Bayesian Neural Networks?

• The benefit/motivation of Bayesian NNs is to model

uncertainty in the prediction (Blundell et al., 2015)

1. regularisation via a compression cost on the weights

2. richer representations and predictions from cheap

model averaging, and

3. exploration in simple reinforcement learning

problems such as contextual bandits.

• Another way to avoid over-fitting (e.g., early stopping,

weight decay, dropout, etc.)

8

• Basic Concepts

• Active Learning?

• Bayesian Neural

Networks?

• Siddhant & Lipton, 2018

• Learning Resources