Robust Bootstrapping Neural Networks

Artificial neural networks (ANN) have been used as predictive systems for a variety of application domains such as science, engineering and finance. Therefore it is very important to be able to estimate the reliability of a given model. Bootstrap is a computer intensive method used for estimating the distribution of a statistical estimator based on an imitation of the probabilistic structure of the data generating process and the information contained in a given set of random observations. Bootstrap plans can be used for estimating the uncertainty associated with a value predicted by a feedforward neural network.