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selectnn

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This package implements the model selection approach detailed in McInerney and Burke (2022): “A Statistically-Based Approach to Feedforward Neural Network Model Selection”. The preprint of this paper is available on arXiv. More specifically, the algorithm alternates between selecting the hidden layer complexity and the inputs with the objective of minimizing the BIC. The neural network function used is nnet, which is available from the R package of the same name (Ripley and Venables, 2022).

Installation

You can install the development version of selectnn from GitHub with:

# install.packages("devtools")
devtools::install_github("andrew-mcinerney/selectnn")

Model Selection

The primary function in this package is selectnn().

library(selectnn)
selectnn(X, y, Q, n_init)
selectnn(y ~ ., data = df, Q, n_init)

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R package: selectnn

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