Related papers: Efficient variational Bayesian neural network ense…

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…

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Ensembles of deep neural networks demonstrate improved performance over single models. For enhancing the diversity of ensemble members while keeping their performance, particle-based inference methods offer a promising approach from a…

Principal component regression uses principal components as regressors. It is particularly useful in prediction settings with high-dimensional covariates. The existing literature treating of Bayesian approaches is relatively sparse. We…

A common problem in Machine Learning and statistics consists in detecting whether the current sample in a stream of data belongs to the same distribution as previous ones, is an isolated outlier or inaugurates a new distribution of data. We…

We present different methods of unsupervised learning which can be used for outlier detection in high energy nuclear collisions. The UrQMD model is used to generate the bulk background of events as well as different variants of outlier…

We conduct a thorough analysis of the relationship between the out-of-sample performance and the Bayesian evidence (marginal likelihood) of Bayesian neural networks (BNNs), as well as looking at the performance of ensembles of BNNs, both…

Most multivariate outlier detection procedures ignore the spatial dependency of observations, which is present in many real data sets from various application areas. This paper introduces a new outlier detection method that accounts for a…

This paper explores a new outlier detection algorithm based on the spectrum of the Laplacian matrix of a graph. Taking advantage of boosting together with sparse-data based learners. The sparcity of the Laplacian matrix significantly…

In this paper, we explore adaptive inference based on variational Bayes. Although several studies have been conducted to analyze the contraction properties of variational posteriors, there is still a lack of a general and computationally…

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…

Reliably detecting anomalies in a given set of images is a task of high practical relevance for visual quality inspection, surveillance, or medical image analysis. Autoencoder neural networks learn to reconstruct normal images, and hence…

Modern machine learning applications should be able to address the intrinsic challenges arising over inference on massive real-world datasets, including scalability and robustness to outliers. Despite the multiple benefits of Bayesian…

We study the properties of variational Bayes approximations for exponential family models with missing values. It is shown that the iterative algorithm for obtaining the variational Bayesian estimator converges locally to the true value…

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

We present a novel mathematical optimization framework for outlier detection in multimodal datasets, extending Support Vector Data Description approaches. We provide a primal formulation, in the shape of a Mixed Integer Second Order Cone…

Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…

Bayesian model reduction provides an efficient approach for comparing the performance of all nested sub-models of a model, without re-evaluating any of these sub-models. Until now, Bayesian model reduction has been applied mainly in the…

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Uncertainty quantification (UQ) to detect samples with large expected errors (outliers) is applied to reactive molecular potential energy surfaces (PESs). Three methods - Ensembles, Deep Evidential Regression (DER), and Gaussian Mixture…