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Improved computation for Levenberg-Marquardt training

IEEE Trans Neural Netw. 2010 Jun;21(6):930-7. doi: 10.1109/TNN.2010.2045657. Epub 2010 Apr 19.

Abstract

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.

MeSH terms

  • Algorithms*
  • Computer Simulation
  • Humans
  • Learning*
  • Neural Networks, Computer*
  • Pattern Recognition, Automated*
  • Time Factors