Adaptive CL-BFGS Algorithms for Complex-Valued Neural Networks

Complex-valued limited-memory BFGS (CL-BFGS) algorithm is efficient for the training of complex-valued neural networks (CVNNs). As an important parameter, the memory size represents the number of saved vector pairs and would essentially affect the performance of the algorithm. However, the determination of a suitable memory size for the CL-BFGS algorithm remains challenging. To deal with this issue, an adaptive method is proposed in which the memory size is allowed to vary during the iteration process. Basically, at each iteration, with the help of multistep quasi-Newton method, an appropriate memory size is chosen from a variable set {1,2,..., M} by approximating complex Hessian matrix as close as possible. To reduce the computational complexity and ensure desired performance, the upper bound M is adjustable according to the moving average of memory sizes found in previous iterations. The proposed adaptive CL-BFGS (ACL-BFGS) algorithm can be efficiently applied for the training of CVNNs. Moreover, it is suggested to take multiple memory sizes to construct the search direction, which further improves the performance of the ACL-BFGS algorithm. Experimental results on some benchmark problems including the pattern classification, complex function approximation, and nonlinear channel equalization problems are given to illustrate the advantages of the developed algorithms over some previous ones.