Part 3A: Hopfield Network 2/21/16 III. Recurrent Neural Networks 2/21/16 1 A. The Hopfield Network 2/21/16 2 Typical Artificial Neuron connection weights inputs output threshold 2/21/16 3 1 Part 3A: Hopfield Network 2/21/16 Typical Artificial Neuron linear combination activation function net input (local field) 2/21/16 4 Equations # n & hi = %% ∑ w ij s j (( − θ $ j=1 ' h = Ws − θ Net input: New neural state: € s"i = σ ( hi ) s" = σ (h) 2/21/16 5 € Hopfield Network • • • • • Symmetric weights: w ij = w ji No self-action: w ii = 0 Zero threshold: π = 0 Bipolar states: si ∈ {–1, +1} Discontinuous bipolar activation function: $−1, σ ( h ) = sgn( h ) = % &+1, 2/21/16 h<0 h>0 6 € 2 Part 3A: Hopfield Network 2/21/16 What to do about h = 0? • There are several options: § § § § σ(0) = +1 σ(0) = –1 σ(0) = –1 or +1 with equal probability h i = 0 ⇒ no state change (si ΚΉ= s i) • Not much difference, but be consistent • Last option is slightly preferable, since symmetric 2/21/16 7 Positive Coupling • Positive sense (sign) • Large strength 2/21/16 8 Negative Coupling • Negative sense (sign) • Large strength 2/21/16 9 3 Part 3A: Hopfield Network 2/21/16 Weak Coupling • Either sense (sign) • Little strength 2/21/16 10 State = –1 & Local Field < 0 h<0 2/21/16 11 State = –1 & Local Field > 0 h>0 2/21/16 12 4 Part 3A: Hopfield Network 2/21/16 State Reverses h>0 2/21/16 13 State = +1 & Local Field > 0 h>0 2/21/16 14 State = +1 & Local Field < 0 h<0 2/21/16 15 5 Part 3A: Hopfield Network 2/21/16 State Reverses h<0 2/21/16 16 NetLogo Demonstration of Hopfield State Updating Run Hopfield-update.nlogo 2/21/16 17 Hopfield Net as Soft Constraint Satisfaction System • States of neurons as yes/no decisions • Weights represent soft constraints between decisions – hard constraints must be respected – soft constraints have degrees of importance • Decisions change to better respect constraints • Is there an optimal set of decisions that best respects all constraints? 2/21/16 18 6 Part 3A: Hopfield Network 2/21/16 Demonstration of Hopfield Net Dynamics I Run Hopfield-dynamics.nlogo 2/21/16 19 Convergence • Does such a system converge to a stable state? • Under what conditions does it converge? • There is a sense in which each step relaxes the “tension” in the system • But could a relaxation of one neuron lead to greater tension in other places? 2/21/16 20 Quantifying “Tension” • If wij > 0, then s i and sj want to have the same sign (s i s j = +1) • If wij < 0, then s i and sj want to have opposite signs (s i s j = –1) • If wij = 0, their signs are independent • Strength of interaction varies with |wij| • Define disharmony (“tension”) Dij between neurons i and j: Dij = – s i w ij s j Dij < 0 ⇒ they are happy Dij > 0 ⇒ they are unhappy 2/21/16 21 7 Part 3A: Hopfield Network 2/21/16 Total Energy of System The “energy” of the system is the total “tension” (disharmony) in it: E {s} = ∑ Dij = −∑ si w ij s j ij =− ij 1 2 ∑∑ s w i i ij sj j≠i = − 12 ∑ ∑ si w ij s j i j = − 12 sT Ws 2/21/16 22 € Review of Some Vector Notation " x1 % $ ' T x = $ ο ' = ( x1 ο x n ) $ ' # xn & (column vectors) n x T y = ∑ xi yi = x ⋅ y (inner product) i=1 € € x T My = ∑ € ο ο ο " x1 y1 $ xy T = $ ο $ # x m y1 m i=1 ∑ n j=1 x1 y n % ' ο ' ' xm yn & (outer product) x i M ij y j (quadratic form) 2/21/16 23 € Another View of Energy The energy measures the disharmony of the neurons’ states with their local fields (i.e. of opposite sign): E {s} = − 12 ∑ ∑ si w ij s j i =− 1 2 j ∑s ∑w s i i ij j j = − 12 ∑ si hi i = − 12 sT h 2/21/16 24 € 8 Part 3A: Hopfield Network 2/21/16 Do State Changes Decrease