Royal Bank of Canada
DEVICE AND METHOD FOR MACHINE-LEARNING STEP-SIZE ADAPTATION

Abstract:

Systems, devices, methods, and computer readable media for training a machine learning architecture include: receiving one or more observation data sets representing one or more observations associated with at least a portion of a state; and training the machine learning architecture with the one or more observation data sets, where the training includes updating the plurality of weights based on an error value, and at least one time-varying step-size value; wherein the at least one step-size value is based on a set of meta-weights which vary based on a stochastic meta-descent.