fevbayes

Purpose

Evaluate Bayesian regularisation for network forward propagation.

Synopsis

extra = fevbayes(net, y, a, x, t, x_test)
[extra, invhess] = fevbayes(net, y, a, x, t, x_test, invhess)

Description

extra = fevbayes(net, y, a, x, t, x_test) takes a network data structure net together with a set of hidden unit activations a from test inputs x_test, training data inputs x and t and outputs a matrix of extra information extra that consists of error bars (variance) for a regression problem or moderated outputs for a classification problem. The optional argument (and return value) invhess is the inverse of the network Hessian computed on the training data inputs and targets. Passing it in avoids recomputing it, which can be a significant saving for large training sets.

This is called by network-specific functions such as mlpevfwd which are needed since the return values (predictions and hidden unit activations) for different network types are in different orders (for good reasons).

See Also

mlpevfwd, rbfevfwd, glmevfwd
Pages: Index

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