nnetHess {nnet}R Documentation

Evaluates Hessian for a Neural Network

Description

Evaluates the Hessian (matrix of second derivatives) of the specified neural network. Normally called via argument Hess=TRUE to nnet or via vcov.multinom.

Usage

nnetHess(net, x, y, weights)

Arguments

net object of class nnet as returned by nnet.
x training data.
y classes for training data.
weights the (case) weights used in the nnet fit.

Value

square symmetric matrix of the Hessian evaluated at the weights stored in the net.

References

Ripley, B. D. (1996) Pattern Recognition and Neural Networks. Cambridge.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

See Also

nnet, predict.nnet

Examples

data(iris3)
# use half the iris data
ir <- rbind(iris3[,,1], iris3[,,2], iris3[,,3])
targets <- matrix(c(rep(c(1,0,0),50), rep(c(0,1,0),50), rep(c(0,0,1),50)),
150, 3, byrow=TRUE)
samp <- c(sample(1:50,25), sample(51:100,25), sample(101:150,25))
ir1 <- nnet(ir[samp,], targets[samp,],size=2, rang=0.1, decay=5e-4, maxit=200)
eigen(nnetHess(ir1, ir[samp,], targets[samp,]), TRUE)$values
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