Cortical Learning of Recognition Categories: A Resolution of the Exemplar Vs. Prototype Debate

Do humans and animals learn exemplars or prototypes when they categorize objects and events in the world? How are different degrees of abstraction realized through learning by neurons in inferotemporal and prefrontal cortex? How do top-down expectations influence the course of learning? Thirty related human cognitive experiments (the 5-4 category structure) have been used to test competing views in the prototype-exemplar debate. In these experiments, during the test phase, subjects unlearn in a characteristic way items that they had learned to categorize perfectly in the training phase. Many cognitive models do not describe how an individual learns or forgets such categories through time. Adaptive Resonance Theory (ART) neural models provide such a description, and also clarify both psychological and neurobiological data. Matching of bottom-up signals with learned top-down expectations plays a key role in ART model learning. Here, an ART model is used to learn incrementally in response to 5-4 category structure stimuli. Simulation results agree with experimental data, achieving perfect categorization in training and a good match to the pattern of errors exhibited by human subjects in the testing phase. These results show how the model learns both prototypes and certain exemplars in the training phase. ART prototypes are, however, unlike the ones posited in the traditional prototype-exemplar debate. Rather, they are critical patterns of features to which a subject learns to pay attention based on past predictive success and the order in which exemplars are experienced. Perturbations of old memories by newly arriving test items generate a performance curve that closely matches the performance pattern of human subjects. The model also clarifies exemplar-based accounts of data concerning amnesia.

Hippocampal Modulation of Recognition, Conditioning, Timing, and Space: Why So Many Functions?

Advanced Research Projects Agency (ONR N00014-92-J-4015); National Science Foundation (IRI-90-24877); Office of Naval Research (N00014-91-J-1309)

On classical and other methods of discriminant analysis and estimation of log-odds

For two multinormal populations with equal covariance matrices the likelihood ratio discriminant function, an alternative allocation rule to the sample linear discriminant function when n1 ≠ n2 ,is studied analytically. With the assumption of a known covariance matrix its distribution is derived and the expectation of its actual and apparent error rates evaluated and compared with those of the sample linear discriminant function. This comparison indicates that the likelihood ratio allocation rule is robust to unequal sample sizes. The quadratic discriminant function is studied, its distribution reviewed and evaluation of its probabilities of misclassification discussed. For known covariance matrices the distribution of the sample quadratic discriminant function is derived. When the known covariance matrices are proportional exact expressions for the expectation of its actual and apparent error rates are obtained and evaluated. The effectiveness of the sample linear discriminant function for this case is also considered. Estimation of true log-odds for two multinormal populations with equal or unequal covariance matrices is studied. The estimative, Bayesian predictive and a kernel method are compared by evaluating their biases and mean square errors. Some algebraic expressions for these quantities are derived. With equal covariance matrices the predictive method is preferable. Where it derives this superiority is investigated by considering its performance for various levels of fixed true log-odds. It is also shown that the predictive method is sensitive to n1 ≠ n2. For unequal but proportional covariance matrices the unbiased estimative method is preferred. Product Normal kernel density estimates are used to give a kernel estimator of true log-odds. The effect of correlation in the variables with product kernels is considered. With equal covariance matrices the kernel and parametric estimators are compared by simulation. For moderately correlated variables and large dimension sizes the product kernel method is a good estimator of true log-odds.