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In this work we explore a straightforward variational Bayes scheme for Recurrent Neural Networks. Firstly, we show that a simple adaptation of truncated backpropagation through time can yield good quality uncertainty estimates and superior…

Machine Learning · Computer Science 2019-05-13 Meire Fortunato , Charles Blundell , Oriol Vinyals

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

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

Neural networks (NN) have achieved state-of-the-art performance in various applications. Unfortunately in applications where training data is insufficient, they are often prone to overfitting. One effective way to alleviate this problem is…

Machine Learning · Computer Science 2016-11-03 Hao Wang , Xingjian Shi , Dit-Yan Yeung

In conducting non-linear dimensionality reduction and feature learning, it is common to suppose that the data lie near a lower-dimensional manifold. A class of model-based approaches for such problems includes latent variables in an unknown…

Machine Learning · Statistics 2020-08-20 Deborshee Sen , Theodore Papamarkou , David Dunson

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

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

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) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This…

Machine Learning · Computer Science 2023-04-14 Yunshi Huang , Emilie Chouzenoux , Victor Elvira , Jean-Christophe Pesquet

Artificial neural networks (ANNs) are highly flexible predictive models. However, reliably quantifying uncertainty for their predictions is a continuing challenge. There has been much recent work on "recalibration" of predictive…

Methodology · Statistics 2024-03-12 R. Torres , D. J. Nott , S. A. Sisson , T. Rodrigues , J. G. Reis , G. S. Rodrigues

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

Methods based on Deep Learning have recently been applied on astrophysical parameter recovery thanks to their ability to capture information from complex data. One of these methods is the approximate Bayesian Neural Networks (BNNs) which…

Instrumentation and Methods for Astrophysics · Physics 2023-06-21 Héctor J. Hortúa , Luz Ángela García , Leonardo Castañeda C

The task of quantifying the inherent uncertainty associated with neural network predictions is a key challenge in artificial intelligence. Bayesian neural networks (BNNs) and deep ensembles are among the most prominent approaches to tackle…

Machine Learning · Computer Science 2025-05-23 Valentin Villecroze , Yixin Wang , Gabriel Loaiza-Ganem

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

Neural Networks (NNs) have provided state-of-the-art results for many challenging machine learning tasks such as detection, regression and classification across the domains of computer vision, speech recognition and natural language…

Machine Learning · Statistics 2026-04-21 Ethan Goan , Clinton Fookes

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

Bayesian Neural Networks (BNNs) offer probability distributions for model parameters, enabling uncertainty quantification in predictions. However, they often underperform compared to deterministic neural networks. Utilizing mutual learning…

Machine Learning · Computer Science 2024-07-04 Cuong Pham , Cuong C. Nguyen , Trung Le , Dinh Phung , Gustavo Carneiro , Thanh-Toan Do