Convergence of the one-dimensional Kohonen algorithm

被引:13
作者
Benaim, M
Fort, JC
Pages, G
机构
[1] Univ Toulouse 3, Lab Stat & Probabil, F-31062 Toulouse, France
[2] Univ Nancy 1, Fac Sci, F-54506 Vandoeuvre Nancy, France
[3] Univ Paris 06, Probabil Lab, URA 224, F-75252 Paris, France
[4] Univ Paris 12, F-94010 Creteil, France
[5] Univ Paris 01, SAMOS, F-75231 Paris 05, France
关键词
Kohonen algorithm; stochastic algorithm; cooperative dynamical system;
D O I
10.1017/S0001867800008636
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We show in a very general framework the a.s. convergence of the one-dimensional Kohonen algorithm-after self-organization-to its unique equilibrium when the learning rate decreases to 0 in a suitable way. The main requirement is a log-concavity assumption on the stimuli distribution which includes all the usual (truncated) probability distributions (uniform, exponential, gamma distribution with parameter greater than or equal to 1, etc.). For the constant step algorithm, the weak convergence of the invariant distributions towards equilibrium as the step goes to 0 is established too. The main ingredients of the proof are the Poincare-Hopf Theorem and a result of Hirsch on the convergence of cooperative dynamical systems.
引用
收藏
页码:850 / 869
页数:20
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