1.4LGJan 23
Uncertainty propagation through trained multi-layer perceptrons: Exact analytical resultsAndrew Thompson, Miles McCrory
We give analytical results for propagation of uncertainty through trained multi-layer perceptrons (MLPs) with a single hidden layer and ReLU activation functions. More precisely, we give expressions for the mean and variance of the output when the input is multivariate Gaussian. In contrast to previous results, we obtain exact expressions without resort to a series expansion.