Posterior Refinement Improves Sample Efficiency in Bayesian Neural Networks
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Abstract (arXiv)
Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to the posterior approximation's error. Meanwhile, alternatives to MC integration tend to be more expensive or biased. In this work, we experimentally show that the key to good MC-approximated predictive distributions is the quality of the approximate posterior itself. However, previous methods for obtaining accurate posterior approximations are expensive and non-trivial to implement. We, therefore, propose to refine Gaussian approximate posteriors with normalizing flows. When applied to last-layer BNNs, it yields a simple post hoc method for improving pre-existing parametric approximations. We show that the resulting posterior approximation is competitive with even the gold-standard full-batch Hamiltonian Monte Carlo.
Key facts. Cited by 14 papers in the map (data through 14 Oct 2026). Builds on 44 of its 74 references that are in the map. First posted on arXiv 20 May 2022.
Builds on
44 of 74 references.
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Citing papers per year: 2023: 6; 2024: 3; 2025: 3; 2026: 2.
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- 2025Walking on the Fiber: A Simple Geometric Approximation for Bayesian Neural Networkscited by 1
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12 most cited of 14 All 14 (JSON)
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- 2026Practical Deep Heteroskedastic Regression2 Mar 2026
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- 2025Martingale Posterior Neural Networks for Fast Sequential Decision Making13 Jun 2025
- 2025On Local Posterior Structure in Deep Ensembles17 Mar 2025
- 2024Flat Posterior Does Matter For Bayesian Model Averaging21 Jun 2024
- 2024Trustworthy Personalized Bayesian Federated Learning via Posterior Fine-Tune25 Feb 2024
- 2024A Sober Look at LLMs for Material Discovery: Are They Actually Good for Bayesian Optimization Over Molecules?7 Feb 2024
- 2023Preventing Arbitrarily High Confidence on Far-Away Data in Point-Estimated Discriminative Neural Networks7 Nov 2023
- 2023Implicit Variational Inference for High-Dimensional Posteriors10 Oct 2023
- 2023On the Disconnect Between Theory and Practice of Neural Networks: Limits of the NTK Perspective29 Sep 2023
- 2023Collapsed Inference for Bayesian Deep Learning16 Jun 2023
12 newest of 14 All 14 (JSON)