Question: If you do not have much labeled training data, one last option is to train a first neural network on an auxiliary task for which

If you do not have much labeled training data, one last option is to train a first neural network on an auxiliary task for which you can easily obtain or generate labeled training data, then reuse the lower layers of that network for your actual task. The first neural networks lower layers will learn feature detectors that will likely be reusable by the second neural network.

For example, if you want to build a system to recognize faces, you may only have a few pictures of each individualclearly not enough to train a good classifier. Gathering hundreds of pictures of each person would not be practical. You could, however, gather a lot of pictures of random people on the web and train a first neural network to detect whether or not two different pictures feature the same person. Such a network would learn good feature detectors for faces, so reusing its lower layers would allow you to train a good face classifier that uses little training data.

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