t)
3
a (t)
T
IW1,1 D LW
2,1
2 LW
3,2
n3(t)
n (t)
1
R x1 S2x1
1 L 2 3
3
S x1
1
S xR f 1
S x1
2
S xS 1
2
f 3
S xS 2
3
f
S x1 S x1
1 b1 S1x1 1 b
2
1 b
3
1 2 3
R S1x1 S1 S2x1 S S3x1 S
T T
D LW1,3 D LW2,3
L L
n m t = L Wm l d al t d + IW m l d p l t d + b m
l Lm d D Lm l l I m d D Im l
f
a m t = f m n m t
3
14 Layer Components D
4
14 Definitions D
Simulation Order
Backpropagation Order
Input Layer (has an input weight, or contains any
delays with any of its weight matrices)
Output Layer (its output will be compared to a
target during training, or it is connected to an input
layer through a matrix that has any delays
associated with it)
5
14 Example Feedforward Dynamic Network D
p(t) iw1,1(0)
0.5
S 0.5
D 1
iw1,1(2)
1.5
0 5 10 15 20 25
a(t) = iw1,1(0)p(t)+iw1,1(1)p(t-1)+iw1,1(2)p(t-2)
1 1 1
iw 1 1 0 = --- iw 1 1 1 = --- iw 1 1 2 = ---
3 3 3
6
14 Example Recurrent Dynamic Network D
lw1,1(1) 0
D 0.5
1 1
lw 1 1 1 = --- iw1 1 = ---
2 2
7
14 Applications of Dynamic Networks D
8
14 Focused Time Delay Network D
p1(t)
T a1(t) a2(t)
D IW
1,1
n1(t) LW
2,1
2
L 1
1
S x1 n (t) 2
S2x1
d
S 1 x (R1d) f S2xS1
2
f
S x1
1 b1 1
S x1 1 b
2
R1 S1x1 S1 S2
2
S x1
9
14 Distributed Time Delay Network D
1
p (t) 1
a (t) 2
T T a (t)
1,1
D IW 1
D LW
2,1
2
n (t) n (t)
2
S x1
L 1 L 2
1
S 1 x (R1d 1) f 2
S 2 x (S 1d 2) f
d d S2x1
1 b
1
S1x1 1 b2
1 2
R1
1
S x1 S S2x1 S
10
14 Layered Recurrent Network D
(Elman)
D LW1,1
1 1
p (t)1 n (t) a (t) 2
a (t)
1,1
IW LW
2,1
2
n (t)
1 2
R x1 S x1
1 2
f f
1
S1xR S x1 2
S xS
1
2
S x1
1 b
1
S1x1 1 b 2
1 1 2 2
R S1x1 S S x1 S
11
14 LRN Example D
1.5 1.5
1 1
0.5 0.5
0 0
0.5 0.5
1 1
1.5 1.5
0 50 100 150 200 250 300 350 400 0 50 100 150 200 250 300 350 400
12
14 Nonlinear ARX D
y t = f y t 1 y t 2 y t n y u t 1 u t 2 u t nu
13
14 Modeling with NARX D
N 6
Position
4
S 2
0
0 500 1000 1500 2000 2500 3000 3500 4000
yt 4
i(t) 3
+ 2
Voltage
1
- 1
0
0.5
0.01
0.005
0
0.5
0.005
0.01
1
0 500 1000 1500 2000 2500 3000 3500 4000 0 100 200 300 400 500 600 700 800 900
14
14 Model Reference Control D
T ec(t)
D LW1,2 a2 (t)
L
r(t) n1(t)
T c(t)
D IW 1,1 LW2,1 n2(t) Plant
L
f1 f2 ep(t)
1 b1 1 b2
a3 (t) y(t)
T T
D LW1,4 D LW3,2 n3(t) LW4,3 n4(t)
L L
f4 a (t)
4
ff32
1 b3 1 b4
T
D LW3,4
L
15
14 Example of Dynamic Derivatives D
Q Q
2
---------x-------- =
F
------- ----------t------- = 2
e
------- --------t--------
a
--------
l w1 1 1 lw 1 1 1 lw 1 1 1
e t
t= 1 t =1
--------t-------- = a t 1 + lw 1 --a
a
-------- --t----
-------- 1----
---- ---------t----
--a - a t 1
= p t + lw1 1 1 ----------------------
