I am training a neural network with 1 sigmoid hidden layer and a linear output layer. The network simply approximates a cosine function. The weights are initiliazed according to Nguyen-Widrow initialization and the biases are initialized to 1. I am using MATLAB as a platform.
Running the network a number of times without changing any parameters, I am getting results (mean squared error) which range from 0.5 to 0.5*10^-6. I cannot understand how the results can even vary that much, I'd imagine there would at least be a narrower and more consistent window of errors.
What could be causing such a large variance?