nnet (version 7.3-19)

nnetHess: 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)

Value

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

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.

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

# 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