Energy? • Suppose that neuron k changes state • Change of energy: ΔE = E {s#} − E {s} = −∑ si#w ij s#j + ∑ si w ij s j ij ij = −∑ sk# w kj s j + ∑ sk w kj s j j≠k j≠k = −( s#k − sk )∑ w kj s j € € 2/21/16 = −Δsk hk j≠k <0 25 € € € Energy Does Not Increase • In each step in which a neuron is considered for update: E{s(t + 1)} – E{s(t)} ≤ 0 • Energy cannot increase • Energy decreases if any neuron changes • Must it stop? 2/21/16 26 Proof of Convergence in Finite Time • There is a minimum possible energy: – The number of possible states s∈ {–1, +1}n is finite – Hence Emin = min {E(s) | s ∈ {±1}n} exists • Must reach in a finite number of steps because only finite number of states 2/21/16 27 9 Part 3A: Hopfield Network 2/21/16 Conclusion • If we do asynchronous updating, the Hopfield net must reach a stable, minimum energy state in a finite number of updates • This does not imply that it is a global minimum 2/21/16 28 Lyapunov Functions • A way of showing the convergence of discrete- or continuous-time dynamical systems • For discrete-time system: § need a Lyapunov function E (“energy” of the state) § E is bounded below (E{s} > Emin) § βE < (βE)max ≤ 0 (energy decreases a certain minimum amount each step) § then the system will converge in finite time • Problem: finding a suitable Lyapunov function 2/21/16 29 Example Limit Cycle with Synchronous Updating w>0 2/21/16 w>0 30 10 Part 3A: Hopfield Network 2/21/16 The Hopfield Energy Function is Even • A function f is odd if f (–x) = – f (x), for all x • A function f is even if f (–x) = f (x), for all x • Observe: E {−s} = − 12 (−s) T W(−s) = − 12 sT Ws = E {s} 2/21/16 31 € Conceptual Picture of Descent on Energy Surface 2/21/16 (fig. from Solé & Goodwin) 32 Energy Surface 2/21/16 (fig. from Haykin Neur . Netw.) 33 11 Part 3A: Hopfield Network 2/21/16 Energy Surface + Flow Lines 2/21/16 (fig. from Haykin Neur . Netw.) 34 Flow Lines Basins of Attraction 2/21/16 (fig. from Haykin Neur . Netw.) 35 Bipolar State Space 2/21/16 36 12 Part 3A: Hopfield Network 2/21/16 Basins in Bipolar State Space energy decreasing paths 2/21/16 37 Demonstration of Hopfield Net Dynamics II Run initialized Hopfield.nlogo 2/21/16 38 Storing Memories as Attractors 2/21/16 (fig. from Solé & Goodwin) 39 13 Part 3A: Hopfield Network 2/21/16 Example of Pattern Restoration 2/21/16 (fig. from Arbib 1995) 40 (fig. from Arbib 1995) 41 (fig. from Arbib 1995) 42 Example of Pattern Restoration 2/21/16 Example of Pattern Restoration 2/21/16 14 Part 3A: Hopfield Network 2/21/16 Example of Pattern Restoration 2/21/16 (fig. from Arbib 1995) 43 (fig. from Arbib 1995) 44 (fig. from Arbib 1995) 45 Example of Pattern Restoration 2/21/16 Example of Pattern Completion 2/21/16 15 Part 3A: Hopfield Network 2/21/16 Example of Pattern Completion 2/21/16 (fig. from Arbib 1995) 46 (fig. from Arbib 1995) 47 (fig. from Arbib 1995) 48 Example of Pattern Completion 2/21/16 Example of Pattern Completion 2/21/16 16 Part 3A: Hopfield Network 2/21/16 Example of Pattern Completion 2/21/16 (fig. from Arbib 1995) 49 (fig. from Arbib 1995) 50 (fig. from Arbib 1995) 51 Example of Association 2/21/16 Example of Association 2/21/16 17 Part 3A: Hopfield Network 2/21/16 Example of Association 2/21/16 (fig. from Arbib 1995) 52 (fig. from Arbib 1995) 53 (fig. from Arbib 1995) 54 Example of Association 2/21/16 Example of Association 2/21/16 18 Part 3A: Hopfield Network 2/21/16 Applications of Hopfield Memory • • • • Pattern restoration Pattern completion Pattern generalization Pattern association 2/21/16 55 Hopfield Net for Optimization and for Associative Memory • For optimization: – we know the weights (couplings) – we want to know the minima (solutions) • For associative memory: – we know the minima (retrieval states) – we want to know the weights 2/21/16 56 Hebb’s Rule “When an axon of cell A is near enough to excite a cell B and repeatedly or persistently takes part in firing it, some growth or metabolic change takes place in one or both cells such that A’s efficiency, as one of the cells firing B, is increased.” —Donald Hebb (The Organization of Behavior, 1949, p. 62) “Neurons that fire together, wire together” 2/21/16 57 19 Part 3A: Hopfield Network 2/21/16 Example of Hebbian Learning: Pattern Imprinted 2/21/16 58 Example of Hebbian Learning: Partial Pattern Reconstruction 2/21/16 59 Mathematical Model of Hebbian Learning for One Pattern #x x , Let W ij = $ i j % 0, if i ≠ j if i = j Since x i x i = x i2 = 1, W = xx T − I € For simplicity, we will include self-coupling: € € 2/21/16 W = xx T 60 € 20 Part 3A: Hopfield Network 2/21/16 A Single Imprinted Pattern is a Stable State • Suppose W = xxT • Then h = Wx = xxTx = nx since n n 2 2 x T x = ∑ x i = ∑ (±1) = n i=1 i=1 • Hence, if initial state is s = x, then new state is sΚΉ= sgn (n x) = x • € For this reason, scale W by 1/n • May be other stable states (e.g., –x) 2/21/16 61 Questions • How big is the basin of attraction of the imprinted pattern? • How many patterns can be imprinted? • Are there unneeded spurious stable states? • These issues will be addressed in the context of multiple imprinted patterns 2/21/16 62 Imprinting Multiple Patterns • Let x1 , x2 , …, xp be patterns to be imprinted • Define the sum-of-outer-products matrix: p W ij = 1 n ∑x k i x kj k=1 p W= 1 n k T ∑ x (x ) k k=1 2/21/16 63 € 21 Part 3A: Hopfield Network 2/21/16 Definition of Covariance Consider samples (x1, y1), (x2, y2), …, (xN, yN) Let x = x k and y = y k Covariance of x and y values : Cxy = ( x k − x )( y k − y ) € € = x k y k − xy k − x k y + x ⋅ y = xkyk − x yk − xk y + x ⋅ y € = xkyk − x ⋅ y − x ⋅ y + x ⋅ y € Cxy = x k y k − x ⋅ y € 2/21/16 64 € € Weights & the Covariance Matrix Sample pattern vectors: x1 , x2 , …, xp Covariance of ith and jth components: Cij = x ik x kj − x i ⋅ x j If ∀i : x i = 0 (±1 equally likely in all positions) : Cij = x ik x kj = € € 1 p ∑ p k =1 x ik x kj ∴nW = pC € € 2/21/16 65 € Characteristics of Hopfield Memory • Distributed (“holographic”) – every pattern is stored in every location (weight) • Robust – correct retrieval in spite of noise or error in patterns – correct operation in spite of considerable weight damage or noise 2/21/16 66 22 Part 3A: Hopfield Network 2/21/16 Demonstration of Hopfield Net Run Malasri Hopfield Demo 2/21/16 67 Stability of Imprinted Memories • Suppose the state is one of the imprinted patterns xm T • Then: h = Wx m = 1n ∑ x k (x k ) x m [ = 1 n = 1 n ∑ x (x ) x (x ) x k k m T m = xm + 1 n ] k k T ∑ (x k≠m m xm + 1 n k T ∑ x (x ) k xm k≠m k ⋅ x m )x k 2/21/16 68 € Interpretation of Inner Products • xk · xm = n if they are identical – highly correlated • xk · xm = –n if they are complementary – highly correlated (reversed) • xk · xm = 0 if they are orthogonal – largely uncorrelated • xk · xm measures the crosstalk between patterns k and m 2/21/16 69 23 Part 3A: Hopfield Network 2/21/16 Cosines and Inner products u u ⋅ v = u v cosθ uv θ uv v 2 If u is bipolar, then u = u € ⋅u= n € Hence, u ⋅ v = n n cosθ uv = n cos θ uv € Hence h = x m + ∑ x k cos θ km k≠m € 2/21/16 70 € Conditions for Stability Stability of entire pattern : % ( x m = sgn' x m + ∑ x k cosθ km * & ) k≠m Stability of a single bit : % ( x