# Generative Posterior Networks for Approximately Bayesian Epistemic Uncertainty Estimation

arXiv: https://arxiv.org/abs/2312.17411 · HTML: https://mlsanity.com/paper/2312.17411/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 24 references that are in the map.
- First posted on arXiv 29 Dec 2023.

## Builds on (most cited first, 12 of 12)

- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [On Calibration of Modern Neural Networks](https://mlsanity.com/paper/1706.04599/) (2017)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [GPyTorch: Blackbox Matrix-Matrix Gaussian Process Inference with GPU Acceleration](https://mlsanity.com/paper/1809.11165/) (2018)
- [Deep Kernel Learning](https://mlsanity.com/paper/1511.02222/) (2015)
- [Simple and Principled Uncertainty Estimation with Deterministic Deep Learning via Distance Awareness](https://mlsanity.com/paper/2006.10108/) (2020)
- [Gaussian Processes for Big Data](https://mlsanity.com/paper/1309.6835/) (2013)
- [Kernel Interpolation for Scalable Structured Gaussian Processes (KISS-GP)](https://mlsanity.com/paper/1503.01057/) (2015)
- [Uncertainty in Neural Networks: Approximately Bayesian Ensembling](https://mlsanity.com/paper/1810.05546/) (2018)
- [Bayesian Deep Ensembles via the Neural Tangent Kernel](https://mlsanity.com/paper/2007.05864/) (2020)
- [Efficient Model-Based Reinforcement Learning through Optimistic Policy Search and Planning](https://mlsanity.com/paper/2006.08684/) (2020)

## Abstract (arXiv)

In many real-world problems, there is a limited set of training data, but an abundance of unlabeled data. We propose a new method, Generative Posterior Networks (GPNs), that uses unlabeled data to estimate epistemic uncertainty in high-dimensional problems. A GPN is a generative model that, given a prior distribution over functions, approximates the posterior distribution directly by regularizing the network towards samples from the prior. We prove theoretically that our method indeed approximates the Bayesian posterior and show empirically that it improves epistemic uncertainty estimation and scalability over competing methods.