paper-with-me

홈 › Papers

Understanding Approximation for Bayesian Inference in Neural Networks

2022-11-11 · Sebastian Farquhar

Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They create a binary split in which all approximate inference is equally 'irrational'. Instead, we should ask ourselves how to define a spectrum of more- and less-rational reasoning that explains why we might prefer one Bayesian approximation to another. I explore approximate inference in Bayesian neural networks and consider the unintended interactions between the probabilistic model, approximating distribution, optimization algorithm, and dataset. The complexity of these interactions highlights the difficulty of any strategy for evaluating Bayesian approximations which focuses entirely on the method, outside the context of specific datasets and decision-problems. For given applications, the expected utility of the approximate posterior can measure inference quality. To assess a model's ability to incorporate different parts of the Bayesian framework we can identify desirable characteristic behaviours of Bayesian reasoning and pick decision-problems that make heavy use of those behaviours. Here, we use continual learning (testing the ability to update sequentially) and active learning (testing the ability to represent credence). But existing continual and active learning set-ups pose challenges that have nothing to do with posterior quality which can distort their ability to evaluate Bayesian approximations. These unrelated challenges can be removed or reduced, allowing better evaluation of approximate inference methods.

📄 PDF Abstract BibTeX arXiv:2211.06139

Code (0)

등록된 구현이 없습니다.

Tasks

Active LearningBayesian InferenceContinual Learning

Similar Papers 제목 키워드 기반

Disentangling the Gauss-Newton Method and Approximate Inference for Neural Networks

2020-07-21 · Alexander Immer

In this thesis, we disentangle the generalized Gauss-Newton and approximate inference for Bayesian deep learning. The generalized Gauss-Newton method is an optimization method that is used in several popular Bayesian dee…

Deep LearningGaussian Processes

Understanding Variational Inference in Function-Space

2020-11-18 · pproximateinference AABI Symposium 2021 1 · David R. Burt, Sebastian W. Ober, Adrià Garriga-Alonso, Mark van der Wilk

Recent work has attempted to directly approximate the `function-space' or predictive posterior distribution of Bayesian models, without approximating the posterior distribution over the parameters. This is appealing in e…

Bayesian InferenceVariational Inference

How Good is the Bayes Posterior in Deep Neural Networks Really?

2020-02-06 · ICML 2020 1 · Florian Wenzel, Kevin Roth, Bastiaan S. Veeling, Jakub Świątkowski 외

During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural networks. However, despi…

Bayesian InferenceDeep LearningUncertainty Quantification

Understanding and Accelerating Particle-Based Variational Inference

2018-07-04 · Chang Liu, Jingwei Zhuo, Pengyu Cheng, Ruiyi Zhang 외

Particle-based variational inference methods (ParVIs) have gained attention in the Bayesian inference literature, for their capacity to yield flexible and accurate approximations. We explore ParVIs from the perspective o…

Bayesian InferenceVariational Inference

Combining Bayesian Inference and Reinforcement Learning for Agent Decision Making: A Review

2025-05-12 · Chengmin Zhou, Ville Kyrki, Pasi Fränti, Laura Ruotsalainen

Bayesian inference has many advantages in decision making of agents (e.g. robotics/simulative agent) over a regular data-driven black-box neural network: Data-efficiency, generalization, interpretability, and safety wher…

Active LearningBayesian InferenceBayesian OptimizationDecision Making+4