Bayesian dark knowledge

By Masashi Sugiyama, Roman Garnett. 2015

271 citations recorded by the source corpus.

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities p(y|x, D), e.g., for applications involving bandits or active learning. One simple approach to this is to use online Monte Carlo methods, such as SGLD (stochastic gradient Langevin dynamics). Unfortunately, such a method needs to store many copies of the parameters (which wastes memory), and needs to make predictions using many versions of the model (which wastes time). We describe a method for "distilling" a Monte Carlo approximation to the posterior predictive density into a more compact form, namely a single deep neural network. We compare to two very recent approaches to Bayesian neural networks, namely an approach based on expectation propagation [HLA15] and an approach based on variational Bayes [BCKW15]. Our method performs better than both of these, is much simpler to implement, and uses less computation at test time.

Subfields: Artificial Intelligence, Statistics and Probability, Probabilistic & Bayesian Methods

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

  1. Yoshua Bengio
  2. Jianfeng Gao
  3. Quoc V. Le
  4. Sergey Levine
  5. Mohit Bansal
  6. Ruslan Salakhutdinov
  7. Percy Liang
  8. Dacheng Tao

In Statistics and Probability

  1. Chunyuan Li
  2. Changyou Chen
  3. David M. Blei
  4. Stephan Mandt
  5. Dmitry P. Vetrov
  6. Max Welling
  7. Yunchen Pu
  8. Lawrence Carin

In Probabilistic & Bayesian Methods

  1. Yarin Gal
  2. José Miguel Hernández-Lobato
  3. Zoubin Ghahramani
  4. Dmitry P. Vetrov
  5. Richard E. Turner
  6. Max Welling
  7. Roger Baker Grosse
  8. Frank Hutter

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