How Good is the Bayes Posterior in Deep Neural Networks Really?

Florian Wenzel, Kevin Roth, Bastiaan S. Veeling, Jakub Swiatkowski, Linh Tran, Stephan Mandt, Jasper Snoek, Tim Salimans, Rodolphe Jenatton, Sebastian Nowozin

Abstract: During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural n...