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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 have achieved remarkable performance in various application domains. Nevertheless, a large number of weights in pre-trained deep neural networks prohibit them from being deployed on smartphones and embedded systems. It is…

Machine Learning · Computer Science 2023-07-19 Shibo Yao , Dantong Yu , Ioannis Koutis

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

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

High-dimensional feature selection arises in many areas of modern science. For example, in genomic research we want to find the genes that can be used to separate tissues of different classes (e.g. cancer and normal) from tens of thousands…

Computation · Statistics 2018-07-20 Longhai Li , Weixin Yao

The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly…

Machine Learning · Statistics 2015-10-27 Xiangyu Wang , Fangjian Guo , Katherine A. Heller , David B. Dunson

Spatial whole-brain Bayesian modeling of task-related functional magnetic resonance imaging (fMRI) is a great computational challenge. Most of the currently proposed methods therefore do inference in subregions of the brain separately or do…

Computation · Statistics 2017-01-03 Per Sidén , Anders Eklund , David Bolin , Mattias Villani

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

We propose a novel algorithm for combined unit and layer pruning of deep neural networks that functions during training and without requiring a pre-trained network to apply. Our algorithm optimally trades-off learning accuracy and pruning…

Machine Learning · Computer Science 2025-07-17 Valentin Frank Ingmar Guenter , Athanasios Sideris

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 a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

We present new Bayesian Last Layer neural network models in the setting of multivariate regression under heteroscedastic noise, and propose EM algorithms for parameter learning. Bayesian modeling of a neural network's final layer has the…

Machine Learning · Statistics 2026-02-02 Han Wang , Eiji Kawasaki , Guillaume Damblin , Geoffrey Daniel

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Data point selection (DPS) is becoming a critical topic in deep learning due to the ease of acquiring uncurated training data compared to the difficulty of obtaining curated or processed data. Existing approaches to DPS are predominantly…

Machine Learning · Computer Science 2024-11-07 Xinnuo Xu , Minyoung Kim , Royson Lee , Brais Martinez , Timothy Hospedales

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malago

Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains…

Machine Learning · Computer Science 2020-02-25 Setareh Ariafar , Zelda Mariet , Ehsan Elhamifar , Dana Brooks , Jennifer Dy , Jasper Snoek

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We propose a novel algorithm for quantizing continuous latent representations in trained models. Our approach applies to deep probabilistic models, such as variational autoencoders (VAEs), and enables both data and model compression. Unlike…

Image and Video Processing · Electrical Eng. & Systems 2020-09-09 Yibo Yang , Robert Bamler , Stephan Mandt

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