Priors in Bayesian Deep Learning: A Review
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Abstract (arXiv)
While the choice of prior is one of the most critical parts of the Bayesian inference workflow, recent Bayesian deep learning models have often fallen back on vague priors, such as standard Gaussians. In this review, we highlight the importance of prior choices for Bayesian deep learning and present an overview of different priors that have been proposed for (deep) Gaussian processes, variational autoencoders, and Bayesian neural networks. We also outline different methods of learning priors for these models from data. We hope to motivate practitioners in Bayesian deep learning to think more carefully about the prior specification for their models and to provide them with some inspiration in this regard.
Key facts. Cited by 101 papers in the map (data through 14 Oct 2026). Builds on 170 of its 269 references that are in the map. First posted on arXiv 14 May 2021.
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170 of 269 references.
References · 170
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