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Dropout-based regularization methods can be regarded as injecting random noise with pre-defined magnitude to different parts of the neural network during training. It was recently shown that Bayesian dropout procedure not only improves…

Machine Learning · Statistics 2017-11-07 Kirill Neklyudov , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

Machine Learning · Statistics 2021-06-02 Sefan Hörtling , Daniel Dold , Oliver Dürr , Beate Sick

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

Machine Learning · Statistics 2025-11-18 Marguerite Petit-Talamon , Marc Lambert , Anna Korba

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

In the popular approach of "Bayesian variable selection" (BVS), one uses prior and posterior distributions to select a subset of candidate variables to enter the model. A completely new direction will be considered here to study BVS with a…

Methodology · Statistics 2008-11-03 Wenxin Jiang , Martin A. Tanner

Variational Bayes methods are popular due to their computational efficiency and adaptability to diverse applications. In specifying the variational family, mean-field classes are commonly used, which enables efficient algorithms such as…

Statistics Theory · Mathematics 2025-11-26 Shitao Fan , Ilsang Ohn , David Dunson , Lizhen Lin

Bayesian neural networks (BNN) promise to combine the predictive performance of neural networks with principled uncertainty modeling important for safety-critical systems and decision making. However, posterior uncertainty estimates depend…

Machine Learning · Computer Science 2025-06-06 Tristan Cinquin , Robert Bamler

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

Two main obstacles preventing the widespread adoption of variational Bayesian neural networks are the high parameter overhead that makes them infeasible on large networks, and the difficulty of implementation, which can be thought of as…

Machine Learning · Computer Science 2019-05-24 Oscar Chang , Yuling Yao , David Williams-King , Hod Lipson

We investigate the convergence and convergence rate of stochastic training algorithms for Neural Networks (NNs) that have been inspired by Dropout (Hinton et al., 2012). With the goal of avoiding overfitting during training of NNs, dropout…

Optimization and Control · Mathematics 2023-03-24 Albert Senen-Cerda , Jaron Sanders

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

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…

Computer Vision and Pattern Recognition · Computer Science 2017-12-06 Mostafa Rahmani , George Atia

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

Machine Learning · Statistics 2024-06-11 Tom Huix , Anna Korba , Alain Durmus , Eric Moulines

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

Variational Bayes (VB) is a recent approximate method for Bayesian inference. It has the merit of being a fast and scalable alternative to Markov Chain Monte Carlo (MCMC) but its approximation error is often unknown. In this paper, we…

Machine Learning · Statistics 2019-03-05 Reza Hajargasht

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

Machine Learning · Statistics 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

Deep Neural Networks often require good regularizers to generalize well. Dropout is one such regularizer that is widely used among Deep Learning practitioners. Recent work has shown that Dropout can also be viewed as performing Approximate…

Machine Learning · Computer Science 2016-11-22 Suraj Srinivas , R. Venkatesh Babu

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes the use of VB in many…

Methodology · Statistics 2016-08-05 Minh-Ngoc Tran , David J. Nott , Robert Kohn

As one of the most popular generative models, Variational Autoencoder (VAE) approximates the posterior of latent variables based on amortized variational inference. However, when the decoder network is sufficiently expressive, VAE may lead…

Machine Learning · Computer Science 2021-10-26 Dazhong Shen , Chuan Qin , Chao Wang , Hengshu Zhu , Enhong Chen , Hui Xiong

An important property for deep neural networks is the ability to perform robust out-of-distribution detection on previously unseen data. This property is essential for safety purposes when deploying models for real world applications.…

Machine Learning · Computer Science 2022-04-14 Griffin Floto , Stefan Kremer , Mihai Nica