Chapter 9 Linear Discriminant Functions

9.1 Introduction

Maximum-likelihood and Bayesian parameter estimation techniques assume that the forms for the underlying probability densities were known, and that we will use the training samples to estimate the values of their parameters. In this chapter, we shall instead assume we know the proper forms for the discriminant functions, and use the samples to estimate the values of parameters of the classifier. Some of the discriminant functions are statistical and some of them are not. None of them, however, requires knowledge of the forms of underlying probability distributions, and in this limited sense, they can be said to be nonparametric.

Linear discriminant functions have a variety of pleasant analytical properties. They can be optimal if the underlying distributions are cooperative, such as Gaussians having equal covariance, as might be obtained through an intelligent choice of feature detectors. Even when they are not optimal, we might be willing to sacrifice some performance in order to gain the advantage of their simplicity. Linear discriminant functions are relatively easy to compute and in the absence of information suggesting otherwise, linear classifiers are attractive candidates for initial, trial classifiers.

The problem of finding a linear discriminant function will be formulated as a problem of minimizing a criterion function. The obvious criterion function for clas­sification purposes is the sample risk, or training error-the average loss incurred in classifying the set of training samples. It is difficult to derive the minimum-risk lin­ear discriminant, and for that reason it will be suitable to investigate several related criterion functions that are analytically more tractable. Much of our attention will be devoted to studying the convergence properties and computational complexities of various gradient descent procedures for minimiz­ing criterion functions. The similarities between many of the procedures sometimes make it difficult to keep the differences between them clear.

9.2 Linear Discriminant Functions and Decision Surfaces

A discriminant function that is a linear combination of the components of x can be written as

(9.1)

where w is the weight vector and w0 the bias or threshold weight. Linear discriminant functions are going to be studied for the two-category case, multi-category case, and general case (Figure 9.1). For the general case there will be c such discriminant functions, one for each of c categories.

Figure 9.1: Linear discriminant functions.

9.2.1 The Two-Category Case

For a discriminant function of the form of eq.9.1, a two-category classifier implements the following decision rule: Decide w1 if g(x)>0 and w2 if g(x)<0. Thus, x is assigned to w1 if the inner product wTx exceeds the threshold w0 and to w2 otherwise. If g(x)=0, x can ordinarily be assigned to either class, or can be left undefined. The equation g(x)=0 defines the decision surface that separates points assigned to w1 from points assigned to w2. When g(x) is linear, this decision surface is a hyperplane. If x1 and x2 are both on the decision surface, then

(9.2)

or

(9.3)

and this shows that w is normal to any vector lying in the hyperplane. In general, the hyperplane H divides the feature space into two half-spaces: decision region R1 for w1 and region R2 for w2. Because g(x)>0 if x is in R1, it follows that the normal vector w points into R1. It is sometimes said that any x in R1 is on the positive side of H, and any x in R2 is on the negative side (Figure 9.2).

The discriminant function g(x) gives an algebraic measure of the distance from x to the hyperplane. The easiest way to see this is to express x as

(9.4)

where xp is the normal projection of x onto H, and r is the desired algebraic distance which is positive if x is on the positive side and negative if x is on the negative side. Then, because g(xp)=0,

Since  then

(9.5)

or

(9.6)

Figure 9.2: The linear decision boundary H separates the feature space into two half-spaces.

In particular, the distance from the origin to H is given by . If w0>0, the origin is on the positive side of H, and if w0<0, it is on the negative side. If w0=0, then g(x) has the homogeneous form , and the hyperplane passes through the origin (Figure 9.2). A linear discriminant function divides the feature space by a hy­perplane decision surface. The orientation of the surface is determined by the normal vector w, and the location of the surface is determined by the bias w0. The discrim­inant function g(x) is proportional to the signed distance from x to the hyperplane, with g(x)>0 when x is on the positive side, and g(x)<0 when x is on the negative side.

<

9.2.2 The Multicategory Case

There is more than one way to devise multicategory classifiers employing linear discriminant functions. For example, we might reduce the problem to c two-class problems, where the ith problem is solved by a linear discriminant function that separates points assigned to wi, from those not assigned to w1. A more extravagant approach would be to use c(c-1)/2 linear discriminants, one for every pair of classes. As illustrated in Figure 9.3, both of these approaches can lead to regions in which the classification is undefined. We shall avoid this problem by defining c linear discriminant functions

(9.7)

and assigning x to wi if for all j¹ i; in case of ties, the classification is left undefined. The resulting classifier is called a linear machine. A linear machine divides the feature space into c decision regions (Figure 9.4), with gj(x) being the largest dis­criminant if x is in region Ri. If Ri and Rj are contiguous, the boundary between them is a portion of the hyperplane Hij defined by

or

It follows at once that is normal to Hij and the signed distance from x to Hij is given by

Thus, with the linear machine it is not the weight vectors themselves but their differences that are important. While there are c(c-1)/2 pairs of regions, they need not all be contiguous, and the total number of hyperplane segments appearing in the decision surfaces is often fewer than c(c-1)/2, as shown in Figure 9.4.

