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Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

Machine Learning · Computer Science 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

Neural networks with binary weights are computation-efficient and hardware-friendly, but their training is challenging because it involves a discrete optimization problem. Surprisingly, ignoring the discrete nature of the problem and using…

Machine Learning · Computer Science 2020-08-19 Xiangming Meng , Roman Bachmann , Mohammad Emtiyaz Khan

As machine learning systems get widely adopted for high-stake decisions, quantifying uncertainty over predictions becomes crucial. While modern neural networks are making remarkable gains in terms of predictive accuracy, characterizing…

Machine Learning · Computer Science 2019-06-14 Melanie F. Pradier , Weiwei Pan , Jiayu Yao , Soumya Ghosh , Finale Doshi-velez

Modern neural network architectures have achieved remarkable accuracies but remain highly dependent on their training data, often lacking interpretability in their learned mappings. While effective on large datasets, they tend to overfit on…

Machine Learning · Computer Science 2025-03-19 Pavia Bera , Sanjukta Bhanja

Unitary neural networks are promising alternatives for solving the exploding and vanishing activation/gradient problem without the need for explicit normalization that reduces the inference speed. However, they often require longer training…

Machine Learning · Computer Science 2021-02-22 Hao-Yuan Chang

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…

Machine Learning · Statistics 2017-11-15 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

In recent years, neural networks have revolutionized various domains, yet challenges such as hyperparameter tuning and overfitting remain significant hurdles. Bayesian neural networks offer a framework to address these challenges by…

Machine Learning · Computer Science 2025-12-16 Hayk Amirkhanian , Marco F. Huber

Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…

Machine Learning · Computer Science 2022-09-30 Satya Borgohain , Klaus Ackermann , Ruben Loaiza-Maya

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

Applications of neural networks to data analyses in natural sciences are complicated by the fact that many inputs are subject to systematic uncertainties. To control the dependence of the neural network function to variations of the input…

Data Analysis, Statistics and Probability · Physics 2020-02-25 Stefan Wunsch , Simon Jörger , Roger Wolf , Günter Quast

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger

Laplace approximations are classic, computationally lightweight means for constructing Bayesian neural networks (BNNs). As in other approximate BNNs, one cannot necessarily expect the induced predictive uncertainty to be calibrated. Here we…

Machine Learning · Computer Science 2021-06-08 Agustinus Kristiadi , Matthias Hein , Philipp Hennig

Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors. We argue this cost is often unnecessary, particularly when weight matrices exhibit fast singular value…

Machine Learning · Statistics 2026-05-05 Mame Diarra Toure , David A. Stephens

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

A new initialization method for hidden parameters in a neural network is proposed. Derived from the integral representation of the neural network, a nonparametric probability distribution of hidden parameters is introduced. In this…

Machine Learning · Computer Science 2014-02-20 Sho Sonoda , Noboru Murata