Online training and its convergence for faulty networks with multiplicative weight noise

An Accelerated Maximally Split ADMM for a Class of Generalized Ridge Regression

Ridge regression (RR) has been commonly used in machine learning, but is facing computational challenges in big data applications. To meet the challenges, this article develops a highly parallel new algorithm, i.e., an accelerated maximally split alternating direction method of multipliers (A-MS-ADMM), for a class of generalized RR (GRR) that allows different regularization factors for different regression coefficients. Linear convergence of the new algorithm along with its convergence ratio is established. Optimal parameters of the algorithm for the GRR with a particular set of regularization factors are derived, and a selection scheme of the algorithm parameters for the GRR with general regularization factors is also discussed. The new algorithm is then applied in the training of single-layer feedforward neural networks. Experimental results on performance validation on real-world benchmark datasets for regression and classification and comparisons with existing methods demonstrate the fast convergence, low computational complexity, and high parallelism of the new algorithm.

ADMM-Based Algorithm for Training Fault Tolerant RBF Networks and Selecting Centers

In the training stage of radial basis function (RBF) networks, we need to select some suitable RBF centers first. However, many existing center selection algorithms were designed for the fault-free situation. This brief develops a fault tolerant algorithm that trains an RBF network and selects the RBF centers simultaneously. We first select all the input vectors from the training set as the RBF centers. Afterward, we define the corresponding fault tolerant objective function. We then add an -norm term into the objective function. As the -norm term is able to force some unimportant weights to zero, center selection can be achieved at the training stage. Since the -norm term is nondifferentiable, we formulate the original problem as a constrained optimization problem. Based on the alternating direction method of multipliers framework, we then develop an algorithm to solve the constrained optimization problem. The convergence proof of the proposed algorithm is provided. Simulation results show that the proposed algorithm is superior to many existing center selection algorithms.