A Variable Memory Quasi-Newton Training Algorithm

  • Authors:
  • Seán Mcloone;George Irwin

  • Affiliations:
  • Advanced Control Engineering Research Group, Department of Electrical and Electronic Engineering, The Queen‘s University of Belfast, Belfast BT9 5AH, U.K. E-mail: s.mcloone@ee.qub.ac.uk;Advanced Control Engineering Research Group, Department of Electrical and Electronic Engineering, The Queen‘s University of Belfast, Belfast BT9 5AH, U.K. E-mail: s.mcloone@ee.qub.ac.uk

  • Venue:
  • Neural Processing Letters
  • Year:
  • 1999

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Abstract

A new neural network training algorithm whichoptimises performance in relation to the availablememory is described. Numerically it has equivalentproperties to Full Memory BFGS optimisation (FM) whenthere are no restrictions on memory and to FM withperiodic reset when memory is limited. Achievableperformance is determined by the ratio betweenavailable memory and problem size and accordinglyvaries between that of the full and memory-lessversions of the BFGS algorithm.