On Stochastic Complexity and Admissible Models for Neural Network Classifiers

Padhraic Smyth Communications Systems Research Jet Propulsion Laboratory California Institute of Technology Pasadena, CA 91109 Abstract Given some training data how should we choose a particular network classifier froma family of networks of different complexities? In this paper we discuss how the application of stochastic complexity theory to classifier design problems can provide some insights into this problem. In particular we introduce the notion of admissible models whereby the complexity of models under consideration is affected by (among other factors) the class entropy, the amount of training data, and our prior belief. In particular we discuss the implications of these results with respect to neural architectures anddemonstrate the approach on real data from a medical diagnosis task. 1 Introduction and Motivation In this paper we examine in a general sense the application of Minimum Description Length (MDL) techniques to the problem of selecting a good classifier from a large set of candidate models or hypotheses. Pattern recognition algorithms differ from more conventional statistical modeling techniques in the sense that they typically choose from a very large number of candidate models to describe the available data.