AMS2003-9: Priors for Neural Networks

Herbert Lee
12/31/2003 09:00 AM
Applied Mathematics & Statistics
Neural networks are commonly used for classification and regression.

The Bayesian approach may be employed, but choosing a prior for the parameters presents challenges. This paper reviews several priors in the literature and introduces Jeffreys priors for neural network models. The effect on the posterior is demonstrated through an example.

AMS2003-9