Poster + Paper
6 June 2022 Neural network training loss optimization utilizing the sliding innovation filter
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Conference Poster
Abstract
Artificial feedforward neural networks (ANN) have been traditionally trained by backpropagation algorithms involving gradient descent algorithms. This is in order to optimize the network’s weights and parameters in the training phase to minimize the out of sample error in the output during testing. However, gradient descent (GD) has been proven to be slow and computationally inefficient in comparison with studies implementing the extended Kalman filter (EKF) and unscented Kalman filter (UKF) as optimizers in ANNs. In this paper, a new method of training ANNs is proposed utilizing the sliding innovation filter (SIF). The SIF by Gadsden et al. has demonstrated to be a more robust predictor-corrector than the Kalman filters, especially in ill-conditioned situations or the presence of modelling uncertainties. In this paper, we propose implementing the SIF as an optimizer for training ANNs. The ANN proposed is trained with the SIF to predict the Mackey-Glass Chaotic series, and results demonstrate that the proposed method results in improved computation time compared to current estimation strategies for training ANNs while achieving results comparable to a UKF-trained neural network.
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Naseem Alsadi, Waleed Hilal, Onur Surucu, Alessandro Giuliano, Stephen A. Gadsden, John Yawney, and Mohammad A. AlShabi "Neural network training loss optimization utilizing the sliding innovation filter", Proc. SPIE 12113, Artificial Intelligence and Machine Learning for Multi-Domain Operations Applications IV, 121131Z (6 June 2022); https://doi.org/10.1117/12.2619029
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KEYWORDS
Neural networks

Filtering (signal processing)

Neurons

Data modeling

Error analysis

Matrices

Chaos

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