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9.9.1 Deficiencies of Steepest Descent


The multilayer perceptron, initialized with random weights, presents random output patterns. We would like to execute a learning stage, progressively modifying the values of the connection strengths in order to make the outputs nearer to the prescribed ones.

It is straightforward to transform the learning task into an optimization   problem (i.e., a search for the minimum of a specified function, henceforth called energy). If the energy is defined as the sum of the squared errors between obtained and desired output pattern over the set of examples, minimizing it will accomplish the task.

A large fraction of the theoretical and applied research in supervised learning is based on the steepest descent method for minimization. The negative gradient of the energy with respect to the weights is calculated during each iteration, and a step is taken in that direction (if the step is small enough, energy reduction is assured). In this way, one obtains a sequence of weight vectors, , that converges to a local minimum of the energy function:

Now, given that we are interested in converging to the local minimum in the shortest time (this is not always the case: to combat noise some slowness may be desired), there is no good reason to restrict ourselves to steepest descent, and there are at least a couple of reasons in favor of other methods. First, the learning speed, , is a free parameter that has to be chosen carefully for each problem (if it is too small, progress is slow; if too large, oscillations may be created). Second, even in the optimal case of a step along the steepest descent direction bringing the system to the absolute minimum (along this direction), it can be proved that steepest descent can be arbitrarily slow, particularly when ``the search space contains long ravines that are characterized by sharp curvature across the ravine and a gently sloping floor'' [Rumelhart:86b]. In other words, if we are unlucky with the choice of units along the different dimensions (and this is a frequent event when the number of weights is 1000 or 10,000), it may be the case that during each iteration, the previous error is reduced by 0.000000001%!

The problem is essentially caused by the fact that the gradient does not necessarily point in the direction of the minimum, as it is shown in Figure 9.23.

Figure 9.23: Gradient Direction for Different Choice of Units

If the energy is quadratic, a large ratio of the maximum to minimum eigenvalues  causes the ``zigzagging'' motion illustrated. In the next sections, we will illustrate two suggestions for tuning parameters in an adaptive way and selecting better descent directions.

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Next: 9.9.2 The ``Bold Driver'' Up: Optimization Methods for Previous: Optimization Methods for

Guy Robinson
Wed Mar 1 10:19:35 EST 1995