On overfitting, generalization, and randomly expanded training sets
- 1 September 2000
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Neural Networks
- Vol. 11 (5) , 1050-1057
- https://doi.org/10.1109/72.870038
Abstract
An algorithmic procedure is developed for the random expansion of a given training set to combat overfitting and improve the generalization ability of backpropagation trained multilayer perceptrons (MLPs). The training set is K-means clustered and locally most entropic colored Gaussian joint input-output probability density function estimates are formed per cluster. The number of clusters is chosen such that the resulting overall colored Gaussian mixture exhibits minimum differential entropy upon global cross-validated shaping. Numerical studies on real data and synthetic data examples drawn from the literature illustrate and support these theoretical developments.Keywords
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