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Main Authors: Schodt, David J., Brown, Ryan, Merritt, Michael, Park, Samuel, Menolascino, Delsin, Peot, Mark A.
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2402.14532
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author Schodt, David J.
Brown, Ryan
Merritt, Michael
Park, Samuel
Menolascino, Delsin
Peot, Mark A.
author_facet Schodt, David J.
Brown, Ryan
Merritt, Michael
Park, Samuel
Menolascino, Delsin
Peot, Mark A.
contents Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means, however doing so may necessitate adding more learnable parameters to the network. In this work, we demonstrate that both the heteroscedastic aleatoric and epistemic variance can be embedded into the variances of learned BNN parameters, improving predictive performance for lightweight networks. By complementing this approach with a moment propagation approach to inference, we introduce a relatively simple framework for sampling-free variational inference suitable for lightweight BNNs.
format Preprint
id arxiv_https___arxiv_org_abs_2402_14532
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Framework for Variational Inference of Lightweight Bayesian Neural Networks with Heteroscedastic Uncertainties
Schodt, David J.
Brown, Ryan
Merritt, Michael
Park, Samuel
Menolascino, Delsin
Peot, Mark A.
Machine Learning
Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means, however doing so may necessitate adding more learnable parameters to the network. In this work, we demonstrate that both the heteroscedastic aleatoric and epistemic variance can be embedded into the variances of learned BNN parameters, improving predictive performance for lightweight networks. By complementing this approach with a moment propagation approach to inference, we introduce a relatively simple framework for sampling-free variational inference suitable for lightweight BNNs.
title A Framework for Variational Inference of Lightweight Bayesian Neural Networks with Heteroscedastic Uncertainties
topic Machine Learning
url https://arxiv.org/abs/2402.14532