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This paper presents a novel fast algorithm for feedforward neural networks training. It is based on the Recursive Least Squares (RLS) method commonly used for designing adaptive filters. Besides, it utilizes two techniques of linear algebra, namely the orthogonal transformation method, called the Givens Rotations (GR), and the QR decomposition, creating the GQR (symbolically we write GR + QR = GQR)...
In this paper1 a new neural networks training algorithm is presented. The algorithm originates from the Recursive Least Squares (RLS) method commonly used in adaptive filtering. It uses the QR decomposition in conjunction with the Givens rotations for solving a normal equation - resulting from minimization of the loss function. An important parameter in neural networks is training time. Many commonly...
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