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Related papers: Singular Bayesian Neural Networks

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Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In…

Machine Learning · Computer Science 2021-07-16 Daniel T. Chang

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

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

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

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

Isotropic Gaussian priors are the de facto standard for modern Bayesian neural network inference. However, it is unclear whether these priors accurately reflect our true beliefs about the weight distributions or give optimal performance. To…

Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

Machine Learning · Computer Science 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…

Machine Learning · Computer Science 2022-09-30 Satya Borgohain , Klaus Ackermann , Ruben Loaiza-Maya

Deep learning's immense capabilities are often constrained by the complexity of its models, leading to an increasing demand for effective sparsification techniques. Bayesian sparsification for deep learning emerges as a crucial approach,…

Machine Learning · Statistics 2024-07-30 Dimitrije Marković , Karl J. Friston , Stefan J. Kiebel

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

We develop singular value shrinkage priors for the mean matrix parameters in the matrix-variate normal model with known covariance matrices. Our priors are superharmonic and put more weight on matrices with smaller singular values. They are…

Statistics Theory · Mathematics 2021-04-05 Takeru Matsuda , Fumiyasu Komaki

Minimising upper bounds on the population risk or the generalisation gap has been widely used in structural risk minimisation (SRM) -- this is in particular at the core of PAC-Bayesian learning. Despite its successes and unfailing surge of…

Machine Learning · Statistics 2023-10-30 Paul Viallard , Maxime Haddouche , Umut Şimşekli , Benjamin Guedj

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a…

Machine Learning · Statistics 2026-03-10 Alex Alberts , Ilias Bilionis

Bayesian Neural Networks (BNNs) are trained to optimize an entire distribution over their weights instead of a single set, having significant advantages in terms of, e.g., interpretability, multi-task learning, and calibration. Because of…

Machine Learning · Computer Science 2022-10-07 Jary Pomponi , Simone Scardapane , Aurelio Uncini

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…

Machine Learning · Computer Science 2015-11-10 Anoop Korattikara , Vivek Rathod , Kevin Murphy , Max Welling

Empirically, the PAC-Bayesian analysis is known to produce tight risk bounds for practical machine learning algorithms. However, in its naive form, it can only deal with stochastic predictors while such predictors are rarely used and…

Machine Learning · Statistics 2019-11-22 Kohei Miyaguchi

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal approximation theorem based on Barron-type…

Computational Finance · Quantitative Finance 2026-05-12 Christa Cuchiero , Eva Flonner , Kevin Kurt

We establish novel rates for the Gaussian approximation of random deep neural networks with Gaussian parameters (weights and biases) and Lipschitz activation functions, in the wide limit. Our bounds apply for the joint output of a network…

Statistics Theory · Mathematics 2023-12-20 Dario Trevisan

We consider a PAC-Bayes type learning rule for binary classification, balancing the training error of a randomized ''posterior'' predictor with its KL divergence to a pre-specified ''prior''. This can be seen as an extension of a modified…

Machine Learning · Statistics 2026-03-25 Xiaohan Zhu , Mesrob I. Ohannessian , Nathan Srebro

Neural networks (NN) have achieved state-of-the-art performance in various applications. Unfortunately in applications where training data is insufficient, they are often prone to overfitting. One effective way to alleviate this problem is…

Machine Learning · Computer Science 2016-11-03 Hao Wang , Xingjian Shi , Dit-Yan Yeung