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Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

Machine Learning · Computer Science 2024-04-15 Jiayi Huang , Sangwoo Park , Osvaldo Simeone

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

It is now widely accepted that knowledge can be acquired from networks by clustering their vertices according to connection profiles. Many methods have been proposed and in this paper we concentrate on the Stochastic Block Model (SBM). The…

Applications · Statistics 2010-07-27 Pierre Latouche , Etienne Birmele , Christophe Ambroise

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

The Linearized Laplace Approximation (LLA) has been recently used to perform uncertainty estimation on the predictions of pre-trained deep neural networks (DNNs). However, its widespread application is hindered by significant computational…

Machine Learning · Statistics 2024-05-24 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to…

Machine Learning · Statistics 2018-11-30 Luigi Acerbi

This paper introduces and evaluates a novel training method for neural networks: Dual Variable Learning Rates (DVLR). Building on insights from behavioral psychology, the dual learning rates are used to emphasize correct and incorrect…

Machine Learning · Computer Science 2021-02-11 Elizabeth Liner , Risto Miikkulainen

We show how to treat systematic uncertainties using Bayesian deep networks for regression. First, we analyze how these networks separately trace statistical and systematic uncertainties on the momenta of boosted top quarks forming fat jets.…

High Energy Physics - Phenomenology · Physics 2020-12-23 Gregor Kasieczka , Michel Luchmann , Florian Otterpohl , Tilman Plehn

Variational inference has been widely used in machine learning literature to fit various Bayesian models. In network analysis, this method has been successfully applied to solve the community detection problems. Although these results are…

Machine Learning · Statistics 2024-05-22 Xuezhen Li , Can M. Le

With the strengths of both deep learning and kernel methods like Gaussian Processes (GPs), Deep Kernel Learning (DKL) has gained considerable attention in recent years. From the computational perspective, however, DKL becomes challenging…

Machine Learning · Computer Science 2025-02-18 Wenyuan Zhao , Haoyuan Chen , Tie Liu , Rui Tuo , Chao Tian

We propose a novel approach to sequential Bayesian inference based on variational Bayes (VB). The key insight is that, in the online setting, we do not need to add the KL term to regularize to the prior (which comes from the posterior at…

Machine Learning · Statistics 2024-11-01 Matt Jones , Peter Chang , Kevin Murphy

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

Machine Learning · Computer Science 2023-02-23 Tristan Cinquin , Tammo Rukat , Philipp Schmidt , Martin Wistuba , Artur Bekasov

Federated learning makes it possible to train a machine learning model on decentralized data. Bayesian networks are probabilistic graphical models that have been widely used in artificial intelligence applications. Their popularity stems…

Machine Learning · Computer Science 2024-05-22 Florian van Daalen , Lianne Ippel , Andre Dekker , Inigo Bermejo

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

We introduce a novel one-parameter variational objective that lower bounds the data evidence and enables the estimation of approximate fractional posteriors. We extend this framework to hierarchical construction and Bayes posteriors,…

Machine Learning · Computer Science 2026-03-31 Kian Ming A. Chai , Edwin V. Bonilla

Bayesian deep learning (BDL) is a promising approach to achieve well-calibrated predictions on distribution-shifted data. Nevertheless, there exists no large-scale survey that evaluates recent SOTA methods on diverse, realistic, and…

Machine Learning · Computer Science 2023-10-26 Florian Seligmann , Philipp Becker , Michael Volpp , Gerhard Neumann

High dimensional data reduction techniques are provided by using partial least squares within deep learning. Our framework provides a nonlinear extension of PLS together with a disciplined approach to feature selection and architecture…

Methodology · Statistics 2021-06-29 Nicholas Polson , Vadim Sokolov , Jianeng Xu

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

We describe Bayesian Layers, a module designed for fast experimentation with neural network uncertainty. It extends neural network libraries with drop-in replacements for common layers. This enables composition via a unified abstraction…

Machine Learning · Computer Science 2019-03-07 Dustin Tran , Michael W. Dusenberry , Mark van der Wilk , Danijar Hafner