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Globally Optimal On-line Learning Rules

 Magnus Rattray and David Saad
  
 

Abstract:
We present a method for determining the globally optimal on-line learning rule for a soft committee machine under a statistical mechanics framework. This work complements previous results on locally optimal rules, where only the rate of change in generalization error was considered. We maximize the total reduction in generalization error over the whole learning process and show how the resulting rule can significantly outperform the locally optimal rule.

 
 


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