im = sgn' x im + ∑ x ik cosθ km * & ) k≠m € 2/21/16 71 € Sufficient Conditions for Instability (Case 1) Suppose x im = −1. Then unstable if : (−1) + ∑ x ik cosθkm > 0 k≠m € ∑x k i cosθ km > 1 k≠m € 2/21/16 72 € 24 Part 3A: Hopfield Network 2/21/16 Sufficient Conditions for Instability (Case 2) Suppose x im = +1. Then unstable if : (+1) + ∑ x ik cosθkm < 0 k≠m € ∑x k i cosθ km < −1 k≠m € 2/21/16 73 € Sufficient Conditions for Stability ∑x k i cos θ km ≤ 1 k≠m The crosstalk with the sought pattern must be sufficiently small € 2/21/16 74 Capacity of Hopfield Memory • Depends on the patterns imprinted • If orthogonal, pmax = n – weight matrix is identity matrix – hence every state is stable ⇒ trivial basins • So pmax < n • Let load parameter α = p / n 2/21/16 eq u atio n s 75 25 Part 3A: Hopfield Network 2/21/16 Single Bit Stability Analysis • For simplicity, suppose xk are random • Then xk · xm are sums of n random ±1 § § § § binomial distribution ≈ Gaussian in range –n, …, +n with mean µ = 0 and variance σ2 = n • Probability sum > t: 1 2 ) # t &, (. +1− erf % $ 2n '* [See “Review of Gaussian (Normal) Distributions” on course website] 2/21/16 76 € Approximation of Probability Let crosstalk Cim = 1 n ∑ x (x k i k≠m k ⋅ xm ) We want Pr{Cim > 1} = Pr{nCim > n} p € € € € n Note : nCim = ∑ ∑ x ik x kj x mj k=1 j=1 k≠m A sum of n( p −1) ≈ np random ± 1s Variance σ 2 = np 2/21/16 77 € Probability of Bit Instability ) # n &, Pr{nCim > n} = 12 +1− erf % (. +* $ 2np '.= 1 2 = 1 2 [1− erf ( [1− erf ( )] 1 2α )] n 2p € 2/21/16 (fig. from Hertz & al. Intr . Theor y Neur . Comp.) 78 26 Part 3A: Hopfield Network 2/21/16 Tabulated Probability of Single-Bit Instability α Perror 2/21/16 • 0.1% 0.105 0.36% 0.138 1% 0.185 5% 0.37 10% 0.61 79 (tab le fro m Hertz & al. In tr. Th eo ry Neu r. Co mp .) Orthogonality of Random Bipolar Vectors of High Dimension u ⋅ v < 4σ 99.99% probability of being within 4σ of mean • It is 99.99% probable that random n-dimensional vectors will be within ε = 4/√n orthogonal • ε = 4% for n = 10,000 iff u v cosθ < 4 n iff n cosθ < 4 n iff cosθ < 4 / n = ε • Probability of being less !ε n $ Pr { cosθ > ε } = erfc # & orthogonal than ε decreases " 2 % exponentially with n 1 1 ≈ exp (−ε 2 n / 2 ) + exp (−2ε 2 n / 3) • The brain gets approximate 6 2 orthogonality by assigning random high-dimensional vectors 2/21/16 80 Spurious Attractors • Mixture states: – – – – sums or differences of odd numbers of retrieval states number increases combinatorially with p shallower, smaller basins basins of mixtures swamp basins of retrieval states ⇒ overload – useful as combinatorial generalizations? – self-coupling generates spurious attractors • Spin-glass states: – not correlated with any finite number of imprinted patterns – occur beyond overload because weights effectively random 2/21/16 81 27 Part 3A: Hopfield Network 2/21/16 Basins of Mixture States x k1 x k3 x mix € € k2 x € 2/21/16 € x imix = sgn( x ik1 + x ik2 + x ik3 ) 82 € Run Hopfield-Capacity Test 2/21/16 83 Fraction of Unstable Imprints (n = 100) 2/21/16 (fig from Bar-Yam) 84 28 Part 3A: Hopfield Network 2/21/16 Number of Stable Imprints (n = 100) 2/21/16 (fig from Bar-Yam) 85 Number of Imprints with Basins of Indicated Size (n = 100) 2/21/16 (fig from Bar-Yam) 86 Summary of Capacity Results • Absolute limit: pmax < αcn = 0.138 n • If a small number of errors in each pattern permitted: pmax ∝ n • If all or most patterns must be recalled perfectly: pmax ∝ n / log n • Recall: all this analysis is based on random patterns • Unrealistic, but sometimes can be arranged 2/21/16 III B 87 29