Project/Area Number |
10680328
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Statistical science
|
Research Institution | National Center Test for University Admissions |
Principal Investigator |
MAYEKAWA Shin-ichi The national Center for University Entrance Examinations. Research Division, Associate Professor, 研究開発部, 助教授 (70190288)
|
Project Period (FY) |
1998 – 1999
|
Project Status |
Completed (Fiscal Year 1999)
|
Budget Amount *help |
¥2,200,000 (Direct Cost: ¥2,200,000)
Fiscal Year 1999: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 1998: ¥1,300,000 (Direct Cost: ¥1,300,000)
|
Keywords | neural network regression / initial estimate / variable selection / spline regression / parameter estimation / ロジスティク展開 / Gram-Schumit法 |
Research Abstract |
In this research, a method to derive a rational initial estimate of the parameters of neural network regression model is derived. Let the first layer of the 3-layer feed-forward neural network regression model be donated as X and the parameter (intercept and weight) matrices from the first layer to the second be θィイD12*ィエD1, WィイD12*ィエD1. Our method first define the values of the parameters so that the second layer output OィイD12*ィエD1 = ψ(1θィイD12*'ィエD1 + XWィイD12+ィエD1) (1) consists of a set of the monotone functions rich enough to cover the criterion space, Y. Then, a variable selection technique will be used to select the best fitting subset of the columns of OィイD12*ィエD1 matrix resulting in the (selected) subset OィイD12ィエD1 and the weight matrix θィイD13ィエD1, WィイD13ィエD1 using the following multivariate linear regression : Y 【approximately equal】 1θィイD13'ィエD1 + OィイD12ィエD1WィイD13ィエD1 (2)
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