Quantification of Uncertainties in Probabilistic Deep Neural Network by Implementing Boosting of Variational Inference

Fuente: arXiv
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Main Authors: Bera, Pavia, Bhanja, Sanjukta
Format: Preprint
Published: 2025
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author Bera, Pavia
Bhanja, Sanjukta
author_facet Bera, Pavia
Bhanja, Sanjukta
contents Modern neural network architectures have achieved remarkable accuracies but remain highly dependent on their training data, often lacking interpretability in their learned mappings. While effective on large datasets, they tend to overfit on smaller ones. Probabilistic neural networks, such as those utilizing variational inference, address this limitation by incorporating uncertainty estimation through weight distributions rather than point estimates. However, standard variational inference often relies on a single-density approximation, which can lead to poor posterior estimates and hinder model performance. We propose Boosted Bayesian Neural Networks (BBNN), a novel approach that enhances neural network weight distribution approximations using Boosting Variational Inference (BVI). By iteratively constructing a mixture of densities, BVI expands the approximating family, enabling a more expressive posterior that leads to improved generalization and uncertainty estimation. While this approach increases computational complexity, it significantly enhances accuracy an essential tradeoff, particularly in high-stakes applications such as medical diagnostics, where false negatives can have severe consequences. Our experimental results demonstrate that BBNN achieves ~5% higher accuracy compared to conventional neural networks while providing superior uncertainty quantification. This improvement highlights the effectiveness of leveraging a mixture-based variational family to better approximate the posterior distribution, ultimately advancing probabilistic deep learning.
format Preprint
id arxiv_https___arxiv_org_abs_2503_13909
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Quantification of Uncertainties in Probabilistic Deep Neural Network by Implementing Boosting of Variational Inference
Bera, Pavia
Bhanja, Sanjukta
Machine Learning
Modern neural network architectures have achieved remarkable accuracies but remain highly dependent on their training data, often lacking interpretability in their learned mappings. While effective on large datasets, they tend to overfit on smaller ones. Probabilistic neural networks, such as those utilizing variational inference, address this limitation by incorporating uncertainty estimation through weight distributions rather than point estimates. However, standard variational inference often relies on a single-density approximation, which can lead to poor posterior estimates and hinder model performance. We propose Boosted Bayesian Neural Networks (BBNN), a novel approach that enhances neural network weight distribution approximations using Boosting Variational Inference (BVI). By iteratively constructing a mixture of densities, BVI expands the approximating family, enabling a more expressive posterior that leads to improved generalization and uncertainty estimation. While this approach increases computational complexity, it significantly enhances accuracy an essential tradeoff, particularly in high-stakes applications such as medical diagnostics, where false negatives can have severe consequences. Our experimental results demonstrate that BBNN achieves ~5% higher accuracy compared to conventional neural networks while providing superior uncertainty quantification. This improvement highlights the effectiveness of leveraging a mixture-based variational family to better approximate the posterior distribution, ultimately advancing probabilistic deep learning.
title Quantification of Uncertainties in Probabilistic Deep Neural Network by Implementing Boosting of Variational Inference
topic Machine Learning
url https://arxiv.org/abs/2503.13909