Early Stop Criterion from the Bootstrap Ensemble

Abstract

This paper addresses the problem of generalization error estimation in neural networks. A new early stop criterion based on a Bootstrap estimate of the generlization error is suggested. The estimate does not require the network to be trained to the minimum of the cost function, as required by other methods based on asymptotic theory. Moreover, in constrast to methods based on cross-validation which require data left out for testing, and thus biasing the estimate, the Bootstrap technique does not have this disadvantage. The potential of the suggested technique is demonstrated on various time-series problems. 1. INTRODUCTION The goal of neural network learning in signal processing is to identify robust functional dependencies between input and output data (for an introduction see e.g., [3]). Such learning usually proceeds from a finite random sample of training data; hence, the functions implemented by neural networks are stochastic depending on the particular available training set. T..