Neural Network Training with Extended Kalman Filter Using Graphics Processing Unit

  • Authors:
  • Peter Trebatický;Jiří Pospíchal

  • Affiliations:
  • Faculty of Informatics and Information Technologies, Slovak University of Technology in Bratislava, Bratislava, Slovakia 842 16;Faculty of Informatics and Information Technologies, Slovak University of Technology in Bratislava, Bratislava, Slovakia 842 16

  • Venue:
  • ICANN '08 Proceedings of the 18th international conference on Artificial Neural Networks, Part II
  • Year:
  • 2008

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Abstract

The graphics processing unit has evolved through the years into the powerful resource for general purpose computing. We present in this article the implementation of Extended Kalman filter used for recurrent neural networks training, which most computational intensive tasks are performed on the GPU. This approach achieves significant speedup of neural network training process for larger networks.