Weighted bootstrap for neural model selection

  • Authors:
  • Shun-Chin Chuang;Wen-Liang Hung;Hsin-Chia Fu

  • Affiliations:
  • Department of Computer Science and Information Engineering, National Chiao-Tung University, Hsin-Chu, Taiwan;Graduate Institute of Computer Science, National Hsinchu University of Education, Hsin-Chu, Taiwan;Department of Computer Science and Information Engineering, National Chiao-Tung University, Hsin-Chu, Taiwan

  • Venue:
  • International Journal of Systems Science
  • Year:
  • 2008

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Abstract

This article proposes a weighted bootstrap procedure, which is an efficient bootstrap technique for neural model selection. Our primary interest in reducing computer effort is to not resample (in the original bootstrap procedure) uniformly from the original sample, but to modify this distribution in order to obtain variance reduction. The performance of the weighted bootstrap is demonstrated on two artificial data sets and one real dataset. Experimental results show that the weighted bootstrap procedure permits an approximately 2 to 1 reduction in replication size.