Mixture of experts architectures for neural networks as a special case of conditional expectation formula

Jiří Grim

Kybernetika (1998)

  • Volume: 34, Issue: 4, page [417]-422
  • ISSN: 0023-5954

Abstract

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Recently a new interesting architecture of neural networks called “mixture of experts” has been proposed as a tool of real multivariate approximation or prediction. We show that the underlying problem is closely related to approximating the joint probability density of involved variables by finite mixture. Particularly, assuming normal mixtures, we can explicitly write the conditional expectation formula which can be interpreted as a mixture-of- experts network. In this way the related optimization problem can be reduced to standard estimation of normal mixtures by means of EM algorithm. The resulting prediction is optimal in the sense of minimum dispersion if the assumed mixture model is true. It is shown that some of the recently published results can be obtained by specifying the normal components of mixtures in a special form.

How to cite

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Grim, Jiří. "Mixture of experts architectures for neural networks as a special case of conditional expectation formula." Kybernetika 34.4 (1998): [417]-422. <http://eudml.org/doc/33371>.

@article{Grim1998,
abstract = {Recently a new interesting architecture of neural networks called “mixture of experts” has been proposed as a tool of real multivariate approximation or prediction. We show that the underlying problem is closely related to approximating the joint probability density of involved variables by finite mixture. Particularly, assuming normal mixtures, we can explicitly write the conditional expectation formula which can be interpreted as a mixture-of- experts network. In this way the related optimization problem can be reduced to standard estimation of normal mixtures by means of EM algorithm. The resulting prediction is optimal in the sense of minimum dispersion if the assumed mixture model is true. It is shown that some of the recently published results can be obtained by specifying the normal components of mixtures in a special form.},
author = {Grim, Jiří},
journal = {Kybernetika},
keywords = {neural networks; mixtures; multivariate approximation; prediction; neural networks; mixtures; multivariate approximation; prediction},
language = {eng},
number = {4},
pages = {[417]-422},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Mixture of experts architectures for neural networks as a special case of conditional expectation formula},
url = {http://eudml.org/doc/33371},
volume = {34},
year = {1998},
}

TY - JOUR
AU - Grim, Jiří
TI - Mixture of experts architectures for neural networks as a special case of conditional expectation formula
JO - Kybernetika
PY - 1998
PB - Institute of Information Theory and Automation AS CR
VL - 34
IS - 4
SP - [417]
EP - 422
AB - Recently a new interesting architecture of neural networks called “mixture of experts” has been proposed as a tool of real multivariate approximation or prediction. We show that the underlying problem is closely related to approximating the joint probability density of involved variables by finite mixture. Particularly, assuming normal mixtures, we can explicitly write the conditional expectation formula which can be interpreted as a mixture-of- experts network. In this way the related optimization problem can be reduced to standard estimation of normal mixtures by means of EM algorithm. The resulting prediction is optimal in the sense of minimum dispersion if the assumed mixture model is true. It is shown that some of the recently published results can be obtained by specifying the normal components of mixtures in a special form.
LA - eng
KW - neural networks; mixtures; multivariate approximation; prediction; neural networks; mixtures; multivariate approximation; prediction
UR - http://eudml.org/doc/33371
ER -

References

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  10. Vajda I., Theory of Statistical Inference and Information, Kluwer, Boston 1992 Zbl0711.62002
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