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Bayesian neural networks (BNNs) combine the expressive power of deep learning with the advantages of Bayesian formalism. In recent years, the analysis of wide, deep BNNs has provided theoretical insight into their priors and posteriors.…

Machine Learning · Computer Science 2022-02-24 Beau Coker , Wessel P. Bruinsma , David R. Burt , Weiwei Pan , Finale Doshi-Velez

Quantifying uncertainty in neural networks is a highly relevant problem which is essential to many applications. The two predominant paradigms to tackle this task are Bayesian neural networks (BNNs) and deep ensembles. Despite some…

Machine Learning · Computer Science 2025-01-31 Gabriel Loaiza-Ganem , Valentin Villecroze , Yixin Wang

Despite its long history, Bayesian neural networks (BNNs) and variational training remain underused in practice: standard Gaussian posteriors misalign with network geometry, KL terms can be brittle in high dimensions, and implementations…

Machine Learning · Computer Science 2025-09-09 Carlos Stein Brito

interpretable, and well understood models that are routinely employed even though, as is revealed through prior and posterior predictive checks, these can poorly characterise the spatial heterogeneity in the underlying process of interest.…

Machine Learning · Statistics 2024-04-08 Andrew Zammit-Mangion , Michael D. Kaminski , Ba-Hien Tran , Maurizio Filippone , Noel Cressie

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

In recent years, neural networks (NNs) have become increasingly popular for surrogate modeling tasks in mechanics and materials modeling applications. While traditional NNs are deterministic functions that rely solely on data to learn the…

Machine Learning · Statistics 2025-01-03 Javad Ghorbanian , Nicholas Casaprima , Audrey Olivier

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

The distribution of the weights of modern deep neural networks (DNNs) - crucial for uncertainty quantification and robustness - is an eminently complex object due to its extremely high dimensionality. This paper proposes one of the first…

Machine Learning · Statistics 2023-10-13 Olivier Laurent , Emanuel Aldea , Gianni Franchi

The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and…

Machine Learning · Statistics 2022-04-26 Ba-Hien Tran , Simone Rossi , Dimitrios Milios , Maurizio Filippone

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and…

Machine Learning · Statistics 2020-10-22 Eric Nalisnick , Jonathan Gordon , José Miguel Hernández-Lobato

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

In this work, we propose a novel prior learning method for advancing generalization and uncertainty estimation in deep neural networks. The key idea is to exploit scalable and structured posteriors of neural networks as informative priors…

Machine Learning · Computer Science 2026-03-31 Dominik Schnaus , Jongseok Lee , Daniel Cremers , Rudolph Triebel

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs…

Machine Learning · Computer Science 2024-08-14 Samuel Müller , Noah Hollmann , Sebastian Pineda Arango , Josif Grabocka , Frank Hutter

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Bayesian neural networks (BNN) promise to combine the predictive performance of neural networks with principled uncertainty modeling important for safety-critical systems and decision making. However, posterior uncertainty estimates depend…

Machine Learning · Computer Science 2025-06-06 Tristan Cinquin , Robert Bamler

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

Bayesian Neural Networks (BNNs) have become one of the promising approaches for uncertainty estimation due to the solid theorical foundations. However, the performance of BNNs is affected by the ability of catching uncertainty. Instead of…

Machine Learning · Computer Science 2024-04-15 Shiyu Shen , Bin Pan , Tianyang Shi , Tao Li , Zhenwei Shi

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