Levy Enhanced Cross Entropy-based Optimized Training of Feedforward Neural Networks

An Artificial Neural Network (ANN) is one of the most powerful tools to predict the behavior of a system with unforeseen data. The feedforward neural network is the simplest, yet most efficient topology that is widely used in computer industries. Training of feedforward ANNs is an integral part of an ANN-based system. Typically an ANN system has inherent non-linearity with multiple parameters like weights and biases that must be optimized simultaneously. To solve such a complex optimization problem, this paper proposes the Levy Enhanced Cross Entropy (LE-CE) method. It is a population-based meta-heuristic method. In each iteration, this method produces a "distribution" of prospective solutions and updates it by updating the parameters of the distribution to obtain the optimal solutions, unlike traditional meta-heuristic methods. As a result, it reduces the chances of getting trapped into local minima, which is the typical drawback of any AI method. To further improve the global exploration capability of the CE method, it is subjected to the Levy flight which consists of a large step length during intermediate iterations. The performance of the LE-CE method is compared with state-of-the-art optimization methods. The result shows the superiority of LE-CE. The statistical ANOVA test confirms that the proposed LE-CE is statistically superior to other algorithms.