# Deterministic Variational Inference for Robust Bayesian Neural Networks

arXiv: https://arxiv.org/abs/1810.03958 · HTML: https://mlsanity.com/paper/1810.03958/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 Oct 2018.

## Built on by (most cited first, 1 of 1)

- [Low-rank extended Kalman filtering for online learning of neural networks from streaming data](https://mlsanity.com/paper/2305.19535/) (2023)

## Abstract (arXiv)

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes (VB) is theoretically grounded, generally applicable, and computationally efficient. With wide recognition of potential advantages, why is it that variational Bayes has seen very limited practical use for BNNs in real applications? We argue that variational inference in neural networks is fragile: successful implementations require careful initialization and tuning of prior variances, as well as controlling the variance of Monte Carlo gradient estimates. We provide two innovations that aim to turn VB into a robust inference tool for Bayesian neural networks: first, we introduce a novel deterministic method to approximate moments in neural networks, eliminating gradient variance; second, we introduce a hierarchical prior for parameters and a novel Empirical Bayes procedure for automatically selecting prior variances. Combining these two innovations, the resulting method is highly efficient and robust. On the application of heteroscedastic regression we demonstrate good predictive performance over alternative approaches.