nethess

Purpose

Evaluate network Hessian

Synopsis

h = neterr(w, net, x, t)
[h, varargout] = neterr(w, net, x, t, varargin)

Description

h = nethess(w, net, x, t) takes a weight vector w and a network data structure net, together with the matrix x of input vectors and the matrix t of target vectors, and returns the value of the Hessian evaluated at w.

[e, varargout] = nethess(w, net, x, t, varargin) also returns any additional return values from the network Hessian function, and passes additional arguments to that function.

Example

In evidence, this function is called once to compute the data contribution to the Hessian


[h, dh] = nethess(w, net, x, t, dh);
and again to update the Hessian for new values of the hyper-parameters

h = nethess(w, net, x, t, dh);

See Also

neterr, netgrad, netopt
Pages: Index

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