Bootstrapping Neural Networks

  • Authors:
  • Jürgen Franke;Michael H. Neumann

  • Affiliations:
  • Department of Mathematics, University of Kaiserslautern, 67653 Kaiserslautern, Germany;Department of Economics, Humboldt University of Berlin, 13591 Berlin, Germany

  • Venue:
  • Neural Computation
  • Year:
  • 2000

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Abstract

Knowledge about the distribution of a statistical estimator is important for various purposes, such as the construction of confidence intervals for model parameters or the determination of critical values of tests. A widely used method to estimate this distribution is the so-called boot-strap, which is based on an imitation of the probabilistic structure of the data-generating process on the basis of the information provided by a given set of random observations. In this article we investigate this classical method in the context of artificial neural networks used for estimating a mapping from input to output space. We establish consistency results for bootstrap estimates of the distribution of parameter estimates.