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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 a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

We describe Bayesian Layers, a module designed for fast experimentation with neural network uncertainty. It extends neural network libraries with drop-in replacements for common layers. This enables composition via a unified abstraction…

Machine Learning · Computer Science 2019-03-07 Dustin Tran , Michael W. Dusenberry , Mark van der Wilk , Danijar Hafner

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

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

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainties by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have…

Machine Learning · Statistics 2021-12-17 Sujay Thakur , Cooper Lorsung , Yaniv Yacoby , Finale Doshi-Velez , Weiwei Pan

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural…

Machine Learning · Statistics 2025-03-14 Eirik Høyheim , Lars Skaaret-Lund , Solve Sæbø , Aliaksandr Hubin

Bayesian inference is often utilized for uncertainty quantification tasks. A recent analysis by Xu and Raginsky 2022 rigorously decomposed the predictive uncertainty in Bayesian inference into two uncertainties, called aleatoric and…

Machine Learning · Statistics 2023-07-25 Futoshi Futami , Tomoharu Iwata

Bayesian Neural Networks with Latent Variables (BNN+LVs) capture predictive uncertainty by explicitly modeling model uncertainty (via priors on network weights) and environmental stochasticity (via a latent input noise variable). In this…

Machine Learning · Computer Science 2022-09-19 Yaniv Yacoby , Weiwei Pan , Finale Doshi-Velez

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We…

Machine Learning · Computer Science 2019-11-12 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent Coull

The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…

Image and Video Processing · Electrical Eng. & Systems 2022-09-28 Matteo Ferrante , Tommaso Boccato , Nicola Toschi

There are two major types of uncertainty one can model. Aleatoric uncertainty captures noise inherent in the observations. On the other hand, epistemic uncertainty accounts for uncertainty in the model -- uncertainty which can be explained…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alex Kendall , Yarin Gal

Reinforcement Learning (RL) has demonstrated state-of-the-art results in a number of autonomous system applications, however many of the underlying algorithms rely on black-box predictions. This results in poor explainability of the…

Machine Learning · Computer Science 2019-11-27 Matt Benatan , Edward O. Pyzer-Knapp

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding…

Machine Learning · Computer Science 2016-12-30 Sanjeev Arora , Rong Ge , Tengyu Ma , Andrej Risteski

One of the main challenges of deep learning tools is their inability to capture model uncertainty. While Bayesian deep learning can be used to tackle the problem, Bayesian neural networks often require more time and computational power to…

Machine Learning · Computer Science 2020-10-20 Jiaming Zeng , Adam Lesnikowski , Jose M. Alvarez

Despite the promise of Convolutional neural network (CNN) based classification models for histopathological images, it is infeasible to quantify its uncertainties. Moreover, CNNs may suffer from overfitting when the data is biased. We show…

Computer Vision and Pattern Recognition · Computer Science 2021-11-09 Ponkrshnan Thiagarajan , Pushkar Khairnar , Susanta Ghosh

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

Continual learning aims to learn new tasks without forgetting previously learned ones. This is especially challenging when one cannot access data from previous tasks and when the model has a fixed capacity. Current regularization-based…

Machine Learning · Computer Science 2020-02-21 Sayna Ebrahimi , Mohamed Elhoseiny , Trevor Darrell , Marcus Rohrbach

Uncertainty plays a crucial role in the machine learning field. Both model trustworthiness and performance require the understanding of uncertainty, especially for models used in high-stake applications where errors can cause cataclysmic…

Machine Learning · Computer Science 2022-11-29 Shuo Chen

Uncertainty decomposition refers to the task of decomposing the total uncertainty of a predictive model into aleatoric (data) uncertainty, resulting from inherent randomness in the data-generating process, and epistemic (model) uncertainty,…

Computation and Language · Computer Science 2024-06-12 Bairu Hou , Yujian Liu , Kaizhi Qian , Jacob Andreas , Shiyu Chang , Yang Zhang