Unsupervised mutual information criterion for elimination of overtraining in supervised multilayer networks

  • Authors:
  • G. Deco;W. Finnoff;H. G. Zimmermann

  • Affiliations:
  • -;-;-

  • Venue:
  • Neural Computation
  • Year:
  • 1995

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Abstract

Controlling the network complexity in order to preventoverfitting is one of the major problems encountered when usingneural network models to extract the structure from small datasets. In this paper we present a network architecture designed foruse with a cost function that includes a novel complexity penaltyterm. In this architecture the outputs of the hidden units arestrictly positive and sum to one, and their outputs are defined asthe probability that the actual input belongs to a certain classformed during learning. The penalty term expresses the mutualinformation between the inputs and the extracted classes. Thismeasure effectively describes the network complexity with respectto the given data in an unsupervised fashion. The efficiency ofthis architecture/penalty-term when combined with backpropagationtraining, is demonstrated on a real world economic time seriesforecasting problem. The model was also applied to the benchmarksunspot data and to a synthetic data set from the statisticscommunity.