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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

Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…

Machine Learning · Computer Science 2025-02-11 Emanuel Sommer , Jakob Robnik , Giorgi Nozadze , Uros Seljak , David Rügamer

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

Convolutional neural networks (CNNs) provide flexible function approximations for a wide variety of applications when the input variables are in the form of images or spatial data. Although CNNs often outperform traditional statistical…

Methodology · Statistics 2024-05-24 Yeseul Jeon , Won Chang , Seonghyun Jeong , Sanghoon Han , Jaewoo Park

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

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

Bayesian neural networks (BNN) can estimate the uncertainty in predictions, as opposed to non-Bayesian neural networks (NNs). However, BNNs have been far less widely used than non-Bayesian NNs in practice since they need iterative NN…

Machine Learning · Computer Science 2022-02-15 Namuk Park , Taekyu Lee , Songkuk Kim

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

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

Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also…

Machine Learning · Computer Science 2012-06-18 Max Welling , Yee Whye Teh , Hilbert Kappen

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…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

Bayesian neural networks (BNNs) promise improved generalization under covariate shift by providing principled probabilistic representations of epistemic uncertainty. However, weight-based BNNs often struggle with high computational…

Machine Learning · Statistics 2022-06-13 Trung Trinh , Markus Heinonen , Luigi Acerbi , Samuel Kaski

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Machine Learning · Statistics 2020-07-17 Avinava Dubey , Michael Minyi Zhang , Eric P. Xing , Sinead A. Williamson

Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…

Machine Learning · Computer Science 2022-12-01 Philipp Wagner , Xinyang Wu , Marco F. Huber

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

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…

Machine Learning · Computer Science 2025-01-14 Ratneel Deo , Scott Sisson , Jody M. Webster , Rohitash Chandra

Bayesian neural networks (BNNs) augment deep networks with uncertainty quantification by Bayesian treatment of the network weights. However, such models face the challenge of Bayesian inference in a high-dimensional and usually…

Machine Learning · Computer Science 2021-03-30 Zhijie Deng , Yucen Luo , Jun Zhu , Bo Zhang

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Deep Neural Networks (DNNs) have achieved state-of-the-art accuracy performance in many tasks. However, recent works have pointed out that the outputs provided by these models are not well-calibrated, seriously limiting their use in…

Machine Learning · Computer Science 2020-07-16 Juan Maroñas , Roberto Paredes , Daniel Ramos

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
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