Partial BFGS update and efficient step-length calculation for three-layer neural networks.

Abstract

Second-order learning algorithms based on quasi-Newton methods have two problems. First, standard quasi-Newton methods are impractical for large-scale problems because they require N2 storage space to maintain an approximation to an inverse Hessian matrix (N is the number of weights). Second, a line search to calculate a reasonably accurate step length is indispensable for these algorithms. In order to provide desirable performance, an efficient and reasonably accurate line search is needed. To overcome these problems, we propose a new second-order learning algorithm. Descent direction is calculated on the basis of a partial Broydon-Fletcher-Goldfarb-Shanno (BFGS) update with 2Ns memory space (s < < N), and a reasonably accurate step length is efficiently calculated as the minimal point of a second-order approximation to the objective function with respect to the step length. Our experiments, which use a parity problem and a speech synthesis problem, have shown that the proposed algorithm outperformed major learning algorithms. Moreover, it turned out that an efficient and accurate step-length calculation plays an important role for the convergence of quasi-Newton algorithms, and a partial BFGS update greatly saves storage space without losing the convergence performance.