brnn_extended: brnn_extended

In brnn: Bayesian Regularization for Feed-Forward Neural Networks

brnn_extended

Description

The brnn_extended function fits a two layer neural network as described in MacKay (1992) and Foresee and Hagan (1997). It uses the Nguyen and Widrow algorithm (1990) to assign initial weights and the Gauss-Newton algorithm to perform the optimization. The hidden layer contains two groups of neurons that allow us to assign different prior distributions for two groups of input variables.

Usage

  brnn_extended(x, ...)

  ## S3 method for class 'formula'
brnn_extended(formula, data, contrastsx=NULL,contrastsz=NULL,...)

  ## Default S3 method:
brnn_extended(x,y,z,neurons1,neurons2,normalize=TRUE,epochs=1000,
              mu=0.005,mu_dec=0.1, mu_inc=10,mu_max=1e10,min_grad=1e-10,
              change = 0.001, cores=1,verbose =FALSE,...)

Arguments

formula	A formula of the form y ~ x1 + x2 ... | z1 + z2 ..., the | is used to separate the two groups of input variables.
data	Data frame from which variables specified in formula are preferentially to be taken.
y	(numeric, n) the response data-vector (NAs not allowed).
x	(numeric, n \times p) incidence matrix for variables in group 1.
z	(numeric, n \times q) incidence matrix for variables in group 2.
neurons1	positive integer that indicates the number of neurons for variables in group 1.
neurons2	positive integer that indicates the number of neurons for variables in group 2.
normalize	logical, if TRUE will normalize inputs and output, the default value is TRUE.
epochs	positive integer, maximum number of epochs to train, default 1000.
mu	positive number that controls the behaviour of the Gauss-Newton optimization algorithm, default value 0.005.
mu_dec	positive number, is the mu decrease ratio, default value 0.1.
mu_inc	positive number, is the mu increase ratio, default value 10.
mu_max	maximum mu before training is stopped, strict positive number, default value 1\times 10^{10}.
min_grad	minimum gradient.
change	The program will stop if the maximum (in absolute value) of the differences of the F function in 3 consecutive iterations is less than this quantity.
cores	Number of cpu cores to use for calculations (only available in UNIX-like operating systems). The function detectCores in the R package parallel can be used to attempt to detect the number of CPUs in the machine that R is running, but not necessarily all the cores are available for the current user, because for example in multi-user systems it will depend on system policies. Further details can be found in the documentation for the parallel package
verbose	logical, if TRUE will print iteration history.
contrastsx	an optional list of contrasts to be used for some or all of the factors appearing as variables in the first group of input variables in the model formula.
contrastsz	an optional list of contrasts to be used for some or all of the factors appearing as variables in the second group of input variables in the model formula.
...	arguments passed to or from other methods.

Details

The software fits a two layer network as described in MacKay (1992) and Foresee and Hagan (1997). The model is given by:

y_i= \sum_{k=1}^{s_1} w_k^{1} g_k (b_k^{1} + \sum_{j=1}^p x_{ij} \beta_j^{1[k]}) + \sum_{k=1}^{s_2} w_k^{2} g_k (b_k^{2} + \sum_{j=1}^q z_{ij} \beta_j^{2[k]})\,\,e_i, i=1,...,n

• e_i \sim N(0,\sigma_e^2).

• g_k(\cdot) is the activation function, in this implementation g_k(x)=\frac{\exp(2x)-1}{\exp(2x)+1}.

The software will minimize

F=\beta E_D + \alpha \theta_1' \theta_1 +\delta \theta_2' \theta_2

where

• E_D=\sum_{i=1}^n (y_i-\hat y_i)^2, i.e. the sum of squared errors.

• \beta=\frac{1}{2\sigma^2_e}.

• \alpha=\frac{1}{2\sigma_{\theta_1}^2}, \sigma_{\theta_1}^2 is a dispersion parameter for weights and biases for the associated to the first group of neurons.

• \delta=\frac{1}{2\sigma_{\theta_2}^2}, \sigma_{\theta_2}^2 is a dispersion parameter for weights and biases for the associated to the second group of neurons.

Value

object of class "brnn_extended" or "brnn_extended.formula". Mostly internal structure, but it is a list containing:

$theta1	A list containing weights and biases. The first s_1 components of the list contain vectors with the estimated parameters for the k-th neuron, i.e. (w_k^1, b_k^1, \beta_1^{1[k]},...,\beta_p^{1[k]})'. s_1 corresponds to neurons1 in the argument list.
$theta2	A list containing weights and biases. The first s_2 components of the list contains vectors with the estimated parameters for the k-th neuron, i.e. (w_k^2, b_k^2, \beta_1^{2[k]},...,\beta_q^{2[k]})'. s_2 corresponds to neurons2 in the argument list.
$message	String that indicates the stopping criteria for the training process.

References

Foresee, F. D., and M. T. Hagan. 1997. "Gauss-Newton approximation to Bayesian regularization", Proceedings of the 1997 International Joint Conference on Neural Networks.

MacKay, D. J. C. 1992. "Bayesian interpolation", Neural Computation, 4(3), 415-447.

Nguyen, D. and Widrow, B. 1990. "Improving the learning speed of 2-layer neural networks by choosing initial values of the adaptive weights", Proceedings of the IJCNN, 3, 21-26.

See Also

predict.brnn_extended

Examples

## Not run: 

#Example 5
#Warning, it will take a while

#Load the Jersey dataset
data(Jersey)

#Predictive power of the model using the SECOND set for 10 fold CROSS-VALIDATION
data=pheno
data$G=G
data$D=D
data$partitions=partitions

#Fit the model for the TESTING DATA for Additive + Dominant
out=brnn_extended(yield_devMilk ~ G | D,
                                  data=subset(data,partitions!=2),
                                  neurons1=2,neurons2=2,epochs=100,verbose=TRUE)

#Plot the results
#Predicted vs observed values for the training set
par(mfrow=c(2,1))
yhat_R_training=predict(out)
plot(out$y,yhat_R_training,xlab=expression(hat(y)),ylab="y")
cor(out$y,yhat_R_training)

#Predicted vs observed values for the testing set
newdata=subset(data,partitions==2,select=c(D,G))
ytesting=pheno$yield_devMilk[partitions==2]
yhat_R_testing=predict(out,newdata=newdata)
plot(ytesting,yhat_R_testing,xlab=expression(hat(y)),ylab="y")
cor(ytesting,yhat_R_testing)
  

## End(Not run)
 

brnn documentation built on Nov. 10, 2023, 9:08 a.m.