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.

On the selection of weight decay parameter for faulty networks

The weight-decay technique is an effective approach to handle overfitting and weight fault. For fault-free networks, without an appropriate value of decay parameter, the trained network is either overfitted or underfitted. However, many existing results on the selection of decay parameter focus on fault-free networks only. It is well known that the weight-decay method can also suppress the effect of weight fault. For the faulty case, using a test set to select the decay parameter is not practice because there are huge number of possible faulty networks for a trained network. This paper develops two mean prediction error (MPE) formulae for predicting the performance of faulty radial basis function (RBF) networks. Two fault models, multiplicative weight noise and open weight fault, are considered. Our MPE formulae involve the training error and trained weights only. Besides, in our method, we do not need to generate a huge number of faulty networks to measure the test error for the fault situation. The MPE formulae allow us to select appropriate values of decay parameter for faulty networks. Our experiments showed that, although there are small differences between the true test errors (from the test set) and the MPE values, the MPE formulae can accurately locate the appropriate value of the decay parameter for minimizing the true test error of faulty networks.

A quantitative study of fault tolerance, noise immunity, and generalization ability of MLPs

An analysis of the influence of weight and input perturbations in a multilayer perceptron (MLP) is made in this article. Quantitative measurements of fault tolerance, noise immunity, and generalization ability are provided. From the expressions obtained, it is possible to justify some previously reported conjectures and experimentally obtained results (e.g., the influence of weight magnitudes, the relation between training with noise and the generalization ability, the relation between fault tolerance and the generalization ability). The measurements introduced here are explicitly related to the mean squared error degradation in the presence of perturbations, thus constituting a selection criterion between different alternatives of weight configurations. Moreover, they allow us to predict the degradation of the learning performance of an MLP when its weights or inputs are deviated from their nominal values and thus, the behavior of a physical implementation can be evaluated before the weights are mapped on it according to its accuracy.