A Fast Stochastic Error-Descent Algorithm for Supervised Learning and Optimization

A parallel stochastic algorithm is investigated for error-descent learning and optimization in deterministic networks of arbitrary topology. No explicit information about internal network structure is needed. The method is based on the model-free distributed learning mechanism of Dembo and Kailath. A modified parameter update rule is proposed by which each individual parameter vector perturbation contributes a decrease in error. A substantially faster learning speed is hence allowed. Furthermore, the modified algorithm supports learning time-varying features in dynamical networks. We analyze the convergence and scaling properties of the algorithm, and present simulation results for dynamic trajectory learning in recurrent networks.