Related papers: Augmenting Neural Networks with Priors on Function…

As machine learning systems get widely adopted for high-stake decisions, quantifying uncertainty over predictions becomes crucial. While modern neural networks are making remarkable gains in terms of predictive accuracy, characterizing…

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…

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Domains where supervised models are deployed often come with task-specific constraints, such as prior expert knowledge on the ground-truth function, or desiderata like safety and fairness. We introduce a novel probabilistic framework for…

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…

Convolutional neural networks (CNNs) have been established as the main workhorse in image data processing; nonetheless, they require large amounts of data to train, often produce overconfident predictions, and frequently lack the ability to…

We introduce a class of neural networks derived from probabilistic models in the form of Bayesian belief networks. By imposing additional assumptions about the nature of the probabilistic models represented in the belief networks, we derive…

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…

Macroeconomic data is characterized by a limited number of observations (small T), many time series (big K) but also by featuring temporal dependence. Neural networks, by contrast, are designed for datasets with millions of observations and…

Bayesian neural networks (BNNs) are making significant progress in many research areas where decision-making needs to be accompanied by uncertainty estimation. Being able to quantify uncertainty while making decisions is essential for…

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural…

The recent literature on deep learning offers new tools to learn a rich probability distribution over high dimensional data such as images or sounds. In this work we investigate the possibility of learning the prior distribution over neural…

While Bayesian neural networks (BNNs) have drawn increasing attention, their posterior inference remains challenging, due to the high-dimensional and over-parameterized nature. To address this issue, several highly flexible and scalable…

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Feedforward neural networks (FNNs) can be viewed as non-linear regression models, where covariates enter the model through a combination of weighted summations and non-linear functions. Although these models have some similarities to the…

The remarkable performance of overparameterized deep neural networks (DNNs) must arise from an interplay between network architecture, training algorithms, and structure in the data. To disentangle these three components, we apply a…

Understanding real-world dynamical phenomena remains a challenging task. Across various scientific disciplines, machine learning has advanced as the go-to technology to analyze nonlinear dynamical systems, identify patterns in big data, and…

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Bayesian neural networks (BNNs) have developed into useful tools for probabilistic modelling due to recent advances in variational inference enabling large scale BNNs. However, BNNs remain brittle and hard to train, especially: (1) when…