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Training Bayesian Neural Networks with Sparse Subspace Variational Inference

ICLR 2024 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Approximate inference in Bayesian neural networks · 2 citations (OpenAlex)

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Proposes SSVI, a fully sparse Bayesian neural network training framework that alternates variational updates within a constant-sparsity random subspace with removal-and-addition of subspace indices guided by weight-distribution SNR criteria.

Problem

Bayesian neural networks are costly to train and infer; existing sparse BNNs either sparsify gradually during training or prune after dense training, so training costs remain high.

Approach

Confine the variational posterior to a sparse axis-aligned subspace of fixed size from the start, and alternately optimize the variational parameters and the subspace via removal (SNR of |theta| under a Gaussian posterior) and gradient-based addition, so sparsity stays constant throughout training.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Train with 90% sparsity using SSVI instead of a dense BNNResNet-18 · CIFAR-10accuracy: 95.13 -> 94.58Hurt
Train with 95% sparsity using SSVI instead of a dense BNNResNet-18 · CIFAR-10Training FLOPs: 1x($1.1\times10^{17}$) -> 0.05xHelped
Train with 90% sparsity using SSVI instead of a dense BNNResNet-18 · CIFAR-100accuracy: 78.20 -> 75.81Hurt
Train with 95% sparsity using SSVI instead of a dense BNNResNet-18 · CIFAR-100Training FLOPs: 1x($1.2\times10^{17}$) -> 0.05xHelped
Use SSVI instead of mBNNResNet-18 · CIFAR-10accuracy: 93.14 -> 93.74Helped
Use SSVI instead of mBNNResNet-18 · CIFAR-100accuracy: 73.42 -> 75.81Helped
Use SSVI instead of mBNNResNet-18 · CIFAR-10 train → CIFAR-100 testAUROC: 0.84 -> 0.86Helped
Use SSVI instead of mBNNResNet-18 · CIFAR-10 train → SVHN testAUROC: 0.89 -> 0.93Helped
Use SNR of absolute weights for removal instead of the other tested removal criteria (ablation)SSVI · CIFAR-100accuracyHelped
Use one-step Monte Carlo for addition rather than multi-step Monte Carlo (ablation)SSVI · CIFAR-100accuracyNo clear effect
Initialize newly active variances with the mean of the remaining non-zero σ values rather than a small value (ablation)SSVI · CIFAR-100accuracyMixed
Increase the initialization mean of σ⁰ from 0.001 to 0.01 (ablation)VI · CIFAR-100accuracy: 0.001 -> 0.01Hurt

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR-10 CIFAR-100 SVHN CIFAR-10-C CIFAR-100-C

Benchmarks: CIFAR-10 CIFAR-100 SVHN CIFAR-10-C CIFAR-100-C

Metrics: accuracy loss expected calibration error training FLOPs AUROC AUPR

Baselines: VD SBP AEB mBNN RigL Dense BNN (VI)

Builds on: mean-field variational inference RigL local reparameterization trick mBNN

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