# Central Limit Theorem for Bayesian Neural Network trained with Variational Inference

arXiv: https://arxiv.org/abs/2406.09048 · HTML: https://mlsanity.com/paper/2406.09048/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 15 of its 44 references that are in the map.
- First posted on arXiv 10 Jun 2024.

## Builds on (most cited first, 15 of 15)

- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [A Mean Field View of the Landscape of Two-Layers Neural Networks](https://mlsanity.com/paper/1804.06561/) (2018)
- [On the Global Convergence of Gradient Descent for Over-parameterized Models using Optimal Transport](https://mlsanity.com/paper/1805.09545/) (2018)
- [Mean-field theory of two-layers neural networks: dimension-free bounds and kernel limit](https://mlsanity.com/paper/1902.06015/) (2019)
- [Multiplicative Normalizing Flows for Variational Bayesian Neural Networks](https://mlsanity.com/paper/1703.01961/) (2017)
- [Fast and Scalable Bayesian Deep Learning by Weight-Perturbation in Adam](https://mlsanity.com/paper/1806.04854/) (2018)
- [Mean Field Analysis of Neural Networks: A Central Limit Theorem](https://mlsanity.com/paper/1808.09372/) (2018)
- [A Systematic Comparison of Bayesian Deep Learning Robustness in Diabetic Retinopathy Tasks](https://mlsanity.com/paper/1912.10481/) (2019)
- [Uncertainty Quantification with Statistical Guarantees in End-to-End Autonomous Driving Control](https://mlsanity.com/paper/1909.09884/) (2019)
- [Scaling Hamiltonian Monte Carlo Inference for Bayesian Neural Networks with Symmetric Splitting](https://mlsanity.com/paper/2010.06772/) (2020)
- [A Dynamical Central Limit Theorem for Shallow Neural Networks](https://mlsanity.com/paper/2008.09623/) (2020)
- [Wide Mean-Field Bayesian Neural Networks Ignore the Data](https://mlsanity.com/paper/2202.11670/) (2022)
- [Quantitative Propagation of Chaos for SGD in Wide Neural Networks](https://mlsanity.com/paper/2007.06352/) (2020)
- [Variational Inference of overparameterized Bayesian Neural Networks: a theoretical and empirical study](https://mlsanity.com/paper/2207.03859/) (2022)
- [Law of Large Numbers for Bayesian two-layer Neural Network trained with Variational Inference](https://mlsanity.com/paper/2307.04779/) (2023)

## Abstract (arXiv)

In this paper, we rigorously derive Central Limit Theorems (CLT) for Bayesian two-layerneural networks in the infinite-width limit and trained by variational inference on a regression task. The different networks are trained via different maximization schemes of the regularized evidence lower bound: (i) the idealized case with exact estimation of a multiple Gaussian integral from the reparametrization trick, (ii) a minibatch scheme using Monte Carlo sampling, commonly known as Bayes-by-Backprop, and (iii) a computationally cheaper algorithm named Minimal VI. The latter was recently introduced by leveraging the information obtained at the level of the mean-field limit. Laws of large numbers are already rigorously proven for the three schemes that admits the same asymptotic limit. By deriving CLT, this work shows that the idealized and Bayes-by-Backprop schemes have similar fluctuation behavior, that is different from the Minimal VI one. Numerical experiments then illustrate that the Minimal VI scheme is still more efficient, in spite of bigger variances, thanks to its important gain in computational complexity.