Compare Neural Network generalization results I'm trying to develop my neural network with both early stopping and bayesian regularization (matlab implementation, lm algorithm is used for both).
Since in bayesian regularization I have not the validation set, how can I compare the generalization capability of the networks obtained with the two methodologies? 
Thanks
As Neil said in the comments, split out a test set (data you don't use in training either model) and see how each trained model performs on the test set.