Variable projections neural network training

  • Authors:
  • V. Pereyra;G. Scherer;F. Wong

  • Affiliations:
  • Weidlinger Associates Inc., Mountain View, CA;University of Reading, Mathematics Department;Weidlinger Associates Inc., Mountain View, CA

  • Venue:
  • Mathematics and Computers in Simulation - Special issue: Applied and computational mathematics - selected papers of the fifth PanAmerican workshop - June 21-25, 2004, Tegucigalpa, Honduras
  • Year:
  • 2006

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Abstract

The training of some types of neural networks leads to separable non-linear least squares problems. These problems may be ill-conditioned and require special techniques. A robust algorithm based on the Variable Projections method of Golub and Pereyra is designed for a class of feed-forward neural networks and tested on benchmark examples and real data.