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Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

Machine Learning · Computer Science 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

In this work, we aim to establish a Bayesian adaptive learning framework by focusing on estimating latent variables in deep neural network (DNN) models. Latent variables indeed encode both transferable distributional information and…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-26 Hu Hu , Sabato Marco Siniscalchi , Chin-Hui Lee

We propose a variational Bayesian (VB) approach to learning distributions of latent variables in deep neural network (DNN) models for cross-domain knowledge transfer, to address acoustic mismatches between training and testing conditions.…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-22 Hu Hu , Sabato Marco Siniscalchi , Chao-Han Huck Yang , Chin-Hui Lee

Dropout methods are a family of stochastic techniques used in neural network training or inference that have generated significant research interest and are widely used in practice. They have been successfully applied in neural network…

Neural and Evolutionary Computing · Computer Science 2020-06-09 Alex Labach , Hojjat Salehinejad , Shahrokh Valaee

Policy gradient methods have had great success in solving continuous control tasks, yet the stochastic nature of such problems makes deterministic value estimation difficult. We propose an approach which instead estimates a distribution by…

Machine Learning · Computer Science 2017-12-07 Peter Henderson , Thang Doan , Riashat Islam , David Meger

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are…

Machine Learning · Statistics 2018-09-14 Thomas Bird , Julius Kunze , David Barber

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…

Numerical Analysis · Mathematics 2018-02-14 Simon Arridge , Kazufumi Ito , Bangti Jin , Chen Zhang

Artificial Neural Networks are connectionist systems that perform a given task by learning on examples without having prior knowledge about the task. This is done by finding an optimal point estimate for the weights in every node.…

Machine Learning · Computer Science 2019-01-10 Kumar Shridhar , Felix Laumann , Marcus Liwicki

As we move away from the data, the predictive uncertainty should increase, since a great variety of explanations are consistent with the little available information. We introduce Distance-Aware Prior (DAP) calibration, a method to correct…

Machine Learning · Statistics 2022-07-19 Gianluca Detommaso , Alberto Gasparin , Andrew Wilson , Cedric Archambeau

The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…

Machine Learning · Statistics 2024-05-24 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

We introduce ensembles of stochastic neural networks to approximate the Bayesian posterior, combining stochastic methods such as dropout with deep ensembles. The stochastic ensembles are formulated as families of distributions and trained…

Machine Learning · Computer Science 2024-01-04 Oleksandr Balabanov , Bernhard Mehlig , Hampus Linander

We consider the problem of detecting out-of-distribution (OOD) samples in deep reinforcement learning. In a value based reinforcement learning setting, we propose to use uncertainty estimation techniques directly on the agent's value…

Machine Learning · Computer Science 2019-01-09 Andreas Sedlmeier , Thomas Gabor , Thomy Phan , Lenz Belzner , Claudia Linnhoff-Popien

We propose Radial Bayesian Neural Networks (BNNs): a variational approximate posterior for BNNs which scales well to large models while maintaining a distribution over weight-space with full support. Other scalable Bayesian deep learning…

Machine Learning · Statistics 2021-06-01 Sebastian Farquhar , Michael Osborne , Yarin Gal

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

We perform scalable approximate inference in continuous-depth Bayesian neural networks. In this model class, uncertainty about separate weights in each layer gives hidden units that follow a stochastic differential equation. We demonstrate…

Machine Learning · Statistics 2022-02-01 Winnie Xu , Ricky T. Q. Chen , Xuechen Li , David Duvenaud

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand

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

Variational inference has been widely used in machine learning literature to fit various Bayesian models. In network analysis, this method has been successfully applied to solve the community detection problems. Although these results are…

Machine Learning · Statistics 2024-05-22 Xuezhen Li , Can M. Le

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…

Neural networks are easier to optimise when they have many more weights than are required for modelling the mapping from inputs to outputs. This suggests a two-stage learning procedure that first learns a large net and then prunes away…

Machine Learning · Computer Science 2019-09-10 Aidan N. Gomez , Ivan Zhang , Siddhartha Rao Kamalakara , Divyam Madaan , Kevin Swersky , Yarin Gal , Geoffrey E. Hinton
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