Specifying Weight Priors in Bayesian Deep Neural Networks with Empirical Bayes

12 Jun 2019  ·  Ranganath Krishnan, Mahesh Subedar, Omesh Tickoo ·

Stochastic variational inference for Bayesian deep neural network (DNN) requires specifying priors and approximate posterior distributions over neural network weights. Specifying meaningful weight priors is a challenging problem, particularly for scaling variational inference to deeper architectures involving high dimensional weight space. We propose MOdel Priors with Empirical Bayes using DNN (MOPED) method to choose informed weight priors in Bayesian neural networks. We formulate a two-stage hierarchical modeling, first find the maximum likelihood estimates of weights with DNN, and then set the weight priors using empirical Bayes approach to infer the posterior with variational inference. We empirically evaluate the proposed approach on real-world tasks including image classification, video activity recognition and audio classification with varying complex neural network architectures. We also evaluate our proposed approach on diabetic retinopathy diagnosis task and benchmark with the state-of-the-art Bayesian deep learning techniques. We demonstrate MOPED method enables scalable variational inference and provides reliable uncertainty quantification.

PDF Abstract

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods


No methods listed for this paper. Add relevant methods here