Automatic early stopping using cross validation: quantifying the criteria.
Cross validation can be used to detect when overfitting starts during supervised training of a neural network; training is then stopped before convergence to avoid the overfitting ('early stopping'). The exact criterion used for cross validation based early stopping, however, is chosen in an ad-hoc fashion by most researchers or training is stopped interactively. To aid a more well-founded selection of the stopping criterion, 14 different automatic stopping criteria from three classes were evaluated empirically for their efficiency and effectiveness in 12 different classification and approximation tasks using multi-layer perceptrons with RPROP training. The experiments show that, on average, slower stopping criteria allow for small improvements in generalization (in the order of 4%), but cost about a factor of 4 longer in training time.
Prechelt
Lutz
L
Fakultät für Informatik, Universität Karlsruhe, Karlsruhe, Germany