mlpprior

Purpose

Create Gaussian prior for mlp.

Synopsis

prior = mlpprior(nin, nhidden, nout, aw1, ab1, aw2, ab2)

Description

prior = mlpprior(nin, nhidden, nout, aw1, ab1, aw2, ab2) generates a data structure prior, with fields prior.alpha and prior.index, which specifies a Gaussian prior distribution for the network weights in a two-layer feedforward network. Two different cases are possible. In the first case, aw1, ab1, aw2 and ab2 are all scalars and represent the regularization coefficients for four groups of parameters in the network corresponding to first-layer weights, first-layer biases, second-layer weights, and second-layer biases respectively. Then prior.alpha represents a column vector of length 4 containing the parameters, and prior.index is a matrix specifying which weights belong in each group. Each column has one element for each weight in the matrix, using the standard ordering as defined in mlppak, and each element is 1 or 0 according to whether the weight is a member of the corresponding group or not. In the second case the parameter aw1 is a vector of length equal to the number of inputs in the network, and the corresponding matrix prior.index now partitions the first-layer weights into groups corresponding to the weights fanning out of each input unit. This prior is appropriate for the technique of automatic relevance determination.

See Also

mlp, mlperr, mlpgrad, evidence
Pages: Index

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