Figure 9.3: Linear decision boundaries for a four-class problem with undefined regions.

Figure 9.4: Decision boundaries defined by a linear machine.

9.3 Generalized Linear Discriminant Functions

The linear discriminant function g(x) can be written as

(9.8)

where the coefficients wi are the components of the weight vector w. By adding additional terms involving the products of pairs of components of x, we obtain the quadratic discriminant function

(9.9)

Because xixj= xjxi we can assume that wij=wji with no loss in generality. The eq.9.9 evaluates in 2D feature space as

(9.10)

where eq.9.9 and 9.10 are equivalent. Thus, the quadratic discriminant function has an additional d(d+l)/2 coefficients at its disposal with which to produce more complicated separating surfaces. The separating surface defined by g(x)=0 is a second-degree or hyperquadric surface. If the symmetric matrix W=[wij], where the elements wij are the weights of the last term in eq.9.9, is nonsingular the linear terms in g(x) can be eliminated by translating the axes. The basic character of the separating surface can be described in terms of the scaled matrix

where   and   W=[wij].

The types of quadratic separating surfaces that arise in the general multivariate Gaussian case are as follows.

1. If is a positive multiple of the identity matrix, the separating surface is a hypersphere such that: , where k ³ 0. Also note that, hypersphere is defined as

2. If is positive definite, the separating surfaces is a hyperellipsoid whose axes are in the directions of the eigenvectors of .

3. If none of the above cases holds, that is, some of the eigenvalues of are positive and others are negative, the surface is one of the varieties of types of hyperhyperboloids.

By continuing to add terms such as wijkxixjxk, we can obtain the class of polyno­mial discriminant functions. These can be thought of as truncated series expansions of some arbitrary g(x), and this in turn suggest the generalized linear discriminant function

(9.11)

or

(9.12)

where a is now a -dimensional weight vector and where the functions yi(x) can be arbitrary functions of x. Such functions might be computed by a feature detecting subsystem. By selecting these functions judi­ciously and letting be sufficiently large, one can approximate any desired discrimi­nant function by such an expansion. The resulting discriminant function is not linear in x, but it is linear in y. The functions yi(x) merely map points in d-dimensional x-space to points in -dimensional y-space. The homogeneous discriminant sep­arates points in this transformed space by a hyperplane passing through the origin. Thus, the mapping from x to y reduces the problem to one of finding a homogeneous linear discriminant function.

Some of the advantages and disadvantages of this approach can be clarified by considering a simple example. Let the quadratic discriminant function be

g(x)=a1+ a2x+ a3x2                                                                                                                  (9.13)

so that the three-dimensional vector y is given by

(9.14)

The mapping from x to y is illustrated in Figure 9.5. The data remain inherently one-dimensional, because varying x causes y to trace out a curve in three dimensions

Figure 9.5: The mapping y=(1 x x2)T takes a line and transforms it to a parabola.

The mapping from x to y is illustrated in Figure 9.5. The data remain inherently one-dimensional, because varying x causes y to trace out a curve in three dimensions.

The planedefined by =0 divides the y-space into two decision regionsand. Figure 5.6 shows the separating plane corresponding to a=(-1, 1, 2)T, the decision regions and, and their corresponding decision regions andin the original x-space. The quadratic discriminant function g(x)=-1+x+2x2 is positive if x<-1 or if x>0.5. Even with relatively simple functions yi(x), decision surfaces induced in an x-space can be fairly complex.

While it may be hard to realize the potential benefits of a generalized linear dis­criminant function, we can at least exploit the convenience of being able to write g(x) in the homogeneous form aty. In the particular case of the linear discriminant function we have

(9.15)

where we set x0=1. Thus we can write

(9.16)

and y is sometimes called an augmented feature vector. Likewise, an augmented weight vector can be written as:

(9.17)

This mapping from d-dimensional x-space to (d+1)-dimensional y-space is mathematically trivial but nonetheless quite convenient. By using this mapping we reduce the problem of finding a weight vector w and a threshold weight w0 to the problem of finding a single weight vector a.

