Tik-61.261 Principles of Neural Computing
Raivio, Venna

Exercise 4
1. Let the error function be

where and are the components of the two-dimensional parameter vector . Find the minimum value of by applying the steepest descent method. Use as an initial value for the parameter vector and the following constant values for the learning rate:
1. What is the condition for the convergence of this method?

2. Show that the application of the Gauss-Newton method to the error function

yields the the following update rule for the weights:

All quantities are evaluated at iteration step . (Haykin 3.3)

3. The normalized LMS algorithm is described by the following recursion for the weight vector:

where is a positive constant and is the Euclidean norm of the input vector . The error signal is defined by

where is the desired response. For the normalized LMS algorithm to be convergent in the mean square, show that . (Haykin 3.5)

4. The ensemble-averaged counterpart to the sum of error squares viewed as a cost function is the mean-square value of the error signal:

1. Assuming that the input vector and desired response are drawn from a stationary environment, show that

where , , and .
2. For this cost function, show that the gradient vector and Hessian matrix of are as follows, respectively:

 and

3. In the LMS/Newton algorithm, the gradient vector is replaced by its instantaneous value. Show that this algorithm, incorporating a learning rate parameter , is described by

The inverse of the correlation matrix , assumed to be positive definite, is calculated ahead of time. (Haykin 3.8)

5. A linear classifier separates -dimensional space into two classes using a -dimensional hyperplane. Points are classified into two classes, or , depending on which side of the hyperplane they are located.
1. Construct a linear classifier which is able to separate the following two-dimensional samples correctly:

2. Is it possible to construct a linear classifier which is able to separate the following samples correctly?

Jarkko Venna 2005-04-13