mlsanityData to 14 Oct 2026

Posterior Refinement Improves Sample Efficiency in Bayesian Neural Networks

arXiv 2205.10041 ↗First posted 20 May 2022cs.LG stat.MLcited by 14

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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.

References · 44

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