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Nonlinear system identification is important with a wide range of applications. The typical approaches for nonlinear system identification include Volterra series models, nonlinear autoregressive with exogenous inputs models,…

Systems and Control · Electrical Eng. & Systems 2019-11-28 Hongpeng Zhou , Chahine Ibrahim , Wei Pan

Recurrent neural networks (RNNs) have shown promising performance for language modeling. However, traditional training of RNNs using back-propagation through time often suffers from overfitting. One reason for this is that stochastic…

Computation and Language · Computer Science 2017-04-25 Zhe Gan , Chunyuan Li , Changyou Chen , Yunchen Pu , Qinliang Su , Lawrence Carin

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

While Bayesian neural networks (BNNs) have drawn increasing attention, their posterior inference remains challenging, due to the high-dimensional and over-parameterized nature. To address this issue, several highly flexible and scalable…

Machine Learning · Statistics 2019-05-10 Ziyu Wang , Tongzheng Ren , Jun Zhu , Bo Zhang

Sparse Neural Networks (SNNs) have received voluminous attention predominantly due to growing computational and memory footprints of consistently exploding parameter count in large-scale models. Similar to their dense counterparts, recent…

Machine Learning · Computer Science 2023-03-06 Shiwei Liu , Tianlong Chen , Zhenyu Zhang , Xuxi Chen , Tianjin Huang , Ajay Jaiswal , Zhangyang Wang

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

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

Bayesian neural networks (BNNs) offer a natural probabilistic formulation for inference in deep learning models. Despite their popularity, their optimality has received limited attention through the lens of statistical decision theory. In…

Statistics Theory · Mathematics 2026-04-07 Daniel Andrew Coulson , Martin T. Wells

Bayesian Neural Networks (BNNs) offer a mathematically grounded framework to quantify the uncertainty of model predictions but come with a prohibitive computation cost for both training and inference. In this work, we show a novel network…

Machine Learning · Computer Science 2022-02-10 Duo Wang , Yiren Zhao , Ilia Shumailov , Robert Mullins

Uncertainty in biological neural systems appears to be computationally beneficial rather than detrimental. However, in neuromorphic computing systems, device variability often limits performance, including accuracy and efficiency. In this…

Neural and Evolutionary Computing · Computer Science 2026-02-10 Huannan Zheng , Jingli Liu , Kezhou Yang

The iterations of many first-order algorithms, when applied to minimizing common regularized regression functions, often resemble neural network layers with pre-specified weights. This observation has prompted the development of…

Machine Learning · Computer Science 2017-08-03 Hao He , Bo Xin , David Wipf

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

Modern neural network architectures have achieved remarkable accuracies but remain highly dependent on their training data, often lacking interpretability in their learned mappings. While effective on large datasets, they tend to overfit on…

Machine Learning · Computer Science 2025-03-19 Pavia Bera , Sanjukta Bhanja

High dimensional vector autoregressive (VAR) models require a large number of parameters to be estimated and may suffer of inferential problems. We propose a new Bayesian nonparametric (BNP) Lasso prior (BNP-Lasso) for high-dimensional VAR…

Economics · Quantitative Finance 2018-10-30 Monica Billio , Roberto Casarin , Luca Rossini

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

Overparameterized Neural Networks (NN) display state-of-the-art performance. However, there is a growing need for smaller, energy-efficient, neural networks tobe able to use machine learning applications on devices with limited…

Machine Learning · Statistics 2021-05-21 Soufiane Hayou , Jean-Francois Ton , Arnaud Doucet , Yee Whye Teh

Large neural networks trained on large datasets have become the dominant paradigm in machine learning. These systems rely on maximum likelihood point estimates of their parameters, precluding them from expressing model uncertainty. This may…

Machine Learning · Statistics 2024-05-01 Javier Antoran

We explore training Binary Neural Networks (BNNs) as a discrete variable inference problem over a factor graph. We study the behaviour of this conversion in an under-parameterized BNN setting and propose stochastic versions of Belief…

Machine Learning · Computer Science 2022-04-06 Amir Khoshaman , Giuseppe Castiglione , Christopher Srinivasa

Convolutional neural networks (CNNs) are reported to be overparametrized. The search for optimal (minimal) and sufficient architecture is an NP-hard problem as the hyperparameter space for possible network configurations is vast. Here, we…

Computer Vision and Pattern Recognition · Computer Science 2024-04-09 Tin Barisin , Illia Horenko