Noisy Natural Gradient as Variational Inference
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Abstract (arXiv)
Variational Bayesian neural nets combine the flexibility of deep learning with Bayesian uncertainty estimation. Unfortunately, there is a tradeoff between cheap but simple variational families (e.g.~fully factorized) or expensive and complicated inference procedures. We show that natural gradient ascent with adaptive weight noise implicitly fits a variational posterior to maximize the evidence lower bound (ELBO). This insight allows us to train full-covariance, fully factorized, or matrix-variate Gaussian variational posteriors using noisy versions of natural gradient, Adam, and K-FAC, respectively, making it possible to scale up to modern-size ConvNets. On standard regression benchmarks, our noisy K-FAC algorithm makes better predictions and matches Hamiltonian Monte Carlo's predictive variances better than existing methods. Its improved uncertainty estimates lead to more efficient exploration in active learning, and intrinsic motivation for reinforcement learning.
Key facts. Cited by 94 papers in the map (data through 7 Oct 2026). First posted on arXiv 6 Dec 2017.
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Citing papers per year: 2020: 1; 2021: 25; 2022: 16; 2023: 26; 2024: 13; 2025: 8; 2026: 5.
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50 newest of 94 All 94 (JSON)
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- 2021What Are Bayesian Neural Network Posteriors Really Like?cited by 307
- 2021Scalable Marginal Likelihood Estimation for Model Selection in Deep Learningcited by 105
- 2021Priors in Bayesian Deep Learning: A Reviewcited by 101
- 2021The Bayesian Learning Rulecited by 95
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- 2023A Survey on Uncertainty Quantification Methods for Deep Learningcited by 78
- 2021On the Practicality of Deterministic Epistemic Uncertaintycited by 62
- 2024Variational Learning is Effective for Large Deep Networkscited by 62
- 2023Prediction-Oriented Bayesian Active Learningcited by 60
- 2023Kronecker-Factored Approximate Curvature for Modern Neural Network Architecturescited by 49
- 2022Invariance Learning in Deep Neural Networks with Differentiable Laplace Approximationscited by 42
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- 2026Compact Circulant Layers with Spectral Priors25 Feb 2026
- 2026Bayesian Generative Adversarial Networks via Gaussian Approximation for Tabular Data Synthesis25 Feb 2026
- 2025Natural Gradient VI: Guarantees for Non-Conjugate Models22 Oct 2025
- 2025Better Training Data Attribution via Better Inverse Hessian-Vector Products19 Jul 2025
- 2025Accelerating Hamiltonian Monte Carlo for Bayesian Inference in Neural Networks and Neural Operators19 Jul 2025
- 2025Variational Deep Learning via Implicit Regularization26 May 2025
- 2025Foundations of Top-k Decoding For Language Models25 May 2025
- 2025Variational Learning Induces Adaptive Label Smoothing11 Feb 2025
- 2025Spectral-factorized Positive-definite Curvature Learning for NN Training10 Feb 2025
- 2025Learning Hyperparameters via a Data-Emphasized Variational Objective3 Feb 2025
- 2024Improving Generalization with Flat Hilbert Bayesian Inference5 Oct 2024
12 newest of 90 All 90 (JSON)