
444 Efficient Neural Network Training Algorithms
B.3 Kalman filter training
In this section the recursive linear regression method described in Appendix
A will be applied to train the feed-forward neura l network of Figure 6.10.
The appropriate cost function in this case is the quadra tic function, Equation
(6.30), or more specifically, its local version
E(ν) =
1
2
kℓ(ν) − m(ν)k
2
, (B.34)
however our algorithm will also minimize the cross-e ntropy cost function, as
will be mentioned later.
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FIGURE B.2
An isolated output neuron.
We begin with consideration of the
training process of an isolated neu-
ron. ...