Title: On-line learning Fokker-Planck machine
Authors: Suykens, Johan ×
Verrelst, Herman
Vandewalle, Joos #
Issue Date: Apr-1998
Publisher: Kluwer academic publ
Series Title: Neural processing letters vol:7 issue:2 pages:81-89
Abstract: In this letter we present an on-line learning version of the Fokker-Planck machine. The method makes use of a regularized constrained normalized LMS algorithm in order to estimate the time-derivative of the parameter vector of a radial basis function network. The RBF network parametrizes a transition density which satisfies a Fokker-Planck equation, associated to continuous simulated annealing. On-line learning using the constrained normalized LMS method is necessary in order to make the Fokker-Planck machine applicable to large scale nonlinear optimization problems.
ISSN: 1370-4621
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Electrical Engineering - miscellaneous
× corresponding author
# (joint) last author

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