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Missouri University of Science and Technology

Computer Science Faculty Research & Creative Works

Marquardt-Levenberg Least-Square Optimization Method

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Parallel Implementation Of A Recursive Least Squares Neural Network Training Method On The Intel Ipsc/2, James Edward Steck, Bruce M. Mcmillin, K. Krishnamurthy, M. Reza Ashouri, Gary G. Leininger Jun 1990

Parallel Implementation Of A Recursive Least Squares Neural Network Training Method On The Intel Ipsc/2, James Edward Steck, Bruce M. Mcmillin, K. Krishnamurthy, M. Reza Ashouri, Gary G. Leininger

Computer Science Faculty Research & Creative Works

An algorithm based on the Marquardt-Levenberg least-square optimization method has been shown by S. Kollias and D. Anastassiou (IEEE Trans. on Circuits Syst. vol.36, no.8, p.1092-101, Aug. 1989) to be a much more efficient training method than gradient descent, when applied to some small feedforward neural networks. Yet, for many applications, the increase in computational complexity of the method outweighs any gain in learning rate obtained over current training methods. However, the least-squares method can be more efficiently implemented on parallel architectures than standard methods. This is demonstrated by comparing computation times and learning rates for the least-squares method implemented …