# rbfhess

## Purpose

Evaluate the Hessian matrix for RBF network.

## Synopsis

    h = rbfhess(net, x, t)
    [h, hdata] = rbfhess(net, x, t)
    h = rbfhess(net, x, t, hdata)

## Description

`h = rbfhess(net, x, t)` takes an RBF network data structure `net`, a matrix `x` of input values, and a matrix `t` of target values and returns the full Hessian matrix `h` corresponding to the second derivatives of the negative log posterior distribution, evaluated for the current weight and bias values as defined by `net`. Currently, the implementation only computes the Hessian for the output layer weights.

`[h, hdata] = rbfhess(net, x, t)` returns both the Hessian matrix `h` and the contribution `hdata` arising from the data dependent term in the Hessian.

`h = rbfhess(net, x, t, hdata)` takes a network data structure `net`, a matrix `x` of input values, and a matrix `t` of target values, together with the contribution `hdata` arising from the data dependent term in the Hessian, and returns the full Hessian matrix `h` corresponding to the second derivatives of the negative log posterior distribution. This version saves computation time if `hdata` has already been evaluated for the current weight and bias values.

## Example

For the standard regression framework with a Gaussian conditional distribution of target values given input values, and a simple Gaussian prior over weights, the Hessian takes the form

        h = beta*hdata + alpha*I

## See Also

`mlphess`, `hesschek`, `evidence`

Pages: Index

Copyright (c) Ian T Nabney (1996-9)