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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

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia

Quantifying uncertainty in neural networks is a highly relevant problem which is essential to many applications. The two predominant paradigms to tackle this task are Bayesian neural networks (BNNs) and deep ensembles. Despite some…

Machine Learning · Computer Science 2025-01-31 Gabriel Loaiza-Ganem , Valentin Villecroze , Yixin Wang

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

Predictive uncertainty quantification is crucial for reliable decision-making in various applied domains. Bayesian neural networks offer a powerful framework for this task. However, defining meaningful priors and ensuring computational…

Machine Learning · Computer Science 2024-04-30 Yijia Liu , Xiao Wang

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

Bayesian Last Layers (BLLs) provide a convenient and computationally efficient way to estimate uncertainty in neural networks. However, they underestimate epistemic uncertainty because they apply a Bayesian treatment only to the final…

Artificial neural networks (ANNs) are powerful machine learning methods used in many modern applications such as facial recognition, machine translation, and cancer diagnostics. A common issue with ANNs is that they usually have millions or…

Machine Learning · Statistics 2023-05-08 Lars Skaaret-Lund , Geir Storvik , Aliaksandr Hubin

We present new Bayesian Last Layer neural network models in the setting of multivariate regression under heteroscedastic noise, and propose EM algorithms for parameter learning. Bayesian modeling of a neural network's final layer has the…

Machine Learning · Statistics 2026-02-02 Han Wang , Eiji Kawasaki , Guillaume Damblin , Geoffrey Daniel

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

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

Bayesian Last Layer (BLL) models focus solely on uncertainty in the output layer of neural networks, demonstrating comparable performance to more complex Bayesian models. However, the use of Gaussian priors for last layer weights in…

Machine Learning · Computer Science 2024-08-08 Jian Xu , Zhiqi Lin , Shigui Li , Min Chen , Junmei Yang , Delu Zeng , John Paisley

We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…

Machine Learning · Computer Science 2024-11-20 Richard Kurle , Alexej Klushyn , Ralf Herbrich

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 utilize probabilistic layers that capture uncertainty over weights and activations, and are trained using Bayesian inference. Since these probabilistic layers are designed to be drop-in replacement of their…

Machine Learning · Computer Science 2021-06-28 Daniel T. Chang

Bayesian Neural Networks (BNNs) provide a probabilistic interpretation for deep learning models by imposing a prior distribution over model parameters and inferring a posterior distribution based on observed data. The model sampled from the…

Machine Learning · Computer Science 2023-11-15 Van-Anh Nguyen , Tung-Long Vuong , Hoang Phan , Thanh-Toan Do , Dinh Phung , Trung Le

Bayesian Neural Networks with Latent Variables (BNN+LVs) capture predictive uncertainty by explicitly modeling model uncertainty (via priors on network weights) and environmental stochasticity (via a latent input noise variable). In this…

Machine Learning · Computer Science 2022-09-19 Yaniv Yacoby , Weiwei Pan , Finale Doshi-Velez

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz
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