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Bayesian neural networks utilize probabilistic layers that capture uncertainty over weights and activations, and are trained using Bayesian inference. Since these probabilistic layers are designed to be drop-in replacement of their…

机器学习 · 计算机科学 2021-06-28 Daniel T. Chang

Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity…

机器学习 · 计算机科学 2021-12-07 Pavel Izmailov , Patrick Nicholson , Sanae Lotfi , Andrew Gordon Wilson

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs…

机器学习 · 计算机科学 2024-08-14 Samuel Müller , Noah Hollmann , Sebastian Pineda Arango , Josif Grabocka , Frank Hutter

The Bayesian treatment of neural networks dictates that a prior distribution is specified over their weight and bias parameters. This poses a challenge because modern neural networks are characterized by a large number of parameters, and…

机器学习 · 统计学 2022-04-26 Ba-Hien Tran , Simone Rossi , Dimitrios Milios , Maurizio Filippone

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…

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…

机器学习 · 计算机科学 2022-09-30 Satya Borgohain , Klaus Ackermann , Ruben Loaiza-Maya

Frequentist robust variable selection has been extensively investigated in high-dimensional regression. Despite success, developing the corresponding statistical inference procedures remains a challenging task. Recently, tackling this…

统计方法学 · 统计学 2025-07-24 Kun Fan , Srijana Subedi , Vishmi Ridmika Dissanayake Pathiranage , Cen Wu

We develop a fully automatic Bayesian Lasso via variational inference. This is a scalable procedure for approximating the posterior distribution. Special attention is driven to the knot selection in regression spline. In order to carry…

统计方法学 · 统计学 2021-03-01 Larissa Alves , Ronaldo Dias , Helio S. Migon

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

机器学习 · 统计学 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Conventional Bayesian Neural Networks (BNNs) are unable to leverage unlabelled data to improve their predictions. To overcome this limitation, we introduce Self-Supervised Bayesian Neural Networks, which use unlabelled data to learn models…

机器学习 · 计算机科学 2024-09-02 Mrinank Sharma , Tom Rainforth , Yee Whye Teh , Vincent Fortuin

Bayesian optimization (BO) has become a popular strategy for global optimization of many expensive real-world functions. Contrary to a common belief that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Bayesian neural networks (BNNs) augment deep networks with uncertainty quantification by Bayesian treatment of the network weights. However, such models face the challenge of Bayesian inference in a high-dimensional and usually…

机器学习 · 计算机科学 2021-03-30 Zhijie Deng , Yucen Luo , Jun Zhu , Bo Zhang

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…

机器学习 · 计算机科学 2025-05-27 Tsai Hor Chan , Dora Yan Zhang , Guosheng Yin , Lequan Yu

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

机器学习 · 统计学 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

Modeling natural phenomena with artificial neural networks (ANNs) often provides highly accurate predictions. However, ANNs often suffer from over-parameterization, complicating interpretation and raising uncertainty issues. Bayesian neural…

机器学习 · 统计学 2025-03-14 Eirik Høyheim , Lars Skaaret-Lund , Solve Sæbø , Aliaksandr Hubin

Prior-data fitted networks (PFNs) have emerged as promising foundation models for prediction from tabular datasets, achieving state-of-the-art performance on small to moderate data sizes without tuning. While PFNs are motivated by Bayesian…

统计方法学 · 统计学 2026-05-11 Thomas Nagler , David Rügamer

One of the core facets of Bayesianism is in the updating of prior beliefs in light of new evidence$\text{ -- }$so how can we maintain a Bayesian approach if we have no prior beliefs in the first place? This is one of the central challenges…

机器学习 · 统计学 2026-02-10 Tommy Rochussen , Vincent Fortuin

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

机器学习 · 计算机科学 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

This paper proposes a sparse Bayesian treatment of deep neural networks (DNNs) for system identification. Although DNNs show impressive approximation ability in various fields, several challenges still exist for system identification…

系统与控制 · 电气工程与系统科学 2022-06-02 Hongpeng Zhou , Chahine Ibrahim , Wei Xing Zheng , Wei Pan

Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…

机器学习 · 统计学 2017-11-07 Christos Louizos , Karen Ullrich , Max Welling