An accelerated Levenberg-Marquardt algorithm for feedforward network
Young-Tae Kwak · Journal of the Korean Data and Information Science Society · 2012
This paper proposes a new Levenberg-Marquardt algorithm that is accelerated by adjusting a Jacobian matrix and a quasi-Hessian matrix. The proposed method partitions the Jacobian matrix into block matrices and employs the inverse of a partitioned matrix to find the inverse of the quasi-Hessian matrix. Our method can avoid expensive operations and save memory in calculating the inverse of the quasi-Hessian matrix. It can shorten the training time for fast convergence. In our results tested in a large application, we were able to save about 20% of the training time than other algorithms.