demhmc3

Purpose

Demonstrate Bayesian regression with Hybrid Monte Carlo sampling.

Synopsis 

demhmc3

Description

The problem consists of one input variable x and one target variable t with data generated by sampling x at equal intervals and then generating target data by computing sin(2*pi*x) and adding Gaussian noise. The model is a 2-layer network with linear outputs, and the hybrid Monte Carlo algorithm (with persistence) is used to sample from the posterior distribution of the weights. The graph shows the underlying function, 300 samples from the function given by the posterior distribution of the weights, and the average prediction (weighted by the posterior probabilities).

See Also

demhmc2, hmc, mlp, mlperr, mlpgrad
Pages: Index

Copyright (c) Ian T Nabney (1996-9)