lw 1 1 1 1 1 lw 1 1 1 iw 1 1 iw1 1
16
14 iw1,1 Effect D
2 1.5
Total Derivative
1.5
Static Derivative
1
0 0
0.5
0.5
1
1.5
2 1.5
0 5 10 15 20 25 0 5 10 15 20 25
17
14 lw1,1(1) Effect D
2
1.5
1.5
Original Response
0.5
0.5 Incremental Response
0
0
0.5
0.5
1
1.5 Total Derivative
Static Derivative
2
0 5 10 15 20 25 1.5
0 5 10 15 20 25
18
14 Basic Concepts of Dynamic Training D
p(t)
a(t)
Multilayer Network
a(t) = NN(p(t),a(t-1),x)
D
Performance Index
Q
T
F x = t t a t t t a t
t =1
19
14 Dynamic Backpropagation D
e e
---a
--------t- = -------a------t-- + ------------a------t------- -----
a------t--------1---
T T T T
x x a t 1 x
e
---- + -------a------t----
e
-------F------ = ---------F +----1---- ------------F
-----------
a t a t a t
T a t + 1
20
14 General RTRL D
Q Q u T
e e
----F ----a------t--- T F -----F- = ----a--------t--- F
-- =
------------- ---------------
x x
T a t x x
T u
a t
t =1 t = 1u U
e e
---a
--------t- = -------a------t-- + ------------a------t------- -----
a------t--------1---
T T T T
x x a t 1 x
u e u e u e x u'
----a----------
t -- -------a--------t--- a---------t - -------------n--------t------- ----a----------t--------d---
--------
= +
T T x T T T
x x u' U x X d DL x u' n t a u'
t d x
21
14 Sensitivities D
e u e x
a---------t - -----------n
-------- ----------t------- = S u x t L Wx u' d
x T u' T
n t a t d
u m u m u m
s 1 1 t s 1 2 t s 1 S m t
a t u m u m u m
e u
u m
S s
t = ------------------T- = 2 1 t s 2 2 t s 2 S m t
n t
m
u m u m u m
sS u 1 t sS u 2 t s S u Sm t
m u
S u m t = S u l t LW l m 0 F n m t S u u t = F n u t
b
l E S u Lm
22
14 Explicit Derivatives D
e u e u e m
a t ak t n t
------- ------------i------------ = su m t p l t d
-------------k----------- = -----------
m l m m l k i j
iw i j d ni t iw i j d
e u
--------------------a--------t----
------------ l T u m
= p t d S t
m l T
ve c IW d
e u
--------------------a
----------t---------------- = al t d Su m t
T
m l T
v ec L W d
e u
------a
----------t-- = Su m t
m T
b
23
14 RTRL Example (1) D
Q 3
2 2 2 2 2
F = t t a t = e t = e 1 + e 2 + e 3
t =1 t= 1
p 1 t 1 p 2 t 2 p 3 t 3
a 1 = lw1 1 1 a 0 + iw1 1 p 1
24
14 RTRL Example (2) D
S 1 1 1 = F n1 1 = 1
1
e 1 e
a--------1---------------- -------a------1---
------ T
-------------- = = p 1 1 S1 1 1 = p 1
I W 1 1 T iw1 1
ve c 0
e 1 e
a--------1----------------- -----------a------1-------
--------------------- 1 T
S1 1 1 = a 0
= = a 0
1 1 T lw1 1 1
v ec LW 1
1 e 1 1
----a--------t--- a t 1 1 1 1 a t 1
= ------------------ + S t LW 1 -------------------------
T T T
x x x
