Abstract:
This paper addresses the problem of optimal recurrent neural network selection. It asserts the neural network evidence lower bound as the optimal criterion for selection. It investigates variational inference methods to approximate the posterior distribution of the network parameters. As a particular case, the normal distribution of the parameters with different types of the covariance matrix is investigated. The authors propose a method of pruning parameters with the highest probability density in zero to increase the model marginal likelihood. As an illustrative example, a computational experiment of multiclass classification on the SemEval 2015 dataset was carried out.