Fast Parameter Estimation Using Green's Functions

Part of Advances in Neural Information Processing Systems 14 (NIPS 2001)

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K. Wong, F. Li


We propose a method for the fast estimation of hyperparameters in large networks, based on the linear response relation in the cav(cid:173) ity method, and an empirical measurement of the Green's func(cid:173) tion. Simulation results show that it is efficient and precise, when compared with cross-validation and other techniques which require matrix inversion.