Abstract

In this paper we present a new variant of the online real time recurrent learning algorithm proposed by Williams and Zipser (1989). Whilst the original algorithm utilises gradient information to guide the search towards the minimum training error, it is very slow in most applications and often gets stuck in local minima of the search space. It is also sensitive to the choice of learning rate and requires careful tuning. The new variant adjusts weights by moving to the tangent planes to constraint surfaces. It is simple to implement and requires no parameters to be set manually. Experimental results show that this new algorithm gives significantly faster convergence whilst avoiding problems like local minima.

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