Given a set of input-output training samples, we describe a procedure for determining the time sequence of weights for a dynamic neural network to model an arbitrary input-output process. We formulate the input-output mapping problem as an optimal control problem, defining a performance index to be minimized as a function of time-varying weights. We solve the resulting nonlinear two-point-boundary-value problem, and this yields the training rule. For the performance index chosen, this rule turns out to be a continuous time generalization of the outer product rule earlier suggested heuristically by Hopfield for designing associative memories. Learning curves for the new technique are presented.
['Oluseyi Farotimi', 'Amir Dembo', 'Thomas Kailath']
Neural Network Weight Matrix Synthesis Using Optimal Control Techniques