Are there any advantages of having more than 2 hidden layers in a Neural Network?
I've seen some places that recommend it, others prove that there is no advantage.
Which one is right?
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One very good resource is the Neural Network FAQ. The question depends a lot on your problem. If the problem is linear in nature, there is no reason to have any hidden layers. If the problem is non-linear, often a single hidden layer with around 10 hidden neurons will do the trick.
There is a very similar question (with a very similar answer) at CrossValidated: How to choose the number of hidden layers and nodes in a feedforward neural network?)