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Adversarial examples have been shown to cause neural networks to fail on a wide range of vision and language tasks, but recent work has claimed that Bayesian neural networks (BNNs) are inherently robust to adversarial perturbations. In this…

Machine Learning · Computer Science 2024-05-01 Yunzhen Feng , Tim G. J. Rudner , Nikolaos Tsilivis , Julia Kempe

Reliable uncertainty quantification on RUL prediction is crucial for informative decision-making in predictive maintenance. In this context, we assess some of the latest developments in the field of uncertainty quantification for…

Machine Learning · Computer Science 2023-02-10 Luis Basora , Arthur Viens , Manuel Arias Chao , Xavier Olive

Deep neural networks have been successful in diverse discriminative classification tasks, although, they are poorly calibrated often assigning high probability to misclassified predictions. Potential consequences could lead to…

Machine Learning · Statistics 2020-10-06 John Mitros , Arjun Pakrashi , Brian Mac Namee

Bayesian Neural Networks (BNNs) often improve model calibration and predictive uncertainty quantification compared to point estimators such as maximum-a-posteriori (MAP). Similarly, deep ensembles (DEs) are also known to improve…

Machine Learning · Computer Science 2025-03-18 Mikkel Jordahn , Jonas Vestergaard Jensen , Mikkel N. Schmidt , Michael Riis Andersen

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

Deep neural networks are increasingly being used for the analysis of medical images. However, most works neglect the uncertainty in the model's prediction. We propose an uncertainty-aware deep kernel learning model which permits the…

Machine Learning · Computer Science 2021-06-11 Zhiliang Wu , Yinchong Yang , Jindong Gu , Volker Tresp

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…

Machine Learning · Computer Science 2020-06-09 Murat Sensoy , Lance Kaplan , Federico Cerutti , Maryam Saleki

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Uncertainty estimation in deep neural networks is essential for designing reliable and robust AI systems. Applications such as video surveillance for identifying suspicious activities are designed with deep neural networks (DNNs), but DNNs…

Neural and Evolutionary Computing · Computer Science 2018-12-04 Ranganath Krishnan , Mahesh Subedar , Omesh Tickoo

Bayesian Neural Networks (BNNs) often result uncalibrated after training, usually tending towards overconfidence. Devising effective calibration methods with low impact in terms of computational complexity is thus of central interest. In…

Machine Learning · Computer Science 2020-08-18 Hector J. Hortua , Luigi Malago , Riccardo Volpi

The need to avoid confident predictions on unfamiliar data has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNN) are well suited for this task, as the endowed epistemic…

Machine Learning · Computer Science 2021-07-27 Christian Henning , Francesco D'Angelo , Benjamin F. Grewe

To advance the transparency of learning machines such as Deep Neural Networks (DNNs), the field of Explainable AI (XAI) was established to provide interpretations of DNNs' predictions. While different explanation techniques exist, a popular…

Macroeconomic data is characterized by a limited number of observations (small T), many time series (big K) but also by featuring temporal dependence. Neural networks, by contrast, are designed for datasets with millions of observations and…

Econometrics · Economics 2024-04-04 Niko Hauzenberger , Florian Huber , Karin Klieber , Massimiliano Marcellino

To get Bayesian neural networks to perform comparably to standard neural networks it is usually necessary to artificially reduce uncertainty using a "tempered" or "cold" posterior. This is extremely concerning: if the prior is accurate,…

Machine Learning · Statistics 2021-04-28 Laurence Aitchison

Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such…

Machine Learning · Statistics 2021-10-05 Theodore Papamarkou , Jacob Hinkle , M. Todd Young , David Womble

Bayesian approaches for training deep neural networks (BNNs) have received significant interest and have been effectively utilized in a wide range of applications. There have been several studies on the properties of posterior…

Machine Learning · Statistics 2024-03-22 Insung Kong , Yongdai Kim

Bayesian approaches for learning deep neural networks (BNN) have been received much attention and successfully applied to various applications. Particularly, BNNs have the merit of having better generalization ability as well as better…

Machine Learning · Statistics 2023-05-25 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Gyuseung Baek , Yongdai Kim

Untrained large neural networks, just after random initialization, tend to favour a small subset of classes, assigning high predicted probabilities to these few classes and approximately zero probability to all others. This bias, termed…

Machine Learning · Computer Science 2025-11-27 Nicholas Pellegrino , David Szczecina , Paul W. Fieguth

It is desirable, and often a necessity, for machine learning models to be robust against adversarial attacks. This is particularly true for Bayesian models, as they are well-suited for safety-critical applications, in which adversarial…

Machine Learning · Statistics 2021-01-08 Arno Blaas , Stephen J. Roberts