1Bayesian Methods for Neural Networks

Bayesian techniques have been developed over many years in a range of dierent elds, but have only recently been applied to the problem of learning in neural networks. As well as providing a consistent framework for statistical pattern recognition, the Bayesian approach oers a number of practical advantages including a potential solution to the problem of over- tting. This chapter aims to provide an introductory overview of the application of Bayesian methods to neural networks. It assumes the reader is familiar with standard feed-forward network models and how to train them using conventional techniques.