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We perform scalable approximate inference in continuous-depth Bayesian neural networks. In this model class, uncertainty about separate weights in each layer gives hidden units that follow a stochastic differential equation. We demonstrate…

Machine Learning · Statistics 2022-02-01 Winnie Xu , Ricky T. Q. Chen , Xuechen Li , David Duvenaud

Large neural networks trained on large datasets have become the dominant paradigm in machine learning. These systems rely on maximum likelihood point estimates of their parameters, precluding them from expressing model uncertainty. This may…

Machine Learning · Statistics 2024-05-01 Javier Antoran

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

Federated Learning enables multiple data centers to train a central model collaboratively without exposing any confidential data. Even though deterministic models are capable of performing high prediction accuracy, their lack of calibration…

Machine Learning · Computer Science 2022-11-24 Atahan Ozer , Kadir Burak Buldu , Abdullah Akgül , Gozde Unal

Stochastic variational inference for Bayesian deep neural network (DNN) requires specifying priors and approximate posterior distributions over neural network weights. Specifying meaningful weight priors is a challenging problem,…

Neural and Evolutionary Computing · Computer Science 2020-01-01 Ranganath Krishnan , Mahesh Subedar , Omesh Tickoo

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

While modern machine learning has transformed numerous application domains, its growing computational demands increasingly constrain scalability and efficiency, particularly on embedded and resource-limited platforms. In practice, neural…

Machine Learning · Computer Science 2025-10-30 Bernhard Klein

Bayesian Last Layer (BLL) models focus solely on uncertainty in the output layer of neural networks, demonstrating comparable performance to more complex Bayesian models. However, the use of Gaussian priors for last layer weights in…

Machine Learning · Computer Science 2024-08-08 Jian Xu , Zhiqi Lin , Shigui Li , Min Chen , Junmei Yang , Delu Zeng , John Paisley

An obstacle to artificial general intelligence is set by continual learning of multiple tasks of different nature. Recently, various heuristic tricks, both from machine learning and from neuroscience angles, were proposed, but they lack a…

Statistical Mechanics · Physics 2023-07-31 Chan Li , Zhenye Huang , Wenxuan Zou , Haiping Huang

We introduce a new Bayesian multi-class support vector machine by formulating a pseudo-likelihood for a multi-class hinge loss in the form of a location-scale mixture of Gaussians. We derive a variational-inference-based training objective…

Machine Learning · Computer Science 2018-06-08 Martin Wistuba , Ambrish Rawat

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

Neural population responses in sensory systems are driven by external physical stimuli. This stimulus-response relationship is typically characterized by receptive fields, which have been estimated by neural system identification…

Neurons and Cognition · Quantitative Biology 2024-02-08 Nan Wu , Isabel Valera , Fabian Sinz , Alexander Ecker , Thomas Euler , Yongrong Qiu

We challenge the longstanding assumption that the mean-field approximation for variational inference in Bayesian neural networks is severely restrictive, and show this is not the case in deep networks. We prove several results indicating…

Machine Learning · Computer Science 2021-03-11 Sebastian Farquhar , Lewis Smith , Yarin Gal

Deep neural networks excel at function approximation, yet they are typically trained from scratch for each new function. On the other hand, Bayesian methods, such as Gaussian Processes (GPs), exploit prior knowledge to quickly infer the…

Bayesian inference for neural networks, or Bayesian deep learning, has the potential to provide well-calibrated predictions with quantified uncertainty and robustness. However, the main hurdle for Bayesian deep learning is its computational…

Machine Learning · Statistics 2023-09-07 Sanket Jantre , Nathan M. Urban , Xiaoning Qian , Byung-Jun Yoon

A simple, flexible approach to creating expressive priors in Gaussian process (GP) models makes new kernels from a combination of basic kernels, e.g. summing a periodic and linear kernel can capture seasonal variation with a long term…

Machine Learning · Statistics 2019-07-01 Tim Pearce , Russell Tsuchida , Mohamed Zaki , Alexandra Brintrup , Andy Neely

Bayesian Neural Networks (BNNs) offer probability distributions for model parameters, enabling uncertainty quantification in predictions. However, they often underperform compared to deterministic neural networks. Utilizing mutual learning…

Machine Learning · Computer Science 2024-07-04 Cuong Pham , Cuong C. Nguyen , Trung Le , Dinh Phung , Gustavo Carneiro , Thanh-Toan Do

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…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

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

Spatial prediction problems often use Gaussian process models, which can be computationally burdensome in high dimensions. Specification of an appropriate covariance function for the model can be challenging when complex non-stationarities…

Methodology · Statistics 2024-09-13 Qi Wang , Paul A. Parker , Robert B. Lund