ECSE 4965/6965
Introduction to Deep Learning
Assignment #8
Due 4 pm, May 1
Given the discussions on Bayesian Neural Networks (BNN) in the class, let be the parameters of a NN
and its prior distribution be specified as p()~N(0,I), where I is an identity matrix. For a NN with input X
∈RN and one dimensional output Y.
Given training data D={Xi, Yi}, i=1,2,..,M
1) For a regression problem, i.e., Y ∈R1, give the objective function that estimates by
maximizing the posterior probability of (not maximum likelihood estimation), assuming Y|X
follows N(f(x,), 2 (x,)), where f(x,) is the discriminant function of the last hidden layer
and 2 (x,)) is the variance of X. Show how the variance of Y is determined, given the
estimated For both questions, provide the details for each term.
2) For a binary classification problem, i.e., Y ∈ B1 and B ∈ {0, 1}, give the objective function that
estimates by maximizing the posterior probability of (not maximum likelihood estimation),
assuming Y|X follows Bernoulli((f(x,)), where () is the sigmoid function. Show how the
variance of Y is determined, given the estimated For both questions, provide the details for
each term.
Note:
1) Students taking 4000 level class only need attempt problem 1.
2) To balance between homework and programming assignment, this assignment will be counted
towards a programming assignment.