Exploiting Heavy Tails in Training Times of Multilayer Perceptrons. A Case Study with the UCI Thyroid Disease Database

The random initialization of weights of a multilayer perceptron makes it possible to model its training process as a Las Vegas algorithm, i.e. a randomized algorithm which stops when some required training error is obtained, and whose execution time is a random variable. This model- ing is used to perform a case study on a well-known pattern recognition benchmark: the UCI Thyroid Disease Database. Empirical evidence is presented of the training time probability distribution exhibiting a heavy tail behavior, meaning a big probability mass of long executions. This fact is exploited to reduce the training time cost by applying two simple restart strategies. The first assumes full knowledge of the distribution yielding a 40% cut down in expected time with respect to the training without restarts. The second, assumes null knowledge, yielding a reduc- tion ranging from 9% to 23%.