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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

We establish novel rates for the Gaussian approximation of random deep neural networks with Gaussian parameters (weights and biases) and Lipschitz activation functions, in the wide limit. Our bounds apply for the joint output of a network…

Statistics Theory · Mathematics 2023-12-20 Dario Trevisan

It is a common assumption that the activation of different layers in neural networks follow Gaussian distribution. This distribution can be transformed using normalization techniques, such as batch-normalization, increasing convergence…

Machine Learning · Computer Science 2020-10-19 Andras Horvath , Jalal Al-afandi

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

The distribution of the weights of modern deep neural networks (DNNs) - crucial for uncertainty quantification and robustness - is an eminently complex object due to its extremely high dimensionality. This paper proposes one of the first…

Machine Learning · Statistics 2023-10-13 Olivier Laurent , Emanuel Aldea , Gianni Franchi

Bayesian neural networks (BNNs) treat neural network weights as random variables, which aim to provide posterior uncertainty estimates and avoid overfitting by performing inference on the posterior weights. However, the selection of…

Machine Learning · Computer Science 2025-05-27 Tsai Hor Chan , Dora Yan Zhang , Guosheng Yin , Lequan Yu

Understanding when neural networks can be learned efficiently is a fundamental question in learning theory. Existing hardness results suggest that assumptions on both the input distribution and the network's weights are necessary for…

Machine Learning · Computer Science 2023-10-05 Amit Daniely , Nathan Srebro , Gal Vardi

The infinitely wide neural network has been proven a useful and manageable mathematical model that enables the understanding of many phenomena appearing in deep learning. One example is the convergence of random deep networks to Gaussian…

Machine Learning · Statistics 2024-03-19 Thiziri Nait-Saada , Alireza Naderi , Jared Tanner

Bayesian Last Layer (BLL) models focus solely on uncertainty in the output layer of neural networks, demonstrating comparable performance to more complex Bayesian models. However, the use of Gaussian priors for last layer weights in…

Machine Learning · Computer Science 2024-08-08 Jian Xu , Zhiqi Lin , Shigui Li , Min Chen , Junmei Yang , Delu Zeng , John Paisley

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

We study Bayesian hypernetworks: a framework for approximate Bayesian inference in neural networks. A Bayesian hypernetwork $\h$ is a neural network which learns to transform a simple noise distribution, $p(\vec\epsilon) = \N(\vec 0,\mat…

Machine Learning · Statistics 2018-04-26 David Krueger , Chin-Wei Huang , Riashat Islam , Ryan Turner , Alexandre Lacoste , Aaron Courville

Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors. We argue this cost is often unnecessary, particularly when weight matrices exhibit fast singular value…

Machine Learning · Statistics 2026-05-05 Mame Diarra Toure , David A. Stephens

Bayesian neural networks (BNNs) have developed into useful tools for probabilistic modelling due to recent advances in variational inference enabling large scale BNNs. However, BNNs remain brittle and hard to train, especially: (1) when…

Machine Learning · Computer Science 2019-10-24 Felix McGregor , Arnu Pretorius , Johan du Preez , Steve Kroon

Bayesian neural networks attempt to combine the strong predictive performance of neural networks with formal quantification of uncertainty associated with the predictive output in the Bayesian framework. However, it remains unclear how to…

Machine Learning · Statistics 2022-01-12 Takuo Matsubara , Chris J. Oates , François-Xavier Briol

One of the most popular estimation methods in Bayesian neural networks (BNN) is mean-field variational inference (MFVI). In this work, we show that neural networks with ReLU activation function induce posteriors, that are hard to fit with…

Machine Learning · Statistics 2022-07-28 Piotr Tempczyk , Ksawery Smoczyński , Philip Smolenski-Jensen , Marek Cygan

Neural network models are known to reinforce hidden data biases, making them unreliable and difficult to interpret. We seek to build models that `know what they do not know' by introducing inductive biases in the function space. We show…

Machine Learning · Computer Science 2021-12-21 Lassi Meronen , Martin Trapp , Arno Solin

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous…

Probability · Mathematics 2026-04-01 Claudio Macci , Barbara Pacchiarotti , Giovanni Luca Torrisi

Bayesian neural networks have shown great promise in many applications where calibrated uncertainty estimates are crucial and can often also lead to a higher predictive performance. However, it remains challenging to choose a good prior…

Machine Learning · Statistics 2021-05-17 Vincent Fortuin , Adrià Garriga-Alonso , Mark van der Wilk , Laurence Aitchison

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…

Machine Learning · Statistics 2026-03-10 Alex Alberts , Ilias Bilionis