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Traditional neural networks are simple to train but they typically produce overconfident predictions. In contrast, Bayesian neural networks provide good uncertainty quantification but optimizing them is time consuming due to the large…

Machine Learning · Computer Science 2024-11-07 Yadi Wei , Roni Khardon

While Bayesian neural networks (BNNs) hold the promise of being flexible, well-calibrated statistical models, inference often requires approximations whose consequences are poorly understood. We study the quality of common variational…

Machine Learning · Statistics 2020-10-26 Andrew Y. K. Foong , David R. Burt , Yingzhen Li , Richard E. Turner

There is significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware neural networks (NNs), based on learning…

Machine Learning · Computer Science 2022-02-25 Nis Meinert , Alexander Lavin

The use of ensembles of neural networks (NNs) for the quantification of predictive uncertainty is widespread. However, the current justification is intuitive rather than analytical. This work proposes one minor modification to the normal…

Machine Learning · Statistics 2018-07-03 Tim Pearce , Nicolas Anastassacos , Mohamed Zaki , Andy Neely

Artificial neural networks are functions depending on a finite number of parameters typically encoded as weights and biases. The identification of the parameters of the network from finite samples of input-output pairs is often referred to…

Machine Learning · Computer Science 2022-11-10 Massimo Fornasier , Timo Klock , Marco Mondelli , Michael Rauchensteiner

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

Deep Neural Networks (DNNs) achieve state-of-the-art performance on numerous applications. However, it is difficult to tell beforehand if a DNN receiving an input will deliver the correct output since their decision criteria are usually…

Machine Learning · Computer Science 2021-09-07 Julia Lust , Alexandru Paul Condurache

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

We explain how effective automatic probability density function estimates can be constructed using contemporary Bayesian inference engines such as those based on no-U-turn sampling and expectation propagation. Extensive simulation studies…

Machine Learning · Statistics 2021-09-28 M. P. Wand , J. C. F. Yu

It is typically understood that the training of modern neural networks is a process of fitting the probability distribution of desired output. However, recent paradoxical observations in a number of language generation tasks let one wonder…

Machine Learning · Computer Science 2023-05-31 Huang Bojun , Fei Yuan

Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into…

Machine Learning · Statistics 2017-11-15 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters…

Machine Learning · Statistics 2019-04-01 Stephan Rasp , Sebastian Lerch

Neural networks are used extensively in classification problems in particle physics research. Since the training of neural networks can be viewed as a problem of inference, Bayesian learning of neural networks can provide more optimal and…

Data Analysis, Statistics and Probability · Physics 2007-07-09 Michael Pogwizd , Laura Jane Elgass , Pushpalatha C. Bhat

One of the distinguishing characteristics of modern deep learning systems is that they typically employ neural network architectures that utilize enormous numbers of parameters, often in the millions and sometimes even in the billions.…

Machine Learning · Statistics 2021-11-15 Ben Adlam , Jake Levinson , Jeffrey Pennington

Deep learning has been the engine powering many successes of data science. However, the deep neural network (DNN), as the basic model of deep learning, is often excessively over-parameterized, causing many difficulties in training,…

Machine Learning · Statistics 2021-03-09 Yan Sun , Qifan Song , Faming Liang

Intuitively, one would expect accuracy of a trained neural network's prediction on test samples to correlate with how densely the samples are surrounded by seen training samples in representation space. We find that a bound on empirical…

Machine Learning · Computer Science 2022-07-29 Xu Ji , Razvan Pascanu , Devon Hjelm , Balaji Lakshminarayanan , Andrea Vedaldi

We introduce a probabilistic robustness measure for Bayesian Neural Networks (BNNs), defined as the probability that, given a test point, there exists a point within a bounded set such that the BNN prediction differs between the two. Such a…

Machine Learning · Computer Science 2019-03-06 Luca Cardelli , Marta Kwiatkowska , Luca Laurenti , Nicola Paoletti , Andrea Patane , Matthew Wicker

The usual figure of merit characterizing the performance of neural networks applied to problems in the quantum domain is their accuracy, being the probability of a correct answer on a previously unseen input. Here we append this parameter…

Quantum Physics · Physics 2022-12-29 Jan Wasilewski , Tomasz Paterek , Karol Horodecki

Neural networks have been successfully used for classification tasks in a rapidly growing number of practical applications. Despite their popularity and widespread use, there are still many aspects of training and classification that are…

Machine Learning · Computer Science 2016-05-03 Ewout van den Berg