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We investigate the use of alternative divergences to Kullback-Leibler (KL) in variational inference(VI), based on the Variational Dropout \cite{kingma2015}. Stochastic gradient variational Bayes (SGVB) \cite{aevb} is a general framework for…

Machine Learning · Statistics 2017-11-15 Bogdan Mazoure , Riashat Islam

Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…

Machine Learning · Computer Science 2022-09-27 Timothy D. Barfoot , Gabriele M. T. D'Eleuterio

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

The digital telecommunications receiver is an important context for inference methodology, the key objective being to minimize the expected loss function in recovering the transmitted information. For that criterion, the optimal decision is…

Information Theory · Computer Science 2018-11-07 Viet Hung Tran

Despite its long history, Bayesian neural networks (BNNs) and variational training remain underused in practice: standard Gaussian posteriors misalign with network geometry, KL terms can be brittle in high dimensions, and implementations…

Machine Learning · Computer Science 2025-09-09 Carlos Stein Brito

Deep neural networks can obtain impressive performance on various tasks under the assumption that their training domain is identical to their target domain. Performance can drop dramatically when this assumption does not hold. One…

Machine Learning · Computer Science 2024-10-10 Gaël Gendron , Michael Witbrock , Gillian Dobbie

The key distinguishing property of a Bayesian approach is marginalization instead of optimization, not the prior, or Bayes rule. Bayesian inference is especially compelling for deep neural networks. (1) Neural networks are typically…

Machine Learning · Computer Science 2020-01-30 Andrew Gordon Wilson

Neural networks are powerful function approximators with tremendous potential in learning complex distributions. However, they are prone to overfitting on spurious patterns. Bayesian inference provides a principled way to regularize neural…

Machine Learning · Computer Science 2024-12-02 Yanzhe Bekkemoen , Helge Langseth

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

A Bayesian approach termed BAyesian Least Squares Optimization with Nonnegative L1-norm constraint (BALSON) is proposed. The error distribution of data fitting is described by Gaussian likelihood. The parameter distribution is assumed to be…

Machine Learning · Computer Science 2018-07-10 Jiyang Xie , Zhanyu Ma , Guoqiang Zhang , Jing-Hao Xue , Jen-Tzung Chien , Zhiqing Lin , Jun Guo

We introduce a new neural network-based continual learning algorithm, dubbed as Uncertainty-regularized Continual Learning (UCL), which builds on traditional Bayesian online learning framework with variational inference. We focus on two…

Machine Learning · Computer Science 2019-11-15 Hongjoon Ahn , Sungmin Cha , Donggyu Lee , Taesup Moon

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…

Multi-layer neural networks have lead to remarkable performance on many kinds of benchmark tasks in text, speech and image processing. Nonlinear parameter estimation in hierarchical models is known to be subject to overfitting and…

Machine Learning · Computer Science 2019-02-11 Noah Frazier-Logue , Stephen José Hanson

Reinforcement learning (RL) is frequently employed in fine-tuning large language models (LMs), such as GPT-3, to penalize them for undesirable features of generated sequences, such as offensiveness, social bias, harmfulness or falsehood.…

Machine Learning · Computer Science 2022-10-24 Tomasz Korbak , Ethan Perez , Christopher L Buckley

We show that dropout training is best understood as performing MAP estimation concurrently for a family of conditional models whose objectives are themselves lower bounded by the original dropout objective. This discovery allows us to pick…

Machine Learning · Statistics 2018-09-28 Gábor Melis , Charles Blundell , Tomáš Kočiský , Karl Moritz Hermann , Chris Dyer , Phil Blunsom

This paper studies the problem of learning Bayesian networks from continuous observational data, generated according to a linear Gaussian structural equation model. We consider an $\ell_0$-penalized maximum likelihood estimator for this…

Machine Learning · Statistics 2025-10-14 Tong Xu , Simge Küçükyavuz , Ali Shojaie , Armeen Taeb

Despite their theoretical appealingness, Bayesian neural networks (BNNs) are left behind in real-world adoption, mainly due to persistent concerns on their scalability, accessibility, and reliability. In this work, we develop the…

Machine Learning · Computer Science 2022-10-14 Zhijie Deng , Jun Zhu

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

MC Dropout is a mainstream "free lunch" method in medical imaging for approximate Bayesian computations (ABC). Its appeal is to solve out-of-the-box the daunting task of ABC and uncertainty quantification in Neural Networks (NNs); to fall…

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz