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Article Dans Une Revue Neurocomputing Année : 2008

Estimating the Number of Components in a Mixture of Multilayer Perceptrons

Résumé

BIC criterion is widely used by the neural-network community for model selection tasks, although its convergence properties are not always theoretically established. In this paper we will focus on estimating the number of components in a mixture of multilayer perceptrons and proving the convergence of the BIC criterion in this frame. The penalized marginal-likelihood for mixture models and hidden Markov models introduced by Keribin (2000) and, respectively, Gassiat (2002) is extended to mixtures of multilayer perceptrons for which a penalized-likelihood criterion is proposed. We prove its convergence under some hypothesis which involve essentially the bracketing entropy of the generalized score-functions class and illustrate it by some numerical examples.
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Dates et versions

hal-00270181 , version 1 (04-04-2008)

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Madalina Olteanu, Joseph Rynkiewicz. Estimating the Number of Components in a Mixture of Multilayer Perceptrons. Neurocomputing, 2008, 71 (7-9), pp.1321-1329. ⟨10.1016/j.neucom.2007.12.022⟩. ⟨hal-00270181⟩
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