Sun 12 Jan 2020

The Case for Bayesian Deep Learning

I hope this exposition will be helpful to those seeking to understand what makes Bayesian inference distinctive, and why Bayesian inference is worthwhile in deep learning. This note is also intended to help clarify the poorly understood connections between approximate Bayesian inference and deep ensembles, in light of the recent misunderstanding that deep ensembles and Bayesian methods are competing approaches.

Source: The Case for Bayesian Deep Learning, an article by Andrew Gordon Wilson which is also available as a PDF.