S J. Roberts | PubMed Health

PubMed1999

An empirical evaluation of Bayesian sampling with hybrid Monte Carlo for training neural network classifiers.

This article gives a concise overview of Bayesian sampling for neural networks, and then presents an extensive evaluation on a set of various benchmark classification problems. The main objective is to study the sensitivity of this scheme to changes in the prior distribution of the parameters and hyperparameters, and to evaluate the efficiency of the so-called automatic relevance determination (ARD) method. The article concludes with a comparison of the achieved classification results with those obtained with (i) the evidence scheme and (ii) with non-Bayesian methods.

Journal Article↗

PubMed1999

Bayesian neural networks for classification: how useful is the evidence framework?

This paper presents an empirical assessment of the Bayesian evidence framework for neural networks using four synthetic and four real-world classification problems. We focus on three issues; model selection, automatic relevance determination (ARD) and the use of committees. Model selection using the evidence criterion is only tenable if the number of training examples exceeds the number of network weights by a factor of five or ten. With this number of available examples, however, cross-validation is a viable alternative. The ARD feature selection scheme is only useful in networks with many hidden units and for data sets containing many irrelevant variables. ARD is also useful as a hard feature selection method. Results on applying the evidence framework to the real-world data sets showed that committees of Bayesian networks achieved classification accuracies similar to the best alternative methods. Importantly, this was achievable with a minimum of human intervention.

Journal Article↗