Abstract: A method of training a neural network having at least an input layer, an output layer and a hidden layer, and a weight matrix encoding connection weights between two of the layers, the method comprising the steps of (a) providing an input to the input layer, the input having an associated expected output, (b) receiving a generated output at the output layer, (c) generating an error vector from the difference between the generated output and expected output, (d) generating a change matrix, the change matrix being the product of a random weight matrix and the error vector, and (e) modifying the weight matrix in accordance with the change matrix.