Paper ID | MLSP-15.2 | ||
Paper Title | TRAINING A BANK OF WIENER MODELS WITH A NOVEL QUADRATIC MUTUAL INFORMATION COST FUNCTION | ||
Authors | Bo Hu, Jose C. Principe, University of Florida, United States | ||
Session | MLSP-15: Learning Algorithms 2 | ||
Location | Gather.Town | ||
Session Time: | Wednesday, 09 June, 13:00 - 13:45 | ||
Presentation Time: | Wednesday, 09 June, 13:00 - 13:45 | ||
Presentation | Poster | ||
Topic | Machine Learning for Signal Processing: [MLR-INFO] Information-theoretic learning | ||
IEEE Xplore Open Preview | Click here to view in IEEE Xplore | ||
Abstract | This paper presents a novel training methodology to adapt parameters of a bank of Wiener models (BWMs), i.e., a bank of linear filters followed by a static memoryless nonlinearity, using full pdf information of the projected outputs and the desired signal. BWMs also share the same architecture with the first layer of a time-delay neural networks (TDNN) with a single hidden layer, which is often trained with backpropagation. To optimize BWMs, we develop a novel cost function called the empirical embedding of quadratic mutual information (E-QMI) that is metric-driven and efficient in characterizing the statistical dependency. We demonstrate experimentally that by applying this cost function to the proposed model, our method is comparable with state-of-the-art neural network architectures for regressions tasks without using backpropagation of the error. |