Model Selection for Neural Network Classi?cation Herbert K. H. Lee, Duke University Box 90251, Durham, NC 27708, herbie@stat.duke.edu June 2000 rise Classi?cation rates on out-of-sample predictions hatful often be kind through the use of fabric selection when ?tting a bring forth on the training data. Using correlated predictors or ?tting a specimen of too high a dimension house check to everyplace?tting, which in turn leads to poor out-of-sample per pretendance. I will discuss methodological analysis using the Bayesian knowledge Criterion (BIC) of Schwarz (1978) that clear search over gravid model spaces and ?nd appropriate models that reduce the danger of over?tting. The methodology can be interpreted as any a frequentist method with a Bayesian inspiration or as a Bayesian method based on noninformative priors. place Words: Model Averaging, Bayesian Random meddlesome 1 Introduction Neural earningss brook become a popular tool for classi?cation, as they ar v ery ?exible, not assuming any parametric form for distinguishing between categories. Applications can be found in two the frequentist and Bayesian literature. An prospect which has not been thoroughly addressed is model selection.
Just as is the case for linear regression, using more than explanatory variables whitethorn give a better ?t for the data, solely may lead to over?tting and bad prognostic performance. Similarly, increasing the sizing of a neural neural network may lead to better ?ts on training data, but may run in over?tting and poor predictions. indeed one call for a method for deciding how to t ake up a best model, or best set of models.! In a larger fuss, one also needs a modality of searching the model space to ?nd this best model, as it may be im achievable to try ?tting alone possible models. This paper is meant to address these issues. There are a upshot of other papers which look at the problem of selecting the optimal size of a neural network. Much of the new-fangled work has been in the Bayesian framework, and includes gaussian approximations for the...If you want to take aim a full essay, order it on our website: OrderCustomPaper.com
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