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Bayesian neural networks and deep ensembles represent two modern paradigms of uncertainty quantification in deep learning. Yet these approaches struggle to scale mainly due to memory inefficiency issues, since they require parameter storage…

Machine Learning · Statistics 2021-11-24 Hippolyt Ritter , Martin Kukla , Cheng Zhang , Yingzhen Li

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

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

Machine Learning · Statistics 2020-02-25 Danijel Kivaranovic , Kory D. Johnson , Hannes Leeb

Supervised training of deep neural nets typically relies on minimizing cross-entropy. However, in many domains, we are interested in performing well on metrics specific to the application. In this paper we propose a direct loss minimization…

Machine Learning · Computer Science 2016-06-03 Yang Song , Alexander G. Schwing , Richard S. Zemel , Raquel Urtasun

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

We introduce dropout compaction, a novel method for training feed-forward neural networks which realizes the performance gains of training a large model with dropout regularization, yet extracts a compact neural network for run-time…

Machine Learning · Statistics 2017-05-25 Yotaro Kubo , George Tucker , Simon Wiesler

Uncertainty estimation in Neural Networks (NNs) is vital in improving reliability and confidence in predictions, particularly in safety-critical applications. Bayesian Neural Networks (BayNNs) with Dropout as an approximation offer a…

Machine Learning · Computer Science 2024-01-12 Soyed Tuhin Ahmed , Kamal Danouchi , Michael Hefenbrock , Guillaume Prenat , Lorena Anghel , Mehdi B. Tahoori

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

We present an approach to adaptively utilize deep neural networks in order to reduce the evaluation time on new examples without loss of accuracy. Rather than attempting to redesign or approximate existing networks, we propose two schemes…

Machine Learning · Computer Science 2017-09-20 Tolga Bolukbasi , Joseph Wang , Ofer Dekel , Venkatesh Saligrama

Bayesian Neural Networks (BNNs) are trained to optimize an entire distribution over their weights instead of a single set, having significant advantages in terms of, e.g., interpretability, multi-task learning, and calibration. Because of…

Machine Learning · Computer Science 2022-10-07 Jary Pomponi , Simone Scardapane , Aurelio Uncini

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Machine Learning · Computer Science 2026-05-29 Jiaxiang Yi , Miguel A. Bessa

Dropout is one of the key techniques to prevent the learning from overfitting. It is explained that dropout works as a kind of modified L2 regularization. Here, we shed light on the dropout from Bayesian standpoint. Bayesian interpretation…

Machine Learning · Computer Science 2014-12-31 Shin-ichi Maeda

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

We show that a neural network with arbitrary depth and non-linearities, with dropout applied before every weight layer, is mathematically equivalent to an approximation to a well known Bayesian model. This interpretation might offer an…

Machine Learning · Statistics 2016-05-26 Yarin Gal , Zoubin Ghahramani

Convolutional neural networks (CNNs) have shown outstanding performance on image denoising with the help of large-scale datasets. Earlier methods naively trained a single CNN with many pairs of clean-noisy images. However, the conditional…

Image and Video Processing · Electrical Eng. & Systems 2021-04-05 Jae Woong Soh , Nam Ik Cho

Dropout as regularization has been used extensively to prevent overfitting for training neural networks. During training, units and their connections are randomly dropped, which could be considered as sampling many different submodels from…

Machine Learning · Computer Science 2022-04-28 Zhaoyuan Yang , Arpit Jain

This paper deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…

Machine Learning · Computer Science 2025-02-03 Antoine de Mathelin , François Deheeger , Mathilde Mougeot , Nicolas Vayatis

Dropout is a regularisation technique in neural network training where unit activations are randomly set to zero with a given probability \emph{independently}. In this work, we propose a generalisation of dropout and other multiplicative…

Machine Learning · Statistics 2019-09-24 Beyrem Khalfaoui , Joseph Boyd , Jean-Philippe Vert

When fine-tuning Deep Neural Networks (DNNs) to new data, DNNs are prone to overwriting network parameters required for task-specific functionality on previously learned tasks, resulting in a loss of performance on those tasks. We propose…

Machine Learning · Computer Science 2025-01-22 Christopher Angelini , Nidhal Bouaynaya

Finding methods for making generalizable predictions is a fundamental problem of machine learning. By looking into similarities between the prediction problem for unknown data and the lossless compression we have found an approach that…

Machine Learning · Computer Science 2020-06-24 Michael Tetelman