BARNN: A Bayesian Autoregressive and Recurrent Neural Network
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Abstract (arXiv)
Autoregressive and recurrent networks have achieved remarkable progress across various fields, from weather forecasting to molecular generation and Large Language Models. Despite their strong predictive capabilities, these models lack a rigorous framework for addressing uncertainty, which is key in scientific applications such as PDE solving, molecular generation and Machine Learning Force Fields. To address this shortcoming we present BARNN: a variational Bayesian Autoregressive and Recurrent Neural Network. BARNNs aim to provide a principled way to turn any autoregressive or recurrent model into its Bayesian version. BARNN is based on the variational dropout method, allowing to apply it to large recurrent neural networks as well. We also introduce a temporal version of the "Variational Mixtures of Posteriors" prior (tVAMP-prior) to make Bayesian inference efficient and well-calibrated. Extensive experiments on PDE modelling and molecular generation demonstrate that BARNN not only achieves comparable or superior accuracy compared to existing methods, but also excels in uncertainty quantification and modelling long-range dependencies.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 33 of its 60 references that are in the map. First posted on arXiv 30 Jan 2025.
Builds on
33 of 60 references.
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21 more
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