An example of full Bayesian learning
Allow each of the 6 weights or biases to have
the 9 possible values [-2 : 0.5 : 2]
So there are 9^6 grid-points in parameter
space.
For each grid-point compute the probability of
the observed outputs of all the training cases.
This is the likelihood term and is explained
on the next slide
Multiply the prior for each grid-point by the
likelihood term and renormalize to get the
posterior probability for each grid-point.
Make predictions by using the posterior
probabilities to average the predictions made by
the different grid-points.
bias
bias
A neural net with 2
inputs, 1 output
and 6 parameters