org.encog.mathutil.matrices.hessian
Interface ComputeHessian

All Known Implementing Classes:
BasicHessian, HessianCR, HessianFD

public interface ComputeHessian

Compute (estimate) the Hessian matrix. The Hessian matrix is a matrix of the second derivatives of the neural network. This is a square matrix with rows and columns equal to the number of weights in the neural network. A Hessian matrix is useful for several neural network functions. It is also used by the Levenberg Marquardt training method. http://en.wikipedia.org/wiki/Hessian_matrix


Method Summary
 void clear()
          Clear the Hessian and gradients.
 void compute()
          Compute the Hessian.
 double[] getGradients()
          The gradeints.
 double[][] getHessian()
           
 Matrix getHessianMatrix()
           
 double getSSE()
           
 void init(BasicNetwork theNetwork, MLDataSet theTraining)
          Init the class.
 

Method Detail

init

void init(BasicNetwork theNetwork,
          MLDataSet theTraining)
Init the class.

Parameters:
theNetwork - The neural network to train.
theTraining - The training set to train with.

compute

void compute()
Compute the Hessian.


getGradients

double[] getGradients()
The gradeints.

Returns:
The gradients for the Hessian.

getSSE

double getSSE()
Returns:
The sum of squares error over all of the training elements.

clear

void clear()
Clear the Hessian and gradients.


getHessianMatrix

Matrix getHessianMatrix()
Returns:
The Hessian matrix.

getHessian

double[][] getHessian()
Returns:
Get the Hessian as a 2d array.


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