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Temporal difference learning applied to sequential detection.

C Guo1, A Kuh

  • 1Dept. of Electr. Eng., Hawaii Univ., Honolulu, HI.

IEEE Transactions on Neural Networks
|January 1, 1997
PubMed
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This study introduces a novel neural network for sequential detection, approximating the optimal sequential probability ratio test (SPRT). This data-driven approach offers similar performance without needing probability density functions.

Area of Science:

  • Machine Learning
  • Signal Processing
  • Statistical Inference

Background:

  • Sequential detection is crucial in various fields, but optimal methods like the sequential probability ratio test (SPRT) often require detailed statistical models.
  • Conventional supervised learning struggles with variable-length data sequences common in sequential detection tasks.

Purpose of the Study:

  • To propose a novel neural-network-based method for sequential detection.
  • To adapt the optimal parametric sequential probability ratio test (SPRT) for neural network architectures.
  • To demonstrate that a neural network can learn SPRT decision functions from data, offering a nonparametric alternative.

Main Methods:

  • A neural network architecture comprising context units and a feedforward network was designed.

Related Experiment Videos

  • The temporal difference (TD) learning algorithm, a reinforcement learning technique, was employed to train the neural network on observation data.
  • The neural network was trained using independent and identically distributed (iid) observations.
  • Main Results:

    • The developed neural-network sequential detector closely approximates the performance of the optimal SPRT.
    • The neural network successfully learned SPRT decision functions from data.
    • Simulations on iid Gaussian data confirmed comparable performance between the neural network detector and the SPRT.

    Conclusions:

    • The proposed neural network offers a powerful, nonparametric approach to sequential detection.
    • This method bypasses the need for explicit probability density functions, simplifying implementation.
    • The neural network demonstrates robust performance, achieving results similar to the established SPRT.