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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

Aleatoric uncertainty captures the inherent randomness of the data, such as measurement noise. In Bayesian regression, we often use a Gaussian observation model, where we control the level of aleatoric uncertainty with a noise variance…

Machine Learning · Computer Science 2022-03-31 Sanyam Kapoor , Wesley J. Maddox , Pavel Izmailov , Andrew Gordon Wilson

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

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

The "cold posterior effect" (CPE) in Bayesian deep learning describes the uncomforting observation that the predictive performance of Bayesian neural networks can be significantly improved if the Bayes posterior is artificially sharpened…

Machine Learning · Computer Science 2021-10-29 Lorenzo Noci , Kevin Roth , Gregor Bachmann , Sebastian Nowozin , Thomas Hofmann

Data augmentation is a widely used trick when training deep neural networks: in addition to the original data, properly transformed data are also added to the training set. However, to the best of our knowledge, a clear mathematical…

Machine Learning · Statistics 2020-11-10 Shuxiao Chen , Edgar Dobriban , Jane H Lee

Uncertainty quantification in reinforcement learning can greatly improve exploration and robustness. Approximate Bayesian approaches have recently been popularized to quantify uncertainty in model-free algorithms. However, so far the focus…

Machine Learning · Computer Science 2025-09-01 Pascal R. van der Vaart , Neil Yorke-Smith , Matthijs T. J. Spaan

Data augmentation is often used to incorporate inductive biases into models. Traditionally, these are hand-crafted and tuned with cross validation. The Bayesian paradigm for model selection provides a path towards end-to-end learning of…

Machine Learning · Statistics 2022-03-02 Pola Schwöbel , Martin Jørgensen , Sebastian W. Ober , Mark van der Wilk

Data augmentation is an essential part of the training process applied to deep learning models. The motivation is that a robust training process for deep learning models depends on large annotated datasets, which are expensive to be…

Computer Vision and Pattern Recognition · Computer Science 2017-10-31 Toan Tran , Trung Pham , Gustavo Carneiro , Lyle Palmer , Ian Reid

Recent work has observed that one can outperform exact inference in Bayesian neural networks by tuning the "temperature" of the posterior on a validation set (the "cold posterior" effect). To help interpret this phenomenon, we argue that…

Machine Learning · Statistics 2020-08-04 Ben Adlam , Jasper Snoek , Samuel L. Smith

We present new algorithms for learning Bayesian networks from data with missing values using a data augmentation approach. An exact Bayesian network learning algorithm is obtained by recasting the problem into a standard Bayesian network…

Artificial Intelligence · Computer Science 2016-12-06 Tameem Adel , Cassio P. de Campos

Deep Learning (DL) methods have emerged as one of the most powerful tools for functional approximation and prediction. While the representation properties of DL have been well studied, uncertainty quantification remains challenging and…

Machine Learning · Statistics 2022-10-25 Yuexi Wang , Nicholas G. Polson , Vadim O. Sokolov

Data augmentation is a popular technique largely used to enhance the training of convolutional neural networks. Although many of its benefits are well known by deep learning researchers and practitioners, its implicit regularization…

Computer Vision and Pattern Recognition · Computer Science 2019-06-27 Alex Hernández-García , Peter König

In industrial machine learning pipelines, data often arrive in parts. Particularly in the case of deep neural networks, it may be too expensive to train the model from scratch each time, so one would rather use a previously learned model…

Machine Learning · Statistics 2018-03-29 Max Kochurov , Timur Garipov , Dmitry Podoprikhin , Dmitry Molchanov , Arsenii Ashukha , Dmitry Vetrov

Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…

General Economics · Economics 2019-06-12 Donovan Platt

Mixed modeling of extreme values and random effects is relatively unexplored topic. Computational difficulties in using the maximum likelihood method for mixed models and the fact that maximum likelihood method uses available data and does…

Applications · Statistics 2019-07-05 Ali Reza Fotouhi

Bayesian neural networks (BNNs) combine the expressive power of deep learning with the advantages of Bayesian formalism. In recent years, the analysis of wide, deep BNNs has provided theoretical insight into their priors and posteriors.…

Machine Learning · Computer Science 2022-02-24 Beau Coker , Wessel P. Bruinsma , David R. Burt , Weiwei Pan , Finale Doshi-Velez

In order to reduce overfitting, neural networks are typically trained with data augmentation, the practice of artificially generating additional training data via label-preserving transformations of existing training examples. While these…

Computer Vision and Pattern Recognition · Computer Science 2019-01-23 Cecilia Summers , Michael J. Dinneen

Hierarchical probabilistic models, such as mixture models, are used for cluster analysis. These models have two types of variables: observable and latent. In cluster analysis, the latent variable is estimated, and it is expected that…

Machine Learning · Statistics 2017-06-26 Keisuke Yamazaki

We recapitulate the Bayesian formulation of neural network based classifiers and show that, while sampling from the posterior does indeed lead to better generalisation than is obtained by standard optimisation of the cost function, even…

Machine Learning · Statistics 2019-04-09 Robert J. N. Baldock , Nicola Marzari
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