A Kind of Second-Order Learning Algorithm Based on Generalized Cost Criteria in Multi-Layer Feed-Forward Neural Networks

A kind of second order algorithm--recursive approximate Newton algorithm was given by Karayiannis. The algorithm was simplified when it was formulated. Especially, the simplification to matrix Hessian was very reluctant, which led to the loss of valuable information and affected performance of the algorithm to certain extent. For multi layer feed forward neural networks, the second order back propagation recursive algorithm based generalized cost criteria was proposed. It is proved that it is equivalent to Newton recursive algorithm and has a second order convergent rate. The performance and application prospect are analyzed. Lots of simulation experiments indicate that the calculation of the new algorithm is almost equivalent to the recursive least square multiple algorithm. The algorithm and selection of networks parameters are significant and the performance is more excellent than BP algorithm and the second order learning algorithm that was given by Karayiannis.