CONVERGENCE OF THE ONE-DIMENSIONAL KOHONEN ALGORITHM

Citation
M. Benaim et al., CONVERGENCE OF THE ONE-DIMENSIONAL KOHONEN ALGORITHM, Advances in Applied Probability, 30(3), 1998, pp. 850-869
Citations number
24
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
00018678
Volume
30
Issue
3
Year of publication
1998
Pages
850 - 869
Database
ISI
SICI code
0001-8678(1998)30:3<850:COTOKA>2.0.ZU;2-5
Abstract
We show in a very general framework the a.s. convergence of the one-di mensional Kohonen algorithm-after self-organization-to its unique equi librium when the learning rate decreases to 0 in a suitable way. The m ain requirement is a log-concavity assumption on the stimuli distribut ion 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 conve rgence of the invariant distributions towards equilibrium as the step goes to 0 is established too. The main ingredients of the proof are th e Poincare-Hopf Theorem and a result of Hirsch on the convergence of c ooperative dynamical systems.