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We develop variational Laplace for Bayesian neural networks (BNNs) which exploits a local approximation of the curvature of the likelihood to estimate the ELBO without the need for stochastic sampling of the neural-network weights. The…

Machine Learning · Statistics 2021-07-21 Ali Unlu , Laurence Aitchison

We develop variational Laplace for Bayesian neural networks (BNNs) which exploits a local approximation of the curvature of the likelihood to estimate the ELBO without the need for stochastic sampling of the neural-network weights. The…

Machine Learning · Statistics 2021-08-11 Ali Unlu , Laurence Aitchison

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural…

Machine Learning · Statistics 2025-03-14 Eirik Høyheim , Lars Skaaret-Lund , Solve Sæbø , Aliaksandr Hubin

Neural Networks (NNs) have been widely {used in supervised learning} due to their ability to model complex nonlinear patterns, often presented in high-dimensional data such as images and text. However, traditional NNs often lack the ability…

Artificial Intelligence · Computer Science 2022-10-18 Jiayu Huang , Yutian Pang , Yongming Liu , Hao Yan

In recent years, neural networks have revolutionized various domains, yet challenges such as hyperparameter tuning and overfitting remain significant hurdles. Bayesian neural networks offer a framework to address these challenges by…

Machine Learning · Computer Science 2025-12-16 Hayk Amirkhanian , Marco F. Huber

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

We describe a limitation in the expressiveness of the predictive uncertainty estimate given by mean-field variational inference (MFVI), a popular approximate inference method for Bayesian neural networks. In particular, MFVI fails to give…

Machine Learning · Statistics 2019-06-28 Andrew Y. K. Foong , Yingzhen Li , José Miguel Hernández-Lobato , Richard E. Turner

In this paper we leverage on probability over Riemannian manifolds to rethink the interpretation of priors and posteriors in Bayesian inference. The main mindshift is to move away from the idea that "a prior distribution establishes a…

Statistics Theory · Mathematics 2021-06-03 Jesus Cerquides

Bayesian neural networks (BNNs) offer a natural probabilistic formulation for inference in deep learning models. Despite their popularity, their optimality has received limited attention through the lens of statistical decision theory. In…

Statistics Theory · Mathematics 2026-04-07 Daniel Andrew Coulson , Martin T. Wells

Over the past years, there has been significant interest in understanding the implicit bias of gradient descent optimization and its connection to the generalization properties of overparametrized neural networks. Several works observed…

Optimization and Control · Mathematics 2025-03-11 Hung-Hsu Chou , Johannes Maly , Claudio Mayrink Verdun , Bernardo Freitas Paulo da Costa , Heudson Mirandola

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 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

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

Laplace approximations are popular techniques for endowing deep networks with epistemic uncertainty estimates as they can be applied without altering the predictions of the trained network, and they scale to large models and datasets. While…

Machine Learning · Computer Science 2024-11-01 Tristan Cinquin , Marvin Pförtner , Vincent Fortuin , Philipp Hennig , Robert Bamler

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

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 variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

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

The advances in variational inference are providing promising paths in Bayesian estimation problems. These advances make variational phylogenetic inference an alternative approach to Markov Chain Monte Carlo methods for approximating the…

Populations and Evolution · Quantitative Biology 2023-09-12 Amine M. Remita , Golrokh Vitae , Abdoulaye Baniré Diallo

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
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