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