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Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes

Efficient Variational Inference for Sparse Deep Learning with Theoretical Guarantee

NeurIPS 2020 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Variational Bayesian deep learning · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use spike-and-slab sparse variational BNN instead of dense VBNNSimulation I dense teacher · Simulation I dense teacherSparsity(%): 100 ± 0.00 -> 6.45 ± 0.83Helped
Use spike-and-slab sparse variational BNN instead of dense VBNNSimulation I dense teacher · Simulation I dense teacherTest RMSE: 1.00 ± 0.00 -> 1.01 ± 0.00No clear effect
Use spike-and-slab sparse variational BNN instead of AGPSimulation I sparse teacher · Simulation I sparse teacherTest RMSE: 1.02 ± 0.00 -> 1.00 ± 0.01Helped
Use spike-and-slab sparse variational BNN instead of VBNNSimulation I sparse teacher · Simulation I sparse teacherFPR(%): 100 ± 0.00 -> 0.00 ± 0.00Helped
Use spike-and-slab sparse variational BNN instead of VBNNSimulation I sparse teacher · Simulation I sparse teacher95% Coverage (%): 90.7 ± 8.15 -> 96.4 ± 4.73Helped
Use spike-and-slab sparse variational BNN instead of VDSimulation II sparse nonlinear function · Simulation II sparse nonlinear functionTest RMSE: 1.43 ± 0.19 -> 1.21 ± 0.05Helped
Use spike-and-slab sparse variational BNN instead of VBNNSimulation II sparse nonlinear function · Simulation II sparse nonlinear functionTest RMSE: 1.99 ± 0.49 -> 1.21 ± 0.05Helped
Use spike-and-slab sparse variational BNN instead of VDSimulation II sparse nonlinear function · Simulation II sparse nonlinear functionFPR(%): 98.6 ± 1.22 -> 0.00 ± 0.21Helped
Increase the prior inclusion probability λ (ablation)SVBNN · Simulation I sparse teacherTraining RMSEHelped
Increase λ away from the suggested λopt (ablation)SVBNN · Simulation I sparse teacherTest RMSEMixed
Decrease λ below the suggested λopt (ablation)SVBNN · Simulation I sparse teacherTest RMSEHurt
Replace inverse-CDF reparameterization with Gumbel-softmax approximation (ablation)SVBNN · Simple model comparisonResultsNo clear effect

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