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initial commit to HG from Changeset: 646 (e263d8a21543) added further path and more save "camirversion.m"
author Daniel Wolff
date Fri, 19 Aug 2016 13:07:06 +0200
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Daniel@0 1 <html>
Daniel@0 2 <head>
Daniel@0 3 <title>
Daniel@0 4 Netlab Reference Manual evidence
Daniel@0 5 </title>
Daniel@0 6 </head>
Daniel@0 7 <body>
Daniel@0 8 <H1> evidence
Daniel@0 9 </H1>
Daniel@0 10 <h2>
Daniel@0 11 Purpose
Daniel@0 12 </h2>
Daniel@0 13 Re-estimate hyperparameters using evidence approximation.
Daniel@0 14
Daniel@0 15 <p><h2>
Daniel@0 16 Synopsis
Daniel@0 17 </h2>
Daniel@0 18 <PRE>
Daniel@0 19 [net] = evidence(net, x, t)
Daniel@0 20 [net, gamma, logev] = evidence(net, x, t, num)
Daniel@0 21 </PRE>
Daniel@0 22
Daniel@0 23
Daniel@0 24 <p><h2>
Daniel@0 25 Description
Daniel@0 26 </h2>
Daniel@0 27 <CODE>[net] = evidence(net, x, t)</CODE> re-estimates the
Daniel@0 28 hyperparameters <CODE>alpha</CODE> and <CODE>beta</CODE> by applying Bayesian
Daniel@0 29 re-estimation formulae for <CODE>num</CODE> iterations. The hyperparameter
Daniel@0 30 <CODE>alpha</CODE> can be a simple scalar associated with an isotropic prior
Daniel@0 31 on the weights, or can be a vector in which each component is
Daniel@0 32 associated with a group of weights as defined by the <CODE>index</CODE>
Daniel@0 33 matrix in the <CODE>net</CODE> data structure. These more complex priors can
Daniel@0 34 be set up for an MLP using <CODE>mlpprior</CODE>. Initial values for the iterative
Daniel@0 35 re-estimation are taken from the network data structure <CODE>net</CODE>
Daniel@0 36 passed as an input argument, while the return argument <CODE>net</CODE>
Daniel@0 37 contains the re-estimated values.
Daniel@0 38
Daniel@0 39 <p><CODE>[net, gamma, logev] = evidence(net, x, t, num)</CODE> allows the re-estimation
Daniel@0 40 formula to be applied for <CODE>num</CODE> cycles in which the re-estimated
Daniel@0 41 values for the hyperparameters from each cycle are used to re-evaluate
Daniel@0 42 the Hessian matrix for the next cycle. The return value <CODE>gamma</CODE> is
Daniel@0 43 the number of well-determined parameters and <CODE>logev</CODE> is the log
Daniel@0 44 of the evidence.
Daniel@0 45
Daniel@0 46 <p><h2>
Daniel@0 47 See Also
Daniel@0 48 </h2>
Daniel@0 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>
Daniel@0 50 <b>Pages:</b>
Daniel@0 51 <a href="index.htm">Index</a>
Daniel@0 52 <hr>
Daniel@0 53 <p>Copyright (c) Ian T Nabney (1996-9)
Daniel@0 54
Daniel@0 55
Daniel@0 56 </body>
Daniel@0 57 </html>