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Learning under Model Misspecification: Applications to Variational and Ensemble methods

NeurIPS 2020 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Nonparametric and PAC-Bayes Bayesian learning · 29 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use second-order PAC² variational learning instead of standard variational inferenceBayesian neural networks · Fashion-MNIST and CIFAR-10 prediction taskstest NLLHelped
Use the tighter PAC²_T variance bound instead of the PAC² variance boundPAC² variational learning · Fashion-MNIST and CIFAR-10 prediction taskstest NLLHelped
Use second-order PAC² ensemble learning instead of a single-model ensemble based on a first-order boundEnsemble models · Fashion-MNIST and CIFAR-10 prediction taskstest NLLHelped
Use the tighter PAC²_T variance bound instead of the PAC² variance boundPAC² ensemble learning · Fashion-MNIST and CIFAR-10 prediction taskstest NLLHelped
Use a variational approach rather than the MAP modelVariational methods · CIFAR-10 classificationtest NLLNo clear effect
Use an ensemble variational family represented by mixtures of point masses rather than a standard mean-field variational familyVariational methods · Fashion-MNIST and CIFAR-10 prediction taskstest NLLHelped
Include a diversity variance term in the ensemble objectivePAC² ensemble learning · Generalization under model misspecificationgeneralization riskHelped
Remove the diversity variance term from the ensemble objective (ablation)First-order PAC-Bayes ensemble learning · Ensemble model averaginggeneralization riskHurt

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