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The cold posterior effect (CPE) (Wenzel et al., 2020) in Bayesian deep learning shows that, for posteriors with a temperature $T<1$, the resulting posterior predictive could have better performances than the Bayesian posterior ($T=1$). As…

Machine Learning · Statistics 2023-10-03 Yijie Zhang , Yi-Shan Wu , Luis A. Ortega , Andrés R. Masegosa

The "cold posterior effect" (CPE) in Bayesian deep learning describes the uncomforting observation that the predictive performance of Bayesian neural networks can be significantly improved if the Bayes posterior is artificially sharpened…

Machine Learning · Computer Science 2021-10-29 Lorenzo Noci , Kevin Roth , Gregor Bachmann , Sebastian Nowozin , Thomas Hofmann

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang

Recent work has observed that one can outperform exact inference in Bayesian neural networks by tuning the "temperature" of the posterior on a validation set (the "cold posterior" effect). To help interpret this phenomenon, we argue that…

Machine Learning · Statistics 2020-08-04 Ben Adlam , Jasper Snoek , Samuel L. Smith

Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…

Image and Video Processing · Electrical Eng. & Systems 2021-12-02 Max-Heinrich Laves , Malte Tölle , Alexander Schlaefer , Sandy Engelhardt

While Bayesian neural networks (BNNs) provide a sound and principled alternative to standard neural networks, an artificial sharpening of the posterior usually needs to be applied to reach comparable performance. This is in stark contrast…

Machine Learning · Computer Science 2023-07-19 Gregor Bachmann , Lorenzo Noci , Thomas Hofmann

We recapitulate the Bayesian formulation of neural network based classifiers and show that, while sampling from the posterior does indeed lead to better generalisation than is obtained by standard optimisation of the cost function, even…

Machine Learning · Statistics 2019-04-09 Robert J. N. Baldock , Nicola Marzari

To get Bayesian neural networks to perform comparably to standard neural networks it is usually necessary to artificially reduce uncertainty using a "tempered" or "cold" posterior. This is extremely concerning: if the prior is accurate,…

Machine Learning · Statistics 2021-04-28 Laurence Aitchison

Uncertainty quantification in reinforcement learning can greatly improve exploration and robustness. Approximate Bayesian approaches have recently been popularized to quantify uncertainty in model-free algorithms. However, so far the focus…

Machine Learning · Computer Science 2025-09-01 Pascal R. van der Vaart , Neil Yorke-Smith , Matthijs T. J. Spaan

During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural networks. However, despite this algorithmic…

The radio astronomy community is adopting deep learning techniques to deal with the huge data volumes expected from the next-generation of radio observatories. Bayesian neural networks (BNNs) provide a principled way to model uncertainty in…

Instrumentation and Methods for Astrophysics · Physics 2023-11-15 Devina Mohan , Anna Scaife

Accurate uncertainty quantification in graph neural networks (GNNs) is essential, especially in high-stakes domains where GNNs are frequently employed. Conformal prediction (CP) offers a promising framework for quantifying uncertainty by…

Machine Learning · Computer Science 2023-12-06 Seohyeon Cha , Honggu Kang , Joonhyuk Kang

Benchmark datasets used for image classification tend to have very low levels of label noise. When Bayesian neural networks are trained on these datasets, they often underfit, misrepresenting the aleatoric uncertainty of the data. A common…

Machine Learning · Computer Science 2024-03-05 Martin Marek , Brooks Paige , Pavel Izmailov

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

We propose a neural network approach to produce probabilistic weather forecasts from a deterministic numerical weather prediction. Our approach is applied to operational surface temperature outputs from the Global Deterministic Prediction…

Atmospheric and Oceanic Physics · Physics 2025-04-07 David Landry , Anastase Charantonis , Claire Monteleoni

We conduct a detailed investigation of tempered posteriors and uncover a number of crucial and previously undiscussed points. Contrary to previous results, we first show that for realistic models and datasets and the tightly controlled case…

Machine Learning · Computer Science 2023-09-12 Konstantinos Pitas , Julyan Arbel

Thermal preferences vary from person to person and may change over time. The main objective of this paper is to sequentially pose intelligent queries to occupants in order to optimally learn the indoor air temperature values which maximize…

Machine Learning · Computer Science 2019-04-02 Nimish Awalgaonkar , Ilias Bilionis , Xiaoqi Liu , Panagiota Karava , Athanasios Tzempelikos

The statistical evidence (or marginal likelihood) is a key quantity in Bayesian statistics, allowing one to assess the probability of the data given the model under investigation. This paper focuses on refining the power posterior approach…

Computation · Statistics 2013-06-14 Nial Friel , Merrilee Hurn , Jason Wyse

Bayesian decision theory advocates the Bayes classifier as the optimal approach for minimizing the risk in machine learning problems. Current deep learning algorithms usually solve for the optimal classifier by \emph{implicitly} estimating…

Machine Learning · Computer Science 2025-07-01 Chaoqun Du , Yulin Wang , Shiji Song , Gao Huang

We present a simple method to obtain optimal posterior distributions and improve the quality of Bayesian inference with reduced human and computational effort. Bayes' Theorem is reformulated in the language of statistical mechanics, wherein…

Methodology · Statistics 2026-04-28 Alfred C. K. Farris
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