Mercurial > hg > camir-aes2014
comparison toolboxes/FullBNT-1.0.7/nethelp3.3/evidence.htm @ 0:e9a9cd732c1e tip
first hg version after svn
| author | wolffd |
|---|---|
| date | Tue, 10 Feb 2015 15:05:51 +0000 |
| parents | |
| children |
comparison
equal
deleted
inserted
replaced
| -1:000000000000 | 0:e9a9cd732c1e |
|---|---|
| 1 <html> | |
| 2 <head> | |
| 3 <title> | |
| 4 Netlab Reference Manual evidence | |
| 5 </title> | |
| 6 </head> | |
| 7 <body> | |
| 8 <H1> evidence | |
| 9 </H1> | |
| 10 <h2> | |
| 11 Purpose | |
| 12 </h2> | |
| 13 Re-estimate hyperparameters using evidence approximation. | |
| 14 | |
| 15 <p><h2> | |
| 16 Synopsis | |
| 17 </h2> | |
| 18 <PRE> | |
| 19 [net] = evidence(net, x, t) | |
| 20 [net, gamma, logev] = evidence(net, x, t, num) | |
| 21 </PRE> | |
| 22 | |
| 23 | |
| 24 <p><h2> | |
| 25 Description | |
| 26 </h2> | |
| 27 <CODE>[net] = evidence(net, x, t)</CODE> re-estimates the | |
| 28 hyperparameters <CODE>alpha</CODE> and <CODE>beta</CODE> by applying Bayesian | |
| 29 re-estimation formulae for <CODE>num</CODE> iterations. The hyperparameter | |
| 30 <CODE>alpha</CODE> can be a simple scalar associated with an isotropic prior | |
| 31 on the weights, or can be a vector in which each component is | |
| 32 associated with a group of weights as defined by the <CODE>index</CODE> | |
| 33 matrix in the <CODE>net</CODE> data structure. These more complex priors can | |
| 34 be set up for an MLP using <CODE>mlpprior</CODE>. Initial values for the iterative | |
| 35 re-estimation are taken from the network data structure <CODE>net</CODE> | |
| 36 passed as an input argument, while the return argument <CODE>net</CODE> | |
| 37 contains the re-estimated values. | |
| 38 | |
| 39 <p><CODE>[net, gamma, logev] = evidence(net, x, t, num)</CODE> allows the re-estimation | |
| 40 formula to be applied for <CODE>num</CODE> cycles in which the re-estimated | |
| 41 values for the hyperparameters from each cycle are used to re-evaluate | |
| 42 the Hessian matrix for the next cycle. The return value <CODE>gamma</CODE> is | |
| 43 the number of well-determined parameters and <CODE>logev</CODE> is the log | |
| 44 of the evidence. | |
| 45 | |
| 46 <p><h2> | |
| 47 See Also | |
| 48 </h2> | |
| 49 <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> | |
| 50 <b>Pages:</b> | |
| 51 <a href="index.htm">Index</a> | |
| 52 <hr> | |
| 53 <p>Copyright (c) Ian T Nabney (1996-9) | |
| 54 | |
| 55 | |
| 56 </body> | |
| 57 </html> |