Fast training of recurrent networks based on the EM algorithm

  • Authors:
  • Sheng Ma;Chuanyi Ji

  • Affiliations:
  • Dept. of Electr. Comput. & Syst. Eng., Rensselaer Polytech. Inst., Troy, NY;-

  • Venue:
  • IEEE Transactions on Neural Networks
  • Year:
  • 1998

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Abstract

In this work, a probabilistic model is established for recurrent networks. The expectation-maximization (EM) algorithm is then applied to derive a new fast training algorithm for recurrent networks through mean-field approximation. This new algorithm converts training a complicated recurrent network into training an array of individual feedforward neurons. These neurons are then trained via a linear weighted regression algorithm. The training time has been improved by five to 15 times on benchmark problems