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Variational Bayesian Pseudo-Coreset

ICLR 2025 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Approximate inference in Bayesian neural networks

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Proposes Variational Bayesian Pseudo-Coreset (VBPC), which uses last-layer variational inference with a Gaussian likelihood to get closed-form coreset posteriors, enabling memory-efficient bilevel training of pseudo-coresets and single-forward-pass Bayesian model averaging.

Problem

Bayesian pseudo-coresets for BNNs require expert trajectories, stop-gradient tricks that hurt performance, and SGMCMC sampling at inference, all of which are memory- and compute-heavy on large datasets.

Approach

Treat only the last layer as random and use natural-gradient VI with a Gaussian likelihood for the pseudo-coreset so the inner VI solution is closed-form; the outer dataset-VI loss uses a probit-style softmax approximation of expected log-likelihood, and a model pool plus low-rank (Woodbury/Weinstein-Aronszajn) computations cut memory from O(h^2) to O(n_hat^2).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use VBPC instead of the strongest listed BPC baselineBayesian model averaging on benchmark datasets, 1 ipc · MNISTACC: 93.4$\spm{0.1}$ -> 96.7$\spm{0.4}$Helped
Use VBPC instead of the strongest listed BPC baselineBayesian model averaging on benchmark datasets, 1 ipc · Fashion-MNISTNLL: 1.81$\spm{0.03}$ -> 0.47$\spm{0.03}$Helped
Use VBPC instead of the strongest listed BPC baselineBayesian model averaging on benchmark datasets, 1 ipc · CIFAR10ACC: 46.9$\spm{0.2}$ -> 55.1$\spm{0.3}$Helped
Use VBPC instead of the strongest listed BPC baselineBayesian model averaging on benchmark datasets, 1 ipc · CIFAR100NLL: 3.76$\spm{0.11}$ -> 2.47$\spm{0.04}$Helped
Use VBPC instead of the strongest listed BPC baselineBayesian model averaging on benchmark datasets, 1 ipc · Tiny-ImageNetACC: 10.1$\spm{0.7}$ -> 23.1$\spm{0.2}$Helped
Use VBPC instead of BPC-CDCIFAR10-C evaluation with Gaussian Blur corruption · CIFAR10-C, Gaussian BlurACC: 41.4$\spm{0.7}$ -> 59.3$\spm{0.9}$Helped
Use VBPC instead of BPC-CDCIFAR10 evaluation with Conv-NN architecture · CIFAR10, Conv-NNACC: 30.1$\spm{4.4}$ -> 58.4$\spm{0.8}$Helped
Use memory-efficient loss computation instead of naive training computation (ablation)VBPC training on CIFAR10 10 ipc · CIFAR10, 10 ipctraining memory: 542.9 -> 272.9 MBHelped
Use memory-efficient loss computation instead of naive training computation (ablation)VBPC training on CIFAR10 10 ipc · CIFAR10, 10 ipctraining time (sec/100 steps): 54.0 -> 9.9Helped
Compute BMA without explicitly forming the full covariance (ablation)VBPC inference on CIFAR10 10 ipc · CIFAR10, 10 ipcBMA memory: 542.9 -> 268.9 MBHelped

Surprising findings

Limitations

Experimental setup

Datasets: MNIST Fashion-MNIST CIFAR10 CIFAR100 Tiny-ImageNet CIFAR10-C

Benchmarks: MNIST Fashion-MNIST CIFAR10 CIFAR100 Tiny-ImageNet CIFAR10-C

Metrics: ACC NLL

Baselines: BPC-rKL BPC-fKL FBPC BPC-CD FRePo RCIG

Builds on: Bayesian Pseudo-Coreset FRePo Bayesian Learning Rule last-layer variational inference Function-space Bayesian Neural Network

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