Function Approximation with the Sweeping Hinge Algorithm
نویسندگان
چکیده
Bill Horne MakeWaves, Inc. 832 Valley Road Watchung, NJ 07060 We present a computationally efficient algorithm for function approximation with piecewise linear sigmoidal nodes. A one hidden layer network is constructed one node at a time using the method of fitting the residual. The task of fitting individual nodes is accomplished using a new algorithm that searchs for the best fit by solving a sequence of Quadratic Programming problems. This approach offers significant advantages over derivative-based search algorithms (e.g. backpropagation and its extensions). Unique characteristics of this algorithm include: finite step convergence, a simple stopping criterion, a deterministic methodology for seeking "good" local minima, good scaling properties and a robust numerical implementation.
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