Multiplicative Normalizing Flows for Variational Bayesian Neural Networks
We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient and straightforward to improve the approximation by employing normalizing flows while still allowing for local reparametrizations and a tractable lower bound. In experiments we show that with this new approximation we can significantly improve upon classical mean field for Bayesian neural networks on both predictive accuracy as well as predictive uncertainty.
Code (7)
Similar Papers 제목 키워드 기반
Randomized Value Functions via Multiplicative Normalizing Flows
Randomized value functions offer a promising approach towards the challenge of efficient exploration in complex environments with high dimensional state and action spaces. Unlike traditional point estimate methods, rando…
Efficient ExplorationThompson SamplingConvolutional Normalizing Flows
Bayesian posterior inference is prevalent in various machine learning problems. Variational inference provides one way to approximate the posterior distribution, however its expressive power is limited and so is the accu…
Variational InferenceAmortized variational transdimensional inference
The expressiveness of flow-based models combined with stochastic variational inference (SVI) has, in recent years, expanded the application of optimization-based Bayesian inference to include problems with complex data r…
Bayesian InferenceBayesian OptimizationVariational InferenceSylvester Normalizing Flows for Variational Inference
Variational inference relies on flexible approximate posterior distributions. Normalizing flows provide a general recipe to construct flexible variational posteriors. We introduce Sylvester normalizing flows, which can b…
Variational InferenceImproved Variational Bayesian Phylogenetic Inference with Normalizing Flows
Variational Bayesian phylogenetic inference (VBPI) provides a promising general variational framework for efficient estimation of phylogenetic posteriors. However, the current diagonal Lognormal branch length approximati…