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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

Despite the popularism of Bayesian neural networks in recent years, its use is somewhat limited in complex and big data situations due to the computational cost associated with full posterior evaluations. Variational Bayes (VB) provides a…

Machine Learning · Statistics 2020-06-30 Shrijita Bhattacharya , Tapabrata Maiti

Due to lack of data, overfitting ubiquitously exists in real-world applications of deep neural networks (DNNs). We propose advanced dropout, a model-free methodology, to mitigate overfitting and improve the performance of DNNs. The advanced…

Machine Learning · Computer Science 2021-08-11 Jiyang Xie , Zhanyu Ma , and Jianjun Lei , Guoqiang Zhang , Jing-Hao Xue , Zheng-Hua Tan , Jun Guo

Deep neural networks with their large number of parameters are highly flexible learning systems. The high flexibility in such networks brings with some serious problems such as overfitting, and regularization is used to address this…

Machine Learning · Statistics 2017-12-20 Beyza Ermis , Ali Taylan Cemgil

We show that a neural network with arbitrary depth and non-linearities, with dropout applied before every weight layer, is mathematically equivalent to an approximation to a well known Bayesian model. This interpretation might offer an…

Machine Learning · Statistics 2016-05-26 Yarin Gal , Zoubin Ghahramani

We propose a novel approach to sequential Bayesian inference based on variational Bayes (VB). The key insight is that, in the online setting, we do not need to add the KL term to regularize to the prior (which comes from the posterior at…

Machine Learning · Statistics 2024-11-01 Matt Jones , Peter Chang , Kevin Murphy

Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…

Machine Learning · Computer Science 2021-02-08 Minyoung Kim , Vladimir Pavlovic

Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…

Methodology · Statistics 2026-04-20 Yucong Liu , Zilai Si , Alexander Strang

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…

We propose a variational Bayesian (VB) procedure for high-dimensional linear model inferences with heavy tail shrinkage priors, such as student-t prior. Theoretically, we establish the consistency of the proposed VB method and prove that…

Machine Learning · Statistics 2020-10-27 Jincheng Bai , Qifan Song , Guang Cheng

Marginalising out uncertain quantities within the internal representations or parameters of neural networks is of central importance for a wide range of learning techniques, such as empirical, variational or full Bayesian methods. We set…

Machine Learning · Statistics 2015-07-21 Justin Bayer , Maximilian Karl , Daniela Korhammer , Patrick van der Smagt

Modern deep learning models generalize remarkably well in-distribution, despite being overparametrized and trained with little to no explicit regularization. Instead, current theory credits implicit regularization imposed by the choice of…

Machine Learning · Computer Science 2026-03-17 Jonathan Wenger , Beau Coker , Juraj Marusic , John P. Cunningham

Variational inference enables approximate posterior inference of the highly over-parameterized neural networks that are popular in modern machine learning. Unfortunately, such posteriors are known to exhibit various pathological behaviors.…

Machine Learning · Computer Science 2021-06-15 Beau Coker , Weiwei Pan , Finale Doshi-Velez

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

To obtain uncertainty estimates with real-world Bayesian deep learning models, practical inference approximations are needed. Dropout variational inference (VI) for example has been used for machine vision and medical applications, but VI…

Machine Learning · Computer Science 2017-03-09 Yingzhen Li , Yarin Gal

Variational inference provides approximations to the computationally intractable posterior distribution in Bayesian networks. A prominent medical application of noisy-or Bayesian network is to infer potential diseases given observed…

Machine Learning · Computer Science 2016-05-23 Yusheng Xie , Nan Du , Wei Fan , Jing Zhai , Weicheng Zhu

We propose a robust and scalable framework for variational Bayes (VB) that effectively handles outliers and contamination of arbitrary nature in large datasets. Our approach divides the dataset into disjoint subsets, computes the posterior…

Machine Learning · Statistics 2025-04-18 Carlos Misael Madrid Padilla , Shitao Fan , Lizhen Lin

The random dot product graph is a popular model for network data with extensions that accommodate dynamic (time-varying) networks. However, two significant deficiencies exist in the dynamic random dot product graph literature: (1) no…

Methodology · Statistics 2025-09-25 Joshua Daniel Loyal

This paper introduces Distributed Stein Variational Gradient Descent (DSVGD), a non-parametric generalized Bayesian inference framework for federated learning. DSVGD maintains a number of non-random and interacting particles at a central…

Machine Learning · Computer Science 2021-03-31 Rahif Kassab , Osvaldo Simeone

Dropout is one of the key techniques to prevent the learning from overfitting. It is explained that dropout works as a kind of modified L2 regularization. Here, we shed light on the dropout from Bayesian standpoint. Bayesian interpretation…

Machine Learning · Computer Science 2014-12-31 Shin-ichi Maeda