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Deterministic Variational Inference for Robust Bayesian Neural Networks

ICLR 2019 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Approximate inference in Bayesian neural networks · 59 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace Monte Carlo gradient estimates with deterministic moment propagationBayesian neural networks · UCI regression datasetstest log-likelihood: Boston: -2.46±0.02 -> -2.41±0.02; Concrete: -3.07±0.01 -> -3.06±0.01; Energy: -1.03±0.04 -> -1.01±0.06; Kin8nm: 1.14±0.0Mixed
restrict propagated activation covariance to diagonal entries (ablation)DVI · UCI regression datasetstest log-likelihood: Boston: -2.41±0.02 -> -2.42±0.02; Concrete: -3.06±0.01 -> -3.07±0.02; Energy: -1.01±0.06 -> -1.06±0.06; Kin8nm: 1.13±0.0Mixed
use a heteroscedastic rather than homoscedastic regression model (ablation)DVI · UCI regression datasetstest log-likelihood: Boston: -2.58±0.04 -> -2.41±0.02; Concrete: -3.23±0.01 -> -3.06±0.01; Energy: -2.09±0.06 -> -1.01±0.06; Kin8nm: 1.01±0.0Helped
use data-adaptive empirical Bayes prior variances rather than one manually tuned shared variance (ablation)DVI · UCI regression datasetstest log-likelihoodHelped

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