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We develop unbiased implicit variational inference (UIVI), a method that expands the applicability of variational inference by defining an expressive variational family. UIVI considers an implicit variational distribution obtained in a…

Machine Learning · Statistics 2019-02-07 Michalis K. Titsias , Francisco J. R. Ruiz

Neural network based data-driven operator learning schemes have shown tremendous potential in computational mechanics. DeepONet is one such neural network architecture which has gained widespread appreciation owing to its excellent…

Machine Learning · Statistics 2022-06-14 Shailesh Garg , Souvik Chakraborty

This paper studies the problem of approximately unlearning a Bayesian model from a small subset of the training data to be erased. We frame this problem as one of minimizing the Kullback-Leibler divergence between the approximate posterior…

Machine Learning · Computer Science 2020-10-27 Quoc Phong Nguyen , Bryan Kian Hsiang Low , Patrick Jaillet

Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…

Machine Learning · Statistics 2017-06-15 John Ingraham , Debora Marks

Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

To obtain uncertainty estimates with real-world Bayesian deep learning models, practical inference approximations are needed. Dropout variational inference (VI) for example has been used for machine vision and medical applications, but VI…

Machine Learning · Computer Science 2017-03-09 Yingzhen Li , Yarin Gal

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural VAR representation of the parameter…

Econometrics · Economics 2023-07-03 Mauro Bernardi , Daniele Bianchi , Nicolas Bianco

This paper presents a new variational inference framework for image restoration and a convolutional neural network (CNN) structure that can solve the restoration problems described by the proposed framework. Earlier CNN-based image…

Image and Video Processing · Electrical Eng. & Systems 2022-07-20 Jae Woong Soh , Nam Ik Cho

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

Machine Learning · Statistics 2024-06-11 Tom Huix , Anna Korba , Alain Durmus , Eric Moulines

Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a…

Machine Learning · Statistics 2017-12-05 Mohammad Emtiyaz Khan , Zuozhu Liu , Voot Tangkaratt , Yarin Gal

A number of popular transfer learning methods rely on grid search to select regularization hyperparameters that control over-fitting. This grid search requirement has several key disadvantages: the search is computationally expensive,…

Machine Learning · Computer Science 2025-01-28 Ethan Harvey , Mikhail Petrov , Michael C. Hughes

Highly expressive directed latent variable models, such as sigmoid belief networks, are difficult to train on large datasets because exact inference in them is intractable and none of the approximate inference methods that have been applied…

Machine Learning · Computer Science 2016-06-06 Andriy Mnih , Karol Gregor

Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…

Machine Learning · Computer Science 2022-12-01 Philipp Wagner , Xinyang Wu , Marco F. Huber

Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…

Machine Learning · Computer Science 2018-03-08 Francesco Locatello , Rajiv Khanna , Joydeep Ghosh , Gunnar Rätsch

Bayesian neural networks (BNNs) have become a principal approach to alleviate overconfident predictions in deep learning, but they often suffer from scaling issues due to a large number of distribution parameters. In this paper, we discover…

Machine Learning · Computer Science 2021-12-14 Shiye Lei , Zhuozhuo Tu , Leszek Rutkowski , Feng Zhou , Li Shen , Fengxiang He , Dacheng Tao

Variational inference (VI) is a cornerstone of modern Bayesian learning, enabling approximate inference in complex models. However, its formulation depends on expectations and divergences defined through high-dimensional integrals, often…

Machine Learning · Statistics 2026-05-21 Jasraj Singh , Shelvia Wongso , Jeremie Houssineau , Badr-Eddine Chérief-Abdellatif

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference…

Machine Learning · Statistics 2026-03-31 Jinlin Lai , Antonio Linero , Yuling Yao

In this paper, we develop the notion of evidence lower bound difference (ELBD), based on which an efficient score algorithm is presented to implement feature selection on latent variables of VAE and its variants. Further, we propose weak…

Machine Learning · Statistics 2022-10-11 Yiran Dong , Chuanhou Gao

This work considers variational Bayesian inference as an inexpensive and scalable alternative to a fully Bayesian approach in the context of sparsity-promoting priors. In particular, the priors considered arise from scale mixtures of Normal…

Computation · Statistics 2022-11-01 Kody J. H. Law , Vitaly Zankin