Collapsed Variational Bounds for Bayesian Neural Networks

1 code implementation • NeurIPS 2021 • Marcin Tomczak, Siddharth Swaroop, Andrew Foong, Richard Turner

Recent interest in learning large variational Bayesian Neural Networks (BNNs) has been partly hampered by poor predictive performance caused by underfitting, and their performance is known to be very sensitive to the prior over weights.

Variational Inference

How Tight Can PAC-Bayes be in the Small Data Regime?

1 code implementation • NeurIPS 2021 • Andrew Foong, Wessel Bruinsma, David Burt, Richard Turner

Interestingly, this lower bound recovers the Chernoff test set bound if the posterior is equal to the prior.