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Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

The prediction reliability of neural networks is important in many applications. Specifically, in safety-critical domains, such as cancer prediction or autonomous driving, a reliable confidence of model's prediction is critical for the…

Computer Vision and Pattern Recognition · Computer Science 2019-09-24 Byeongmoon Ji , Hyemin Jung , Jihyeun Yoon , Kyungyul Kim , Younghak Shin

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

Bayesian neural networks have shown great promise in many applications where calibrated uncertainty estimates are crucial and can often also lead to a higher predictive performance. However, it remains challenging to choose a good prior…

Machine Learning · Statistics 2021-05-17 Vincent Fortuin , Adrià Garriga-Alonso , Mark van der Wilk , Laurence Aitchison

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Minimizing non-convex and high-dimensional objective functions is challenging, especially when training modern deep neural networks. In this paper, a novel approach is proposed which divides the training process into two consecutive phases…

Machine Learning · Computer Science 2017-10-11 Nanyang Ye , Zhanxing Zhu , Rafal K. Mantiuk

Uncertainty quantification in reinforcement learning can greatly improve exploration and robustness. Approximate Bayesian approaches have recently been popularized to quantify uncertainty in model-free algorithms. However, so far the focus…

Machine Learning · Computer Science 2025-09-01 Pascal R. van der Vaart , Neil Yorke-Smith , Matthijs T. J. Spaan

During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural networks. However, despite this algorithmic…

Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity…

Machine Learning · Computer Science 2021-12-07 Pavel Izmailov , Patrick Nicholson , Sanae Lotfi , Andrew Gordon Wilson

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

We show at a physics level of rigor that Bayesian inference with a fully connected neural network and a shaped nonlinearity of the form $\phi(t) = t + \psi t^3/L$ is (perturbatively) solvable in the regime where the number of training…

Machine Learning · Statistics 2024-05-28 Boris Hanin , Alexander Zlokapa

The true posterior distribution of a Bayesian neural network is massively multimodal. Whilst most of these modes are functionally equivalent, we demonstrate that there remains a level of real multimodality that manifests in even the…

Machine Learning · Statistics 2022-05-24 David Yallup , Will Handley , Mike Hobson , Anthony Lasenby , Pablo Lemos

Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that…

Machine Learning · Computer Science 2020-07-01 Avrim Blum , Chen Dan , Saeed Seddighin

Isotropic Gaussian priors are the de facto standard for modern Bayesian neural network inference. However, it is unclear whether these priors accurately reflect our true beliefs about the weight distributions or give optimal performance. To…

In this paper, we study sampling from a posterior derived from a neural network. We propose a new probabilistic model consisting of adding noise at every pre- and post-activation in the network, arguing that the resulting posterior can be…

Machine Learning · Computer Science 2024-07-22 Giovanni Piccioli , Emanuele Troiani , Lenka Zdeborová

In this article we consider Bayesian inference associated to deep neural networks (DNNs) and in particular, trace-class neural network (TNN) priors which can be preferable to traditional DNNs as (a) they are identifiable and (b) they…

Computation · Statistics 2025-05-06 Neil K. Chada , Ajay Jasra , Kody J. H. Law , Sumeetpal S. Singh

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch

Neural network calibration is an essential task in deep learning to ensure consistency between the confidence of model prediction and the true correctness likelihood. In this paper, we propose a new post-processing calibration method called…

Machine Learning · Computer Science 2024-07-26 Yung-Chen Tang , Pin-Yu Chen , Tsung-Yi Ho

Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…

Machine Learning · Statistics 2026-05-25 Shiyi Sun , Geoff K. Nicholls , Jeong Eun Lee