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Enhancing the Levenberg-Marquardt Method in Neural Network training using the direct computation of the Error Cost Function Hessian

Published:25 September 2015Publication History

ABSTRACT

The Levenberg-Marquardt (LM) algorithm is a very popular training method in Neural Networks due to its accuracy and robustness. LM outperforms gradient based methods that use direct calculation of the first derivative of the error cost function through back-propagation. In this paper we will examine how the direct computation of the diagonal elements of the Hessian matrix of the error cost function can be used to improve the performance of the original LM algorithm.

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  1. Enhancing the Levenberg-Marquardt Method in Neural Network training using the direct computation of the Error Cost Function Hessian

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        • Published in

          cover image ACM Other conferences
          EANN '15: Proceedings of the 16th International Conference on Engineering Applications of Neural Networks (INNS)
          September 2015
          266 pages
          ISBN:9781450335805
          DOI:10.1145/2797143

          Copyright © 2015 ACM

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          Association for Computing Machinery

          New York, NY, United States

          Publication History

          • Published: 25 September 2015

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          • Refereed limited

          Acceptance Rates

          EANN '15 Paper Acceptance Rate36of60submissions,60%Overall Acceptance Rate36of60submissions,60%

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