Variational Bayesian Last Layers

Published: 16 Jan 2024, Last Modified: 13 Apr 2024ICLR 2024 spotlightEveryoneRevisionsBibTeX
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Keywords: bayesian deep learning, variational methods, bayesian last layers, neural linear models
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TL;DR: We introduce a deterministic variational formulation for training Bayesian last layer neural networks that improves accuracy and calibration for free.
Abstract: We introduce a deterministic variational formulation for training Bayesian last layer neural networks. This yields a sampling-free, single-pass model and loss that effectively improves uncertainty estimation. Our variational Bayesian last layer (VBLL) can be trained and evaluated with only quadratic complexity in last layer width, and is thus (nearly) computationally free to add to standard architectures. We experimentally investigate VBLLs, and show that they improve predictive accuracy, calibration, and out of distribution detection over baselines across both regression and classification. Finally, we investigate combining VBLL layers with variational Bayesian feature learning, yielding a lower variance collapsed variational inference method for Bayesian neural networks.
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Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)
Submission Number: 5903
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