Convergence analysis of contrastive divergence algorithm based on gradient method with errors (Q1665421)

Summary: Contrastive Divergence has become a common way to train Restricted Boltzmann Machines; however, its convergence has not been made clear yet. This paper studies the convergence of Contrastive Divergence algorithm. We relate Contrastive Divergence algorithm to gradient method with errors and derive convergence conditions of Contrastive Divergence algorithm using the convergence theorem of gradient method with errors. We give specific convergence conditions of Contrastive Divergence learning algorithm for Restricted Boltzmann Machines in which both visible units and hidden units can only take a finite number of values. Two new convergence conditions are obtained by specifying the learning rate. Finally, we give specific conditions that the step number of Gibbs sampling must be satisfied in order to guarantee the Contrastive Divergence algorithm convergence.