Abstract
This paper proposes a comparative study of commonly-used global optimization methods to improve training performance of back-propagation neural networks. The optimization methods adopted herein include Simulated annealing, Direct search, and Genetic algorithm. These methods are used to optimize neural networks' weights and biases before using back-propagation algorithm in order to prevent the networks from local minima. Four benchmark datasets of prediction (regression) task were used to evaluate the established models. The experimental results indicated that optimizing neural network's parameters is a complicated problem due to its high dimension of variables to be optimized. And only genetic algorithm was able to solve this difficult optimization problem. In addition, this paper also applied this success method to predict monthly rainfall time series data in the northeast region of Thailand. The results indicated that using of genetic algorithm with back-propagation neural network is a recommended combination.
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