The evidence framework applied to classification networks

Authors:
David J. C. MacKay
Affiliations:
Computation and Neural Systems, California Institute of Technology, Pasadena, CA 91125 USA
Venue:
Neural Computation
Year:
1992

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Abstract

Three Bayesian ideas are presented for supervised adaptive classifiers. First, it is argued that the output of a classifier should be obtained by marginalizing over the posterior distribution of the parameters; a simple approximation to this integral is proposed and demonstrated. This involves a "moderation" of the most probable classifier's outputs, and yields improved performance. Second, it is demonstrated that the Bayesian framework for model comparison described for regression models in MacKay (1992a,b) can also be applied to classification problems. This framework successfully chooses the magnitude of weight decay terms, and ranks solutions found using different numbers of hidden units. Third, an information-based data selection criterion is derived and demonstrated within this framework.