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Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Machine Learning · Statistics 2017-11-15 Hugh Salimbeni , Marc Deisenroth

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

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,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

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.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Many methods have been proposed to quantify the predictive uncertainty associated with the outputs of deep neural networks. Among them, ensemble methods often lead to state-of-the-art results, though they require modifications to the…

Machine Learning · Computer Science 2021-05-11 Zhiyun Lu , Eugene Ie , Fei Sha

Combining Gaussian processes with the expressive power of deep neural networks is commonly done nowadays through deep kernel learning (DKL). Unfortunately, due to the kernel optimization process, this often results in losing their Bayesian…

Machine Learning · Computer Science 2023-05-16 Idan Achituve , Gal Chechik , Ethan Fetaya

Deep neural networks are prone to overconfident predictions on outliers. Bayesian neural networks and deep ensembles have both been shown to mitigate this problem to some extent. In this work, we aim to combine the benefits of the two…

Machine Learning · Computer Science 2021-11-08 Runa Eschenhagen , Erik Daxberger , Philipp Hennig , Agustinus Kristiadi

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

To better understand the theoretical behavior of large neural networks, several works have analyzed the case where a network's width tends to infinity. In this regime, the effect of random initialization and the process of training a neural…

Machine Learning · Computer Science 2022-01-14 Florian Juengermann , Maxime Laasri , Marius Merkle

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

We show that training a deep network using batch normalization is equivalent to approximate inference in Bayesian models. We further demonstrate that this finding allows us to make meaningful estimates of the model uncertainty using…

Machine Learning · Statistics 2018-07-17 Mattias Teye , Hossein Azizpour , Kevin Smith

Significant advances have been made recently on training neural networks, where the main challenge is in solving an optimization problem with abundant critical points. However, existing approaches to address this issue crucially rely on a…

Machine Learning · Computer Science 2019-02-28 Weihao Gao , Ashok Vardhan Makkuva , Sewoong Oh , Pramod Viswanath

We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced under the stochastic…

Machine Learning · Computer Science 2021-04-06 Richard Archibald , Feng Bao , Yanzhao Cao , He Zhang

Developing machine learning enabled smart manufacturing is promising for composite structures assembly process. To improve production quality and efficiency of the assembly process, accurate predictive analysis on dimensional deviations and…

Machine Learning · Statistics 2020-11-24 Cheolhei Lee , Jianguo Wu , Wenjia Wang , Xiaowei Yue

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

Most classification models can be considered as the process of matching templates. However, when intra-class uncertainty/variability is not considered, especially for datasets containing unbalanced classes, this may lead to classification…

Computer Vision and Pattern Recognition · Computer Science 2021-04-13 He Zhu , Shan Yu