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In this work we explore a straightforward variational Bayes scheme for Recurrent Neural Networks. Firstly, we show that a simple adaptation of truncated backpropagation through time can yield good quality uncertainty estimates and superior…

Machine Learning · Computer Science 2019-05-13 Meire Fortunato , Charles Blundell , Oriol Vinyals

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

Normalizing flows are bijective mappings between inputs and latent representations with a fully factorized distribution. They are very attractive due to exact likelihood valuation and efficient sampling. However, their effective capacity is…

Machine Learning · Computer Science 2021-11-03 Matej Grcić , Ivan Grubišić , Siniša Šegvić

Existing machine learning methods for causal inference usually estimate quantities expressed via the mean of potential outcomes (e.g., average treatment effect). However, such quantities do not capture the full information about the…

Machine Learning · Computer Science 2023-06-21 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of…

Machine Learning · Computer Science 2025-02-12 Hrittik Roy , Marco Miani , Carl Henrik Ek , Philipp Hennig , Marvin Pförtner , Lukas Tatzel , Søren Hauberg

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

Machine Learning · Statistics 2016-06-15 Danilo Jimenez Rezende , Shakir Mohamed

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

Normalizing flows are a powerful technique for obtaining reparameterizable samples from complex multimodal distributions. Unfortunately, current approaches are only available for the most basic geometries and fall short when the underlying…

Machine Learning · Statistics 2021-05-03 Luca Falorsi

Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in…

Machine Learning · Statistics 2018-02-15 Brian L Trippe , Richard E Turner

Fueled by the expressive power of deep neural networks, normalizing flows have achieved spectacular success in generative modeling, or learning to draw new samples from a distribution given a finite dataset of training samples. Normalizing…

Machine Learning · Computer Science 2023-05-05 Yuehaw Khoo , Michael Lindsey , Hongli Zhao

Normalizing flows model complex probability distributions by combining a base distribution with a series of bijective neural networks. State-of-the-art architectures rely on coupling and autoregressive transformations to lift up invertible…

Machine Learning · Computer Science 2021-02-15 Antoine Wehenkel , Gilles Louppe

In this paper we show how to augment classical methods for inverse problems with artificial neural networks. The neural network acts as a prior for the coefficient to be estimated from noisy data. Neural networks are global, smooth function…

Machine Learning · Statistics 2018-09-17 Jens Berg , Kaj Nyström

Normalizing Flows (NFs) are universal density estimators based on Neural Networks. However, this universality is limited: the density's support needs to be diffeomorphic to a Euclidean space. In this paper, we propose a novel method to…

Machine Learning · Computer Science 2022-02-02 Christian Horvat , Jean-Pascal Pfister

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…

Computation and Language · Computer Science 2019-01-29 Lingpeng Kong , Gabor Melis , Wang Ling , Lei Yu , Dani Yogatama

Computing the marginal likelihood (also called the Bayesian model evidence) is an important task in Bayesian model selection, providing a principled quantitative way to compare models. The learned harmonic mean estimator solves the…

Methodology · Statistics 2024-01-22 Alicja Polanska , Matthew A. Price , Alessio Spurio Mancini , Jason D. McEwen

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…

Machine Learning · Statistics 2020-02-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

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

Normalizing Flows (NFs) are flexible explicit generative models that have been shown to accurately model complex real-world data distributions. However, their invertibility constraint imposes limitations on data distributions that reside on…

Computer Vision and Pattern Recognition · Computer Science 2022-08-19 Janis Postels , Martin Danelljan , Luc Van Gool , Federico Tombari

Modern deep learning models generalize remarkably well in-distribution, despite being overparametrized and trained with little to no explicit regularization. Instead, current theory credits implicit regularization imposed by the choice of…

Machine Learning · Computer Science 2026-03-17 Jonathan Wenger , Beau Coker , Juraj Marusic , John P. Cunningham