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1 2019

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A fast neural network learning algorithm with approximate singular value decomposition

Jankowski Norbert, Linowiecki Rafał

International Journal of Applied Mathematics and Computer Science

2019

Vol. 29, no. 3

581--594

The learning of neural networks is becoming more and more important. Researchers have constructed dozens of learning algorithms, but it is still necessary to develop faster, more flexible, or more accurate learning algorithms. With fast learning we can examine more learning scenarios for a given problem, especially in the case of meta-learning. In this article we focus on the construction of a much faster learning algorithm and its modifications, especially for nonlinear versions of neural networks. The main idea of this algorithm lies in the usage of fast approximation of the Moore–Penrose pseudo-inverse matrix. The complexity of the original singular value decomposition algorithm is O(mn2). We consider algorithms with a complexity of O(mnl), where l < n and l is often significantly smaller than n. Such learning algorithms can be applied to the learning of radial basis function networks, extreme learning machines or deep ELMs, principal component analysis or even missing data imputation.