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Experiences With Bayesian Learning In a Real World Application

 Peter Sykacek, Peter Rappelsberger and Josef Zeitlhofer
  
 

Abstract:
This paper reports about an application of Bayes' inferred neural network classifiers in the field of automatic sleep staging. The reason for using Bayesian learning for this task is two-fold. First, Bayesian inference is known to embody regularization automatically. Second, a side effect of Bayesian learning leads to larger variance of network outputs in regions without training data. This results in well known moderation effects, which can be used to detect outiers. In a 5 fold cross-validation experiment the full Bayesian solution found with R. Neal's hybrid Monte Carlo algorithm was not better than a single maximum a-posteriori (MAP) solution found with D.J. MacKay's evidence approximation. In a second experiment we studied the properties of both solutions in rejecting classification of movement artifacts.

 
 


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