A Hessian-Free Gradient Flow (HFGF) method for the optimisation of deep learning neural networks

This paper presents a novel optimisation method, termed Hessian-free Gradient Flow, for the optimisation of deep neural networks. The algorithm entails the design characteristics of the Truncated Newton, Conjugate Gradient and Gradient Flow method. It employs a finite difference approximation scheme to make the algorithm Hessian-free and makes use of Armijo conditions to determine the descent condition. The method is first tested on standard testing functions with a high optimisation model dimensionality. Performance on the testing functions has demonstrated the potential of the algorithm to be applied to large-scale optimisation problems. The algorithm is then tested on classification and regression tasks using real-world datasets. Comparable performance to conventional optimisers has been obtained in both cases. (C) 2020 Published by Elsevier Ltd.