BFGS quasiNewton backpropagation
net.trainFcn = 'trainbfg'
[net,tr] = train(net,...)
trainbfg
is a network training function that updates weight and bias
values according to the BFGS quasiNewton method.
net.trainFcn = 'trainbfg'
sets the network trainFcn
property.
[net,tr] = train(net,...)
trains the network with
trainbfg
.
Training occurs according to trainbfg
training parameters, shown here
with their default values:
net.trainParam.epochs  1000  Maximum number of epochs to train 
net.trainParam.showWindow  true  Show training window 
net.trainParam.show  25  Epochs between displays (NaN for no displays) 
net.trainParam.showCommandLine  false  Generate commandline output 
net.trainParam.goal  0  Performance goal 
net.trainParam.time  inf  Maximum time to train in seconds 
net.trainParam.min_grad  1e6  Minimum performance gradient 
net.trainParam.max_fail  6  Maximum validation failures 
net.trainParam.searchFcn  'srchbac'  Name of line search routine to use 
Parameters related to line search methods (not all used for all methods):
net.trainParam.scal_tol  20  Divide into 
net.trainParam.alpha  0.001  Scale factor that determines sufficient reduction in

net.trainParam.beta  0.1  Scale factor that determines sufficiently large step size 
net.trainParam.delta  0.01  Initial step size in interval location step 
net.trainParam.gama  0.1  Parameter to avoid small reductions in performance, usually set to 0.1 (see

net.trainParam.low_lim  0.1  Lower limit on change in step size 
net.trainParam.up_lim  0.5  Upper limit on change in step size 
net.trainParam.maxstep  100  Maximum step length 
net.trainParam.minstep  1.0e6  Minimum step length 
net.trainParam.bmax  26  Maximum step size 
net.trainParam.batch_frag  0  In case of multiple batches, they are considered independent. Any nonzero value implies a fragmented batch, so the final layer’s conditions of a previous trained epoch are used as initial conditions for the next epoch. 
You can create a standard network that uses trainbfg
with
feedfowardnet
or cascadeforwardnet
. To prepare a custom
network to be trained with trainbfg
:
Set NET.trainFcn
to 'trainbfg'
.
This sets NET.trainParam
to trainbfg
’s default
parameters.
Set NET.trainParam
properties to desired
values.
In either case, calling train
with the resulting network trains the
network with trainbfg
.
trainbfg
can train any network as long as its weight, net input, and
transfer functions have derivative functions.
Backpropagation is used to calculate derivatives of performance perf
with respect to the weight and bias variables X
. Each variable is adjusted
according to the following:
X = X + a*dX;
where dX
is the search direction. The parameter a
is
selected to minimize the performance along the search direction. The line search function
searchFcn
is used to locate the minimum point. The first search direction is
the negative of the gradient of performance. In succeeding iterations the search direction is
computed according to the following formula:
dX = H\gX;
where gX
is the gradient and H
is a approximate
Hessian matrix. See page 119 of Gill, Murray, and Wright (Practical
Optimization, 1981) for a more detailed discussion of the BFGS quasiNewton
method.
Training stops when any of these conditions occurs:
The maximum number of epochs
(repetitions) is reached.
The maximum amount of time
is exceeded.
Performance is minimized to the goal
.
The performance gradient falls below min_grad
.
Validation performance has increased more than max_fail
times since
the last time it decreased (when using validation).
Gill, Murray, & Wright, Practical Optimization, 1981
cascadeforwardnet
 feedforwardnet
 traincgb
 traincgf
 traincgp
 traingda
 traingdm
 traingdx
 trainlm
 trainoss
 trainrp
 trainscg