title: Approximating distributions in stochastic learning.
abstract: On-line machine learning algorithms, many biological spike-timing-dependent plasticity (STDP) learning rules, and stochastic neural dynamics evolve by Markov processes. A complete description of such systems gives the probability densities for the variables. The evolution and equilibrium state of these densities are given by a Chapman-Kolmogorov equation in discrete time, or a master equation in continuous time. These formulations are analytically intractable for most cases of interest, and to make progress a nonlinear Fokker-Planck equation (FPE) is often used in their place. The FPE is limited, and some argue that its application to describe jump processes (such as in these problems) is fundamentally flawed. We develop a well-grounded perturbation expansion that provides approximations for both the density and its moments. The approach is based on the system size expansion in statistical physics (which does not give approximations for the density), but our simple development makes the methods accessible and invites application to diverse problems. We apply the method to calculate the equilibrium distributions for two biologically-observed STDP learning rules and for a simple nonlinear machine-learning problem. In all three examples, we show that our perturbation series provides good agreement with Monte-Carlo simulations in regimes where the FPE breaks down.
authors.affiliation: Department of Biomedical Engineering, Oregon Health & Science University, Portland, OR, USA. leent@ohsu.edu
authors.forename: Todd K
authors.initials: TK
authors.lastname: Leen
authors.forename: Robert
authors.initials: R
authors.lastname: Friel
authors.forename: David
authors.initials: D
authors.lastname: Nielsen
mesh_terms: D000465:Algorithms; D000818:Animals; D001185:Artificial Intelligence; D001921:Brain / Q000502:physiology; D004555:Electric Fish / Q000502:physiology; D004557:Electric Organ / Q000502:physiology; D007858:Learning / Q000502:physiology; D016015:Logistic Models; D008390:Markov Chains; D008564:Membrane Potentials / Q000502:physiology; D008959:Models, Neurological; D009010:Monte Carlo Method; D016571:Neural Networks, Computer; D009473:Neuronal Plasticity / Q000502:physiology; D009474:Neurons / Q000502:physiology; D017711:Nonlinear Dynamics; D009862:Online Systems; D011336:Probability; D013269:Stochastic Processes; D013569:Synapses / Q000502:physiology; D014796:Visual Perception / Q000502:physiology