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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

Variational mean field approximations tend to struggle with contemporary overparametrized deep neural networks. Where a Bayesian treatment is usually associated with high-quality predictions and uncertainties, the practical reality has been…

In this thesis, we disentangle the generalized Gauss-Newton and approximate inference for Bayesian deep learning. The generalized Gauss-Newton method is an optimization method that is used in several popular Bayesian deep learning…

Machine Learning · Statistics 2020-07-24 Alexander Immer

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 inference for neural networks, or Bayesian deep learning, has the potential to provide well-calibrated predictions with quantified uncertainty and robustness. However, the main hurdle for Bayesian deep learning is its computational…

Machine Learning · Statistics 2023-09-07 Sanket Jantre , Nathan M. Urban , Xiaoning Qian , Byung-Jun Yoon

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

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

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

Machine Learning · Statistics 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

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

Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose…

Machine Learning · Statistics 2026-05-29 Julian Rodemann , Alexander Marquard , Thomas Augustin , Michele Caprio

Laplace approximation (LA) and its linearized variant (LLA) enable effortless adaptation of pretrained deep neural networks to Bayesian neural networks. The generalized Gauss-Newton (GGN) approximation is typically introduced to improve…

Machine Learning · Computer Science 2022-10-25 Zhijie Deng , Feng Zhou , Jun Zhu

Deep neural networks (DNNs) often produce overconfident out-of-distribution predictions, motivating Bayesian uncertainty quantification. The Linearized Laplace Approximation (LLA) achieves this by linearizing the DNN and applying Laplace…

Machine Learning · Statistics 2026-02-04 Pedro Jiménez , Luis A. Ortega , Pablo Morales-Álvarez , Daniel Hernández-Lobato

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

Bayesian Neural Networks (BNNs) provide a probabilistic interpretation for deep learning models by imposing a prior distribution over model parameters and inferring a posterior distribution based on observed data. The model sampled from the…

Machine Learning · Computer Science 2023-11-15 Van-Anh Nguyen , Tung-Long Vuong , Hoang Phan , Thanh-Toan Do , Dinh Phung , Trung Le

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…

Machine Learning · Computer Science 2022-10-12 Marius Hobbhahn , Philipp Hennig

Bayesian deep learning all too often underfits so that the Bayesian prediction is less accurate than a simple point estimate. Uncertainty quantification then comes at the cost of accuracy. For linearized models, the null space of the…

Machine Learning · Computer Science 2024-10-23 Marco Miani , Hrittik Roy , Søren Hauberg

Bayesian formulations of deep learning have been shown to have compelling theoretical properties and offer practical functional benefits, such as improved predictive uncertainty quantification and model selection. The Laplace approximation…

Machine Learning · Computer Science 2022-03-15 Erik Daxberger , Agustinus Kristiadi , Alexander Immer , Runa Eschenhagen , Matthias Bauer , Philipp Hennig

Explaining generalizations and preventing over-confident predictions are central goals of studies on the loss landscape of neural networks. Flatness, defined as loss invariability on perturbations of a pre-trained solution, is widely…

Machine Learning · Computer Science 2022-10-03 SungYub Kim , Sihwan Park , Kyungsu Kim , Eunho Yang