Backpropagation: past and future
By Paul J. Werbos. 1988
Subfields: Optimization & Training
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The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Optimization & Training
- Simon Lacoste-Julien
- Issam Hadj Laradji
- Sharan Vaswani
- Mark W. Schmidt
- Roger Baker Grosse
- Mengye Ren
- Peter Richtárik
- Nicolas Loizou
Citations in the corpus
- Fast and Furious Convergence: Stochastic Second Order Methods under Interpolation (2019, methodology): “pled Newton methods and consider problems of a moderate dimension where it is computationally efficient to perform subsampled Hessian-vector operations (Werbos, 1988; Pearlmutter, 1994).”
- Inversion of multilayer nets (1989, background): “Choosing A = 0 would cause a normal decay like the standard weight decay (see also Werbos 88 [ZO]).”
- Model Selection: Beyond the Bayesian/Frequentist Divide (2010, methodology): “The same regularizer w 2 is used in ridge regression (Hoerl, 1962), " weight decay " neural networks (Werbos, 1988), regularized radialbasis function networks (Poggio and Girosi, 1990), Gaussian processes (MacKay, 1992), together with the square loss function.”
- Handbook of Intelligent Control: Neural, Fuzzy, and Adaptive Approaches (1992, methodology): “Many authors have discussed alternatives to equation 14 which can speed up convergence [21,24,25]”
- Backwards Differentiation in AD and Neural Nets: Past Links and New Opportunities (2006, background): “(See also [ 32 ].) The easiest general approach is simply to note that the calculation of E(t) is itself an ordered system, even though some of its intermediate calculations are motivated by derivative calculation.”
- Understanding Short-Horizon Bias in Stochastic Meta-Optimization (2018, methodology): “(9) While the Hessian is infeasible to construct explicitly, the Hessian-vector product in Equation 9 can be computed efficiently using reverse-on-reverse (Werbos, 1988) or forward-on-reverse automatic differentiation (Pearlmutter, 1994), in time linear in the cost of the forward pass.”
- Theory of the backpropagation neural network (1989, unknown): “1 2010 © BJF Trading Group inc.”
- Fast Curvature Matrix-Vector Products for Second-Order Gradient Descent (2002, methodology): “This fast Hessian-vector product (Pearlmutter, 1994; Werbos, 1988; Møller, 1993) can be used in conjunction with equation 1.”
- A neural network approach for credit risk evaluation (2008, methodology): “There are algorithms specifically designed for a particular kind of neural networks, such as the backpropagation algorithm (Werbos, 1988) or general purpose algorithms, such as genetic algorithms (Mitchell, 1998) and simulated annealing (Kirkpatrick, Gelatt, & Vecchi, 1983).”