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An empirical evaluation of Bayesian sampling with hybrid Monte Carlo for training neural network classifiers

✍ Scribed by D. Husmeier; W.D. Penny; S.J. Roberts


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
884 KB
Volume
12
Category
Article
ISSN
0893-6080

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✦ Synopsis


This article gives a concise overview of Bayesian sampling for neural networks, and then presents an extensive evaluation on a set of various benchmark classification problems. The main objective is to study the sensitivity of this scheme to changes in the prior distribution of the parameters and hyperparameters, and to evaluate the efficiency of the so-called automatic relevance determination (ARD) method. The article concludes with a comparison of the achieved classification results with those obtained with (i) the evidence scheme and (ii) with non-Bayesian methods.