The wake-sleep algorithm is an unsupervised learning algorithm for a stochastic multilayer neural network. The algorithm adjusts the parameters so as to produce a good density estimator. There are two learning phases, the “wake” phase and the “sleep” phase, which are performed alternately. It was first designed as a model for brain functioning using variational Bayesian learning. After that, the algorithm was adapted to machine learning. It can be viewed as a way to train a Helmholtz Machine. It can also be used in Deep Belief Networks (DBN).
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