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

Husmeier, D. , Penny, W.D. and Roberts, S.J. (1999) An empirical evaluation of Bayesian sampling with hybrid Monte Carlo for training neural network classifiers. Neural Networks, 12(4-5), pp. 677-705. (doi:10.1016/S0893-6080(99)00020-9)

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Abstract

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.

Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Husmeier, Professor Dirk
Authors: Husmeier, D., Penny, W.D., and Roberts, S.J.
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
Journal Name:Neural Networks
ISSN:0893-6080

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