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Bayesian neural networks promise calibrated uncertainty but require $O(mn)$ parameters for standard mean-field Gaussian posteriors. We argue this cost is often unnecessary, particularly when weight matrices exhibit fast singular value…

Machine Learning · Statistics 2026-05-05 Mame Diarra Toure , David A. Stephens

We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…

Machine Learning · Statistics 2021-01-22 Manuel Haussmann , Sebastian Gerwinn , Melih Kandemir

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…

Machine Learning · Statistics 2026-02-10 Tommy Rochussen , Vincent Fortuin

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

While offering a principled framework for uncertainty quantification in deep learning, the employment of Bayesian Neural Networks (BNNs) is still constrained by their increased computational requirements and the convergence difficulties…

Machine Learning · Computer Science 2025-05-26 Moule Lin , Shuhao Guan , Weipeng Jing , Goetz Botterweck , Andrea Patane

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

Machine Learning · Statistics 2021-01-18 Ho Chung Leon Law , Danica J. Sutherland , Dino Sejdinovic , Seth Flaxman

Learning algorithms that learn linear models often have high representation bias on real-world problems. In this paper, we show that this representation bias can be greatly reduced by discretization. Discretization is a common procedure in…

Machine Learning · Computer Science 2017-01-26 Nayyar A. Zaidi , Yang Du , Geoffrey I. Webb

Bayesian inference and kernel methods are well established in machine learning. The neural network Gaussian process in particular provides a concept to investigate neural networks in the limit of infinitely wide hidden layers by using…

Disordered Systems and Neural Networks · Physics 2023-11-10 Javed Lindner , David Dahmen , Michael Krämer , Moritz Helias

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Deep learning is a form of machine learning for nonlinear high dimensional pattern matching and prediction. By taking a Bayesian probabilistic perspective, we provide a number of insights into more efficient algorithms for optimisation and…

Machine Learning · Statistics 2018-01-23 Nicholas Polson , Vadim Sokolov

Bayesian neural networks and deep ensembles represent two modern paradigms of uncertainty quantification in deep learning. Yet these approaches struggle to scale mainly due to memory inefficiency issues, since they require parameter storage…

Machine Learning · Statistics 2021-11-24 Hippolyt Ritter , Martin Kukla , Cheng Zhang , Yingzhen Li

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

Disordered Systems and Neural Networks · Physics 2010-04-30 Michael J. Barber , John W. Clark

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides…

Machine Learning · Statistics 2025-06-18 Alisa Sheinkman , Sara Wade

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Quantifying uncertainty in neural networks is a highly relevant problem which is essential to many applications. The two predominant paradigms to tackle this task are Bayesian neural networks (BNNs) and deep ensembles. Despite some…

Machine Learning · Computer Science 2025-01-31 Gabriel Loaiza-Ganem , Valentin Villecroze , Yixin Wang