mlsanityData to 7 Oct 2026

On Feynman--Kac training of partial Bayesian neural networks

arXiv 2310.19608 ↗First posted 30 Oct 2023cs.LG stat.MLcited by 4

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Abstract (arXiv)

Recently, partial Bayesian neural networks (pBNNs), which only consider a subset of the parameters to be stochastic, were shown to perform competitively with full Bayesian neural networks. However, pBNNs are often multi-modal in the latent variable space and thus challenging to approximate with parametric models. To address this problem, we propose an efficient sampling-based training strategy, wherein the training of a pBNN is formulated as simulating a Feynman--Kac model. We then describe variations of sequential Monte Carlo samplers that allow us to simultaneously estimate the parameters and the latent posterior distribution of this model at a tractable computational cost. Using various synthetic and real-world datasets we show that our proposed training scheme outperforms the state of the art in terms of predictive performance.

Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 26 of its 68 references that are in the map. First posted on arXiv 30 Oct 2023.

Builds on

26 of 68 references.

References · 26

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14 more
  1. 2020Bayesian Deep Learning via Subnetwork Inferencecited by 85
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