From Handwiki - Reading time: 2 minALOPEX (an acronym from "ALgorithms Of Pattern EXtraction") is a correlation based machine learning algorithm first proposed by Tzanakou and Harth in 1974.
In machine learning, the goal is to train a system to minimize a cost function or (referring to ALOPEX) a response function. Many training algorithms, such as backpropagation, have an inherent susceptibility to getting "stuck" in local minima or maxima of the response function. ALOPEX uses a cross-correlation of differences and a stochastic process to overcome this in an attempt to reach the absolute minimum (or maximum) of the response function.
ALOPEX, in its simplest form is defined by an updating equation:
[math]\displaystyle{ \Delta\ W_{ij}(n) = \gamma\ \Delta\ W_{ij}(n-1) \Delta\ R(n) + r_i(n) }[/math]
Where:
Essentially, ALOPEX changes each system variable [math]\displaystyle{ W_{ij}(n) }[/math] based on a product of: the previous change in the variable [math]\displaystyle{ \Delta }[/math][math]\displaystyle{ W_{ij}(n-1) }[/math], the resulting change in the cost function [math]\displaystyle{ \Delta }[/math][math]\displaystyle{ R(n) }[/math], and the learning rate parameter [math]\displaystyle{ \gamma }[/math]. Further, to find the absolute minimum (or maximum), the stochastic process [math]\displaystyle{ r_{ij}(n) }[/math] (Gaussian or other) is added to stochastically "push" the algorithm out of any local minima.