A deeper network
We established earlier in this chapter that in order to approximate more complex functions, we need bigger and deeper networks. Creating a deeper network works by stacking layers on top of each other.
In this section, we will build a two-layer neural network like the one seen in the following diagram:
Sketch of a two-layer neural network
The input gets multiplied with the first set of weights, W1, producing an intermediate product, z1. This is then run through an activation function, which will produce the first layer's activations, A1.
These activations then get multiplied with the second layer of weights, W2, producing an intermediate ...
Get Machine Learning for Finance now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
