Gauss-Newton approximation to Bayesian learning

This paper describes the application of Bayesian regularization to the training of feedforward neural networks. A Gauss-Newton approximation to the Hessian matrix, which can be conveniently implemented within the framework of the Levenberg-Marquardt algorithm, is used to reduce the computational overhead. The resulting algorithm is demonstrated on a simple test problem and is then applied to three practical problems. The results demonstrate that the algorithm produces net works which have excellent generalization capabilities.