An empirical evaluation of Bayesian sampling with hybrid Monte Carlo for training neural network classifiers

D Husmeier, W D Penny, S J Roberts

Research output: Contribution to journalArticlepeer-review

28 Citations (Scopus)

Abstract

This article gives a concise overview of Bayesian sampling for neural networks, and then presents an extensive evaluation on a set of various benchmark classification problems. The main objective is to study the sensitivity of this scheme to changes in the prior distribution of the parameters and hyperparameters, and to evaluate the efficiency of the so-called automatic relevance determination (ARD) method. The article concludes with a comparison of the achieved classification results with those obtained with (i) the evidence scheme and (ii) with non-Bayesian methods.

Original languageEnglish
Pages (from-to)677-705
Number of pages29
JournalNeural Networks
Volume12
Issue number4-5
DOIs
Publication statusPublished - Jun 1999

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