Description Usage Arguments Details Value
This function updates parameters from responses to input data. It updates μ_{θ|y} and Σ_{θ|y} from the θ|y distribution for a given layer.
1 | backwardParameterUpdate(mp, Sp, mzF, SzF, SzB, Czp, mzB, idx)
|
mp |
Mean vector of parameters for the current layer μ_{θ} |
Sp |
Covariance matrix of parameters for the current layer Σ_{θ} |
mzF |
Mean vector of units for the next layer μ_{Z^{+}} |
SzF |
Covariance matrix of units for the next layer Σ_{Z^{+}} |
SzB |
Covariance matrix of units for the next layer given y Σ_{Z^{+}|y} |
Czp |
Covariance matrix between units and parameters for the current layer Σ_{θ Z^{+}} |
mzB |
Mean vector of units for the next layer given y μ_{Z^{+}|y} |
idx |
Indices for the parameter update step of the current layer |
f(\boldsymbol{θ}|\boldsymbol{y}) = \mathcal{N}(\boldsymbol{θ};\boldsymbol{μ_{θ|y}},\boldsymbol{Σ_{θ|y}}) where
\boldsymbol{μ_{θ|y}} =\boldsymbol{μ_{θ}} + \boldsymbol{J_{θ}}(\boldsymbol{μ_{Z^{+}|y}} - \boldsymbol{μ_{Z^{+}}})
\boldsymbol{Σ_{θ|y}} = \boldsymbol{Σ_{θ}} + \boldsymbol{J_{θ}}(\boldsymbol{Σ_{Z^{+}|y}} - \boldsymbol{Σ_{Z^{+}}})\boldsymbol{J_{θ}^{T}}
\boldsymbol{J_{θ}} = \boldsymbol{Σ_{θ Z^{+}}}\boldsymbol{Σ^{-1}_{Z^{+}}}
Mean vector of parameters for the current layer given y μ_{θ|y}
Covariance matrix of parameters for the current layer given y Σ_{θ|y}
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