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We prove a large deviation principle for deep neural networks with Gaussian weights and at most linearly growing activation functions, such as ReLU. This generalises earlier work, in which bounded and continuous activation functions were…

Machine Learning · Statistics 2026-02-10 Quirin Vogel

We study large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. We derive a quenched large deviation principle, where we condition on an initial weight measure, and an…

Probability · Mathematics 2025-01-14 Christian Hirsch , Daniel Willhalm

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

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

Neural networks with wide layers have attracted significant attention due to their equivalence to Gaussian processes, enabling perfect fitting of training data while maintaining generalization performance, known as benign overfitting.…

Machine Learning · Computer Science 2023-10-18 Tianxiang Gao , Xiaokai Huo , Hailiang Liu , Hongyang Gao

Prior-data fitted networks (PFNs) have recently emerged as a powerful approach for Bayesian prediction tasks, approximating the posterior predictive distribution (PPD) through in-context learning. Despite their strong empirical performance…

Machine Learning · Statistics 2026-05-27 Gyeonghun Kang , Changwoo J. Lee , Xiang Cheng

We introduce Graph Neural Processes (GNP), inspired by the recent work in conditional and latent neural processes. A Graph Neural Process is defined as a Conditional Neural Process that operates on arbitrary graph data. It takes features of…

Machine Learning · Computer Science 2019-10-03 Andrew Carr , David Wingate

We show that the output of a (residual) convolutional neural network (CNN) with an appropriate prior over the weights and biases is a Gaussian process (GP) in the limit of infinitely many convolutional filters, extending similar results for…

Machine Learning · Statistics 2019-05-07 Adrià Garriga-Alonso , Carl Edward Rasmussen , Laurence Aitchison

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

Classical learning theory suggests that the optimal generalization performance of a machine learning model should occur at an intermediate model complexity, with simpler models exhibiting high bias and more complex models exhibiting high…

Machine Learning · Statistics 2020-11-09 Ben Adlam , Jeffrey Pennington

Deep Bayesian neural network has aroused a great attention in recent years since it combines the benefits of deep neural network and probability theory. Because of this, the network can make predictions and quantify the uncertainty of the…

Machine Learning · Computer Science 2019-03-25 Yikuan Li , Yajie Zhu

Recently, there has been an increasing interest in performing post-hoc uncertainty estimation about the predictions of pre-trained deep neural networks (DNNs). Given a pre-trained DNN via back-propagation, these methods enhance the original…

Machine Learning · Computer Science 2024-12-06 Luis A. Ortega , Simón Rodríguez-Santana , Daniel Hernández-Lobato

Neural bandits have been shown to provide an efficient solution to practical sequential decision tasks that have nonlinear reward functions. The main contributor to that success is approximate Bayesian inference, which enables neural…

Machine Learning · Computer Science 2022-10-11 Michal Lisicki , Arash Afkanpour , Graham W. Taylor

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Methodology · Statistics 2022-05-13 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin , Bonsoo Koo

Bayesian network classifiers provide a feasible solution to tabular data classification, with a number of merits like high time and memory efficiency, and great explainability. However, due to the parameter explosion and data sparsity…

Machine Learning · Computer Science 2025-08-18 Huan Zhang , Daokun Zhang , Kexin Meng , Geoffrey I. Webb

An important characteristic of neural networks is their ability to learn representations of the input data with effective features for prediction, which is believed to be a key factor to their superior empirical performance. To better…

Machine Learning · Computer Science 2022-06-06 Zhenmei Shi , Junyi Wei , Yingyu Liang

Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their…

Machine Learning · Computer Science 2020-10-27 Jeremiah Zhe Liu , Zi Lin , Shreyas Padhy , Dustin Tran , Tania Bedrax-Weiss , Balaji Lakshminarayanan

Learning the structure of Bayesian networks from data is known to be a computationally challenging, NP-hard problem. The literature has long investigated how to perform structure learning from data containing large numbers of variables,…

Computation · Statistics 2019-10-25 Marco Scutari , Claudia Vitolo , Allan Tucker

We study the sample complexity of Bayesian recovery for solving inverse problems with general prior, forward operator and noise distributions. We consider posterior sampling according to an approximate prior $\mathcal{P}$, and establish…

Machine Learning · Computer Science 2025-12-02 Ben Adcock , Nick Huang

Overparameterised deep neural networks (DNNs) are highly expressive and so can, in principle, generate almost any function that fits a training dataset with zero error. The vast majority of these functions will perform poorly on unseen…

Machine Learning · Computer Science 2021-04-13 Chris Mingard , Guillermo Valle-Pérez , Joar Skalse , Ard A. Louis