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wolffd@0 1 <html>
wolffd@0 2 <head>
wolffd@0 3 <title>
wolffd@0 4 Netlab Reference Manual nethess
wolffd@0 5 </title>
wolffd@0 6 </head>
wolffd@0 7 <body>
wolffd@0 8 <H1> nethess
wolffd@0 9 </H1>
wolffd@0 10 <h2>
wolffd@0 11 Purpose
wolffd@0 12 </h2>
wolffd@0 13 Evaluate network Hessian
wolffd@0 14
wolffd@0 15 <p><h2>
wolffd@0 16 Synopsis
wolffd@0 17 </h2>
wolffd@0 18 <PRE>
wolffd@0 19 h = neterr(w, net, x, t)
wolffd@0 20 [h, varargout] = neterr(w, net, x, t, varargin)
wolffd@0 21 </PRE>
wolffd@0 22
wolffd@0 23
wolffd@0 24 <p><h2>
wolffd@0 25 Description
wolffd@0 26 </h2>
wolffd@0 27
wolffd@0 28 <p><CODE>h = nethess(w, net, x, t)</CODE> takes a weight vector <CODE>w</CODE> and a network
wolffd@0 29 data structure <CODE>net</CODE>, together with the matrix <CODE>x</CODE> of input
wolffd@0 30 vectors and the matrix <CODE>t</CODE> of target vectors, and returns the
wolffd@0 31 value of the Hessian evaluated at <CODE>w</CODE>.
wolffd@0 32
wolffd@0 33 <p><CODE>[e, varargout] = nethess(w, net, x, t, varargin)</CODE> also returns any additional
wolffd@0 34 return values from the network Hessian function, and passes additional arguments
wolffd@0 35 to that function.
wolffd@0 36
wolffd@0 37 <p><h2>
wolffd@0 38 Example
wolffd@0 39 </h2>
wolffd@0 40
wolffd@0 41 <p>In <CODE>evidence</CODE>, this function is called once to compute the
wolffd@0 42 data contribution to the Hessian
wolffd@0 43 <PRE>
wolffd@0 44
wolffd@0 45 [h, dh] = nethess(w, net, x, t, dh);
wolffd@0 46 </PRE>
wolffd@0 47
wolffd@0 48 and again to update the Hessian for new values of the hyper-parameters
wolffd@0 49 <PRE>
wolffd@0 50
wolffd@0 51 h = nethess(w, net, x, t, dh);
wolffd@0 52 </PRE>
wolffd@0 53
wolffd@0 54
wolffd@0 55 <p><h2>
wolffd@0 56 See Also
wolffd@0 57 </h2>
wolffd@0 58 <CODE><a href="neterr.htm">neterr</a></CODE>, <CODE><a href="netgrad.htm">netgrad</a></CODE>, <CODE><a href="netopt.htm">netopt</a></CODE><hr>
wolffd@0 59 <b>Pages:</b>
wolffd@0 60 <a href="index.htm">Index</a>
wolffd@0 61 <hr>
wolffd@0 62 <p>Copyright (c) Ian T Nabney (1996-9)
wolffd@0 63
wolffd@0 64
wolffd@0 65 </body>
wolffd@0 66 </html>