DocumentCode :
2506995
Title :
Perlustration of error surfaces for nonlinear stochastic gradient descent algorithms
Author :
Hanna, Andrew I. ; Krcmar, Igor R. ; Mandic, Danilo F.
Author_Institution :
Sch. of Inf. Syst., East Anglia Univ., Norwich, UK
fYear :
2002
fDate :
2002
Firstpage :
11
Lastpage :
16
Abstract :
We attempt to explain in more detail the performance of several novel algorithms for nonlinear neural adaptive filtering. Weight trajectories together with the error surface give a clear understandable representation of the family of least mean square (LMS) based, nonlinear gradient descent (NGD), search-then-converge (STC) learning algorithms and the real-time recurrent learning (RTRL) algorithm. Performance is measured on prediction of coloured and nonlinear input. The results are an alternative qualitative representation of different qualitative performance measures for the analysed algorithms. Error surfaces and the adjacent instantaneous prediction errors support the analysis.
Keywords :
FIR filters; Henon mapping; IIR filters; adaptive filters; error analysis; gradient methods; learning (artificial intelligence); least mean squares methods; nonlinear filters; recurrent neural nets; Henon map; adaptive IIR filter; coloured input; error surfaces; instantaneous prediction errors; least mean square based algorithms; nonlinear adaptive FIR filter; nonlinear input; nonlinear neural adaptive filtering; nonlinear stochastic gradient descent algorithms; qualitative performance measures; real-time recurrent learning algorithm; recurrent perceptron; search-then-converge learning algorithms; weight trajectories; Algorithm design and analysis; Backpropagation algorithms; Filters; Information systems; Least squares approximation; Monte Carlo methods; Performance analysis; Signal processing algorithms; Stochastic processes; Visualization;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Neural Network Applications in Electrical Engineering, 2002. NEUREL '02. 2002 6th Seminar on
Print_ISBN :
0-7803-7593-9
Type :
conf
DOI :
10.1109/NEUREL.2002.1057958
Filename :
1057958
Link To Document :
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