Position: The Future of Bayesian Prediction Is Prior-Fitted

Fuente: arXiv
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Hauptverfasser: Müller, Samuel, Reuter, Arik, Hollmann, Noah, Rügamer, David, Hutter, Frank
Format: Preprint
Veröffentlicht: 2025
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author Müller, Samuel
Reuter, Arik
Hollmann, Noah
Rügamer, David
Hutter, Frank
author_facet Müller, Samuel
Reuter, Arik
Hollmann, Noah
Rügamer, David
Hutter, Frank
contents Training neural networks on randomly generated artificial datasets yields Bayesian models that capture the prior defined by the dataset-generating distribution. Prior-data Fitted Networks (PFNs) are a class of methods designed to leverage this insight. In an era of rapidly increasing computational resources for pre-training and a near stagnation in the generation of new real-world data in many applications, PFNs are poised to play a more important role across a wide range of applications. They enable the efficient allocation of pre-training compute to low-data scenarios. Originally applied to small Bayesian modeling tasks, the field of PFNs has significantly expanded to address more complex domains and larger datasets. This position paper argues that PFNs and other amortized inference approaches represent the future of Bayesian inference, leveraging amortized learning to tackle data-scarce problems. We thus believe they are a fruitful area of research. In this position paper, we explore their potential and directions to address their current limitations.
format Preprint
id arxiv_https___arxiv_org_abs_2505_23947
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Position: The Future of Bayesian Prediction Is Prior-Fitted
Müller, Samuel
Reuter, Arik
Hollmann, Noah
Rügamer, David
Hutter, Frank
Machine Learning
Artificial Intelligence
Training neural networks on randomly generated artificial datasets yields Bayesian models that capture the prior defined by the dataset-generating distribution. Prior-data Fitted Networks (PFNs) are a class of methods designed to leverage this insight. In an era of rapidly increasing computational resources for pre-training and a near stagnation in the generation of new real-world data in many applications, PFNs are poised to play a more important role across a wide range of applications. They enable the efficient allocation of pre-training compute to low-data scenarios. Originally applied to small Bayesian modeling tasks, the field of PFNs has significantly expanded to address more complex domains and larger datasets. This position paper argues that PFNs and other amortized inference approaches represent the future of Bayesian inference, leveraging amortized learning to tackle data-scarce problems. We thus believe they are a fruitful area of research. In this position paper, we explore their potential and directions to address their current limitations.
title Position: The Future of Bayesian Prediction Is Prior-Fitted
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2505.23947