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Variational inference (VI) is a specific type of approximate Bayesian inference that approximates an intractable posterior distribution with a tractable one. VI casts the inference problem as an optimization problem, more specifically, the…

Machine Learning · Computer Science 2022-12-20 Felix Leibfried

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…

Machine Learning · Computer Science 2024-02-20 Junbo Li , Zichen Miao , Qiang Qiu , Ruqi Zhang

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

Noisy-OR Bayesian Networks (BNs) are a family of probabilistic graphical models which express rich statistical dependencies in binary data. Variational inference (VI) has been the main method proposed to learn noisy-OR BNs with complex…

Machine Learning · Computer Science 2023-02-02 Antoine Dedieu , Guangyao Zhou , Dileep George , Miguel Lazaro-Gredilla

We carry out an information-theoretical analysis of a two-layer neural network trained from input-output pairs generated by a teacher network with matching architecture, in overparametrized regimes. Our results come in the form of bounds…

Machine Learning · Computer Science 2023-07-13 Francesco Camilli , Daria Tieplova , Jean Barbier

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

A recent line of work has shown that an overparametrized neural network can perfectly fit the training data, an otherwise often intractable nonconvex optimization problem. For (fully-connected) shallow networks, in the best case scenario,…

Machine Learning · Computer Science 2019-10-30 Armin Eftekhari , ChaeHwan Song , Volkan Cevher

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…

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch

Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of…

Machine Learning · Computer Science 2025-02-12 Hrittik Roy , Marco Miani , Carl Henrik Ek , Philipp Hennig , Marvin Pförtner , Lukas Tatzel , Søren Hauberg

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

Recent works demonstrated the existence of a double-descent phenomenon for the generalization error of neural networks, where highly overparameterized models escape overfitting and achieve good test performance, at odds with the standard…

Machine Learning · Computer Science 2024-04-02 Elizaveta Demyanenko , Christoph Feinauer , Enrico M. Malatesta , Luca Saglietti

Graphical models are powerful tools for modeling high-dimensional data, but learning graphical models in the presence of latent variables is well-known to be difficult. In this work we give new results for learning Restricted Boltzmann…

Machine Learning · Computer Science 2020-07-28 Surbhi Goel , Adam Klivans , Frederic Koehler

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

We propose a Bayesian neural network-based continual learning algorithm using Variational Inference, aiming to overcome several drawbacks of existing methods. Specifically, in continual learning scenarios, storing network parameters at each…

Machine Learning · Computer Science 2024-11-22 Sanchar Palit , Biplab Banerjee , Subhasis Chaudhuri

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 deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last…

Machine Learning · Computer Science 2024-04-18 James Harrison , John Willes , Jasper Snoek

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

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

Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…

Machine Learning · Computer Science 2019-06-25 Jiayu Yao , Weiwei Pan , Soumya Ghosh , Finale Doshi-Velez