Deep neural networks have gained tremendous popularity in last few years. They have been applied for the task of classification in almost every domain. Despite the success, deep networks can be incredibly slow to train for even moderate sized models on sufficiently large datasets. Additionally, these networks require large amounts of data to be able to generalize. The importance of speeding up convergence, and generalization in deep networks can not be overstated. In this work, we develop an optimization algorithm based on generalized-optimal updates derived from minibatches that lead to faster convergence. Towards the end, we demonstrate on two benchmark datasets that the proposed method achieves two orders of magnitude speed up over traditional back-propagation, and is more robust to noise/over-fitting.
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