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Bayesian deep learning all too often underfits so that the Bayesian prediction is less accurate than a simple point estimate. Uncertainty quantification then comes at the cost of accuracy. For linearized models, the null space of the…

Machine Learning · Computer Science 2024-10-23 Marco Miani , Hrittik Roy , Søren Hauberg

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

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…

We derive an (almost) guaranteed upper bound on the error of deep neural networks under distribution shift using unlabeled test data. Prior methods either give bounds that are vacuous in practice or give estimates that are accurate on…

Machine Learning · Statistics 2023-06-02 Elan Rosenfeld , Saurabh Garg

We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…

Machine Learning · Computer Science 2024-11-20 Richard Kurle , Alexej Klushyn , Ralf Herbrich

Variational Inference (VI) is a popular alternative to asymptotically exact sampling in Bayesian inference. Its main workhorse is optimization over a reverse Kullback-Leibler divergence (RKL), which typically underestimates the tail of the…

Machine Learning · Statistics 2021-07-01 Ghassen Jerfel , Serena Wang , Clara Fannjiang , Katherine A. Heller , Yian Ma , Michael I. Jordan

Accurate null depth retrieval is critical in nulling interferometry. However, achieving accurate null depth calibration is challenging due to various noise sources, instrumental imperfections, and the complexity of real observational…

Instrumentation and Methods for Astrophysics · Physics 2025-11-14 Baoyi Zeng , Marc-Antoine Martinod , Denis Defrère

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

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Feed-forward neural networks can be understood as a combination of an intermediate representation and a linear hypothesis. While most previous works aim to diversify the representations, we explore the complementary direction by performing…

Machine Learning · Computer Science 2019-10-24 Han Zhao , Yao-Hung Hubert Tsai , Ruslan Salakhutdinov , Geoffrey J. Gordon

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

The fairness of a deep neural network is strongly affected by dataset bias and spurious correlations, both of which are usually present in modern feature-rich and complex visual datasets. Due to the difficulty and variability of the task,…

Computer Vision and Pattern Recognition · Computer Science 2024-02-28 Rebecca S Stone , Nishant Ravikumar , Andrew J Bulpitt , David C Hogg

Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational…

Machine Learning · Computer Science 2019-03-15 Shengyang Sun , Guodong Zhang , Jiaxin Shi , Roger Grosse

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…

Machine Learning · Computer Science 2013-07-02 Tor Lattimore , Marcus Hutter , Peter Sunehag

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Reliable uncertainty estimation is critical for deploying neural networks (NNs) in real-world applications. While existing calibration techniques often rely on post-hoc adjustments or coarse-grained binning methods, they remain limited in…

Machine Learning · Computer Science 2025-05-30 Pedro Mendes , Paolo Romano , David Garlan

We propose a new model selection method, the posterior averaging information criterion, for Bayesian model assessment from a predictive perspective. The theoretical foundation is built on the Kullback-Leibler divergence to quantify the…

Methodology · Statistics 2020-09-22 Shouhao Zhou

Deep neural networks have been successful in diverse discriminative classification tasks, although, they are poorly calibrated often assigning high probability to misclassified predictions. Potential consequences could lead to…

Machine Learning · Statistics 2020-10-06 John Mitros , Arjun Pakrashi , Brian Mac Namee