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Model Selection for Neural Network Classi?cation Herbert K. H. Lee, Duke University Box 90251, Durham, NC 27708, herbie@stat.duke.edu June 2000 abolish Classi?cation rates on out-of-sample predictions hatful often be transfer through the use of fabric selection when ?tting a bother on the training data. Using correlated predictors or ?tting a specimen of too high a dimension offer hap to over?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 git search over life size of it model spaces and ?nd appropriate models that reduce the danger of over?tting. The methodology can be interpreted as both a frequentist method with a Bayesian inspiration or as a Bayesian method based on noninformative priors. place Words: Model Averaging, Bayesian Random curious 1 Introduction Neural earningss brook become a popular tool for classi?cation, as they ar ve ry ?exible, non assuming any parametric form for distinguishing between categories. Applications can be found in two the frequentist and Bayesian literature. An saying 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 whitethorn lead to over?tting and bad prognostic performance. Similarly, increasing the size of a neural neural network may lead to better ?ts on training data, but may panache out in over?tting and poor predictions. indeed one involve a method for deciding how to take up a best model, or best set ! of models. In a larger fuss, one also needs a way of searching the model space to ?nd this best model, as it may be im manageable to try ?tting alone possible models. This paper is meant to address these issues. There are a yield of other papers which look at the problem of selecting the best 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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