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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

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

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

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

Markov Chain Monte Carlo (MCMC) algorithms do not scale well for large datasets leading to difficulties in Neural Network posterior sampling. In this paper, we propose Penalty Bayesian Neural Networks - PBNNs, as a new algorithm that allows…

Machine Learning · Statistics 2024-09-24 Eiji Kawasaki , Markus Holzmann , Lawrence Adu-Gyamfi

We introduce repriorisation, a data-dependent reparameterisation which transforms a Bayesian neural network (BNN) posterior to a distribution whose KL divergence to the BNN prior vanishes as layer widths grow. The repriorisation map acts…

Machine Learning · Statistics 2022-06-16 Jiri Hron , Roman Novak , Jeffrey Pennington , Jascha Sohl-Dickstein

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

The posterior over Bayesian neural network (BNN) parameters is extremely high-dimensional and non-convex. For computational reasons, researchers approximate this posterior using inexpensive mini-batch methods such as mean-field variational…

Machine Learning · Computer Science 2021-04-30 Pavel Izmailov , Sharad Vikram , Matthew D. Hoffman , Andrew Gordon Wilson

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

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

Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means,…

Machine Learning · Computer Science 2026-05-01 David J. Schodt , Ryan Brown , Michael Merritt , Samuel Park , Delsin Menolascino , Mark A. Peot

Bayesian neural networks (BNNs) provide a formalism to quantify and calibrate uncertainty in deep learning. Current inference approaches for BNNs often resort to few-sample estimation for scalability, which can harm predictive performance,…

Machine Learning · Computer Science 2024-02-14 Zhe Zeng , Guy Van den Broeck

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…

Image and Video Processing · Electrical Eng. & Systems 2022-09-28 Matteo Ferrante , Tommaso Boccato , Nicola Toschi

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

In multimedia forensics, learning-based methods provide state-of-the-art performance in determining origin and authenticity of images and videos. However, most existing methods are challenged by out-of-distribution data, i.e., with…

Machine Learning · Computer Science 2020-07-29 Anatol Maier , Benedikt Lorch , Christian Riess

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

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

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 optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…

Machine Learning · Computer Science 2024-05-09 Yucen Lily Li , Tim G. J. Rudner , Andrew Gordon Wilson
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