2009 7th IEEE International Conference on Industrial Informatics 2009
DOI: 10.1109/indin.2009.5195806
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A memoryless BFGS neural network training algorithm

Abstract: Abstract-We present a new curvilinear algorithmic model for training neural networks which is based on a modifications of the memoryless BFGS method that incorporates a curvilinear search. The proposed model exploits the nonconvexity of the error surface based on information provided by the eigensystem of memoryless BFGS matrices using a pair of directions; a memoryless quasi-Newton direction and a direction of negative curvature. In addition, the computation of the negative curvature direction is accomplished… Show more

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Cited by 12 publications
(7 citation statements)
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“…Andrei [28] and Yao and Ning [29] proposed two conjugate gradient methods, where the search direction was given by a symmetrical Perry matrix and was associated with a positive parameter determined by minimizing the distance of this matrix and the self-scaling memoryless BFGS matrix in the Frobenius norm. Apostolopoulou et al [30] presented a curvilinear algorithmic model for training neural networks which was based on modifications of the memoryless BFGS method by incorporating a curvilinear search. In summary, the above-mentioned algorithms have global convergence and satisfactory numerical efficiency, but stability of the algorithms cannot be guaranteed.…”
Section: Literature Reviewmentioning
confidence: 99%
“…Andrei [28] and Yao and Ning [29] proposed two conjugate gradient methods, where the search direction was given by a symmetrical Perry matrix and was associated with a positive parameter determined by minimizing the distance of this matrix and the self-scaling memoryless BFGS matrix in the Frobenius norm. Apostolopoulou et al [30] presented a curvilinear algorithmic model for training neural networks which was based on modifications of the memoryless BFGS method by incorporating a curvilinear search. In summary, the above-mentioned algorithms have global convergence and satisfactory numerical efficiency, but stability of the algorithms cannot be guaranteed.…”
Section: Literature Reviewmentioning
confidence: 99%
“…However, this method requires a lot of memory to converge, especially on a large scale [66][67][68][69], whereas many researchers are interested in how to reduce memory needs [67][68][69][70][71].…”
Section: Comparison Between Model and Anns Outputsmentioning
confidence: 99%
“…where H k is the Hessian matrix of the performance index at the current values of the weights and biases. When H k is large, w k+1 computation is complex and time-consuming [66][67][68]. BFGS does not calculate the inverse Hessian but approximates it as follows:…”
Section: Quasi-newton Bfgs Bp Algorithmmentioning
confidence: 99%
See 1 more Smart Citation
“…The advantage of using these methods is that we don't need to solve a linear system to get the search direction, but only perform a matrix/vector multiply. The quasi-Newton method used in this paper is the Broyden, Fletcher, Goldfarb, and Shanno (BFGS) [14]. This algorithm is implemented in MATLAB using the neural network toolbox nprtool.…”
Section: B Learning Algorithmmentioning
confidence: 99%