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Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…

Machine Learning · Statistics 2019-05-15 Hugh Salimbeni , Vincent Dutordoir , James Hensman , Marc Peter Deisenroth

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Numerical Analysis · Mathematics 2025-02-11 Daniela Calvetti , Erkki Somersalo

A key property of neural networks driving their success is their ability to learn features from data. Understanding feature learning from a theoretical viewpoint is an emerging field with many open questions. In this work we capture…

Disordered Systems and Neural Networks · Physics 2024-05-20 Kirsten Fischer , Javed Lindner , David Dahmen , Zohar Ringel , Michael Krämer , Moritz Helias

It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian…

Recent years have witnessed an increasing interest in the correspondence between infinitely wide networks and Gaussian processes. Despite the effectiveness and elegance of the current neural network Gaussian process theory, to the best of…

Machine Learning · Computer Science 2022-07-06 Shao-Qun Zhang , Fei Wang , Feng-Lei Fan

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

Deep neural networks can obtain impressive performance on various tasks under the assumption that their training domain is identical to their target domain. Performance can drop dramatically when this assumption does not hold. One…

Machine Learning · Computer Science 2024-10-10 Gaël Gendron , Michael Witbrock , Gillian Dobbie

Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

Statistics Theory · Mathematics 2021-04-16 François Monard , Richard Nickl , Gabriel P. Paternain

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

Infinitely wide or deep neural networks (NNs) with independent and identically distributed (i.i.d.) parameters have been shown to be equivalent to Gaussian processes. Because of the favorable properties of Gaussian processes, this…

Machine Learning · Computer Science 2026-03-24 Steven Adams , Andrea Patanè , Morteza Lahijanian , Luca Laurenti

We propose practical deep Gaussian process models on Riemannian manifolds, similar in spirit to residual neural networks. With manifold-to-manifold hidden layers and an arbitrary last layer, they can model manifold- and scalar-valued…

Machine Learning · Statistics 2025-03-03 Kacper Wyrwal , Andreas Krause , Viacheslav Borovitskiy

Bayesian inference on structured models typically relies on the ability to infer posterior distributions of underlying hidden variables. However, inference in implicit models or complex posterior distributions is hard. A popular tool for…

Machine Learning · Statistics 2016-12-16 Theofanis Karaletsos

Gaussian multiplicative noise is commonly used as a stochastic regularisation technique in training of deterministic neural networks. A recent paper reinterpreted the technique as a specific algorithm for approximate inference in Bayesian…

Machine Learning · Statistics 2017-11-09 Jiri Hron , Alexander G. de G. Matthews , Zoubin Ghahramani

Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In…

Machine Learning · Computer Science 2021-07-16 Daniel T. Chang

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

We introduce semiparametric Bayesian networks that combine parametric and nonparametric conditional probability distributions. Their aim is to incorporate the advantages of both components: the bounded complexity of parametric models and…

Machine Learning · Computer Science 2021-09-08 David Atienza , Concha Bielza , Pedro Larrañaga

To better understand the theoretical behavior of large neural networks, several works have analyzed the case where a network's width tends to infinity. In this regime, the effect of random initialization and the process of training a neural…

Machine Learning · Computer Science 2022-01-14 Florian Juengermann , Maxime Laasri , Marius Merkle

This article studies the infinite-width limit of deep feedforward neural networks whose weights are dependent, and modelled via a mixture of Gaussian distributions. Each hidden node of the network is assigned a nonnegative random variable…

Machine Learning · Statistics 2025-02-06 Hoil Lee , Fadhel Ayed , Paul Jung , Juho Lee , Hongseok Yang , François Caron