Sensitivity Analysis for Predictive Uncertainty in Bayesian Neural Networks

10 Dec 2017Stefan DepewegJosé Miguel Hernández-LobatoSteffen UdluftThomas Runkler

We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis on real-world datasets... (read more)

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