Hello,
I am trying to go about the training of a feed forward neural network (FFNN) for multivariate nonlinear regression. However, I am not getting satisfactory results in my test set. I am aware of the tricks of the trade, like regularization, cross validation for hyperparameter optimization, etc. I have also seen that some researchers say that FFNNs are good at interpolation when presented with new samples but not so much at extrapolation if the samples in the test set are too different from those in the training set. Here the catch, is that the input-output space of my function is too large to collect a data set that can capture most of it and use it to train the network.
From your experience, what are some actions I could attempt to achieve a good performance in my training set? Any architectures I should try? Also recurrent neural networks are rather tricky to train and keep stable so I rather use FFNNs.
I will appreciate your comments. Thanks in advance for your advice.