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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

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a…

Machine Learning · Computer Science 2019-12-17 Ricky T. Q. Chen , Yulia Rubanova , Jesse Bettencourt , David Duvenaud

Bayesian neural network posterior distributions have a great number of modes that correspond to the same network function. The abundance of such modes can make it difficult for approximate inference methods to do their job. Recent work has…

Machine Learning · Statistics 2024-07-03 Tommy Rochussen

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

Bayesian inference was once a gold standard for learning with neural networks, providing accurate full predictive distributions and well calibrated uncertainty. However, scaling Bayesian inference techniques to deep neural networks is…

Machine Learning · Computer Science 2019-07-18 Pavel Izmailov , Wesley J. Maddox , Polina Kirichenko , Timur Garipov , Dmitry Vetrov , Andrew Gordon Wilson

Neal (1996) proved that infinitely wide shallow Bayesian neural networks (BNN) converge to Gaussian processes (GP), when the network weights have bounded prior variance. Cho & Saul (2009) provided a useful recursive formula for deep kernel…

Machine Learning · Statistics 2025-05-05 Jorge Loría , Anindya Bhadra

While stochastic variational inference is relatively well known for scaling inference in Bayesian probabilistic models, related methods also offer ways to circumnavigate the approximation of analytically intractable expectations. The key…

Machine Learning · Statistics 2015-09-08 David A. Knowles

Bayesian inference plays an important role in advancing machine learning, but faces computational challenges when applied to complex models such as deep neural networks. Variational inference circumvents these challenges by formulating…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen

From the classical and influential works of Neal (1996), it is known that the infinite width scaling limit of a Bayesian neural network with one hidden layer is a Gaussian process, when the network weights have bounded prior variance.…

Machine Learning · Statistics 2024-06-06 Jorge Loría , Anindya Bhadra

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

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…

Stochastic neurons can be useful for a number of reasons in deep learning models, but in many cases they pose a challenging problem: how to estimate the gradient of a loss function with respect to the input of such stochastic neurons, i.e.,…

Machine Learning · Computer Science 2013-05-15 Yoshua Bengio

We introduce the unbounded depth neural network (UDN), an infinitely deep probabilistic model that adapts its complexity to the training data. The UDN contains an infinite sequence of hidden layers and places an unbounded prior on a…

Machine Learning · Computer Science 2022-09-22 Achille Nazaret , David Blei

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

Uncertainty estimation in large deep-learning models is a computationally challenging task, where it is difficult to form even a Gaussian approximation to the posterior distribution. In such situations, existing methods usually resort to a…

Machine Learning · Computer Science 2019-01-15 Aaron Mishkin , Frederik Kunstner , Didrik Nielsen , Mark Schmidt , Mohammad Emtiyaz Khan

Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep…

Machine Learning · Computer Science 2025-10-21 Wenlong Chen , Bolian Li , Ruqi Zhang , Yingzhen Li

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 a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

Machine Learning · Statistics 2020-11-05 Alexander Shekhovtsov , Viktor Yanush , Boris Flach

Stochastic variational Bayes algorithms have become very popular in the machine learning literature, particularly in the context of nonparametric Bayesian inference. These algorithms replace the true but intractable posterior distribution…

Methodology · Statistics 2024-10-04 Pedro Regueiro , Abel Rodríguez , Juan Sosa

Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational…

Machine Learning · Computer Science 2019-03-15 Shengyang Sun , Guodong Zhang , Jiaxin Shi , Roger Grosse