A Mean Field Algorithm for Bayes Learning in Large Feed-forward Neural Networks
نویسندگان
چکیده
Ole Winther CONNECT The Niels Bohr Institute Blegdamsvej 17 2100 Copenhagen, Denmark wintherGconnect.nbi.dk We present an algorithm which is expected to realise Bayes optimal predictions in large feed-forward networks. It is based on mean field methods developed within statistical mechanics of disordered systems. We give a derivation for the single layer perceptron and show that the algorithm also provides a leave-one-out cross-validation test of the predictions. Simulations show excellent agreement with theoretical results of statistical mechanics.
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