----------1----- = p 1 + lw 1 --a
-a --------0------ = p 1
iw 1 1 1 1 iw 1 1
--------1---------- = a 0 + lw 1 ------a
------a --------0---------- = a 0
lw1 1 1 1 1 lw1 1 1
25
14 RTRL Example (3) D
e e
-------a------2--- = p 2 ----------a------2-------- = a 1
iw1 1 lw1 1 1
--------2------ = p 2 + lw 1 --a
--a ----------1--- = p 2 + lw 1 p 1
iw 1 1 1 1 iw1 1 1 1
--------2--------- = a 1 + lw 1 -------a
-------a --------1--------- = a 1 + lw 1 a 0
lw1 1 1 1 1 lw1 1 1 1 1
e e
-------a------3--- = p 3 ----------a------3-------- = a 2
iw1 1 lw1 1 1
----------3----- = p 3 + l w 1 --a
-a --------2------ = p 3 + lw 1 p 2 + lw 1 2 p 1
iw 1 1 1 1 iw1 1 1 1 1 1
-------a 3-------
---------- a 2 2
= a 2 + lw 1 1 1 ------------------------ = a 2 + lw 1 1 1 a 1 + lw1 1 1 a 0
lw1 1 1 lw1 1 1
26
14 RTRL Example (4) D
Q u T 3 1 T
e e
F-
----- ----a--------
t -
-- F -----a--------t--- F
= --------------- = ---------------
x x
T
a t
u
x
T
a t
1
t = 1u U t=1
--------1------ 2e 1 + -a
------- = --a
---------F ---------2------ 2e 2 + ---
--------3----- 2e 3
a
iw 1 1 iw1 1 iw 1 1 iw 1 1
= 2e 1 p 1 2e 2 p 2 + lw1 1 1 p 1
2
2e 3 p 3 + lw 1 1 1 p 2 + lw1 1 1 p 1
--------1---------- 2e 1 + -------
------------F------------ = ------a --------2--------- 2e 2 + ------a
a --------3---------- 2e 3
lw1 1 1 lw1 1 1 lw1 1 1 lw1 1 1
= 2e 1 a 0 2e 2 a 1 + lw1 1 1 a 0
2
2e 3 a 2 + lw 1 1 1 a 1 + lw1 1 1 a 0
27
14 General BPTT D
Q T
e
F-
----- ------a------t--- F
= -------------
x x
T a t
t= 1
Q Su
e u e m
a t n t
-------------F
----------- = ---------F------ ---------k--------- ------------i------------
m l
lwi j d
u m
ak t ni t lwi j d
m l
t = 1 u Uk = 1
e
-------F------ = ---------F---- + -------a------t----
e
+----1---- ------------F
-----------
a t a t a t
T a t + 1
e e u' e x T
--------F
------- = -----------F---- + -------a-------- ------d--- ------n
--t--+ t --+
---------- ------d---- ----F
--------- -------------
a t
u
a t
u n x
t + d
T
a
t
u T u'
a t + d
u' U x X d D Lx u
e u' e x
-------a-------- +----d---- -------n--------t----+------
--t----
d---
= S u' x t + d LWx u d
x T u T
n t + d a t
28
14 BPTT D
Q Su
e u e m
a t n t
-------------F
----------- = ---------F------ ---------k--------- ------------i------------
m l
lwi j d
u m
ak t ni t lwi j d
m l
t = 1 u Uk = 1
dm t = u m T F
S t ---------------
u
u U a t
Q
F------------
----------------- d m t al t d
T
LW d
m l
=
t=1
Q
---------------F------------- =
T
d m t p l t d
I W d
m l
t= 1
Q
F---
------- d m t
b
m
=
t=1
29
14 BPTT Example (1) D
a 1 = lw1 1 1 a 0 + iw1 1 p 1
