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Explaining how overparametrized neural networks simultaneously achieve low risk and zero empirical risk on benchmark datasets is an open problem. PAC-Bayes bounds optimized using variational inference (VI) have been recently proposed as a…

Machine Learning · Computer Science 2020-03-06 Konstantinos Pitas

To obtain uncertainty estimates with real-world Bayesian deep learning models, practical inference approximations are needed. Dropout variational inference (VI) for example has been used for machine vision and medical applications, but VI…

Machine Learning · Computer Science 2017-03-09 Yingzhen Li , Yarin Gal

We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…

Machine Learning · Statistics 2026-01-30 Dongyue Xie , Wanrong Zhu , Matthew Stephens

Weight space symmetries in neural network architectures, such as permutation symmetries in MLPs, give rise to Bayesian neural network (BNN) posteriors with many equivalent modes. This multimodality poses a challenge for variational…

Machine Learning · Computer Science 2024-08-13 Yoav Gelberg , Tycho F. A. van der Ouderaa , Mark van der Wilk , Yarin Gal

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Computation · Statistics 2026-01-07 Joshua J Bon , David J Warne , David J Nott , Christopher Drovandi

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

Traditional neural networks are simple to train but they typically produce overconfident predictions. In contrast, Bayesian neural networks provide good uncertainty quantification but optimizing them is time consuming due to the large…

Machine Learning · Computer Science 2024-11-07 Yadi Wei , Roni Khardon

Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…

Machine Learning · Computer Science 2021-11-17 Farzaneh Mahdisoltani

This paper studies the problem of approximately unlearning a Bayesian model from a small subset of the training data to be erased. We frame this problem as one of minimizing the Kullback-Leibler divergence between the approximate posterior…

Machine Learning · Computer Science 2020-10-27 Quoc Phong Nguyen , Bryan Kian Hsiang Low , Patrick Jaillet

For a Bayesian, the task to define the likelihood can be as perplexing as the task to define the prior. We focus on situations when the parameter of interest has been emancipated from the likelihood and is linked to data directly through a…

Computation · Statistics 2022-06-01 Lizhen Nie , Veronika Rockova

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

Machine Learning · Computer Science 2023-10-25 Ankush Ganguly , Sanjana Jain , Ukrit Watchareeruetai

Data augmentation is often used to incorporate inductive biases into models. Traditionally, these are hand-crafted and tuned with cross validation. The Bayesian paradigm for model selection provides a path towards end-to-end learning of…

Machine Learning · Statistics 2022-03-02 Pola Schwöbel , Martin Jørgensen , Sebastian W. Ober , Mark van der Wilk

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

Machine Learning · Statistics 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural networks. However, despite this algorithmic…

In this paper, we explore adaptive inference based on variational Bayes. Although several studies have been conducted to analyze the contraction properties of variational posteriors, there is still a lack of a general and computationally…

Statistics Theory · Mathematics 2024-03-12 Ilsang Ohn , Lizhen Lin

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…

Machine Learning · Statistics 2022-11-14 Sebastian Farquhar

The variational autoencoder (VAE) is a popular combination of deep latent variable model and accompanying variational learning technique. By using a neural inference network to approximate the model's posterior on latent variables, VAEs…

Machine Learning · Computer Science 2019-01-30 Junxian He , Daniel Spokoyny , Graham Neubig , Taylor Berg-Kirkpatrick

Modern deep learning models generalize remarkably well in-distribution, despite being overparametrized and trained with little to no explicit regularization. Instead, current theory credits implicit regularization imposed by the choice of…

Machine Learning · Computer Science 2026-03-17 Jonathan Wenger , Beau Coker , Juraj Marusic , John P. Cunningham

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

Machine Learning · Computer Science 2013-01-30 Hagai Attias