Importance Sampling for Objective Function Estimations in Neural Detector Training Driven by Genetic Algorithms
To train Neural Networks (NNs) in a supervised way, estimations of an objective function must be carried out. The value of this function decreases as the training progresses and so, the number of test observations necessary for an accurate estimation has to be increased. Consequently, the training computational cost is unaffordable for very low objective function value estimations, and the use of Importance Sampling (IS) techniques becomes convenient. The study of three different objective functions is considered, which implies the proposal of estimators of the objective function using IS techniques: the Mean-Square error, the Cross Entropy error and the Misclassification error criteria. The values of these functions are estimated by IS techniques, and the results are used to train NNs by the application of Genetic Algorithms. Results for a binary detection in Gaussian noise are provided. These results show the evolution of the parameters during the training and the performances of the proposed detectors in terms of error probability and Receiver Operating Characteristics curves. At the end of the study, the obtained results justify the convenience of using IS in the training.
importance sampling genetic algorithms neural networks mean-square error cross entropy error misclassification error monte carlo