Nips*97 the Eeciency and the Robustness of Natural Gradient Descent Learning Rule Sub-category: Dynamics of Learning Algorithms Category: Theory

نویسنده

  • Howard Hua Yang
چکیده

We have discovered a new scheme to represent the Fisher information matrix of a stochastic multi-layer perceptron. Based on this scheme, we have designed an algorithm to compute the inverse of the Fisher information matrix. When the input dimension n is much larger than the number of hidden neurons, the complexity of this algorithm is of order O(n 2) while the complexity of conventional algorithms for the same purpose is of order O(n 3). The inverse of the Fisher information matrix is used in the natural gradient descent algorithm to train single-layer or multi-layer per-ceptrons. It is connrmed by simulation that the natural gradient descent learning rule is not only eecient but also robust.

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تاریخ انتشار 2007