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Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

Stochastic variational inference (SVI) plays a key role in Bayesian deep learning. Recently various divergences have been proposed to design the surrogate loss for variational inference. We present a simple upper bound of the evidence as…

Machine Learning · Computer Science 2019-12-03 Chunlin Ji , Haige Shen

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of…

Statistics Theory · Mathematics 2024-02-27 Han Cheng Lie , T. J. Sullivan , Aretha Teckentrup

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

Computation · Statistics 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…

Machine Learning · Statistics 2026-02-10 Tommy Rochussen , Vincent Fortuin

Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input…

Machine Learning · Computer Science 2018-08-17 Mark van der Wilk , Matthias Bauer , ST John , James Hensman

Convolutional neural networks (CNNs) work well on large datasets. But labelled data is hard to collect, and in some applications larger amounts of data are not available. The problem then is how to use CNNs with small data -- as CNNs…

Machine Learning · Statistics 2016-01-19 Yarin Gal , Zoubin Ghahramani

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

We propose a variational Bayesian (VB) procedure for high-dimensional linear model inferences with heavy tail shrinkage priors, such as student-t prior. Theoretically, we establish the consistency of the proposed VB method and prove that…

Machine Learning · Statistics 2020-10-27 Jincheng Bai , Qifan Song , Guang Cheng

Machine unlearning refers to the task of removing a subset of training data, thereby removing its contributions to a trained model. Approximate unlearning are one class of methods for this task which avoid the need to retrain the model from…

Machine Learning · Computer Science 2022-09-14 Ambrish Rawat , James Requeima , Wessel Bruinsma , Richard Turner

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 recent years, the transformer has established itself as a workhorse in many applications ranging from natural language processing to reinforcement learning. Similarly, Bayesian deep learning has become the gold-standard for uncertainty…

Machine Learning · Computer Science 2021-10-18 Tristan Cinquin , Alexander Immer , Max Horn , Vincent Fortuin

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Agents that interact with other agents often do not know a priori what the other agents' strategies are, but have to maximise their own online return while interacting with and learning about others. The optimal adaptive behaviour under…

Machine Learning · Computer Science 2022-04-19 Luisa Zintgraf , Sam Devlin , Kamil Ciosek , Shimon Whiteson , Katja Hofmann

Developing efficient solutions for inference problems in intelligent sensor networks is crucial for the next generation of location, tracking, and mapping services. This paper develops a scalable distributed probabilistic inference…

Machine Learning · Computer Science 2023-10-24 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

In this work, we aim to establish a Bayesian adaptive learning framework by focusing on estimating latent variables in deep neural network (DNN) models. Latent variables indeed encode both transferable distributional information and…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-26 Hu Hu , Sabato Marco Siniscalchi , Chin-Hui Lee

Amortized inference allows latent-variable models trained via variational learning to scale to large datasets. The quality of approximate inference is determined by two factors: a) the capacity of the variational distribution to match the…

Machine Learning · Computer Science 2018-05-29 Chris Cremer , Xuechen Li , David Duvenaud

Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…

Machine Learning · Computer Science 2021-02-08 Minyoung Kim , Vladimir Pavlovic