Global Optimisation of Neural Network Models via Sequential Sampling

نویسندگان

  • João F. G. de Freitas
  • Mahesan Niranjan
  • Arnaud Doucet
  • Andrew H. Gee
چکیده

We propose a novel strategy for training neural networks using sequential sampling-importance resampling algorithms. This global optimisation strategy allows us to learn the probability distribution of the network weights in a sequential framework. It is well suited to applications involving on-line, nonlinear, non-Gaussian or non-stationary signal processing.

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تاریخ انتشار 1998