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We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient…

Machine Learning · Statistics 2017-06-14 Christos Louizos , Max Welling

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Dropout, a stochastic regularisation technique for training of neural networks, has recently been reinterpreted as a specific type of approximate inference algorithm for Bayesian neural networks. The main contribution of the…

Machine Learning · Statistics 2018-07-06 Jiri Hron , Alexander G. de G. Matthews , Zoubin Ghahramani

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

Dropout-based regularization methods can be regarded as injecting random noise with pre-defined magnitude to different parts of the neural network during training. It was recently shown that Bayesian dropout procedure not only improves…

Machine Learning · Statistics 2017-11-07 Kirill Neklyudov , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

Corrupting the input and hidden layers of deep neural networks (DNNs) with multiplicative noise, often drawn from the Bernoulli distribution (or 'dropout'), provides regularization that has significantly contributed to deep learning's…

Machine Learning · Statistics 2015-06-11 Eric Nalisnick , Anima Anandkumar , Padhraic Smyth

Dropout regularization of deep neural networks has been a mysterious yet effective tool to prevent overfitting. Explanations for its success range from the prevention of "co-adapted" weights to it being a form of cheap Bayesian inference.…

Machine Learning · Statistics 2019-05-30 Eric Nalisnick , José Miguel Hernández-Lobato , Padhraic Smyth

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

We explore a recently proposed Variational Dropout technique that provided an elegant Bayesian interpretation to Gaussian Dropout. We extend Variational Dropout to the case when dropout rates are unbounded, propose a way to reduce the…

Machine Learning · Statistics 2017-06-14 Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

Variational dropout (VD) is a generalization of Gaussian dropout, which aims at inferring the posterior of network weights based on a log-uniform prior on them to learn these weights as well as dropout rate simultaneously. The log-uniform…

Machine Learning · Computer Science 2019-04-05 Yuhang Liu , Wenyong Dong , Lei Zhang , Dong Gong , Qinfeng Shi

We investigate a local reparameterizaton technique for greatly reducing the variance of stochastic gradients for variational Bayesian inference (SGVB) of a posterior over model parameters, while retaining parallelizability. This local…

Machine Learning · Statistics 2015-12-22 Diederik P. Kingma , Tim Salimans , Max Welling

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

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Marginalising out uncertain quantities within the internal representations or parameters of neural networks is of central importance for a wide range of learning techniques, such as empirical, variational or full Bayesian methods. We set…

Machine Learning · Statistics 2015-07-21 Justin Bayer , Maximilian Karl , Daniela Korhammer , Patrick van der Smagt

Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…

Optimization and Control · Mathematics 2018-06-08 Ruanui Nicholson , Jari P. Kaipio

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…

Methodology · Statistics 2017-05-31 Yunbo Ouyang , Feng Liang

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

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

Machine Learning · Computer Science 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho
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