Sorry about the Google cache; HN won't let you submit FTP links.<p>This was written by Warren S. Sarle from 1997-2002. I ran into it while trying to look for papers on benchmarking neural networks. I highly recommend it for its frank and accessible style.
Part 2 of that FAQ (which regrettably seems not to be in the Google cache) links to another piece by Warren Sarle, which I consider to be the best description anywhere of a wide variety of optimization methods (some but not all specific to neural networks): <a href="http://www.creative.net.au/mirrors/neural/kangaroos" rel="nofollow">http://www.creative.net.au/mirrors/neural/kangaroos</a> .
These are a great read... The Usenet FAQ archive has all of them available:<p><a href="http://www.faqs.org/faqs/ai-faq/neural-nets/part1/" rel="nofollow">http://www.faqs.org/faqs/ai-faq/neural-nets/part1/</a><p><a href="http://www.faqs.org/faqs/ai-faq/neural-nets/part2/" rel="nofollow">http://www.faqs.org/faqs/ai-faq/neural-nets/part2/</a><p><a href="http://www.faqs.org/faqs/ai-faq/neural-nets/part3/" rel="nofollow">http://www.faqs.org/faqs/ai-faq/neural-nets/part3/</a><p><a href="http://www.faqs.org/faqs/ai-faq/neural-nets/part4/" rel="nofollow">http://www.faqs.org/faqs/ai-faq/neural-nets/part4/</a><p><a href="http://www.faqs.org/faqs/ai-faq/neural-nets/part5/" rel="nofollow">http://www.faqs.org/faqs/ai-faq/neural-nets/part5/</a><p><a href="http://www.faqs.org/faqs/ai-faq/neural-nets/part6/" rel="nofollow">http://www.faqs.org/faqs/ai-faq/neural-nets/part6/</a><p><a href="http://www.faqs.org/faqs/ai-faq/neural-nets/part7/" rel="nofollow">http://www.faqs.org/faqs/ai-faq/neural-nets/part7/</a>