Consistent estimation of the architecture of multilayer perceptrons

Joseph Rynkiewicz (1, 2)

1 CES - Centre d'économie de la Sorbonne
2 SAMOS - Statistique Appliquée et MOdélisation Stochastique

We consider regression models involving multilayer perceptrons (MLP) with one hidden layer and a Gaussian noise. The estimation of the parameters of the MLP can be done by maximizing the likelihood of the model. In this framework, it is difficult to determine the true number of hidden units using an information criterion, like the Bayesian information criteria (BIC), because the information matrix of Fisher is not invertible if the number of hidden units is overestimated. Indeed, the classical theoretical justification of information criteria relies entirely on the invertibility of this matrix. However, using recent methodology introduced to deal with models with a loss of identifiability, we prove that suitable information criterion leads to consistent estimation of the true number of hidden units.

Domaines: Statistiques [math.ST]

Joseph Rynkiewicz. Consistent estimation of the architecture of multilayer perceptrons. ESANN 2006, 2006, Bruges, Belgium. pp.149-154. ⟨hal-00258445⟩