Actuarial Notes

Exam MAS-II Practice Question 12

Study guide: Exam MAS-II

A neural network for a quantitative response has two inputs, one hidden layer of three units with the ReLU activation g(z) = \max(0, z), and a linear output layer:

f(X) = \beta_0 + \sum_{k=1}^{3}\beta_k\, g\!\left(w_{k0} + w_{k1}X_1 + w_{k2}X_2\right)

The fitted weights are:

Unit k w_{k0} w_{k1} w_{k2} \beta_k
1 0.5 1.0 0.5 0.8
2 -1.0 0.25 1.5 0.5
3 0.2 -0.4 -1.0 -1.5

and \beta_0 = 0.6.

Calculate the network's prediction for X_1 = 2, X_2 = -1.

  • A) 0.47
  • B) 0.60
  • C) 1.00
  • D) 1.50
  • E) 1.60

Answer this question and see the worked solution

Concepts tested

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