a 2 = lw1 1 1 a 1 + iw1 1 p 2
a 3 = lw1 1 1 a 2 + iw1 1 p 3
S 1 1 3 = F n1 3 = 1
1
e
--F
------ ------- = ----------F----- + LW1 1 1 S 1 1 t + 1 ------------F
T T
-------------
1 1 1
a t a t a t + 1
0
e eF
---------F------- = -----------F----- + lw 1 S 1 1 4 T ----------F------- = ------
------
----- = 2e 3
1 1 1 1 1 1
a 3 a 3 a 4 a 3
d1 3 = S1 1 3 --------F
T
-------- = 2e 3
1
a 3
30
14 BPTT Example (2) D
S 1 1 2 = F n1 2 = 1
1
e
---------F------- = -----------F----- + lw 1 S 1 1 3 ----------F-------
T
1 1 1 1 1
a
2 a
2 a 3
= 2e 2 + lw 1 1 1 2e 3
F------
d1 2 = S1 1 2 ----------
T
= 2e 2 + lw 1 1 1 2e 3
1
a 2
S 1 1 1 = F n1 1 = 1
1
e
---------F-------- = -----------F------ + lw 1 S 1 1 2 ----------
F-------
T
1 1 1 1 1
a 1 a 1 a 2
2
= 2e 1 + lw1 1 1 2e 2 + lw1 1 1 2e 3
d1 1 = S1 1 1 --------F
T
-------- = 2e 1 + lw 1 2e 2 + lw 1 2 2e 3
1 1 1 1 1
a 1
31
14 BPTT Example (3) D
3
F-------------
---------------- F d1 t a 1 t 1
T
= ------------------------ =
LW 1
1 1 lw 1 1 1
t=1
2
= a 0 2e 1 + lw 1 1 1 2e 2 + lw 1 1 1 2e 3
+ a 1 2e 2 + lw1 1 1 2e 3 + a 0 2e 3
3
--F-------------
------------- F d 1 t p 1 t
T
= --------------- =
I W 0
1 1 iw1 1
t= 1
2
= p 1 2e 1 + lw1 1 1 2e 2 + lw1 1 1 2e 3
+ p 2 2e 2 + lw 1 1 1 2e 3 + p 3 2e 3
32
14 D
Spurious Valleys
33
14 Recurrent Net Error Surface Profile D
4.2
4.1
3.9
mse
3.8
3.7
3.6
3.5
3.4
0 0.2 0.4 0.6 0.8 1
12
x 10
34
14 Simple Recurrent Network D
35
14 Mean Square Error Surface D
lw
iw
lw
iw
Spurious Valleys
36
14 Network Response D
a t iw1,1 p t lw1,1 1a t 1
2 t 1
a t iw p t lw p t 1 lw p t 2 lw p 1 lw a 0
t
37
14 Effect of Sequence Length D
Root of Polynomial
38
14 Cause of Spurious Valleys D
Initial Conditions
If some initial conditions (neuron outputs) are zero,
then there are certain combinations of weights that will
produce zero outputs for all time.
Input Sequence
There are values for the weights that produce an
unstable network, but for which the output remains
small for a particular input sequence. If the input
sequence is modified, it may produce a valley in a
different location.
39
14 Nonlinear Recurrent Network D
0.8
0.4
0.2
0.2
0.4
0.6
0.8
1
0 2 4 6 8 10 12 14 16 18 20
40
14 Steepest Descent Trajectory D
1.5
0.5
lw 0
0.5
1.5
1.4
1.2
2
2 1.5 1 0.5 0 0.5 1 1.5 2
1
iw 0.8
0.6
0.4
0.2
0
2
1 2
1
0
0
lw 1
1
2 2
iw
41
14 Nonlinear Error Surface D
42
14 Different Input Sequence D
43
14 Changing Input Sequence D
44
14 Changing Initial Condition D
45
14 Procedures for Training Recurrent Nets D
J w = SSE + SSW
46
14 Summary D
47