Learning to imitate stochastic time series in a compositional way by chaos

  • Authors:
  • Jun Namikawa;Jun Tani

  • Affiliations:
  • Brain Science Institute, RIKEN, 2-1 Hirosawa, Wako-shi, Saitama, 351-0198, Japan;Brain Science Institute, RIKEN, 2-1 Hirosawa, Wako-shi, Saitama, 351-0198, Japan

  • Venue:
  • Neural Networks
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

Abstract

This study shows that a mixture of RNN experts model can acquire the ability to generate sequences that are combination of multiple primitive patterns by means of self-organizing chaos. By training the model, each expert learns a primitive sequence pattern, and a gating network learns to imitate stochastic switching of the multiple primitives via chaotic dynamics, utilizing a sensitive dependence on initial conditions. As a demonstration, we present a numerical simulation in which the model learns Markov chain switching among some Lissajous curves by chaotic dynamics. Our analysis shows that by using a sufficient amount of training data, balanced with the network memory capacity, it is possible to satisfy the conditions for embedding the target stochastic sequences into a chaotic dynamical system. It is also shown that reconstruction of a stochastic time series by a chaotic model can be stabilized by adding a negligible amount of noise to the dynamics of the model.