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Bayesian neural networks (BNNs) treat neural network weights as random variables, which aim to provide posterior uncertainty estimates and avoid overfitting by performing inference on the posterior weights. However, the selection of…

Machine Learning · Computer Science 2025-05-27 Tsai Hor Chan , Dora Yan Zhang , Guosheng Yin , Lequan Yu

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

We propose Dirichlet Process Mixture (DPM) models for prediction and cluster-wise variable selection, based on two choices of shrinkage baseline prior distributions for the linear regression coefficients, namely the Horseshoe prior and…

Methodology · Statistics 2021-02-26 Dawei Ding , George Karabatsos

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

Bayesian neural networks have shown great promise in many applications where calibrated uncertainty estimates are crucial and can often also lead to a higher predictive performance. However, it remains challenging to choose a good prior…

Machine Learning · Statistics 2021-05-17 Vincent Fortuin , Adrià Garriga-Alonso , Mark van der Wilk , Laurence Aitchison

Penalized regression methods, such as $L_1$ regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under sparsity assumptions. In the Bayesian paradigm, sparsity is…

Statistics Theory · Mathematics 2012-12-27 Anirban Bhattacharya , Debdeep Pati , Natesh S. Pillai , David B. Dunson

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

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…

Deep Bayesian neural networks (BNNs) are a powerful tool, though computationally demanding, to perform parameter estimation while jointly estimating uncertainty around predictions. BNNs are typically implemented using arbitrary…

Machine Learning · Computer Science 2020-05-12 Daniele Silvestro , Tobias Andermann

Bayesian neural networks (BNNs) can account for both aleatoric and epistemic uncertainty. However, in BNNs the priors are often specified over the weights which rarely reflects true prior knowledge in large and complex neural network…

Machine Learning · Computer Science 2023-01-25 Vishnu Raj , Tianyu Cui , Markus Heinonen , Pekka Marttinen

Bayesian approaches for training deep neural networks (BNNs) have received significant interest and have been effectively utilized in a wide range of applications. There have been several studies on the properties of posterior…

Machine Learning · Statistics 2024-03-22 Insung Kong , Yongdai Kim

The distribution of the weights of modern deep neural networks (DNNs) - crucial for uncertainty quantification and robustness - is an eminently complex object due to its extremely high dimensionality. This paper proposes one of the first…

Machine Learning · Statistics 2023-10-13 Olivier Laurent , Emanuel Aldea , Gianni Franchi

Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…

Methodology · Statistics 2024-11-14 Santiago Marin , Bronwyn Loong , Anton H. Westveld

Bayesian neural networks (BNNs) demonstrate promising success in improving the robustness and uncertainty quantification of modern deep learning. However, they generally struggle with underfitting at scale and parameter efficiency. On the…

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

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

Neural networks have achieved remarkable performance across various problem domains, but their widespread applicability is hindered by inherent limitations such as overconfidence in predictions, lack of interpretability, and vulnerability…

Machine Learning · Statistics 2023-09-29 Julyan Arbel , Konstantinos Pitas , Mariia Vladimirova , Vincent Fortuin

Penalized regression methods, such as $L_1$ regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under sparsity assumptions. In the Bayesian paradigm, sparsity is…

Statistics Theory · Mathematics 2014-01-22 Anirban Bhattacharya , Debdeep Pati , Natesh S. Pillai , David B. Dunson

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 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
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