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Variational inference enables approximate posterior inference of the highly over-parameterized neural networks that are popular in modern machine learning. Unfortunately, such posteriors are known to exhibit various pathological behaviors.…

Machine Learning · Computer Science 2021-06-15 Beau Coker , Weiwei Pan , Finale Doshi-Velez

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

Despite its long history, Bayesian neural networks (BNNs) and variational training remain underused in practice: standard Gaussian posteriors misalign with network geometry, KL terms can be brittle in high dimensions, and implementations…

Machine Learning · Computer Science 2025-09-09 Carlos Stein Brito

While Bayesian neural networks (BNNs) hold the promise of being flexible, well-calibrated statistical models, inference often requires approximations whose consequences are poorly understood. We study the quality of common variational…

Machine Learning · Statistics 2020-10-26 Andrew Y. K. Foong , David R. Burt , Yingzhen Li , Richard E. Turner

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

Bayesian approaches for training deep neural networks (BNNs) have received significant interest and have been effectively utilized in a wide range of applications. There have been several studies on the properties of posterior…

Machine Learning · Statistics 2024-03-22 Insung Kong , Yongdai Kim

Convolutional neural networks (CNNs) work well on large datasets. But labelled data is hard to collect, and in some applications larger amounts of data are not available. The problem then is how to use CNNs with small data -- as CNNs…

Machine Learning · Statistics 2016-01-19 Yarin Gal , Zoubin Ghahramani

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

Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity…

Machine Learning · Computer Science 2021-12-07 Pavel Izmailov , Patrick Nicholson , Sanae Lotfi , Andrew Gordon Wilson

Characterizing how neural network depth, width, and dataset size jointly impact model quality is a central problem in deep learning theory. We give here a complete solution in the special case of linear networks with output dimension one…

Machine Learning · Statistics 2023-05-16 Boris Hanin , Alexander Zlokapa

Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

Machine Learning · Computer Science 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

The posterior over Bayesian neural network (BNN) parameters is extremely high-dimensional and non-convex. For computational reasons, researchers approximate this posterior using inexpensive mini-batch methods such as mean-field variational…

Machine Learning · Computer Science 2021-04-30 Pavel Izmailov , Sharad Vikram , Matthew D. Hoffman , Andrew Gordon Wilson

Neural networks have achieved remarkable performance across various problem domains, but their widespread applicability is hindered by inherent limitations such as overconfidence in predictions, lack of interpretability, and vulnerability…

Machine Learning · Statistics 2023-09-29 Julyan Arbel , Konstantinos Pitas , Mariia Vladimirova , Vincent Fortuin

The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…

Disordered Systems and Neural Networks · Physics 2023-08-01 Chi-Ken Lu

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

The question whether inputs are valid for the problem a neural network is trying to solve has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNNs) are well suited for this task,…

Machine Learning · Computer Science 2022-02-22 Francesco D'Angelo , Christian Henning

Variational Bayesian posterior inference often requires simplifying approximations such as mean-field parametrisation to ensure tractability. However, prior work has associated the variational mean-field approximation for Bayesian neural…

Machine Learning · Computer Science 2022-10-07 Richard Kurle , Ralf Herbrich , Tim Januschowski , Yuyang Wang , Jan Gasthaus

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational…

Machine Learning · Computer Science 2019-03-15 Shengyang Sun , Guodong Zhang , Jiaxin Shi , Roger Grosse

The need to avoid confident predictions on unfamiliar data has sparked interest in out-of-distribution (OOD) detection. It is widely assumed that Bayesian neural networks (BNN) are well suited for this task, as the endowed epistemic…

Machine Learning · Computer Science 2021-07-27 Christian Henning , Francesco D'Angelo , Benjamin F. Grewe
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