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A key property of neural networks driving their success is their ability to learn features from data. Understanding feature learning from a theoretical viewpoint is an emerging field with many open questions. In this work we capture…

Disordered Systems and Neural Networks · Physics 2024-05-20 Kirsten Fischer , Javed Lindner , David Dahmen , Zohar Ringel , Michael Krämer , Moritz Helias

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

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

Recent work has attempted to directly approximate the `function-space' or predictive posterior distribution of Bayesian models, without approximating the posterior distribution over the parameters. This is appealing in e.g. Bayesian neural…

Machine Learning · Statistics 2020-11-19 David R. Burt , Sebastian W. Ober , Adrià Garriga-Alonso , Mark van der Wilk

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Machine Learning · Statistics 2026-03-31 Jinlin Lai , Antonio Linero , Yuling Yao

The motivations for using variational inference (VI) in neural networks differ significantly from those in latent variable models. This has a counter-intuitive consequence; more expressive variational approximations can provide…

Machine Learning · Statistics 2018-01-22 Brian Trippe , Richard Turner

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

Understanding capabilities and limitations of different network architectures is of fundamental importance to machine learning. Bayesian inference on Gaussian processes has proven to be a viable approach for studying recurrent and deep…

Disordered Systems and Neural Networks · Physics 2022-10-17 Kai Segadlo , Bastian Epping , Alexander van Meegen , David Dahmen , Michael Krämer , Moritz Helias

Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…

Methodology · Statistics 2021-09-06 Minwoo Kim , Shrijita Bhattacharya , 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

This article gives a new proof that fully connected neural networks with random weights and biases converge to Gaussian processes in the regime where the input dimension, output dimension, and depth are kept fixed, while the hidden layer…

Probability · Mathematics 2021-07-06 Boris Hanin

This paper studies the Variational Inference (VI) used for training Bayesian Neural Networks (BNN) in the overparameterized regime, i.e., when the number of neurons tends to infinity. More specifically, we consider overparameterized…

Machine Learning · Statistics 2022-07-11 Tom Huix , Szymon Majewski , Alain Durmus , Eric Moulines , Anna Korba

The connection between Bayesian neural networks and Gaussian processes gained a lot of attention in the last few years, with the flagship result that hidden units converge to a Gaussian process limit when the layers width tends to infinity.…

Machine Learning · Statistics 2021-11-30 Mariia Vladimirova , Julyan Arbel , Stéphane Girard

We propose a new Bayesian Neural Net formulation that affords variational inference for which the evidence lower bound is analytically tractable subject to a tight approximation. We achieve this tractability by (i) decomposing ReLU…

Machine Learning · Statistics 2019-06-13 Manuel Haussmann , Fred A. Hamprecht , Melih Kandemir

We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…

Machine Learning · Computer Science 2024-11-20 Richard Kurle , Alexej Klushyn , Ralf Herbrich

Recent work has shown that the prior over functions induced by a deep Bayesian neural network (BNN) behaves as a Gaussian process (GP) as the width of all layers becomes large. However, many BNN applications are concerned with the BNN…

Machine Learning · Statistics 2020-11-30 Jiri Hron , Yasaman Bahri , Roman Novak , Jeffrey Pennington , Jascha Sohl-Dickstein

We investigate Bayes posterior distributions in high-dimensional generalized linear models (GLMs) under the proportional asymptotics regime, where the number of features and samples diverge at a comparable rate. Specifically, we…

Statistics Theory · Mathematics 2026-01-05 Manuel Sáenz , Pragya Sur

In the absence of explicit or tractable likelihoods, Bayesians often resort to approximate Bayesian computation (ABC) for inference. Our work bridges ABC with deep neural implicit samplers based on generative adversarial networks (GANs) and…

Methodology · Statistics 2026-02-18 Yuexi Wang , Veronika Ročková

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

We propose Radial Bayesian Neural Networks (BNNs): a variational approximate posterior for BNNs which scales well to large models while maintaining a distribution over weight-space with full support. Other scalable Bayesian deep learning…

Machine Learning · Statistics 2021-06-01 Sebastian Farquhar , Michael Osborne , Yarin Gal