Bayesian deep learning (Yarin Gal) #3
Description
Bayesian deep learning
slides
When deep learning is combined with probability theory we can capture uncertainty in a principled way, known as Bayesian Deep Learning.
Definition: We make some assumptions about how data was generated, and that there exists some underlying process for the generated observations. Because these processes are not explicit, we want to infer them.
Inference
How to inference
We want to infer W (posterior). After some information theory magic, we can find the mean and variance:
Predictions
