An accelerated Levenberg-Marquardt algorithm for feedforward network

نویسنده

  • Young-Tae Kwak
چکیده

This paper proposes a new Levenberg-Marquardt algorithm that is accelerated by adjusting a Jacobian matrix and a quasi-Hessian matrix. The proposed method partitions the Jacobian matrix into block matrices and employs the inverse of a partitioned matrix to find the inverse of the quasi-Hessian matrix. Our method can avoid expensive operations and save memory in calculating the inverse of the quasi-Hessian matrix. It can shorten the training time for fast convergence. In our results tested in a large application, we were able to save about 20% of the training time than other algorithms.

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تاریخ انتشار 2012