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We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

To obtain uncertainty estimates with real-world Bayesian deep learning models, practical inference approximations are needed. Dropout variational inference (VI) for example has been used for machine vision and medical applications, but VI…

Machine Learning · Computer Science 2017-03-09 Yingzhen Li , Yarin Gal

Selecting key variables from high-dimensional data is increasingly important in the era of big data. Sparse regression serves as a powerful tool for this purpose by promoting model simplicity and explainability. In this work, we revisit a…

Machine Learning · Computer Science 2025-09-09 Hyungjoon Soh , Dongha Lee , Vipul Periwal , Junghyo Jo

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

Deep neural networks have significantly alleviated the burden of feature engineering, but comparable efforts are now required to determine effective architectures for these networks. Furthermore, as network sizes have become excessively…

Machine Learning · Computer Science 2023-10-25 Yognjin Lee

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Dropout is often used in deep neural networks to prevent over-fitting. Conventionally, dropout training invokes \textit{random drop} of nodes from the hidden layers of a Neural Network. It is our hypothesis that a guided selection of nodes…

Machine Learning · Computer Science 2018-12-11 Rohit Keshari , Richa Singh , Mayank Vatsa

Dropout is a simple but efficient regularization technique for achieving better generalization of deep neural networks (DNNs); hence it is widely used in tasks based on DNNs. During training, dropout randomly discards a portion of the…

Neural and Evolutionary Computing · Computer Science 2020-10-22 Hiroshi Inoue

Large data collections required for the training of neural networks often contain sensitive information such as the medical histories of patients, and the privacy of the training data must be preserved. In this paper, we introduce a dropout…

Machine Learning · Statistics 2017-12-06 Beyza Ermis , Ali Taylan Cemgil

Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The…

Computation · Statistics 2018-05-28 Minh-Ngoc Tran , Nghia Nguyen , David Nott , Robert Kohn

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

In this work, we focus on variational Bayesian inference on the sparse Deep Neural Network (DNN) modeled under a class of spike-and-slab priors. Given a pre-specified sparse DNN structure, the corresponding variational posterior contraction…

Statistics Theory · Mathematics 2020-08-04 Jincheng Bai , Qifan Song , Guang Cheng

This paper addresses the problem of learning a sparse structure Bayesian network from high-dimensional discrete data. Compared to continuous Bayesian networks, learning a discrete Bayesian network is a challenging problem due to the large…

Machine Learning · Computer Science 2022-09-27 Nazanin Shajoonnezhad , Amin Nikanjam

Dropout, a simple and effective way to train deep neural networks, has led to a number of impressive empirical successes and spawned many recent theoretical investigations. However, the gap between dropout's training and inference phases,…

Machine Learning · Computer Science 2017-02-17 Xuezhe Ma , Yingkai Gao , Zhiting Hu , Yaoliang Yu , Yuntian Deng , Eduard Hovy

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are…

Machine Learning · Statistics 2018-09-14 Thomas Bird , Julius Kunze , David Barber

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

Dropout is used as a practical tool to obtain uncertainty estimates in large vision models and reinforcement learning (RL) tasks. But to obtain well-calibrated uncertainty estimates, a grid-search over the dropout probabilities is necessary…

Machine Learning · Statistics 2017-05-23 Yarin Gal , Jiri Hron , Alex Kendall

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg