We then regard gradient descent with momentum as a dynamic system and explore a non quadratic error surface, showing that saturation of the error accounts for a variety of effects observed in simulations and justifies some popular heuristics. 1 INTRODUCTION Gradient descent is the bread-and-butter optimization technique in neural networks. Some people build special purpose hardware to accelerate gradient descent optimization of backpropagation networks. Understanding the dynamics of gradient descent on such surfaces is therefore of great practical value. Here we briefly review the known results in the convergence of batch gradient descent; show that second-order momentum does not give any speedup; simulate a real network and observe some effect not predicted by theory; and account for these effects by analyzing gradient descent with momentum on a saturating error surface.

We present an analysis of how the generalization performance (expected test set error) relates to the expected training set error for nonlinear learning systems, such as multilayer perceptrons and radial basis functions.

Learning is posed as a problem of function estimation, for which two principles of solution are considered: empirical risk minimization and structural risk minimization. These two principles are applied to two different statements of the function estimation problem: global and local. Systematic improvements in prediction power are illustrated in application to zip-code recognition.

The notion of generalization ability can be defined precisely as the prediction risk, the expected performance of an estimator in predicting new observations. In this paper, we propose the prediction risk as a measure of the generalization ability of multi-layer perceptron networks and use it to select an optimal network architecture from a set of possible architectures. We also propose a heuristic search strategy to explore the space of possible architectures. The prediction risk is estimated from the available data; here we estimate the prediction risk by v-fold cross-validation and by asymptotic approximations of generalized cross-validation or Akaike's final prediction error. We apply the technique to the problem of predicting corporate bond ratings. This problem is very attractive as a case study, since it is characterized by the limited availability of the data and by the lack of a complete a priori model which could be used to impose a structure to the network architecture.

The method of Structural Risk Minimization refers to tuning the capacity of the classifier to the available amount of training data. This capacity is influenced by several factors, including: (1) properties of the input space, (2) nature and structure of the classifier, and (3) learning algorithm. Actions based on these three factors are combined here to control the capacity of linear classifiers and improve generalization on the problem of handwritten digit recognition.

Two projection based feedforward network learning methods for modelfree regression problems are studied and compared in this paper: one is the popular back-propagation learning (BPL); the other is the projection pursuit learning (PPL).

We compare two strategies for training connectionist (as well as nonconnectionist) models for statistical pattern recognition. The probabilistic strategy is based on the notion that Bayesian discrimination (i.e.- optimal classification) is achieved when the classifier learns the a posteriori class distributions of the random feature vector. The differential strategy is based on the notion that the identity of the largest class a posteriori probability of the feature vector is all that is needed to achieve Bayesian discrimination. Each strategy is directly linked to a family of objective functions that can be used in the supervised training procedure. We prove that the probabilistic strategy - linked with error measure objective functions such as mean-squared-error and cross-entropy - typically used to train classifiers necessarily requires larger training sets and more complex classifier architectures than those needed to approximate the Bayesian discriminant function.

The localized linear discriminant network (LLDN) has been designed to address classification problems containing relatively closely spaced data from different classes (encounter zones [1], the accuracy problem [2]). Locally trained hyperplane segments are an effective way to define the decision boundaries for these regions [3]. The LLD uses a modified perceptron training algorithm for effective discovery of separating hyperplane/sigmoid units within narrow boundaries. The basic unit of the network is the discriminant receptive field (DRF) which combines the LLD function with Gaussians representing the dispersion of the local training data with respect to the hyperplane. The DRF implements a local distance measure [4], and obtains the benefits of networks oflocalized units [5]. A constructive algorithm for the two-class case is described which incorporates DRF's into the hidden layer to solve local discrimination problems. The output unit produces a smoothed, piecewise linear decision boundary. Preliminary results indicate the ability of the LLDN to efficiently achieve separation when boundaries are narrow and complex, in cases where both the "standard" multilayer perceptron (MLP) and k-nearest neighbor (KNN) yield high error rates on training data. 1 The LLD Training Algorithm and DRF Generation The LLD is defined by the hyperplane normal vector V and its "midpoint" M (a translated origin [1] near the center of gravity of the training data in feature space).

We derive criteria for training adaptive classifier networks to perform unsupervised data analysis. The first criterion turns a simple Gaussian classifier into a simple Gaussian mixture analyser. The second criterion, which is much more generally applicable, is based on mutual information.

G/SPLINES is an algorithm for building functional models of data. It uses genetic search to discover combinations of basis functions which are then used to build a least-squares regression model. Because it produces a population of models which evolve over time rather than a single model, it allows analysis not possible with other regression-based approaches. 1 INTRODUCTION G/SPLINES is a hybrid of Friedman's Multivariable Adaptive Regression Splines (MARS) algorithm (Friedman, 1990) with Holland's Genetic Algorithm (Holland, 1975). G/SPLINES has advantages over MARS in that it requires fewer least-squares computations, is easily extendable to non-spline basis functions, may discover models inaccessible to local-variable selection algorithms, and allows significantly larger problems to be considered. These issues are discussed in (Rogers, 1991). This paper begins with a discussion of linear regression models, followed by a description of the G/SPLINES algorithm, and finishes with a series of experiments illustrating its performance, robustness, and analysis capabilities.