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first hg version after svn
| author | wolffd |
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| date | Tue, 10 Feb 2015 15:05:51 +0000 |
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| wolffd@0 | 1 <html> |
| wolffd@0 | 2 <head> |
| wolffd@0 | 3 <title> |
| wolffd@0 | 4 Netlab Reference Manual demard |
| wolffd@0 | 5 </title> |
| wolffd@0 | 6 </head> |
| wolffd@0 | 7 <body> |
| wolffd@0 | 8 <H1> demard |
| wolffd@0 | 9 </H1> |
| wolffd@0 | 10 <h2> |
| wolffd@0 | 11 Purpose |
| wolffd@0 | 12 </h2> |
| wolffd@0 | 13 Automatic relevance determination using the MLP. |
| wolffd@0 | 14 |
| wolffd@0 | 15 <p><h2> |
| wolffd@0 | 16 Synopsis |
| wolffd@0 | 17 </h2> |
| wolffd@0 | 18 <PRE> |
| wolffd@0 | 19 demmlp1</PRE> |
| wolffd@0 | 20 |
| wolffd@0 | 21 |
| wolffd@0 | 22 <p><h2> |
| wolffd@0 | 23 Description |
| wolffd@0 | 24 </h2> |
| wolffd@0 | 25 This script demonstrates the technique of automatic relevance |
| wolffd@0 | 26 determination (ARD) using a synthetic problem having three input |
| wolffd@0 | 27 variables: <CODE>x1</CODE> is sampled uniformly from the range (0,1) and has |
| wolffd@0 | 28 a low level of added Gaussian noise, <CODE>x2</CODE> is a copy of <CODE>x1</CODE> |
| wolffd@0 | 29 with a higher level of added noise, and <CODE>x3</CODE> is sampled randomly |
| wolffd@0 | 30 from a Gaussian distribution. The single target variable is determined |
| wolffd@0 | 31 by <CODE>sin(2*pi*x1)</CODE> with additive Gaussian noise. Thus <CODE>x1</CODE> is |
| wolffd@0 | 32 very relevant for determining the target value, <CODE>x2</CODE> is of some |
| wolffd@0 | 33 relevance, while <CODE>x3</CODE> is irrelevant. The prior over weights is |
| wolffd@0 | 34 given by the ARD Gaussian prior with a separate hyper-parameter for |
| wolffd@0 | 35 the group of weights associated with each input. A multi-layer |
| wolffd@0 | 36 perceptron is trained on this data, with re-estimation of the |
| wolffd@0 | 37 hyper-parameters using <CODE>evidence</CODE>. The final values for the |
| wolffd@0 | 38 hyper-parameters reflect the relative importance of the three inputs. |
| wolffd@0 | 39 |
| wolffd@0 | 40 <p><h2> |
| wolffd@0 | 41 See Also |
| wolffd@0 | 42 </h2> |
| wolffd@0 | 43 <CODE><a href="demmlp1.htm">demmlp1</a></CODE>, <CODE><a href="demev1.htm">demev1</a></CODE>, <CODE><a href="mlp.htm">mlp</a></CODE>, <CODE><a href="evidence.htm">evidence</a></CODE><hr> |
| wolffd@0 | 44 <b>Pages:</b> |
| wolffd@0 | 45 <a href="index.htm">Index</a> |
| wolffd@0 | 46 <hr> |
| wolffd@0 | 47 <p>Copyright (c) Ian T Nabney (1996-9) |
| wolffd@0 | 48 |
| wolffd@0 | 49 |
| wolffd@0 | 50 </body> |
| wolffd@0 | 51 </html> |