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Summary

This study introduces a method for selecting hidden layer sizes in feedforward neural networks. The approach enhances predictive accuracy by comparing models and preventing data snooping using a modified reality check.

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Area of Science:

  • Machine Learning
  • Artificial Intelligence
  • Computational Statistics

Background:

  • Selecting the optimal hidden layer size is crucial for feedforward neural network performance.
  • Existing methods may be susceptible to data snooping, leading to unreliable model selection.
  • Parsimonious models with high predictive accuracy are desirable in many applications.

Purpose of the Study:

  • To propose a novel strategy for determining the hidden layer size in feedforward neural networks.
  • To address the issue of data snooping in model selection.
  • To enhance the out-of-sample predictive ability of neural network models.

Main Methods:

  • The proposed strategy involves comparing different feedforward neural network models based on their out-of-sample predictive performance.
  • A modified reality check scheme is employed to mitigate data snooping concerns, particularly for nested models.
  • The procedure is validated using both simulated and real-world datasets.

Main Results:

  • The proposed method effectively selects parsimonious neural network models.
  • Models selected using this strategy demonstrate superior predictive accuracy.
  • The modified reality check successfully overcomes data snooping issues.

Conclusions:

  • The presented strategy provides a robust framework for selecting hidden layer sizes in neural networks.
  • This approach leads to more reliable and accurate predictive models.
  • The method is applicable to diverse datasets, improving neural network design.