Related papers: Information Geometry of Variational Bayes
Variational Bayes (VB), also known as independent mean-field approximation, has become a popular method for Bayesian network inference in recent years. Its application is vast, e.g. in neural network, compressed sensing, clustering, etc. to…
Variational Bayes (VB) is a critical method in machine learning and statistics, underpinning the recent success of Bayesian deep learning. The natural gradient is an essential component of efficient VB estimation, but it is prohibitively…
We study the natural gradient method for learning in deep Bayesian networks, including neural networks. There are two natural geometries associated with such learning systems consisting of visible and hidden units. One geometry is related…
Bayesian inference plays an important role in advancing machine learning, but faces computational challenges when applied to complex models such as deep neural networks. Variational inference circumvents these challenges by formulating…
Information geometry describes a framework where probability densities can be viewed as differential geometry structures. This approach has shown that the geometry in the space of probability distributions that are parameterized by their…
We introduce a deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last…
Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…
We propose a novel approach to sequential Bayesian inference based on variational Bayes (VB). The key insight is that, in the online setting, we do not need to add the KL term to regularize to the prior (which comes from the posterior at…
The Bayesian learning rule is a natural-gradient variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms. Unfortunately, when variational…
Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…
Restricted Boltzmann machines (RBMs) with low-precision synapses are much appealing with high energy efficiency. However, training RBMs with binary synapses is challenging due to the discrete nature of synapses. Recently Huang proposed one…
We show that many machine-learning algorithms are specific instances of a single algorithm called the \emph{Bayesian learning rule}. The rule, derived from Bayesian principles, yields a wide-range of algorithms from fields such as…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…
The Bayesian Learning Rule provides a framework for generic algorithm design but can be difficult to use for three reasons. First, it requires a specific parameterization of exponential family. Second, it uses gradients which can be…
The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…
Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…
The last decade witnessed a growing interest in Bayesian learning. Yet, the technicality of the topic and the multitude of ingredients involved therein, besides the complexity of turning theory into practical implementations, limit the use…
Inference capabilities of machine learning (ML) systems skyrocketed in recent years, now playing a pivotal role in various aspect of society. The goal in statistical learning is to use data to obtain simple algorithms for predicting a…
Bayesian reinforcement learning (BRL) offers a decision-theoretic solution for reinforcement learning. While "model-based" BRL algorithms have focused either on maintaining a posterior distribution on models or value functions and combining…
We propose a Bayesian neural network-based continual learning algorithm using Variational Inference, aiming to overcome several drawbacks of existing methods. Specifically, in continual learning scenarios, storing network parameters at each…