Skip to Main content Skip to Navigation
Journal articles

General bound of overfitting for MLP regression models.

Abstract : Multilayer perceptrons (MLP) with one hidden layer have been used for a long time to deal with non-linear regression. However, in some task, MLP's are too powerful models and a small mean square error (MSE) may be more due to overfitting than to actual modelling. If the noise of the regression model is Gaussian, the overfitting of the model is totally determined by the behavior of the likelihood ratio test statistic (LRTS), however in numerous cases the assumption of normality of the noise is arbitrary if not false. In this paper, we present an universal bound for the overfitting of such model under weak assumptions, this bound is valid without Gaussian or identifiability assumptions. The main application of this bound is to give a hint about determining the true architecture of the MLP model when the number of data goes to infinite. As an illustration, we use this theoretical result to propose and compare effective criteria to find the true architecture of an MLP.
Complete list of metadata

Cited literature [9 references]  Display  Hide  Download
Contributor : Joseph Rynkiewicz Connect in order to contact the contributor
Submitted on : Tuesday, January 3, 2012 - 10:31:15 AM
Last modification on : Friday, May 6, 2022 - 4:50:07 PM
Long-term archiving on: : Wednesday, April 4, 2012 - 2:25:49 AM


Files produced by the author(s)




Joseph Rynkiewicz. General bound of overfitting for MLP regression models.. Neurocomputing, Elsevier, 2012, 90, pp.106-110. ⟨10.1016/j.neucom.2011.11.028⟩. ⟨hal-00655918⟩



Record views


Files downloads