Related papers: Variational Dropout via Empirical Bayes
Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and…
Sparse deep neural networks have proven to be efficient for predictive model building in large-scale studies. Although several works have studied theoretical and numerical properties of sparse neural architectures, they have primarily…
Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully…
Deep neural networks (DNNs) achieve remarkable performance but often suffer from overfitting due to their high capacity. We introduce Momentum-Adaptive Gradient Dropout (MAGDrop), a novel regularization method that dynamically adjusts…
Deep neural networks (DNNs) often require good regularizers to generalize well. Currently, state-of-the-art DNN regularization techniques consist in randomly dropping units and/or connections on each iteration of the training algorithm.…
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…
We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…
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.…
In Bayesian machine learning, the posterior distribution is typically computationally intractable, hence variational inference is often required. In this approach, an evidence lower bound on the log likelihood of data is maximized during…
An important problem in training deep networks with high capacity is to ensure that the trained network works well when presented with new inputs outside the training dataset. Dropout is an effective regularization technique to boost the…
Dropout is a simple but efficient regularization technique for achieving better generalization of deep neural networks (DNNs); hence it is widely used in tasks based on DNNs. During training, dropout randomly discards a portion of the…
Through sequential construction of posteriors on observing data online, Bayes' theorem provides a natural framework for continual learning. We develop Variational Auto-Regressive Gaussian Processes (VAR-GPs), a principled posterior updating…
We showcase how dropout variational inference can be applied to a large-scale deep learning model that predicts price movements from limit order books (LOBs), the canonical data source representing trading and pricing movements. We…
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…
Large data collections required for the training of neural networks often contain sensitive information such as the medical histories of patients, and the privacy of the training data must be preserved. In this paper, we introduce a dropout…
While Bayesian neural networks (BNNs) hold the promise of being flexible, well-calibrated statistical models, inference often requires approximations whose consequences are poorly understood. We study the quality of common variational…
In classification applications, we often want probabilistic predictions to reflect confidence or uncertainty. Dropout, a commonly used training technique, has recently been linked to Bayesian inference, yielding an efficient way to quantify…
Dropout has been witnessed with great success in training deep neural networks by independently zeroing out the outputs of neurons at random. It has also received a surge of interest for shallow learning, e.g., logistic regression. However,…
Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…
Deep Bayesian neural networks (BNNs) are a powerful tool, though computationally demanding, to perform parameter estimation while jointly estimating uncertainty around predictions. BNNs are typically implemented using arbitrary…