FNN (Feedforward Neural Network) Training Method Based on Robust Recursive Least Square Method

  • Authors:
  • Junseok Lim;Koengmo Sung

  • Affiliations:
  • Department of Electronics Engineering, Sejong University, 98 Kwangjin Kunja, Seoul Korea, 143-747,;School of Electrical Engineering and Computer Science, Seoul National University,

  • Venue:
  • ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Part II--Advances in Neural Networks
  • Year:
  • 2007

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Abstract

We present a robust recursive least squares algorithm for multilayer feed-forward neural network training. So far, recursive least squares (RLS) has been successfully applied to training multilayer feed-forward neural networks. However, RLS method has a tendency to become diverse due to the instability in the recursive inversion procedure. In this paper, we propose a numerically robust recursive least square type algorithm using prewhitening. The proposed algorithm improves the performance of RLS in infinite numerical precision as well as in finite numerical precision. The computer simulation results in the various precision cases show that the proposed algorithm improves the numerical robustness of RLS training.