Theoretical analysis of batch and on-line training for gradient descent learning in neural networks

In this study, we theoretically analyze two essential training schemes for gradient descent learning in neural networks: batch and on-line training. The convergence properties of the two schemes applied to quadratic loss functions are analytically investigated. We quantify the convergence of each training scheme to the optimal weight using the absolute value of the expected difference (Measure I) and the expected squared difference (Measure 2) between the optimal weight and the weight computed by the scheme. Although on-line training has several advantages over batch training with respect to the first measure, it does not converge to the optimal weight with respect to the second measure if the variance of the per-instance gradient remains constant. However, if the variance decays exponentially, then on-line training converges to the optimal weight with respect to Measure 2. Our analysis reveals the exact degrees to which the training set size, the variance of the per-instance gradient, and the learning rate affect the rate of convergence for each scheme. (C) 2009 Elsevier B.V. All rights reserved.