arXiv Statistics ML By August Arnstad, Geir Olve Storvik, Filippo Pagani, Leiv R{\o}nneberg

Sparse Bayesian Neural Networks via Sticky Piecewise Deterministic Markov Processes

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The paper introduces a method for training sparse Bayesian neural networks by integrating spike-and-slab priors into sticky piecewise deterministic Markov processes (PDMPs). It demonstrates that these modern Monte Carlo techniques can sample posterior distributions of Bayesian neural networks exactly, provided numerical rate bounds are satisfied. Experiments show that the resulting sparse models not only converge well but also exhibit greater robustness to input noise compared to their dense counterparts.

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arXiv AI
Oct 9

When Has a Bayesian Neural Network Sampled Enough? Adaptive Inference Time with Statistical Guarantees

The paper introduces a method that uses confidence sequences to adaptively determine the number of Monte Carlo samples needed for Bayesian neural network predictions, ensuring statistical guarantees. It applies to tasks such as class identification, full predictive distribution approximation, and probability-threshold decisions, stopping sampling once the desired confidence is achieved. Experiments demonstrate efficient computational budgeting, allocating more samples to ambiguous inputs, preserving decision reliability, and reducing overall latency compared to a fixed sample budget.

By Fabian Denoodt, Sibylle Hess