nnet {BoomSpikeSlab}R Documentation

Bayesian Feed Forward Neural Networks


Fit a feed forward neural network using MCMC.


          prior = NULL,
          expected.model.size = Inf,
          drop.unused.levels = TRUE,
          contrasts = NULL,
          ping = niter / 10,
          seed = NULL) 

HiddenLayer(number.of.nodes, prior = NULL, expected.model.size = Inf)



A formula describing the model to be fit. The formula should be additive. The network will figure out any interactions or nonlinearities.


A list of objects created by HiddenLayer defining the network structure. The input layer is determined by the formula argument. The terminal layer is a linear regression on the outputs of the final hidden layer.


The number of MCMC iterations to run. Be sure to include enough so you can throw away a burn-in set.


An optional data frame, list or environment (or object coercible by 'as.data.frame' to a data frame) containing the variables in the model. If not found in 'data', the variables are taken from 'environment(formula)', typically the environment from which BayesNnet is called.


an optional vector specifying a subset of observations to be used in the fitting process.


When passed to BayesNnet this is the prior distribution for the terminal layer, which must be an object of class SpikeSlabPrior, SpikeSlabPriorDirect, or NULL. If NULL then a default prior will be used.

When passed to HiddenLayer this is the prior distribution for the coefficients to that layer. The prior is specified for a single output node, and the same prior is used for all nodes. You can think of each hidden layer output node as a logistic regression model where the predictors are the outputs of the previous layer. This must be an object of class MvnPrior, SpikeSlabGlmPrior, or SpikeSlabGlmPriorDirect.


When prior is not specified a default spike-and-slab prior will be used. The expected.model.size argument to BayesNnet is passed to SpikeSlabPriorDirect. In HiddenLayer the argument is passed to SpikeSlabGlmPriorDirect.

The parameter is used to set the prior inclusion probabilities for the coefficients. If p coefficients are available then the prior inclusion probabilities are each set to expected.model.size / p. If this ratio exceeds 1 then model selection is turned off and all coefficients are included.


Logical indicating whether unobserved factor levels should be dropped when forming the model matrix.


An optional list. See the contrasts.arg argument of model.matrix.default.


The frequency with which to print status update messages to the screen. For example, if ping == 10 then an update will be printed every 10 MCMC iterations.


An integer to use as the random seed for the underlying C++ code. If NULL then the seed will be set using the clock.


The number of nodes in this hidden layer. This must be a positive scalar integer.


The model is a feedforward neural network regression. The model is fit using an MCMC algorithm based on data augmentation. Each hidden node is randomly assigned a 0/1 value from its full conditional distribution. Then conditional on the imputed data an MCMC draw is done on each latent logistic regression and on the regression model defining the terminal node.


The returned object is a list with class BayesNnet. It contains the following objects


Steven L. Scott



See Also

plot.BayesNnet, predict.BayesNnet.


if (require(mlbench)) {
  hidden.layers <- list(
    HiddenLayer(10, expected.model.size = Inf))

  ## In real life you'd want more 50 MCMC draws.
  model <- BayesNnet(medv ~ .,
    hidden.layers = hidden.layers,
    niter = 50,
    data = BostonHousing)

  par(mfrow = c(1, 2))
  plot(model)  # plots predicted vs actual.
  plot(model, "residual") # plots 
  par(mfrow = c(1,1))
  plot(model, "structure")
  ## Examine all partial dependence plots.
  plot(model, "partial", pch = ".")

  ## Examine a single partial dependence plot.
  par(mfrow = c(1,1))
  plot(model, "lstat", pch = ".")

  ## Check out the mixing performance.

  ## Get the posterior distribution of the function values for the
  ## training data.
  pred <- predict(model)

  ## Get predictions for data at new points (though in this example I'm
  ## reusing old points.
  pred2 <- predict(model, newdata = BostonHousing[1:12, ])

} else {
  cat("The Boston housing data from 'mlbench' is needed for this example.")

[Package BoomSpikeSlab version 1.2.4 Index]