Figure 9.6: The mapping y=(1 x x2)T takes a line and transforms it to a parabola.

9.4 The Two-Category Linearly Separable Case

Suppose now that we have a set of n samples y1,…,yn, some labeled w1 and some labeled w2. We want to use these samples to determine the weights a in a linear discriminant function g(x)=aTy. If there exists a solution for which the probability of error is very low, then we are going to look for a weight vector that classifies all of the samples correctly. If such a weight vector exists, the samples are said to be linearly separable.

A sample yi is classified correctly if aTyi>0 and yi is labeled w1 or if aTyi<0 and yi is labeled w2. This suggests a “normalization” that simplifies the treatment of the two-category case, namely, the replacement of all samples labeled w2 by their negatives. With the “normalization” we can forget the labels and look for a weight vector a such that aTyi>0 for all of the samples. Such a weight vector is called a separating vector or more generally a solution vector.

The weight vector a can be thought of as specifying a point in weight space. Each sample yi places a constraint on the possible location of a solution vector. The equa­tion aTyi=0 defines a hyperplane through the origin of weight space having yi as a normal vector. The solution vector must be on the positive side of ev­ery hyperplane. Thus, a solution vector must lie in the intersection of n half-spaces; indeed any vector in this region is a solution vector. The corresponding region is called the solution region, and it should not be confused with the decision region in feature space corresponding to any particular category. A two-dimensional example illustrating the solution region for unnormalized case is shown in Figure 9.7 and for the normalized case in Figure 9.8.

From this discussion, it should be clear that the solution vector is not unique. There are several ways to impose additional requirements to constrain the solution vector. One possibility is to seek a unit-length weight vector that maximizes the minimum distance from the samples to the separating plane. An­other possibility is to seek the minimum-length weight vector satisfying aTyi³b for all i, where b is a positive constant called the margin. As shown in Figure 9.9, the solu­tion region resulting form the intersections of the half spaces for which aTyi³b>0 lies within the previous solution region, being insulated from the old boundaries by the distance b/.

The motivation behind these attempts to find a solution vector closer to the “mid­dle” of the solution region is the natural belief that the resulting solution is more likely to classify new test samples correctly. In most of the cases, we shall be satisfied with any solution strictly within the solution region. Our chief concern will be to see that any iterative procedure used does not converge to a limit point on the boundary. This problem can always be avoided by the introduction of a margin, that is, by requiring that aTyi³b>0 for all i.

Figure 9.7: Four training samples, blue for w1, red for w2 and the solution region in feature space. The raw data is shown. The solution vectors leads to a plane that separates the patterns from the two categories.

Figure 9.8: The four training samples of Figure 9.7 and the solution region in feature space. The red points are normalized, that is, changed in sign. Now the solution vector leads to a plane that places all “normalized” points on the same side.

Figure 9.9: The effect of margin on the solution region.

The approach we shall take to finding a solution to the set of linear inequalities aTyi>0 will be to define a criterion function J(a) that is minimized if a is a so­lution vector. This reduces our problem to one of minimizing a scalar function- a problem that can often be solved by a gradient descent procedure (Figure 9.10).

Basic gradient descent is very simple. We start with some arbitrarily chosen weight vector a(1) and compute the gradient vector ÑJ(a(1)). The next value a(2) is obtained by moving some distance from a(1) in the direction of steepest descent, i.e., along the negative of the gradient. In general, a(k+1) is obtained from a(k) by the equation

(9.18)

where h is a positive scale factor or learning rate that sets the step size. We hope that such a sequence of weight vectors will converge to a solution minimizing J(a). In algorithmic form we have:

begin initialize a, threshold q, h(.), k¬0

do                                                                                                                                                                                                                                                                                                                                                                                                k¬k+1

a¬

until

return                                                                                                                                                                                                                                                                                                                                                                                             a

end

The many problems associated with gradient descent procedures are well known. One that will confront us is the choice of the learning rate h(k). If h(k) is too small, convergence is needlessly slow, whereas if h(k) is too large, the correction process will overshoot and can even diverge.

