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Improved Computation for Levenberg-Marquardt Training

The improved computation presented in this paper is aimed to optimize the neural networks learning process using Levenberg-Marquardt (LM) algorithm. Quasi-Hessian matrix and gradient vector are computed directly, without Jacobian matrix multiplication and storage. The memory limitation problem for L...

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Bibliographic Details
Published in:IEEE transaction on neural networks and learning systems 2010-06, Vol.21 (6), p.930-937
Main Authors: Wilamowski, Bogdan M, Hao Yu
Format: Article
Language:English
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Summary:The improved computation presented in this paper is aimed to optimize the neural networks learning process using Levenberg-Marquardt (LM) algorithm. Quasi-Hessian matrix and gradient vector are computed directly, without Jacobian matrix multiplication and storage. The memory limitation problem for LM training is solved. Considering the symmetry of quasi-Hessian matrix, only elements in its upper/lower triangular array need to be calculated. Therefore, training speed is improved significantly, not only because of the smaller array stored in memory, but also the reduced operations in quasi-Hessian matrix calculation. The improved memory and time efficiencies are especially true for large sized patterns training.
ISSN:1045-9227
2162-237X
1941-0093
2162-2388
DOI:10.1109/TNN.2010.2045657