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A Neighborhood-Based Enhancement of the Gauss-Newton Bayesian Regularization Training Method

Miguel.Pinzolas{at}upct.es Departamento de Ingeniería de Sistemas y Automática, Universidad Politécnica de Cartagena, 30202, Cartagena, Spain

Ana Toledo

Ana.Toledo{at}upct.es Departamento de Tecnología Electrónica, Universidad Politécnica de Cartagena, 30202, Cartagena, Spain

Juan Luís Pedreño

Juan.pmolina{at}upct.es Departamento de Tecnologías de la Información y las Comunicaciones, Universidad Politécnica de Cartagena, 30202, Cartagena, Spain

This work develops and tests a neighborhood-based approach to the Gauss-Newton Bayesian regularization training method for feedforward backpropagation networks. The proposed method improves the training efficiency, significantly reducing requirements on memory and computational time while maintaining the good generalization feature of the original algorithm. This version of the Gauss-Newton Bayesian regularization greatly expands the scope of application of the original method, as it allows training networks up to 100 times larger without losing performance.