Related papers: Note on Equivalence Between Recurrent Neural Netwo…
The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…
Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into…
Classification of sequence data is the topic of interest for dynamic Bayesian models and Recurrent Neural Networks (RNNs). While the former can explicitly model the temporal dependencies between class variables, the latter have a capability…
The proliferation of large-scale and structurally complex data has spurred the integration of machine learning methods into statistical modeling. Recurrent neural networks (RNNs), a foundational class of models for time-dependent data, can…
This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…
Many real-world datasets are time series that are sequentially collected and contain rich temporal information. Thus, a common interest in practice is to capture dynamics of time series and predict their future evolutions. To this end, the…
Real-world time series data exhibit non-stationary behavior, regime shifts, and temporally varying noise (heteroscedastic) that degrade the robustness of standard regression models. We introduce the Variability-Aware Recursive Neural…
Real-time lightweight time series anomaly detection has become increasingly crucial in cybersecurity and many other domains. Its ability to adapt to unforeseen pattern changes and swiftly identify anomalies enables prompt responses and…
Countless learning tasks require dealing with sequential data. Image captioning, speech synthesis, and music generation all require that a model produce outputs that are sequences. In other domains, such as time series prediction, video…
We define an evolving in-time Bayesian neural network called a Hidden Markov Neural Network, which addresses the crucial challenge in time-series forecasting and continual learning: striking a balance between adapting to new data and…
Recurrent neural networks (RNNs) are instrumental in modelling sequential and time-series data. Yet, when using RNNs to inform decision-making, predictions by themselves are not sufficient; we also need estimates of predictive uncertainty.…
Recurrent neural networks (RNNs) stand at the forefront of many recent developments in deep learning. Yet a major difficulty with these models is their tendency to overfit, with dropout shown to fail when applied to recurrent layers. Recent…
Detecting structure in noisy time series is a difficult task. One intuitive feature is the notion of trend. From theoretical hints and using simulated time series, we empirically investigate the efficiency of standard recurrent neural…
We present a new theoretical perspective of data noising in recurrent neural network language models (Xie et al., 2017). We show that each variant of data noising is an instance of Bayesian recurrent neural networks with a particular…
Training a deep neural network (DNN) often involves stochastic optimization, which means each run will produce a different model. Several works suggest this variability is negligible when models have the same performance, which in the case…
Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…
Neural operators have emerged as powerful tools for learning solution operators of partial differential equations. However, in time-dependent problems, standard training strategies such as teacher forcing introduce a mismatch between…
Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…
Bayesian interpretations of neural network have a long history, dating back to early work in the 1990's and have recently regained attention because of their desirable properties like uncertainty estimation, model robustness and…
Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…