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Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In…

Machine Learning · Computer Science 2021-07-16 Daniel T. Chang

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

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

Bayesian neural networks utilize probabilistic layers that capture uncertainty over weights and activations, and are trained using Bayesian inference. Since these probabilistic layers are designed to be drop-in replacement of their…

Machine Learning · Computer Science 2021-06-28 Daniel T. Chang

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

This paper introduces a new neural network based prior for real valued functions on $\mathbb R^d$ which, by construction, is more easily and cheaply scaled up in the domain dimension $d$ compared to the usual Karhunen-Lo\`eve function space…

Methodology · Statistics 2022-09-09 Torben Sell , Sumeetpal S. Singh

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…

Machine Learning · Statistics 2026-03-10 Alex Alberts , Ilias Bilionis

Bayesian neural networks attempt to combine the strong predictive performance of neural networks with formal quantification of uncertainty associated with the predictive output in the Bayesian framework. However, it remains unclear how to…

Machine Learning · Statistics 2022-01-12 Takuo Matsubara , Chris J. Oates , François-Xavier Briol

We introduce a class of neural networks derived from probabilistic models in the form of Bayesian belief networks. By imposing additional assumptions about the nature of the probabilistic models represented in the belief networks, we derive…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. J. Barber , J. W. Clark , C. H. Anderson

In recent years, neural networks have revolutionized various domains, yet challenges such as hyperparameter tuning and overfitting remain significant hurdles. Bayesian neural networks offer a framework to address these challenges by…

Machine Learning · Computer Science 2025-12-16 Hayk Amirkhanian , Marco F. Huber

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and…

Machine Learning · Statistics 2020-10-22 Eric Nalisnick , Jonathan Gordon , José Miguel Hernández-Lobato

The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and…

Machine Learning · Statistics 2022-04-26 Ba-Hien Tran , Simone Rossi , Dimitrios Milios , Maurizio Filippone

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

Existing Bayesian treatments of neural networks are typically characterized by weak prior and approximate posterior distributions according to which all the weights are drawn independently. Here, we consider a richer prior distribution in…

Machine Learning · Statistics 2018-10-02 Theofanis Karaletsos , Peter Dayan , Zoubin Ghahramani

A simple, flexible approach to creating expressive priors in Gaussian process (GP) models makes new kernels from a combination of basic kernels, e.g. summing a periodic and linear kernel can capture seasonal variation with a long term…

Machine Learning · Statistics 2019-07-01 Tim Pearce , Russell Tsuchida , Mohamed Zaki , Alexandra Brintrup , Andy Neely

As a generalization of the work in [Lee et al., 2017], this note briefly discusses when the prior of a neural network output follows a Gaussian process, and how a neural-network-induced Gaussian process is formulated. The posterior mean…

Machine Learning · Computer Science 2021-07-27 Mengwu Guo

Bayesian inference of nanohertz gravitational-wave background models in pulsar timing array analyses often relies on Gaussian-process interpolators to avoid repeated, computationally expensive strain-spectrum calculations. However,…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-16 Shreyas Tiruvaskar , Chris Gordon

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of…

Machine Learning · Statistics 2016-06-03 Seth Flaxman , Dino Sejdinovic , John P. Cunningham , Sarah Filippi

Gaussian Processes (GPs) provide a convenient framework for specifying function-space priors, making them a natural choice for modeling uncertainty. In contrast, Bayesian Neural Networks (BNNs) offer greater scalability and extendability…

Machine Learning · Computer Science 2025-06-12 Marcin Sendera , Amin Sorkhei , Tomasz Kuśmierczyk
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