We now consider a principled method for setting the learning rate. Suppose that the criterion function can be well approximated by the second-order expansion around a value a(k) as

(9.19)

where H is the Hessian matrix of second partial derivatives 2 J/aij evaluated as a(k). Then, substituting a(k+1) from eq.9.18 into eq.9.19 we find

(9.20)

From this it follows that J(a(k+1)) can be minimized by the choice

(9.21)

where H depends on a, and thus indirectly on k. This then is the optimal choice of h(k) given the assumptions mentioned. Note that if the criterion function J(a) is quadratic through the region of interest, then H is constant and h is a constant independent of k.

An alternative approach obtained by ignoring eq.9.18 and choosing a(k+1) to minimize the second-order expansion, is Newton’s algorithm:

Algorithm (Newton Descent)

begin initialize a, threshold q

do

a¬ a -

until

return                                                                                                                                                                                                                                                                                                             a

end

Newton’s algorithm works for the quadratic error functions, but not in the nonquadratic error functions of multilayer neural networks. Newton’s algorithm will usually give a greater improvement per step than simple gradient descent algorithm, even with the optimal value of h(k). However, Newton’s algorithm is not applicable if the Hessian matrix H is singular. It often takes less time to set h(k) to a constant h that is smaller than necessary and make a few more corrections than it is to compute the optimal h(k) at each step.

9.5 The Perceptron Criterion Function

Figure 9.11: Minimizing the perceptron criterion function.

Batch Perceptron Algorithm: The Perceptron criterion function (Figure 9.11)is given by

(9.22)

where y(a) is the set of samples misclassified by a. (If no samples are misclassified, y is empty and we define Jp to be zero.) Because £0 if y is misclassified. Jp(a) is never negative, being zero only if a is a solution vector or if a is on the decision boundary. Geometrically, Jp(a) is proportional to the sum of the distances from the misclassified samples to the decision boundary.

The basic gradient descent algorithm uses the gradient(the first derivative). From eq.9.22 the jth component of the gradient is

(9.23)

Using eq. 9.23 in gradient descent algorithm, the update rule becomes

(9.24)

where yk is the set of samples misclassified by a(k). Thus the Perceptron algorithm is as follows:

Algorithm  (Batch Perceptron)

begin initialize a, h(.), criterion q, k¬0

do                                                                                                                                                                                                                                                                                                                                                                                                k¬k+1

a¬

until

return                                                                                                                                                                                                                                                                                                                                                                                                                                                 a

end

Thus, the batch Perceptron algorithm (Figure 9.12) for finding a solution vector can be stated very simply: The next weight vector is obtained by adding some multiple of the sum of the misclassified samples to the present weight vector. We use the term “batch” to refer to the fact that (in general) a large group of samples is used when computing each weight update.

Figure 9.12: Algorithms that use perceptron criterion functions.

Fixed-increment Single Sample Perceptron Algorithm: The fixed-increment rule for gener­ating a sequence of weight vectors can be written as

(9.25)

where the sequence of samples using superscripts—that is, by y1, y2…. ywhere each yk is one of the n samples y1, y2…. yn, and where each yk is misclassified, and aT(k)yk£ 0 for all k. If we let n denote the total number of patterns, the algorithm is as follows:

Algorithm (Fixed-Increment Single-Sample Perceptron)

begin initialize a, k¬0

do                                                                                                                                                                                                                                                                                                                                                                                                k¬k+1 (mod n)

if    yk is misclassified by a    then     a¬a +yk

until   all patterns properly classified

return a

end

The fixed-increment Perceptron rule is the simplest of many algorithms for solving systems of linear inequalities. Geometrically, its interpre­tation in weight space is particularly clear. Because a(k) misclassifies yk,  a(k) is not on the positive side of the yk hyperplane aTyk=0. The addition of yk to a(k)  moves the weight vector directly toward and perhaps across this hyperplane. Whether the hyperplane is crossed or not, the new inner product, aT(k+1)yk is larger than the old inner product aT(k)yk by the amount yk2, and the correction is hence moving the weight vector in a good direction .

Variable-increment Perceptron with Margin Algorithm: The fixed increment rule can be generalized to provide a variety of related algo­rithms. We shall briefly consider two variants of particular interest. The first variant introduces a variable increment h(k) and a margin b, and it calls for a correction whenever aT(k)yk fails to exceed the margin. The update is given by

(9.26)

where now aT(k)yk£b for all k. Thus for n patterns, the algorithm is:

Algorithm (Variable-Increment Perceptron with Margin)

begin initialize a, threshold q, margin b, h(.), k¬0

do                                                                                                                                                                                                                                                                                                                                                                                                k¬k+1 (mod n)

if                                                                                                                                                                                                                                                                                                                                        aTyk£b    then     a¬a +h(k)yk

until   aTyk>b    for all k

return a

end

Batch Variable-increment Perceptron Algorithm: Another variant of interest is our original gradient descent algorithm for Jp

