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Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to…

Machine Learning · Computer Science 2019-03-27 Guofei Pang , Liu Yang , George Em Karniadakis

As Deep Learning continues to yield successful applications in Computer Vision, the ability to quantify all forms of uncertainty is a paramount requirement for its safe and reliable deployment in the real-world. In this work, we leverage…

Computer Vision and Pattern Recognition · Computer Science 2020-03-26 Eduardo D C Carvalho , Ronald Clark , Andrea Nicastro , Paul H J Kelly

Bayesian neural network models (BNN) have re-surged in recent years due to the advancement of scalable computations and its utility in solving complex prediction problems in a wide variety of applications. Despite the popularity and…

Machine Learning · Statistics 2020-11-20 Shrijita Bhattacharya , Zihuan Liu , Tapabrata Maiti

We investigate iterated compositions of weighted sums of Gaussian kernels and provide an interpretation of the construction that shows some similarities with the architectures of deep neural networks. On the theoretical side, we show that…

Machine Learning · Statistics 2016-12-05 Ingo Steinwart , Philipp Thomann , Nico Schmid

There is a previously identified equivalence between wide fully connected neural networks (FCNs) and Gaussian processes (GPs). This equivalence enables, for instance, test set predictions that would have resulted from a fully Bayesian,…

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

As a generalization of the work in [Lee et al., 2017], this note briefly discusses when the prior of a neural network output follows a Gaussian process, and how a neural-network-induced Gaussian process is formulated. The posterior mean…

Machine Learning · Computer Science 2021-07-27 Mengwu Guo

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

We rigorously analyse fully-trained neural networks of arbitrary depth in the Bayesian optimal setting in the so-called proportional scaling regime where the number of training samples and width of the input and all inner layers diverge…

Statistics Theory · Mathematics 2025-05-07 Francesco Camilli , Daria Tieplova , Eleonora Bergamin , Jean Barbier

We study Bayesian hypernetworks: a framework for approximate Bayesian inference in neural networks. A Bayesian hypernetwork $\h$ is a neural network which learns to transform a simple noise distribution, $p(\vec\epsilon) = \N(\vec 0,\mat…

Machine Learning · Statistics 2018-04-26 David Krueger , Chin-Wei Huang , Riashat Islam , Ryan Turner , Alexandre Lacoste , Aaron Courville

Internal noise in deep networks is usually inherited from heuristics such as dropout, hard masking, or additive perturbation. We ask two questions: what correlation geometry should internal noise have, and is the implemented perturbation…

Machine Learning · Computer Science 2026-03-19 Ziran Liu

Kernels are efficient in representing nonlocal dependence and they are widely used to design operators between function spaces. Thus, learning kernels in operators from data is an inverse problem of general interest. Due to the nonlocal…

Machine Learning · Statistics 2024-10-21 Neil K. Chada , Quanjun Lang , Fei Lu , Xiong Wang

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

A neural architecture with randomly initialized weights, in the infinite width limit, is equivalent to a Gaussian Random Field whose covariance function is the so-called Neural Network Gaussian Process kernel (NNGP). We prove that a…

Machine Learning · Computer Science 2024-04-29 Rustem Takhanov

The determination of the physical parameters of gravitational wave events is a fundamental pillar in the analysis of the signals observed by the current ground-based interferometers. Typically, this is done using Bayesian inference…

General Relativity and Quantum Cosmology · Physics 2023-11-07 M. Andrés-Carcasona , M. Martinez , Ll. M. Mir

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

In Bayesian nonparametric models, Gaussian processes provide a popular prior choice for regression function estimation. Existing literature on the theoretical investigation of the resulting posterior distribution almost exclusively assume a…

Statistics Theory · Mathematics 2015-03-06 Debdeep Pati , Anirban Bhattacharya , Guang Cheng

Deep neural network (DNN) regression models are widely used in applications requiring state-of-the-art predictive accuracy. However, until recently there has been little work on accurate uncertainty quantification for predictions from such…

Methodology · Statistics 2020-09-07 Nadja Klein , David J. Nott , Michael Stanley Smith

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…