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Differential equations are used in a wide variety of disciplines, describing the complex behavior of the physical world. Analytic solutions to these equations are often difficult to solve for, limiting our current ability to solve complex…

Machine Learning · Computer Science 2022-08-09 Ethan Mills , Alexey Pozdnyakov

Variational Bayesian neural nets combine the flexibility of deep learning with Bayesian uncertainty estimation. Unfortunately, there is a tradeoff between cheap but simple variational families (e.g.~fully factorized) or expensive and…

Machine Learning · Computer Science 2018-02-27 Guodong Zhang , Shengyang Sun , David Duvenaud , Roger Grosse

This work theoretically studies stochastic neural networks, a main type of neural network in use. We prove that as the width of an optimized stochastic neural network tends to infinity, its predictive variance on the training set decreases…

Machine Learning · Computer Science 2022-05-25 Liu Ziyin , Hanlin Zhang , Xiangming Meng , Yuting Lu , Eric Xing , Masahito Ueda

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

Gaussian distributions are widely used in Bayesian variational inference to approximate intractable posterior densities, but the ability to accommodate skewness can improve approximation accuracy significantly, when data or prior…

Methodology · Statistics 2025-02-05 Linda S. L. Tan , Aoxiang Chen

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

Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…

Machine Learning · Computer Science 2020-03-10 Jun Han

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

We present a novel model Graph Neural Stochastic Differential Equations (Graph Neural SDEs). This technique enhances the Graph Neural Ordinary Differential Equations (Graph Neural ODEs) by embedding randomness into data representation using…

Machine Learning · Computer Science 2023-08-25 Richard Bergna , Felix Opolka , Pietro Liò , Jose Miguel Hernandez-Lobato

Variational inference enables approximate posterior inference of the highly over-parameterized neural networks that are popular in modern machine learning. Unfortunately, such posteriors are known to exhibit various pathological behaviors.…

Machine Learning · Computer Science 2021-06-15 Beau Coker , Weiwei Pan , Finale Doshi-Velez

In stochastic variational inference, the variational Bayes objective function is optimized using stochastic gradient approximation, where gradients computed on small random subsets of data are used to approximate the true gradient over the…

Methodology · Statistics 2015-10-19 Linda S. L. Tan , David J. Nott

We propose a novel Bayesian neural network architecture that can learn invariances from data alone by inferring a posterior distribution over different weight-sharing schemes. We show that our model outperforms other non-invariant…

Machine Learning · Statistics 2021-11-04 Nikolaos Mourdoukoutas , Marco Federici , Georges Pantalos , Mark van der Wilk , Vincent Fortuin

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

In this article, we investigate the existence of a deep neural network (DNN) capable of approximating solutions to partial integro-differential equations while circumventing the curse of dimensionality. Using the Feynman-Kac theorem, we…

Numerical Analysis · Mathematics 2025-01-22 Marcin Baranek

The problem of detecting the Out-of-Distribution (OoD) inputs is of paramount importance for Deep Neural Networks. It has been previously shown that even Deep Generative Models that allow estimating the density of the inputs may not be…

Machine Learning · Statistics 2023-01-02 Misha Glazunov , Apostolis Zarras

This paper provides a unifying theoretical framework for stochastic optimization algorithms by means of a latent stochastic variational problem. Using techniques from stochastic control, the solution to the variational problem is shown to…

Machine Learning · Computer Science 2019-10-29 Philippe Casgrain

Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

Machine Learning · Computer Science 2018-01-17 Pratik Chaudhari , Stefano Soatto

In this chapter we take a look at the universal approximation question for stochastic feedforward neural networks. In contrast to deterministic networks, which represent mappings from a set of inputs to a set of outputs, stochastic networks…

Machine Learning · Computer Science 2019-10-23 Thomas Merkh , Guido Montúfar

Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and…

Machine Learning · Statistics 2020-11-20 Shrijita Bhattacharya , Zihuan Liu , Tapabrata Maiti

Ordinary stochastic neural networks mostly rely on the expected values of their weights to make predictions, whereas the induced noise is mostly used to capture the uncertainty, prevent overfitting and slightly boost the performance through…

Machine Learning · Statistics 2019-02-19 Kirill Neklyudov , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov
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