Approximate Message Passing for Bayesian Neural Networks

Fuente: arXiv
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Hauptverfasser: Sommerfeld, Romeo, Helms, Christian, Herbrich, Ralf
Format: Preprint
Veröffentlicht: 2025
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author Sommerfeld, Romeo
Helms, Christian
Herbrich, Ralf
author_facet Sommerfeld, Romeo
Helms, Christian
Herbrich, Ralf
contents Bayesian neural networks (BNNs) offer the potential for reliable uncertainty quantification and interpretability, which are critical for trustworthy AI in high-stakes domains. However, existing methods often struggle with issues such as overconfidence, hyperparameter sensitivity, and posterior collapse, leaving room for alternative approaches. In this work, we advance message passing (MP) for BNNs and present a novel framework that models the predictive posterior as a factor graph. To the best of our knowledge, our framework is the first MP method that handles convolutional neural networks and avoids double-counting training data, a limitation of previous MP methods that causes overconfidence. We evaluate our approach on CIFAR-10 with a convolutional neural network of roughly 890k parameters and find that it can compete with the SOTA baselines AdamW and IVON, even having an edge in terms of calibration. On synthetic data, we validate the uncertainty estimates and observe a strong correlation (0.9) between posterior credible intervals and its probability of covering the true data-generating function outside the training range. While our method scales to an MLP with 5.6 million parameters, further improvements are necessary to match the scale and performance of state-of-the-art variational inference methods.
format Preprint
id arxiv_https___arxiv_org_abs_2501_15573
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Approximate Message Passing for Bayesian Neural Networks
Sommerfeld, Romeo
Helms, Christian
Herbrich, Ralf
Machine Learning
Computer Vision and Pattern Recognition
I.2.6
Bayesian neural networks (BNNs) offer the potential for reliable uncertainty quantification and interpretability, which are critical for trustworthy AI in high-stakes domains. However, existing methods often struggle with issues such as overconfidence, hyperparameter sensitivity, and posterior collapse, leaving room for alternative approaches. In this work, we advance message passing (MP) for BNNs and present a novel framework that models the predictive posterior as a factor graph. To the best of our knowledge, our framework is the first MP method that handles convolutional neural networks and avoids double-counting training data, a limitation of previous MP methods that causes overconfidence. We evaluate our approach on CIFAR-10 with a convolutional neural network of roughly 890k parameters and find that it can compete with the SOTA baselines AdamW and IVON, even having an edge in terms of calibration. On synthetic data, we validate the uncertainty estimates and observe a strong correlation (0.9) between posterior credible intervals and its probability of covering the true data-generating function outside the training range. While our method scales to an MLP with 5.6 million parameters, further improvements are necessary to match the scale and performance of state-of-the-art variational inference methods.
title Approximate Message Passing for Bayesian Neural Networks
topic Machine Learning
Computer Vision and Pattern Recognition
I.2.6
url https://arxiv.org/abs/2501.15573