Local gain adaptation in stochastic gradient descent
Schraudolph, N.N.
Artificial Neural Networks, 1999. ICANN 99. Ninth International Conference on (Conf. Publ. No. 470)
Volume 2, Issue , 1999 Page(s):569 - 574 vol.2
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Summary:Gain adaptation algorithms for neural networks typically adjust
learning rates by monitoring the correlation between successive
gradients. Here we discuss the limitations of this approach, and develop
an alternative by extending Sutton's work on linear systems (1992) to
the general, nonlinear case. The resulting online algorithms are
computationally little more expensive than other acceleration
techniques, do not assume statistical independence between successive
training patterns, and do not require an arbitrary smoothing parameter.
In our benchmark experiments, they consistently outperform other
acceleration methods, and show remarkable robustness when faced with non
i.i.d. sampling of the input space
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