Neurocomputing

The Normalized Risk-Averting Error Criterion for Avoiding Nonglobal Local Minima in Training Neural Networks

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The convexification method for data fitting is capable of avoiding nonglobal local minima, but suffers from two shortcomings: The risk-averting error (RAE) criterion grows exponentially as its risk-sensitivity index λ increases, and the existing method of determining λ is often not effective. To eliminate these shortcomings, the normalized RAE (NRAE) is herein proposed. As NRAE is a monotone increasing function of RAE, the region without a nonglobal local minimum of NRAE expands as does that of RAE. However, NRAE does not grow unboundedly as does RAE. The performances of training with NRAE at a fixed λ are reported. Over a large range of the risk-sensitivity index, such training has a high rate of achieving a global or near global minimum starting with different initial weight vectors of the neural network under training. It is observed that at a large λ, the landscape of the NRAE is rather flat, which slows down the training to a halt. This observation motivates the development of the NRAE-MSE method that exploits the large region of an NRAE without a nonglobal local minimum and takes excursions from time to time for training with the standard mean squared error (MSE) to zero into a global or near global minimum. A number of examples of approximating functions that involve fine features or unevenly-sampled segments are used to test the method. Numerical experiments show that the NRAE-MSE training method has a success rate of 100% in all the testing trials for each example, all starting with randomly selected initial weights. The method is also applied to classifying numerals in the well-known MNIST dataset. The new training method outperforms other methods reported in the literature under the same operating conditions.


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convexification, global optimization, local minimum, neural network, risk-averting error, training

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