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We investigate deep Bayesian neural networks with Gaussian weight priors and a class of ReLU-like nonlinearities. Bayesian neural networks with Gaussian priors are well known to induce an L2, "weight decay", regularization. Our results…

Machine Learning · Statistics 2019-05-13 Mariia Vladimirova , Jakob Verbeek , Pablo Mesejo , Julyan Arbel

Bayesian interpretations of neural network have a long history, dating back to early work in the 1990's and have recently regained attention because of their desirable properties like uncertainty estimation, model robustness and…

Machine Learning · Statistics 2019-12-03 Jack K Fitzsimons , Sebastian M Schmon , Stephen J Roberts

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…

Computation · Statistics 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

Neural network pruning is a highly effective technique aimed at reducing the computational and memory demands of large neural networks. In this research paper, we present a novel approach to pruning neural networks utilizing Bayesian…

Machine Learning · Statistics 2023-08-07 Sunil Mathew , Daniel B. Rowe

The goal of Bayesian deep learning is to provide uncertainty quantification via the posterior distribution. However, exact inference over the weight space is computationally intractable due to the ultra-high dimensions of the neural…

Machine Learning · Computer Science 2022-10-25 Xiongwen Ke , Yanan Fan

Bayesian neural networks (BNNs) treat neural network weights as random variables, which aim to provide posterior uncertainty estimates and avoid overfitting by performing inference on the posterior weights. However, the selection of…

Machine Learning · Computer Science 2025-05-27 Tsai Hor Chan , Dora Yan Zhang , Guosheng Yin , Lequan Yu

While Bayesian neural networks (BNNs) provide a sound and principled alternative to standard neural networks, an artificial sharpening of the posterior usually needs to be applied to reach comparable performance. This is in stark contrast…

Machine Learning · Computer Science 2023-07-19 Gregor Bachmann , Lorenzo Noci , Thomas Hofmann

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…

Machine Learning · Statistics 2026-02-27 Gracielle Antunes de Araújo , Flávio B. Gonçalves

In recent years, the transformer has established itself as a workhorse in many applications ranging from natural language processing to reinforcement learning. Similarly, Bayesian deep learning has become the gold-standard for uncertainty…

Machine Learning · Computer Science 2021-10-18 Tristan Cinquin , Alexander Immer , Max Horn , Vincent Fortuin

The prediction of financial markets is a challenging yet important task. In modern electronically-driven markets, traditional time-series econometric methods often appear incapable of capturing the true complexity of the multi-level…

Econometrics · Economics 2023-02-01 Martin Magris , Mostafa Shabani , Alexandros Iosifidis

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

Bayesian neural networks (BNN) can estimate the uncertainty in predictions, as opposed to non-Bayesian neural networks (NNs). However, BNNs have been far less widely used than non-Bayesian NNs in practice since they need iterative NN…

Machine Learning · Computer Science 2022-02-15 Namuk Park , Taekyu Lee , Songkuk Kim

Due to its causal semantics, Bayesian networks (BN) have been widely employed to discover the underlying data relationship in exploratory studies, such as brain research. Despite its success in modeling the probability distribution of…

Computer Vision and Pattern Recognition · Computer Science 2015-06-24 Luping Zhou , Lei Wang , Lingqiao Liu , Philip Ogunbona , Dinggang Shen

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

In this work, we propose a novel prior learning method for advancing generalization and uncertainty estimation in deep neural networks. The key idea is to exploit scalable and structured posteriors of neural networks as informative priors…

Machine Learning · Computer Science 2026-03-31 Dominik Schnaus , Jongseok Lee , Daniel Cremers , Rudolph Triebel

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…

Machine Learning · Computer Science 2019-08-12 Jonathan Heek , Nal Kalchbrenner

Virtual screening aims to find desirable compounds from chemical library by using computational methods. For this purpose with machine learning, model outputs that can be interpreted as predictive probability will be beneficial, in that a…

Machine Learning · Computer Science 2020-07-02 Doyeong Hwang , Grace Lee , Hanseok Jo , Seyoul Yoon , Seongok Ryu
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