Law of Large Numbers for Bayesian two-layer Neural Network trained with Variational Inference

Arnaud Descours, Tom Huix, Arnaud Guillin, Manon Michel, Éric Moulines, Boris Nectoux

Abstract: We provide a rigorous analysis of training by variational inference (VI) of Bayesian neural networks in the two-layer and infinite-width case. We consider a regression problem with a regularized ev...