how can Levenberg Marquardt algorithm be implemented in script to train a neural network
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I have constructed the network to fit a time series data in script. The network has two hidden layers of size 4 each and want to train it using Levenberg Marquardt algorithm taking mse as the performance. I am seeking help as to how should I implement this algorithm in script as it is not very much clear in MATLAB help. I will be very grateful if you can explain it with a simple example as i am unable to find one. Thank you.
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Greg Heath
2014년 7월 12일
help narxnet doc narxnet
One hidden layer should be sufficient. However you should use the target autocorrelation and target-input crosscorrelation functions to help determine which input and feedback delays to use.
greg narxnet nncorr
Hope this helps.
Thank you for formally accepting my answer
Greg
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