Multiplicative Normalizing Flows for Variational Bayesian Neural Networks

ICML 2017 Christos LouizosMax Welling

We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient and straightforward to improve the approximation by employing normalizing flows while still allowing for local reparametrizations and a tractable lower bound... (read more)

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