TAO-robust backpropagation learning algorithm

✍ Scribed by Alpha V. Pernía-Espinoza; Joaquín B. Ordieres-Meré; Francisco J. Martínez-de-Pisón; Ana González-Marcos

• Book ID: 103853706
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 343 KB
• Volume: 18
• Category: Article
• ISSN: 0893-6080
• DOI: 10.1016/j.neunet.2004.11.007

✦ Synopsis

In several fields, as industrial modelling, multilayer feedforward neural networks are often used as universal function approximations. These supervised neural networks are commonly trained by a traditional backpropagation learning format, which minimises the mean squared error (mse) of the training data. However, in the presence of corrupted data (outliers) this training scheme may produce wrong models. We combine the benefits of the non-linear regression model t-estimates [introduced by Tabatabai, M. A., Argyros, I. K. Robust Estimation and testing for general nonlinear regression models. Applied Mathematics and Computation. 58 (1993) 85-101] with the backpropagation algorithm to produce the TAO-robust learning algorithm, in order to deal with the problems of modelling with outliers. The cost function of this approach has a bounded influence function given by the weighted average of two j functions, one corresponding to a very robust estimate and the other to a highly efficient estimate. The advantages of the proposed algorithm are studied with an example.