Main Page | Report this Page
 
Computers Forum Index  »  Computer Artificial Intelligence - Neural Nets  »  Training ANNs with Levenberg-Marquardt & Early...
Page 1 of 1    

Training ANNs with Levenberg-Marquardt & Early...

Author Message
jonarg...
Posted: Tue Nov 03, 2009 7:32 am
Guest
Hi!
I have a dataset with about 10000 data points and I am trying to
construct an ANN with 2 inputs and 1 output.

I am using the Levenberg-Marquadt training algorithm with early
stopping technique
and I initially set the training goal at 1e-6 and the max number of
epochs at 2000 all other parameters are set to default values (in
matlab).

I started with 1 hidden layer varying the number of neurons from 1 to
30.
The Training and Validation MSE drops from about 0.0020 in 2-1-1
configuration to 1e-6 in to 2-10-1 configuration
and remains 1e-6 in all network configurations with more than 10
neurons.

When setting the training goal to 1e-9 I get MSE=1e-9 in 2-15-1
configuration and this figure remains
to all ANNs with more than 15 neurons in the hidden layer.

Questions!:
1) If I choose training goal of 1e-6, does the 2-10-1 configuration is
the optimal one?
2) Do I have to try ANNs with more than 1 hidden layer?
3) What training goal should I set?
3) Since the results are more than excellent Is there any problem with
overfitting?


Thank you in advance!
 
Greg Heath...
Posted: Wed Nov 04, 2009 5:31 am
Guest
On Nov 3, 2:32 am, jonarg <giannisargi... at (no spam) gmail.com> wrote:
Quote:
Hi!
I have a dataset with about 10000 data points and I am trying to
construct an ANN with 2 inputs and 1 output.

I am using the Levenberg-Marquadt training algorithm with early
stopping technique and I initially set the training goal at 1e-6

This has no meaning without reference to the variance
(scaling) of the target variable. Set MSEgoal = var(t)/100.
Then, at convergence, R^2 > ~ 0.99

However, since you are using Early Stopping, the algorithm
may stop before it converges due to training error.

Quote:
and the max number of
epochs at 2000 all other parameters are set to default values
(in matlab).

I started with 1 hidden layer varying the number of neurons
from 1 to 30.
The Training and Validation MSE drops from about 0.0020
in 2-1-1 configuration to 1e-6 in to 2-10-1 configuration
and remains 1e-6 in all network configurations with more than
10 neurons.

When setting the training goal to 1e-9 I get MSE=1e-9 in
2-15-1 configuration and this figure remains
to all ANNs with more than 15 neurons in the hidden layer.

Questions!:
1) If I choose training goal of 1e-6, does the 2-10-1
configuration is the optimal one?

It seems to be. This can be verified with additional trials
with different initial random weights.

Quote:
2) Do I have to try ANNs with more than 1 hidden layer?

NO.

Quote:
3) What training goal should I set?

var(t)/100 works fine for me

Quote:
3) Since the results are more than excellent Is there any
problem with overfitting?

That's why you used Early Stopping. Look at the plot of
validation error.

In addition, consider the ratio of Neq (No. training equations
to Nw (No. of unknown weights).

Search Google Groups using

greg-heath Neq Nw

for more details.

Hope this helps.

Greg
 
jonarg...
Posted: Wed Nov 04, 2009 7:27 am
Guest
Hi Greg,
I really appreciate your help!
Could you please elaborate a little more on choosing the MSEgoal with
regard to variance?

E.g. the variance of my target data is about 180. According to var/
100, I should use a MSEgoal
of 1.8. Isnt this number a little odd compared to usual targets found
in journal papers 1e-6,1e-9 etc...??

Thanks again
 
Greg Heath...
Posted: Sat Nov 07, 2009 2:57 am
Guest
On Nov 4, 2:27 am, jonarg <giannisargi... at (no spam) gmail.com> wrote:
Quote:
Hi Greg,
I really appreciate your help!
Could you please elaborate a little more on choosing the MSEgoal with
regard to variance?

The R^2 statistic (AKA "explained variance") is the fraction of the
total variance that is represented by the model.

R^2 = 1- SSE / TSS
= 1- ( N * MSE ) / [ (N -1) * VAR]
~ 1- MSE/VAR

MSE < ~VAR/100 ==> R^2 > ~ 0.99

==> > ~ 99% of the total variance is represented by the model.

Quote:

E.g. the variance of my target data is about 180. According to var/
100, I should use a MSEgoal
of 1.8. Isnt this number a little odd compared to usual targets found
in journal papers 1e-6,1e-9 etc...??

Maybe they didn't know what a practical number was and
chose those values

or

Maybe they did know what a practical number was but chose
those values to to impress referees, editors and readers..

How many real world models can you find with R^2 > 0.99?

Hope this helps.

Greg
 
jonarg...
Posted: Mon Nov 09, 2009 5:47 am
Guest
Thanks again
 
 
Page 1 of 1    
All times are GMT
The time now is Sat Nov 21, 2009 10:01 pm