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The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this work, we show that it suffices to perform inference over a small subset of model weights in order to obtain accurate predictive posteriors. The other weights are kept as point estimates. This subnetwork inference framework enables us to use expressive, otherwise intractable, posterior approximations over such subsets. In particular, we implement subnetwork linearized Laplace: We first obtain a MAP estimate of all weights and then infer a full-covariance Gaussian posterior over a subnetwork. We propose a subnetwork selection strategy that aims to maximally preserve the models predictive uncertainty. Empirically, our approach is effective compared to ensembles and less expressive posterior approximations over full networks.
Deep learning models have demonstrated outstanding performance in several problems, but their training process tends to require immense amounts of computational and human resources for training and labeling, constraining the types of problems that can be tackled. Therefore, the design of effective training methods that require small labeled training sets is an important research direction that will allow a more effective use of resources.Among current approaches designed to address this issue, two are particularly interesting: data augmentation and active learning. Data augmentation achieves this goal by artificially generating new training points, while active learning relies on the selection of the most informative subset of unlabeled training samples to be labelled by an oracle. Although successful in practice, data augmentation can waste computational resources because it indiscriminately generates samples that are not guaranteed to be informative, and active learning selects a small subset of informative samples (from a large un-annotated set) that may be insufficient for the training process. In this paper, we propose a Bayesian generative active deep learning approach that combines active learning with data augmentation -- we provide theoretical and empirical evidence (MNIST, CIFAR-${10,100}$, and SVHN) that our approach has more efficient training and better classification results than data augmentation and active learning.
Bayesian formulations of deep learning have been shown to have compelling theoretical properties and offer practical functional benefits, such as improved predictive uncertainty quantification and model selection. The Laplace approximation (LA) is a classic, and arguably the simplest family of approximations for the intractable posteriors of deep neural networks. Yet, despite its simplicity, the LA is not as popular as alternatives like variational Bayes or deep ensembles. This may be due to assumptions that the LA is expensive due to the involved Hessian computation, that it is difficult to implement, or that it yields inferior results. In this work we show that these are misconceptions: we (i) review the range of variants of the LA includin
Reinforcement learning (RL) has gained increasing interest since the demonstration it was able to reach human performance on video game benchmarks using deep Q-learning (DQN). The current consensus for training neural networks on such complex environments is to rely on gradient-based optimization. Although alternative Bayesian deep learning methods exist, most of them still rely on gradient-based optimization, and they typically do not scale on benchmarks such as the Atari game environment. Moreover none of these approaches allow performing the analytical inference for the weights and biases defining the neural network. In this paper, we present how we can adapt the temporal difference Q-learning framework to make it compatible with the tractable approximate Gaussian inference (TAGI), which allows learning the parameters of a neural network using a closed-form analytical method. Throughout the experiments with on- and off-policy reinforcement learning approaches, we demonstrate that TAGI can reach a performance comparable to backpropagation-trained networks while using fewer hyperparameters, and without relying on gradient-based optimization.
Agents that interact with other agents often do not know a priori what the other agents strategies are, but have to maximise their own online return while interacting with and learning about others. The optimal adaptive behaviour under uncertainty over the other agents strategies w.r.t. some prior can in principle be computed using the Interactive Bayesian Reinforcement Learning framework. Unfortunately, doing so is intractable in most settings, and existing approximation methods are restricted to small tasks. To overcome this, we propose to meta-learn approximate belief inference and Bayes-optimal behaviour for a given prior. To model beliefs over other agents, we combine sequential and hierarchical Variational Auto-Encoders, and meta-train this inference model alongside the policy. We show empirically that our approach outperforms existing methods that use a model-free approach, sample from the approximate posterior, maintain memory-free models of others, or do not fully utilise the known structure of the environment.
Deep Neural Networks (DNNs) are witnessing increased adoption in multiple domains owing to their high accuracy in solving real-world problems. However, this high accuracy has been achieved by building deeper networks, posing a fundamental challenge to the low latency inference desired by user-facing applications. Current low latency solutions trade-off on accuracy or fail to exploit the inherent temporal locality in prediction serving workloads. We observe that caching hidden layer outputs of the DNN can introduce a form of late-binding where inference requests only consume the amount of computation needed. This enables a mechanism for achieving low latencies, coupled with an ability to exploit temporal locality. However, traditional caching approaches incur high memory overheads and lookup latencies, leading us to design learned caches - caches that consist of simple ML models that are continuously updated. We present the design of GATI, an end-to-end prediction serving system that incorporates learned caches for low-latency DNN inference. Results show that GATI can reduce inference latency by up to 7.69X on realistic workloads.