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A simple Bayesian regularisation scheme

  • Dirk Husmeier
Part of the Perspectives in Neural Computing book series (PERSPECT.NEURAL)

Abstract

A regularisation scheme is derived from a simple Bayesian approach, where the maximum likelihood estimate of the network parameters is replaced by the mode of their posterior distribution. Conjugate priors for the various network parameters are introduced, which give rise to regularisation terms that can be viewed as a generalisation of simple weight decay. It is shown how the posterior mode can be found with a slightly modified version of the EM algorithm.

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Copyright information

© Springer-Verlag London Limited 1999

Authors and Affiliations

  • Dirk Husmeier
    • 1
  1. 1.Neural Systems Group, Department of Electrical & Electronic EngineeringImperial CollegeLondonUK

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