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We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights, as introduced in [26], to address limitations of the standard Gaussian prior. It has been proved in [26] that, as the number…

Machine Learning · Statistics 2026-05-14 Nicola Apollonio , Giovanni Franzina , Giovanni Luca Torrisi

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or…

Machine Learning · Statistics 2018-02-16 Cheng Li , Sunil Gupta , Santu Rana , Vu Nguyen , Svetha Venkatesh , Alistair Shilton

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

This tutorial focuses on the fundamental architectures of Variational Autoencoders (VAE) and Generative Adversarial Networks (GAN), disregarding their numerous variations, to highlight their core principles. Both VAE and GAN utilize simple…

Machine Learning · Computer Science 2025-03-05 Yuan-Hao Wei

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…

Machine Learning · Computer Science 2025-12-18 Aslak Djupskås , Alexander Johannes Stasik , Signe Riemer-Sørensen

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…

Deep learning has been the engine powering many successes of data science. However, the deep neural network (DNN), as the basic model of deep learning, is often excessively over-parameterized, causing many difficulties in training,…

Machine Learning · Statistics 2021-03-09 Yan Sun , Qifan Song , Faming Liang

This paper proposes a novel stable learning theory for recurrent neural networks (RNNs), so-called variational adaptive noise and dropout (VAND). As stabilizing factors for RNNs, noise and dropout on the internal state of RNNs have been…

Machine Learning · Computer Science 2026-02-25 Taisuke Kobayashi , Shingo Murata

Accurate tuning of hyperparameters is crucial to ensure that models can generalise effectively across different settings. In this paper, we present theoretical guarantees for hyperparameter selection using variational Bayes in the…

Statistics Theory · Mathematics 2025-04-07 Dennis Nieman , Botond Szabó

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Methodology · Statistics 2022-05-13 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin , Bonsoo Koo

Successful application processing sequential data, such as text and speech, requires an improved generalization performance of recurrent neural networks (RNNs). Dropout techniques for RNNs were introduced to respond to these demands, but we…

Machine Learning · Computer Science 2019-04-23 Sungrae Park , Kyungwoo Song , Mingi Ji , Wonsung Lee , Il-Chul Moon

Deep neural networks have dramatically achieved great success on a variety of challenging tasks. However, most successful DNNs have an extremely complex structure, leading to extensive research on model compression.As a significant area of…

Machine Learning · Computer Science 2020-04-13 Haipeng Jia , Xueshuang Xiang , Da Fan , Meiyu Huang , Changhao Sun , Yang He

We explore the utility of information contained within a dropout based Bayesian neural network (BNN) for the task of detecting out of distribution (OOD) data. We first show how previous attempts to leverage the randomized embeddings induced…

Machine Learning · Computer Science 2022-02-21 Andre T. Nguyen , Fred Lu , Gary Lopez Munoz , Edward Raff , Charles Nicholas , James Holt

Uncertainty estimation in Neural Networks (NNs) is vital in improving reliability and confidence in predictions, particularly in safety-critical applications. Bayesian Neural Networks (BayNNs) with Dropout as an approximation offer a…

Machine Learning · Computer Science 2024-01-12 Soyed Tuhin Ahmed , Kamal Danouchi , Michael Hefenbrock , Guillaume Prenat , Lorena Anghel , Mehdi B. Tahoori

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

A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…

Machine Learning · Computer Science 2024-02-05 Luca Della Libera , Jacopo Andreoli , Davide Dalle Pezze , Mirco Ravanelli , Gian Antonio Susto

In principle, applying variational autoencoders (VAEs) to sequential data offers a method for controlled sequence generation, manipulation, and structured representation learning. However, training sequence VAEs is challenging:…

Machine Learning · Computer Science 2022-12-19 Đorđe Miladinović , Kumar Shridhar , Kushal Jain , Max B. Paulus , Joachim M. Buhmann , Mrinmaya Sachan , Carl Allen

End-to-end trained neural networks (NNs) are a compelling approach to autonomous vehicle control because of their ability to learn complex tasks without manual engineering of rule-based decisions. However, challenging road conditions,…

Artificial Intelligence · Computer Science 2021-11-24 Alexander Amini , Ava Soleimany , Sertac Karaman , Daniela Rus

Bayesian Inference offers principled tools to tackle many critical problems with modern neural networks such as poor calibration and generalization, and data inefficiency. However, scaling Bayesian inference to large architectures is…

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