2008 Special Issue: Second-order stagewise backpropagation for Hessian-matrix analyses and investigation of negative curvature

  • Authors:
  • Eiji Mizutani;Stuart E. Dreyfus

  • Affiliations:
  • Department of Industrial Management, National Taiwan University of Science and Technology, Taipei, 106, Taiwan;Department of Industrial Engineering and Operations Research, University of California at Berkeley, CA 94720, USA

  • Venue:
  • Neural Networks
  • Year:
  • 2008

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Abstract

Multi-stage feed-forward neural network (NN) learning with sigmoidal-shaped hidden-node functions is implicitly constrained optimization featuring negative curvature. Our analyses on the Hessian matrix H of the sum-squared-error measure highlight the following intriguing findings: At an early stage of learning, H tends to be indefinite and much better-conditioned than the Gauss-Newton Hessian J^TJ. The NN structure influences the indefiniteness and rank of H. Exploiting negative curvature leads to effective learning. All these can be numerically confirmed owing to our stagewise second-order backpropagation; the systematic procedure exploits NN's ''layered symmetry'' to compute H efficiently, making exact Hessian evaluation feasible for fairly large practical problems.