net.trainFcn = 'trainlm' sets the network
trainlm is a network training function that updates weight and bias
values according to Levenberg-Marquardt optimization.
trainlm is often the fastest backpropagation algorithm in the toolbox,
and is highly recommended as a first-choice supervised algorithm, although it does require more
memory than other algorithms.
Training occurs according to
trainlm training parameters, shown here
with their default values:
net.trainParam.epochs— Maximum number of epochs to train. The default value is 1000.
net.trainParam.goal— Performance goal. The default value is 0.
net.trainParam.max_fail— Maximum validation failures. The default value is
net.trainParam.min_grad— Minimum performance gradient. The default value is
mu. The default value is 0.001.
net.trainParam.mu_dec— Decrease factor for
mu. The default value is 0.1.
net.trainParam.mu_inc— Increase factor for
mu. The default value is 10.
net.trainParam.mu_max— Maximum value for
mu. The default value is
net.trainParam.show— Epochs between displays (
NaNfor no displays). The default value is 25.
net.trainParam.showCommandLine— Generate command-line output. The default value is
net.trainParam.showWindow— Show training GUI. The default value is
net.trainParam.time— Maximum time to train in seconds. The default value is
Validation vectors are used to stop training early if the network performance on the
validation vectors fails to improve or remains the same for
in a row. Test vectors are used as a further check that the network is generalizing well, but
do not have any effect on training.
Train Neural Network Using
trainlm Train Function
This example shows how to train a neural network using the
trainlm train function.
Here a neural network is trained to predict body fat percentages.
[x, t] = bodyfat_dataset; net = feedforwardnet(10, 'trainlm'); net = train(net, x, t);
y = net(x);
trainedNet — Trained network
Trained network, returned as a
tr — Training record
Training record (
perf), returned as a
structure whose fields depend on the network training function
net.NET.trainFcn). It can include fields such as:
Training, data division, and performance functions and parameters
Data division indices for training, validation and test sets
Data division masks for training validation and test sets
Number of epochs (
num_epochs) and the best epoch (
A list of training state names (
Fields for each state name recording its value throughout training
Performances of the best network (
This function uses the Jacobian for calculations, which assumes that performance is a mean
or sum of squared errors. Therefore, networks trained with this function must use either the
sse performance function.
Like the quasi-Newton methods, the Levenberg-Marquardt algorithm was designed to approach second-order training speed without having to compute the Hessian matrix. When the performance function has the form of a sum of squares (as is typical in training feedforward networks), then the Hessian matrix can be approximated as
|H = JTJ||(1)|
and the gradient can be computed as
|g = JTe||(2)|
where J is the Jacobian matrix that contains first derivatives of the network errors with respect to the weights and biases, and e is a vector of network errors. The Jacobian matrix can be computed through a standard backpropagation technique (see [HaMe94]) that is much less complex than computing the Hessian matrix.
The Levenberg-Marquardt algorithm uses this approximation to the Hessian matrix in the following Newton-like update:
When the scalar µ is zero, this is just Newton’s method, using the approximate Hessian matrix. When µ is large, this becomes gradient descent with a small step size. Newton’s method is faster and more accurate near an error minimum, so the aim is to shift toward Newton’s method as quickly as possible. Thus, µ is decreased after each successful step (reduction in performance function) and is increased only when a tentative step would increase the performance function. In this way, the performance function is always reduced at each iteration of the algorithm.
The original description of the Levenberg-Marquardt algorithm is given in [Marq63]. The application of Levenberg-Marquardt to neural network training is described in [HaMe94] and starting on page 12-19 of [HDB96]. This algorithm appears to be the fastest method for training moderate-sized feedforward neural networks (up to several hundred weights). It also has an efficient implementation in MATLAB® software, because the solution of the matrix equation is a built-in function, so its attributes become even more pronounced in a MATLAB environment.
You can create a standard network that uses
cascadeforwardnet. To prepare a custom
network to be trained with
trainlm. This sets
trainlm’s default parameters.
NET.trainParamproperties to desired values.
In either case, calling
train with the resulting network trains the
cascadeforwardnet for examples.
trainlm supports training with validation and test vectors if the
NET.divideFcn property is set to a data division function.
Validation vectors are used to stop training early if the network performance on the validation
vectors fails to improve or remains the same for
max_fail epochs in a row.
Test vectors are used as a further check that the network is generalizing well, but do not have
any effect on training.
trainlm can train any network as long as its weight, net input, and
transfer functions have derivative functions.
Backpropagation is used to calculate the Jacobian
jX of performance
perf with respect to the weight and bias variables
Each variable is adjusted according to Levenberg-Marquardt,
jj = jX * jX je = jX * E dX = -(jj+I*mu) \ je
E is all errors and
I is the identity
The adaptive value
mu is increased by
the change above results in a reduced performance value. The change is then made to the network
mu is decreased by
Training stops when any of these conditions occurs:
The maximum number of
epochs(repetitions) is reached.
The maximum amount of
Performance is minimized to the
The performance gradient falls below
Validation performance (validation error) has increased more than
max_failtimes since the last time it decreased (when using validation).
Introduced before R2006a