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Markov chain Monte Carlo (MCMC) methods have not been broadly adopted in Bayesian neural networks (BNNs). This paper initially reviews the main challenges in sampling from the parameter posterior of a neural network via MCMC. Such…

Machine Learning · Statistics 2021-10-05 Theodore Papamarkou , Jacob Hinkle , M. Todd Young , David Womble

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

As data size and computing power increase, the architectures of deep neural networks (DNNs) have been getting more complex and huge, and thus there is a growing need to simplify such complex and huge DNNs. In this paper, we propose a novel…

Machine Learning · Statistics 2023-05-24 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Yongdai Kim

Bayesian Neural Networks (BNNs) provide a promising framework for modeling predictive uncertainty and enhancing out-of-distribution robustness (OOD) by estimating the posterior distribution of network parameters. Stochastic Gradient Markov…

Machine Learning · Computer Science 2025-03-04 Hyunsu Kim , Giung Nam , Chulhee Yun , Hongseok Yang , Juho Lee

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

Bayesian neural networks (BNNs) are a principled approach to modeling predictive uncertainties in deep learning, which are important in safety-critical applications. Since exact Bayesian inference over the weights in a BNN is intractable,…

Machine Learning · Statistics 2024-01-02 Tim Z. Xiao , Weiyang Liu , Robert Bamler

Bayesian approaches for learning deep neural networks (BNN) have been received much attention and successfully applied to various applications. Particularly, BNNs have the merit of having better generalization ability as well as better…

Machine Learning · Statistics 2023-05-25 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Gyuseung Baek , Yongdai Kim

The posterior over Bayesian neural network (BNN) parameters is extremely high-dimensional and non-convex. For computational reasons, researchers approximate this posterior using inexpensive mini-batch methods such as mean-field variational…

Machine Learning · Computer Science 2021-04-30 Pavel Izmailov , Sharad Vikram , Matthew D. Hoffman , Andrew Gordon Wilson

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

Bayesian neural Networks (BNNs) are a promising method of obtaining statistical uncertainties for neural network predictions but with a higher computational overhead which can limit their practical usage. This work explores the use of high…

Machine Learning · Computer Science 2020-09-09 Himanshu Sharma , Elise Jennings

Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are…

Machine Learning · Computer Science 2023-12-27 Gianni Franchi , Olivier Laurent , Maxence Leguéry , Andrei Bursuc , Andrea Pilzer , Angela Yao

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

We introduce and characterise the performance of the Markov chain Monte Carlo (MCMC) inference method Prune Sampling for discrete and deterministic Bayesian networks (BNs). We developed a procedure to obtain the performance of a MCMC…

Computation · Statistics 2019-08-20 Frank Phillipson , Jurriaan Parie , Ron Weikamp

Model Compression has drawn much attention within the deep learning community recently. Compressing a dense neural network offers many advantages including lower computation cost, deployability to devices of limited storage and memories,…

Machine Learning · Computer Science 2024-11-04 Diptarka Saha , Zihe Liu , Feng Liang

Markov Chain Monte Carlo (MCMC) algorithms do not scale well for large datasets leading to difficulties in Neural Network posterior sampling. In this paper, we propose Penalty Bayesian Neural Networks - PBNNs, as a new algorithm that allows…

Machine Learning · Statistics 2024-09-24 Eiji Kawasaki , Markus Holzmann , Lawrence Adu-Gyamfi

We introduce repriorisation, a data-dependent reparameterisation which transforms a Bayesian neural network (BNN) posterior to a distribution whose KL divergence to the BNN prior vanishes as layer widths grow. The repriorisation map acts…

Machine Learning · Statistics 2022-06-16 Jiri Hron , Roman Novak , Jeffrey Pennington , Jascha Sohl-Dickstein

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Bayesian neural networks (BNNs) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This…

Machine Learning · Computer Science 2023-04-14 Yunshi Huang , Emilie Chouzenoux , Victor Elvira , Jean-Christophe Pesquet

In conducting non-linear dimensionality reduction and feature learning, it is common to suppose that the data lie near a lower-dimensional manifold. A class of model-based approaches for such problems includes latent variables in an unknown…

Machine Learning · Statistics 2020-08-20 Deborshee Sen , Theodore Papamarkou , David Dunson
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