A Comparison of Some Error Estimates for Neural Network Models

@article{Tibshirani1996ACO,
  title={A Comparison of Some Error Estimates for Neural Network Models},
  author={Robert Tibshirani},
  journal={Neural Computation},
  year={1996},
  volume={8},
  pages={152-163}
}
We discuss a number of methods for estimating the standard error of predicted values from a multilayer perceptron. These methods include the delta method based on the Hessian, bootstrap estimators, and the sandwich estimator. The methods are described and compared in a number of examples. We find that the bootstrap methods perform best, partly because they capture variability due to the choice of starting weights. 

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