no code implementations • 4 Jul 2021 • Geir K. Nilsen, Antonella Z. Munthe-Kaas, Hans J. Skaug, Morten Brun
We validate the recently introduced deep learning classification adapted Delta method by a comparison with the classical Bootstrap.
2 code implementations • 2 Dec 2019 • Geir K. Nilsen, Antonella Z. Munthe-Kaas, Hans J. Skaug, Morten Brun
We propose a low cost variant of the Delta method applicable to $L_2$-regularized deep neural networks based on the top $K$ eigenpairs of the Fisher information matrix.
2 code implementations • 14 May 2019 • Geir K. Nilsen, Antonella Z. Munthe-Kaas, Hans J. Skaug, Morten Brun
The Hessian matrix has a number of important applications in a variety of different fields, such as optimzation, image processing and statistics.