Assessing and Improving Neural Network Predictions by the Bootstrap Algorithm

The bootstrap method offers an computation intensive alternative to estimate the predictive distribution for a neural network even if the analytic derivation is intractable. Theavailable asymptotic results show that it is valid for a large number of linear, nonlinear and even nonparametric regression problems. It has the potential tomodel the distribution of estimators to a higher precision than the usual normal asymptotics. It even may be valid if the normal asymptotics fail. However, the theoretical properties of bootstrap procedures for neural networks - especially nonlinear models - have to be investigated more comprehensively.