A neural network is a function built by composing parametrised linear maps with fixed nonlinear functions. A multilayer perceptron (MLP) is the fully connected case: , for , and , with parameters . The activation function is applied coordinate by coordinate; the usual one is .
Quantitative Finance · Glossary
What is Neural network, multilayer perceptron, activation function?
Also known as: neural network · multilayer perceptron · activation function