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How do I avoid my gradient descent algorithm into falling into the "local minima" trap while backpropogating on my neural network?

Are there any methods which help me avoid it?

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There are several elementary techniques to try and move a search out of the basin of attraction of local optima. They include:

  • Probabalistically accepting worse solutions in the hope that this will jump out of the current basin (like Metropolis-Hastings acceptance in Simulated Annealing).
  • Maintaining a list of recently-encountered states (or attributes thereof) and not returning to a recently-encountered one (like Tabu Search).
  • Performing a random walk of a length determined by the current state of the search (an explicit 'Diversification strategy', e.g. as used in 'Reactive Tabu Search').

See the excellent (and free online) book 'Essentials of Metaheuristics' by Sean Luke for more details on these kind of techniques and some rules of thumb about when and how to use them.

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