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arXiv · 1902.02603

Radial and Directional Posteriors for Bayesian Neural Networks

Changyong Oh·Kamil Adamczewski·Mijung Park
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Abstract

We propose a new variational family for Bayesian neural networks. We decompose the variational posterior into two components, where the radial component captures the strength of each neuron in terms of its magnitude; while the directional component captures the statistical dependencies among the weight parameters. The dependencies learned via the directional density provide better modeling performance compared to the widely-used Gaussian mean-field-type variational family. In addition, the strength of input and output neurons learned via the radial density provides a structured way to compress neural networks. Indeed, experiments show that our variational family improves predictive performance and yields compressed networks simultaneously.

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BibTeXRIS

Changyong Oh, Kamil Adamczewski, Mijung Park. 2019-02-07. Radial and Directional Posteriors for Bayesian Neural Networks. https://arxiv.org/abs/1902.02603

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