Getting best fitting model when using trainlm

2 views (last 30 days)
I am running a script which uses the 'trainlm' neural net training algorithm multiple times. It time that it runs it stops when it has not improved for 7 epochs. It then, it seems, provides the model for that last epoch (epoch 'n'), not the best fitting model from epoch n-7, which often is substantially better. Is this correct and is there any way to get the model from the best fitting epoch?

Accepted Answer

Greg Heath
Greg Heath on 2 Jun 2018
Edited: Greg Heath on 2 Jun 2018
Early stopping ONLY depends on the 15% validation subset performance. NOT on the 70% training or 15% testing performance.
Increasing val set error is proof that the net is not generalizing well to nontraining data.
Since the decreasing improvement neither refers to the 70% training or 15% testing subset, there is no proof that there is a need to back up.
Hope this helps.
Thank you for formally accepting my answer
  1 Comment
Walter Johnson
Walter Johnson on 3 Jun 2018
Thanks Greg. That is clear and should have been obvious.

Sign in to comment.

More Answers (0)





Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!