Recurrent neural networks training with stable bounding ellipsoid algorithm

  • Authors:
  • Wen Yu;José De Jesús Rubio

  • Affiliations:
  • Departamento de Control Automático, CINVESTAV-IPN, México, México;Sección de Estudios de Posgrado e Investigación, Instituto Politécnico Nacional-ESIME Azcapotzalco, México, México

  • Venue:
  • IEEE Transactions on Neural Networks
  • Year:
  • 2009

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Abstract

Bounding ellipsoid (BE) algorithms offer an attractive alternative to traditional training algorithms for neural networks, for example, backpropagation and least squares methods. The benefits include high computational efficiency and fast convergence speed. In this paper, we propose an ellipsoid propagation algorithm to train the weights of recurrent neural networks for nonlinear systems identification. Both hidden layers and output layers can be updated. The stability of the BE algorithm is proven.