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The global extended Kalman filtering (EKF) algorithm for recurrent neural networks (RNNs) is plagued by the drawback of high computational cost and storage requirement. In this paper, we present a local EKF training-pruning approach that can solve this problem. In particular, the by-products, obtained along with the local EKF training, can be utilized to measure the importance of the network weights. Comparing with the original global approach, the proposed local approach results in much lower computational cost and storage requirement. Hence, it is more practical in solving real world problems. Simulation showed that our approach is an effective joint-training-pruning method for RNNs under online operation. [ABSTRACT FROM AUTHOR]

The training of neural networks using the extended Kalman filter (EKF) algorithm is plagued by the drawback of high computational complexity and storage requirement that may become prohibitive even for networks of moderate size. In this paper, we present a local EKF training and pruning approach that can solve this problem. In particular, the by-products obtained along with the local EKF training can be utilized to measure the importance of the network weights. Comparing with the original global approach, the proposed local EKF training and pruning approach results in a much lower computational complexity and storage requirement. Hence, it is more practical in solving real world problems. The performance of the proposed algorithm is demonstrated on one medium- and one large-scale problems, namely, sunspot data prediction and handwritten digit recognition. [ABSTRACT FROM AUTHOR]