Practical Bayesian Learning of Neural Networks via Adaptive Optimisation Methods

1 code implementation • 8 Nov 2018 • Samuel Kessler, Arnold Salas, Vincent W. C. Tan, Stefan Zohren, Stephen Roberts

We introduce a novel framework for the estimation of the posterior distribution over the weights of a neural network, based on a new probabilistic interpretation of adaptive optimisation algorithms such as AdaGrad and Adam.

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