Estimating the mean and variance of the target probability distribution

Abstract

Introduces a method that estimates the mean and the variance of the probability distribution of the target as a function of the input, given an assumed target error-distribution model. Through the activation of an auxiliary output unit, this method provides a measure of the uncertainty of the usual network output for each input pattern. The authors derive the cost function and weight-update equations for the example of a Gaussian target error distribution, and demonstrate the feasibility of the network on a synthetic problem where the true input-dependent noise level is known.< >