Intelligent sampling for neural network data mining models

Abstract

A method, system, and computer program product provides automated determination of the size of the sample that is to be used in training a neural network data mining model that is large enough to properly train the neural network data mining model, yet is no larger than is necessary. A method of performing training of a neural network data mining model comprises the steps of: a) providing a training dataset for training an untrained neural network data mining model, the first training dataset comprising a plurality of rows of data, b) selecting a row of data from the training dataset for performing training processing on the neural network data mining model, c) computing an estimate of a gradient or cost function of the neural network data mining model, d) determining whether the gradient or cost function of the neural network data mining model has converged, based on the computed estimate of the gradient or cost function of the neural network data mining model, e) repeating steps b)-d), if the gradient or cost function of the neural network data mining model has not converged, and f) updating weights of the neural network data mining model, if the gradient or cost function of the neural network data mining model has converged.