We derive cooling schedules for the global optimization of learning in neural networks. We discuss a two-level system with one global and one local minimum. The analysis is extended to systems with many minima. The optimal cooling schedule is (asymptotically) of the form η(t)=${\mathrm{\eta }}^{\mathrm{*}}$/lnt, with η(t) the learning parameter at time t and ${\mathrm{\eta }}^{\mathrm{*}}$ a constant, dependent on the reference learning parameters for the various transitions. In some simple cases, ${\mathrm{\eta }}^{\mathrm{*}}$ can be calculated. Simulations confirm the theoretical results.

• Received 2 November 1992

DOI:https://doi.org/10.1103/PhysRevE.47.4457