(9.27)

where yk is the set of training samples misclassified by a(k). It is easy to see that this algorithm will also yield a solution once one recognizes that if is a solution vector for y1, y2…. yn, then it correctly classifies the correction vector. The algorithm is as follows:

Algorithm (Batch Variable Increment Perceptron)

begin initialize a, h(.), k¬0

do                                                                                                                                                                                                                                                   k¬k+1 (mod n)

yk={}
j=0

do          j¬j+1

If yj is misclassified then Append yj to yk

until              j=n

a¬a+

until   yk={}

return a

end

The benefit of batch gradient descent is that the trajectory of the weight vector is smoothed, compared to that in corresponding single-sample algorithms (e.g., variable-increment algo­rithm), because at each update the full set of misclassified patterns is used-the local statistical variations in the misclassified patterns tend to cancel while the large-scale trend does not. Thus, if the samples are linearly separable, all of the possible correction vectors form a linearly separable set, the sequence of weight vectors produced by the gradient descent algorithm for Jp will always converge to a solution vector.

Winnow Algorithm: A close descendant of the Perceptron algorithm is the Winnow algorithm. The key difference is that while the weight vector returned by the Perceptron algorithm has components ai (i =0,…,d), in Winnow they are scaled according to 2sinh[ai]. In one version, the balanced Winnow algorithm, there are separate “positive” and “negative” weight vectors, a+ and a-, each associated with one of the two categories to be learned. Corrections on the positive weight are made if and only if a training pattern in w1 is misclassified; conversely, corrections on the negative weight are made if and only if a training pattern in w2 is misclassified.

Algorithm (Balanced Winnow)

begin initialize a+, a-, h(.), k¬0, a >1

if   Sgn[a+Tyk - a+Tyk]¹ zk   (pattern misclassified)

then if                           zk= +1 then                                for all  i

if                           zk= -1 then                        for all  i

return     a+, a-

end

There are two main benefits of such a version of the Winnow algorithm. The first is that during training each of the two constituent weight vectors moves in a uniform direction and this means that for separable data the “gap,” determined by these two vectors, can never increase in size. The second benefit is that convergence is generally faster than in a Perceptron, because for proper setting of learning rate, each constituent weight does not overshoot its final value. This benefit is especially pronounced whenever a large number of irrelevant or redundant features are present.

9.6 Minimum Squared-Error Procedures

The criterion functions focus their attention on the misclassified samples. The criterion functions that are based on minimum squared-error involve all of the samples. Where previously we have sought a weight vector a making all of the inner products aTyi positive, now we shall try to make aTyi=bi, where the bi are some arbitrarily specified positive constants. Thus, we have replaced the problem of finding the solution to a set of linear inequalities with the more stringent but better understood problem of finding the solution to a set of linear equations.

9.6.1 Minimum Squared-Error and the Pseudoinverse

The treatment of simultaneous linear equations is simplified by introducing matrix notation. Let Y be the n-by-matrix ( = d + 1) whose ith row is the vector , and let b be the column vector b = (b1                       bn )T. Then our problem is to find a weight vector a satisfying

or             Ya=b                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                     (9.28)

If Y were nonsingular, we could write a=Y-1b and obtain a formal solution at once. However, Y is rectangular, usually with more rows than columns. When there are more equations than unknowns, a is over-determined, and ordinarily no exact solution exists. However, we can seek a weight vector a that minimizes some function of the error between Ya and b. If we define the error vector e by

e=Ya-b                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      (9.29)

then one approach is to try to minimize the squared length of the error vector. This is equivalent to minimizing the sum-of-squared-error criterion function

(9.30)

The problem of minimizing the sum of squared error can be solved by a gradient search procedure. A simple closed-form solution can also be found by forming the gradient

(9.31)

and setting it equal to zero. This yields the necessary condition

(9.32)

and in this way we have converted the problem of solving Ya=b to that of solving . This celebrated equation has the great advantage that the -by-matrix is square and often nonsingular. If it is nonsingular, we can solve for a uniquely as

(9.33)

where the -by-n matrix is called the pseudoinverse of Y. Note that if Y is square and nonsingular, the pseu­doinverse coincides with the regular inverse. Note also that YY=I, but YY¹I in general. However, a minimum-squared-error (MSE) solution always exists.

