Reputation: 71
I have a neural network and am struggling to find the global minima. I would like to know the right approach to finding it. I know I need to change the hyperparameters but because you use random weights, do I try using the same hyperparameters multiple times? How many different combinations do I try before I give up?
Any practical advice would be appreciated.
Upvotes: 1
Views: 1021
Reputation:
This is the major drawback of gradient descent based optimization. They get stuck in local minima all the time and there is no way of guaranteeing a global minima solution.
You can use terms like momentum to help you get over some local minima. I would suggest trying some more advanced optimization technique. These will help you a bit because they select and update some of these hyperparameters automatically.
You can also look at this post right here which compares several optimization algorithms.
Upvotes: 1
Reputation: 685
I dont think there is a way to find a global minima for a NN with gradient descent (assuming thats what your using). I think you can find it with an SVM though.
Im not a machine learning expert so i could be wrong.
Upvotes: 0