- TL;DR: We derive a Gaussian Process prior for Bayesian Neural Networks based on representations of units and use compositional kernels to model inductive biases for deep learning.
- Abstract: Bayesian inference offers a theoretically grounded and general way to train neural networks and can potentially give calibrated uncertainty. It is, however, challenging to specify a meaningful and tractable prior over the network parameters. More crucially, many existing inference methods assume mean-field approximate posteriors, ignoring interactions between parameters in high-dimensional weight space. To this end, this paper introduces two innovations: (i) a Gaussian process-based hierarchical model for the network parameters based on recently introduced unit embeddings that can flexibly encode weight structures, and (ii) input-dependent contextual variables for the weight prior that can provide convenient ways to regularize the function space being modeled by the NN through the use of kernels. Furthermore, we develop an efficient structured variational inference scheme that alleviates the need to perform inference in the weight space whilst retaining and learning non-trivial correlations between network parameters. We show these models provide desirable test-time uncertainty estimates, demonstrate cases of modeling inductive biases for neural networks with kernels and demonstrate competitive predictive performance of the proposed model and algorithm over alternative approaches on a range of classification and active learning tasks.
- Keywords: Bayesian Neural Networks, Representation Learning, Gaussian Processes, Variational Inference
- Original Pdf: pdf