The MSE solution depends on the margin vector b, and different choices for b give the solution different properties. If b is fixed arbitrarily, there is no reason to believe that the MSE solution yields a separating vector in the linearly sep­arable case. However, it is reasonable to hope that by minimizing the squared-error criterion function we might obtain a useful discriminant function in both the sepa­rable and the nonseparable cases.

Another property of the MSE solution that recommends its use is that if b=1n, it approaches a minimum mean-squared-error approximation to the Bayes discriminant function

(9.34)

This result gives considerable insight into the MSE procedure. By approximat­ing g0(x), the discriminant function aTy gives direct information about the posterior probabilities

and                                                                        (9.35)

Unfortunately, the mean-square-error criterion places emphasis on points where p(x) is larger, rather than on points near the decision surface g0(x)=0. Thus, the discriminant function that “best” approximates the Bayes discriminant does not necessarily minimize the probability of error. Despite this property, the MSE solu­tion has interesting properties and has received considerable attention in the liter­ature.

9.6.2 The Widrow-Hoff or LMS Procedure

Thecan be minimized by a gradient descent procedure. Such an approach has two advantages over merely computing the pseudoinverse: (1) It avoids the problems that arise when YTY is singular, and (2) it avoids the need for working with large matrices. In addition, the computation in­volved is effectively a feedback scheme, which automatically copes with some of the computational problems due to round off. Because the update rule is

(9.36)

While the -by- matrix YTY is usually smaller than the -by-n matrix Y, the storage requirements can be reduced still further by considering the samples sequen­tially and using the Widrow-Hoff or LMS rule (least-mean-squared):

(9.37)

or in algorithm form:

Algorithm (LMS)

begin initialize a, threshold q, h(.), k¬0

do   k¬k+1 (mod n)

a¬a +h(k)(bk- aTyk)yk

until

return a

end

The solution need not give a separating vector, even if one exists, as shown in Figure 9.14.

Figure 9.13: Two class-conditional densities and the posteriors. Minimizing the MSE also minimizes the mean-squared-error between aTy and the discriminant function g(x) measured over the data distribution.

Figure 9.14: The LMS solution minimizes the sum of squares of the distances of the training points to the hyperplane and need not converge to a separating plane.

9.7 MATLAB Implementation

The algorithms proposed in previous sections are implemented using MATLAB. The input vectors that are used for learning are given below.

o®

+®

The point data that is used for simulation is as given below.

o+®

o®

The results of the Perceptron learning rule is given for comparison.  Figure 9.15 shows the network used for the perceptron-learning algorithm, the data used for learning (the blue colored plot), the classification line, and the simulation ( the red colored plot).

Algorithm: Perceptron learning rule

(a)

(b)

Figure 9.15: Classification with perceptron learning rule algorithm. a. Learning and simulation of the given data set, b. Simulink model of the network used for the classification.

Steps required to learn the data given: 11

Algorithm: Batch Perceptron

(a)                                                                        (b)

(c)

Figure 9.16: Batch perceptron algorithm. a. Classification after 3000 epochs, b. classification after 30000 epochs, and c. Simulink model of the network used.

Steps required to learn the data given: In actual neural-network training, often 100,000s of steps, or epochs, of the gradient-descent algorithm are required to converge to a good local minimum. (An epoch is defined to be one complete presentation of the training data.) Advanced training algorithms can reduce this large number of required epochs by several orders of magnitude. Moreover, in some of these algorithms, the learning rate will not have to be manually adjusted; rather, all necessary learning parameters are computed automatically as a function of the local second-order properties of the error surface.

Script: ccBatchPerceptron.m

Algorithm: Fixed-Increment Single Sample Perceptron

(a)                                                                         (b)

(c)

Figure 9.17: Fixed-Increment Single Sample algorithm. a. Classification after 100 epochs, b. classification after 1000 epochs, and c. Simulink model of the network used.

Steps required to learn the data given:                       The goal cannot be achieved after 1000 epochs

Script: ccFixedIncrSingleSamplePercp.m

Algorithm: Variable-Increment Perceptron with Margin

(a)

(b)

Figure 9.18: Variable-Increment Perceptron with Margin algorithm. a. Classification after 5 epochs, b. Simulink model of the network used.

Steps required to learn the data given:                       5

REFERENCES

[1]Duda, R.O., Hart, P.E., and Stork D.G., (2001). Pattern Classification. (2nd ed.). New York: Wiley-Interscience Publication.

[2]Schalkoff R. J. (1997). Artificial Neural Networks. The McGraw-Hill Press, USA.