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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 fevbayes
Daniel@0 5 </title>
Daniel@0 6 </head>
Daniel@0 7 <body>
Daniel@0 8 <H1> fevbayes
Daniel@0 9 </H1>
Daniel@0 10 <h2>
Daniel@0 11 Purpose
Daniel@0 12 </h2>
Daniel@0 13 Evaluate Bayesian regularisation for network forward propagation.
Daniel@0 14
Daniel@0 15 <p><h2>
Daniel@0 16 Synopsis
Daniel@0 17 </h2>
Daniel@0 18 <PRE>
Daniel@0 19 extra = fevbayes(net, y, a, x, t, x_test)
Daniel@0 20 [extra, invhess] = fevbayes(net, y, a, x, t, x_test, invhess)
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>extra = fevbayes(net, y, a, x, t, x_test)</CODE> takes a network data structure
Daniel@0 28 <CODE>net</CODE> together with a set of hidden unit activations <CODE>a</CODE> from
Daniel@0 29 test inputs <CODE>x_test</CODE>, training data inputs <CODE>x</CODE> and <CODE>t</CODE> and
Daniel@0 30 outputs a matrix of extra information <CODE>extra</CODE> that consists of
Daniel@0 31 error bars (variance)
Daniel@0 32 for a regression problem or moderated outputs for a classification problem.
Daniel@0 33 The optional argument (and return value)
Daniel@0 34 <CODE>invhess</CODE> is the inverse of the network Hessian
Daniel@0 35 computed on the training data inputs and targets. Passing it in avoids
Daniel@0 36 recomputing it, which can be a significant saving for large training sets.
Daniel@0 37
Daniel@0 38 <p>This is called by network-specific functions such as <CODE>mlpevfwd</CODE> which
Daniel@0 39 are needed since the return values (predictions and hidden unit activations)
Daniel@0 40 for different network types are in different orders (for good reasons).
Daniel@0 41
Daniel@0 42 <p><h2>
Daniel@0 43 See Also
Daniel@0 44 </h2>
Daniel@0 45 <CODE><a href="mlpevfwd.htm">mlpevfwd</a></CODE>, <CODE><a href="rbfevfwd.htm">rbfevfwd</a></CODE>, <CODE><a href="glmevfwd.htm">glmevfwd</a></CODE><hr>
Daniel@0 46 <b>Pages:</b>
Daniel@0 47 <a href="index.htm">Index</a>
Daniel@0 48 <hr>
Daniel@0 49 <p>Copyright (c) Ian T Nabney (1996-9)
Daniel@0 50
Daniel@0 51
Daniel@0 52 </body>
Daniel@0 53 </html>