On Feynman--Kac training of partial Bayesian neural networks
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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.
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14 more
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Citing papers per year: 2025: 4.
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