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| author | ziejd2 | 2018-03-14 23:23:33 -0500 |
|---|---|---|
| committer | GitHub | 2018-03-14 23:23:33 -0500 |
| commit | 1ff6baa44e22b91eefb48aea6f3befa078c0489b (patch) | |
| tree | e0fd79d2e32fd2aedda2eadaed0f19af3514c520 /sourcecodes/bnt-master/nethelp3.3/evidence.htm | |
| parent | 6882395afdadf4e982b25b5215071a0932730950 (diff) | |
| parent | c80226899f5cdd9f11c163817d59445213f5bef0 (diff) | |
| download | BNW-1ff6baa44e22b91eefb48aea6f3befa078c0489b.tar.gz | |
Merge pull request #1 from ziejd2/octave_php_separate
Octave php separate
Diffstat (limited to 'sourcecodes/bnt-master/nethelp3.3/evidence.htm')
| -rw-r--r-- | sourcecodes/bnt-master/nethelp3.3/evidence.htm | 57 |
1 files changed, 57 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/nethelp3.3/evidence.htm b/sourcecodes/bnt-master/nethelp3.3/evidence.htm new file mode 100644 index 00000000..7e319484 --- /dev/null +++ b/sourcecodes/bnt-master/nethelp3.3/evidence.htm @@ -0,0 +1,57 @@ +<html> +<head> +<title> +Netlab Reference Manual evidence +</title> +</head> +<body> +<H1> evidence +</H1> +<h2> +Purpose +</h2> +Re-estimate hyperparameters using evidence approximation. + +<p><h2> +Synopsis +</h2> +<PRE> +[net] = evidence(net, x, t) +[net, gamma, logev] = evidence(net, x, t, num) +</PRE> + + +<p><h2> +Description +</h2> +<CODE>[net] = evidence(net, x, t)</CODE> re-estimates the +hyperparameters <CODE>alpha</CODE> and <CODE>beta</CODE> by applying Bayesian +re-estimation formulae for <CODE>num</CODE> iterations. The hyperparameter +<CODE>alpha</CODE> can be a simple scalar associated with an isotropic prior +on the weights, or can be a vector in which each component is +associated with a group of weights as defined by the <CODE>index</CODE> +matrix in the <CODE>net</CODE> data structure. These more complex priors can +be set up for an MLP using <CODE>mlpprior</CODE>. Initial values for the iterative +re-estimation are taken from the network data structure <CODE>net</CODE> +passed as an input argument, while the return argument <CODE>net</CODE> +contains the re-estimated values. + +<p><CODE>[net, gamma, logev] = evidence(net, x, t, num)</CODE> allows the re-estimation +formula to be applied for <CODE>num</CODE> cycles in which the re-estimated +values for the hyperparameters from each cycle are used to re-evaluate +the Hessian matrix for the next cycle. The return value <CODE>gamma</CODE> is +the number of well-determined parameters and <CODE>logev</CODE> is the log +of the evidence. + +<p><h2> +See Also +</h2> +<CODE><a href="mlpprior.htm">mlpprior</a></CODE>, <CODE><a href="netgrad.htm">netgrad</a></CODE>, <CODE><a href="nethess.htm">nethess</a></CODE>, <CODE><a href="demev1.htm">demev1</a></CODE>, <CODE><a href="demard.htm">demard</a></CODE><hr> +<b>Pages:</b> +<a href="index.htm">Index</a> +<hr> +<p>Copyright (c) Ian T Nabney (1996-9) + + +</body> +</html> \ No newline at end of file |