Estimation of the Lipschitz Norm with Neural Networks

  • Authors:
  • K. C. Sio;C. K. Lee

  • Affiliations:
  • Department of Electronic Engineering, The Hong Kong Polytechnic University, HungHom, Hong Kong E-mail: {kcsio@encserver.en/encklee@hkpucc.polyu.edu.hk};Department of Electronic Engineering, The Hong Kong Polytechnic University, HungHom, Hong Kong E-mail: {kcsio@encserver.en/encklee@hkpucc.polyu.edu.hk}

  • Venue:
  • Neural Processing Letters
  • Year:
  • 1997

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Abstract

This paper describes a method to estimate the Lipschitz gain ofan operator through identification with neural networks. It is shown that through simple manipulation of the network coefficients,the Lipschitz constant could be estimated. Illustrations and applicationsare also given to show the effectiveness and usefulness of this estimationscheme.