demard

Purpose

Automatic relevance determination using the MLP.

Synopsis

demmlp1

Description

This script demonstrates the technique of automatic relevance determination (ARD) using a synthetic problem having three input variables: x1 is sampled uniformly from the range (0,1) and has a low level of added Gaussian noise, x2 is a copy of x1 with a higher level of added noise, and x3 is sampled randomly from a Gaussian distribution. The single target variable is determined by sin(2*pi*x1) with additive Gaussian noise. Thus x1 is very relevant for determining the target value, x2 is of some relevance, while x3 is irrelevant. The prior over weights is given by the ARD Gaussian prior with a separate hyper-parameter for the group of weights associated with each input. A multi-layer perceptron is trained on this data, with re-estimation of the hyper-parameters using evidence. The final values for the hyper-parameters reflect the relative importance of the three inputs.

See Also

demmlp1, demev1, mlp, evidence
Pages: Index

Copyright (c) Ian T Nabney (1996-9)