Papers › Fast and Scalable Bayesian Deep Learning by Weight-Perturbation in Adam

Fast and Scalable Bayesian Deep Learning by Weight-Perturbation in Adam

13 Jun 2018ICML 2018 7arXiv:1806.04854archive 2025-07-28

Mohammad Emtiyaz Khan, Didrik Nielsen, Voot Tangkaratt, Wu Lin, Yarin Gal, Akash Srivastava

Uncertainty computation in deep learning is essential to design robust and reliable systems. Variational inference (VI) is a promising approach for such computation, but requires more effort to implement and execute compared to maximum-likelihood methods. In this paper, we propose new natural-gradient algorithms to reduce such efforts for Gaussian mean-field VI. Our algorithms can be implemented within the Adam optimizer by perturbing the network weights during gradient evaluations, and uncertainty estimates can be cheaply obtained by using the vector that adapts the learning rate. This requires lower memory, computation, and implementation effort than existing VI methods, while obtaining uncertainty estimates of comparable quality. Our empirical results confirm this and further suggest that the weight-perturbation in our algorithm could be useful for exploration in reinforcement learning and stochastic optimization.

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emtiyaz/vadam officialmentioned in papermentioned on GitHub report
lamantinushka/StructuredCovariance mentioned on GitHubpytorch report
tr7200/Vadam mentioned on GitHubtfMIT report

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Reinforcement LearningStochastic OptimizationVariational Inference

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Adam

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