Stochastic Control for Bayesian Neural Network Training

In this paper, we propose to leverage the Bayesian uncertainty information encoded in parameter distributions to inform the learning procedure for Bayesian models. We derive a first principle stochastic differential equation for the training dynamics of the mean and uncertainty parameter in the vari...

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Bibliographic Details
Main Authors: Ludwig Winkler, César Ojeda, Manfred Opper
Format: Article
Language:English
Published: MDPI AG 2022-08-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/24/8/1097