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ISSN
0899-7667
E-ISSN
1530-888X
2014 Impact factor:
2.21

Neural Computation

January 1995, Vol. 7, No. 1, Pages 86-107
(doi: 10.1162/neco.1995.7.1.86)
© 1995 Massachusetts Institute of Technology
Unsupervised Mutual Information Criterion for Elimination of Overtraining in Supervised Multilayer Networks
Article PDF (958.8 KB)
Abstract

Controlling the network complexity in order to prevent overfitting is one of the major problems encountered when using neural network models to extract the structure from small data sets. In this paper we present a network architecture designed for use with a cost function that includes a novel complexity penalty term. In this architecture the outputs of the hidden units are strictly positive and sum to one, and their outputs are defined as the probability that the actual input belongs to a certain class formed during learning. The penalty term expresses the mutual information between the inputs and the extracted classes. This measure effectively describes the network complexity with respect to the given data in an unsupervised fashion. The efficiency of this architecture/penalty-term when combined with backpropagation training, is demonstrated on a real world economic time series forecasting problem. The model was also applied to the benchmark sunspot data and to a synthetic data set from the statistics community.