Method and system for training a recurrent network
Abstract
A method for training a recurrent network represented by x(k+1)=f(W x(k)), where W is a weight matrix, x is the output of the network, and K is a time index includes (a) determining the weight matrix at a first time increment, (b) incrementing the time increment associated with a received data point, and (c) determining a change in the weight matrix at the incremented time interval according to the formula: Δ W(K)=Δ W(K-1)+η γ(K)xT(K-1) V-1(K-1)-B(K-1) V-1(K-1) x (K-1)[V-1(K-1) x (K-1)]T1+xT(K-1) V-1(K-1) x (K-1)
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Citation
Parlos, Alexander G.; Atiya, Amir F. (2005). Method and system for training a recurrent network. United States. Patent and Trademark Office; Texas A&M University. Libraries. Available electronically from https : / /hdl .handle .net /1969 .1 /176799.