A modified Bayesian neural network integrating stochastic configuration network and ensemble learning strategy

In this paper, a stochastic configured Bayesian neural network (SCBNN) is proposed for solving regression and classification problems. Firstly, stochastic configuration network (SCN) is applied to extract feature. Then, the stochastic configured scheme is applied to Bayesian neural network (BNN) for obtaining the appropriate structure. The extracted features are combined with the original features to compute the output of the network. Further, an integration strategy of the Bayesian model average (BMA) is considered to improve the performance of the network. Some experimental results demonstrate the validity of the proposed method.