Anoop Korattikara, Vivek Rathod, Kevin Murphy, Max Welling
TL;DR本文探讨了应用于深度神经网络中的贝叶斯参数估计问题,提出了一种压缩 Monte Carlo 近似方法的新算法,与贝叶斯神经网络中的其他两种方法作了对比,证明了该算法不仅表现更优,而且更简单易于实现且测试所需运算资源更少。
Abstract
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, e.g., for
applications involving bandits or active learning. One simpl