Marius P. Linhard

Sparsifying Stochasticity, Not Capacity: Partial Stochasticity via Deep Weight Factorization of Prior Scales

Bayesian neural networks need not be fully stochastic to be universal conditional density approximators, but it remains open which parameters should be stochastic. We learn this split by applying deep weight factorization to the prior scales, which are the standard deviations of the parameter priors, while fitting the...