The theory of on-line learning: a statistical physics approach

In this paper we review recent theoretical approaches for analysing the dynamics of on-line learning in multilayer neural networks using methods adopted from statistical physics. The analysis is based on monitoring a set of macroscopic variables from which the generalisation error can be calculated. A closed set of dynamical equations for the macroscopic variables is derived analytically and solved numerically. The theoretical framework is then employed for defining optimal learning parameters and for analysing the incorporation of second order information into the learning process using natural gradient descent and matrix-momentum based methods. We will also briefly explain an extension of the original framework for analysing the case where training examples are sampled with repetition.

Sparse on-line Gaussian processes

We develop an approach for sparse representations of Gaussian Process (GP) models (which are Bayesian types of kernel machines) in order to overcome their limitations for large data sets. The method is based on a combination of a Bayesian online algorithm together with a sequential construction of a relevant subsample of the data which fully specifies the prediction of the GP model. By using an appealing parametrisation and projection techniques that use the RKHS norm, recursions for the effective parameters and a sparse Gaussian approximation of the posterior process are obtained. This allows both for a propagation of predictions as well as of Bayesian error measures. The significance and robustness of our approach is demonstrated on a variety of experiments.

A Bayesian approach to on-line learning

Online learning is discussed from the viewpoint of Bayesian statistical inference. By replacing the true posterior distribution with a simpler parametric distribution, one can define an online algorithm by a repetition of two steps: An update of the approximate posterior, when a new example arrives, and an optimal projection into the parametric family. Choosing this family to be Gaussian, we show that the algorithm achieves asymptotic efficiency. An application to learning in single layer neural networks is given.

Sparse on-line Gaussian processes

We develop an approach for sparse representations of Gaussian Process (GP) models (which are Bayesian types of kernel machines) in order to overcome their limitations for large data sets. The method is based on a combination of a Bayesian online algorithm together with a sequential construction of a relevant subsample of the data which fully specifies the prediction of the GP model. By using an appealing parametrisation and projection techniques that use the RKHS norm, recursions for the effective parameters and a sparse Gaussian approximation of the posterior process are obtained. This allows both for a propagation of predictions as well as of Bayesian error measures. The significance and robustness of our approach is demonstrated on a variety of experiments.

Feasibility studies of an on-line identification technique

This thesis is concerned with the study of a non-sequential identification technique, so that it may be applied to the identification of process plant mathematical models from process measurements with the greatest degree of accuracy and reliability. In order to study the accuracy of the technique under differing conditions, simple mathematical models were set up on a parallel hybrid. computer and these models identified from input/output measurements by a small on-line digital computer. Initially, the simulated models were identified on-line. However, this method of operation was found not suitable for a thorough study of the technique due to equipment limitations. Further analysis was carried out in a large off-line computer using data generated by the small on-line computer. Hence identification was not strictly on-line. Results of the work have shovm that the identification technique may be successfully applied in practice. An optimum sampling period is suggested, together with noise level limitations for maximum accuracy. A description of a double-effect evaporator is included in this thesis. It is proposed that the next stage in the work will be the identification of a mathematical model of this evaporator using the teclmique described.

High stability interleaved fibre Michelson interferometer for on-line precision displacement measurements

A self-reference fiber Michelson interferometer measurement system, which employs fiber Bragg gratings (FBGs) as in-fiber reflective mirrors and interleaves together two fiber Michelson interferometers that share the common-interferometric-optical path, is presented. One of the fiber interferometers is used to stabilise the system by the use of an electronic feedback loop to compensate the influences resulting from the environmental disturbances, while the other one is used to perform the measurement task. The influences resulting from the environmental disturbances have been eliminated by the compensating action of the electronic feedback loop, this makes the system suitable for on-line precision measurement. By means of the homodyne phase-tracking technique, the linearity of the measurement results of displacement measurements has been very high.

Investigation of some critical aspects of on-line surface measurement by a wavelength-division-multiplexing technique

Some critical aspects of a new kind of on-line measurement technique for micro and nanoscale surface measurements are described. This attempts to use spatial light-wave scanning to replace mechanical stylus scanning, and an optical fibre interferometer to replace optically bulky interferometers for measuring the surfaces. The basic principle is based on measuring the phase shift of a reflected optical signal. Wavelength-division-multiplexing and fibre Bragg grating techniques are used to carry out wavelength-to-field transformation and phase-to-depth detection, allowing a large dynamic measurement ratio (range/resolution) and high signal-to-noise ratio with remote access. In effect the paper consists of two parts: multiplexed fibre interferometry and remote on-machine surface detection sensor (an optical dispersive probe). This paper aims to investigate the metrology properties of a multiplexed fibre interferometer and to verify its feasibility by both theoretical and experimental studies. Two types of optical probes, using a dispersive prism and a blazed grating, respectively, are introduced to realize wavelength-to-spatial scanning.

Product cipher negotiation with on-line evaluation for private communication over computer networks

A method is proposed to offer privacy in computer communications, using symmetric product block ciphers. The security protocol involved a cipher negotiation stage, in which two communicating parties select privately a cipher from a public cipher space. The cipher negotiation process includes an on-line cipher evaluation stage, in which the cryptographic strength of the proposed cipher is estimated. The cryptographic strength of the ciphers is measured by confusion and diffusion. A method is proposed to describe quantitatively these two properties. For the calculation of confusion and diffusion a number of parameters are defined, such as the confusion and diffusion matrices and the marginal diffusion. These parameters involve computationally intensive calculations that are performed off-line, before any communication takes place. Once they are calculated, they are used to obtain estimation equations, which are used for on-line, fast evaluation of the confusion and diffusion of the negotiated cipher. A technique proposed in this thesis describes how to calculate the parameters and how to use the results for fast estimation of confusion and diffusion for any cipher instance within the defined cipher space.