Nonlinear transformation is one of the major obstacles to analyzing the properties of multilayer perceptrons. In this letter, we prove that the correlation coefficient between two jointly Gaussian random variables decreases when each of them is transformed under continuous nonlinear transformations, which can be approximated by piecewise linear functions. When the inputs or the weights of a multilayer perceptron are perturbed randomly, the weighted sums to the hidden neurons are asymptotically jointly Gaussian random variables. Since sigmoidal transformation can be approximated piecewise linearly, the correlations among the weighted sums decrease under sigmoidal transformations. Based on this result, we can say that sigmoidal transformation used as the transfer function of the multilayer perceptron reduces redundancy in the information contents of the hidden neurons.
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