{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/fast-predictive-uncertainty-for","title":"Fast Predictive Uncertainty for Classification with Bayesian Deep Networks","arxiv_id":"2003.01227","date":"2020-03-02","proceeding":null,"authors":["Marius Hobbhahn","Agustinus Kristiadi","Philipp Hennig"],"abstract":"In Bayesian Deep Learning, distributions over the output of classification neural networks are often approximated by first constructing a Gaussian distribution over the weights, then sampling from it to receive a distribution over the softmax outputs. This is costly. We reconsider old work (Laplace Bridge) to construct a Dirichlet approximation of this softmax output distribution, which yields an analytic map between Gaussian distributions in logit space and Dirichlet distributions (the conjugate prior to the Categorical distribution) in the output space. Importantly, the vanilla Laplace Bridge comes with certain limitations. We analyze those and suggest a simple solution that compares favorably to other commonly used estimates of the softmax-Gaussian integral. We demonstrate that the resulting Dirichlet distribution has multiple advantages, in particular, more efficient computation of the uncertainty estimate and scaling to large datasets and networks like ImageNet and DenseNet. We further demonstrate the usefulness of this Dirichlet approximation by using it to construct a lightweight uncertainty-aware output ranking for ImageNet.","url_abs":"https://arxiv.org/abs/2003.01227v4","url_pdf":"https://arxiv.org/pdf/2003.01227v4.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"fast-predictive-uncertainty-for","repo_url":"https://github.com/mariushobbhahn/LB_for_BNNs_official","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"classification-1","task_name":"Classification"},{"task_slug":"classification","task_name":"General Classification"}],"methods":[{"method_slug":"1x1-convolution","method_name":"1x1 Convolution"},{"method_slug":"average-pooling","method_name":"Average Pooling"},{"method_slug":"batch-normalization","method_name":"Batch Normalization"},{"method_slug":"concatenated-skip-connection","method_name":"Concatenated Skip Connection"},{"method_slug":"convolution","method_name":"Convolution"},{"method_slug":"dense-block","method_name":"Dense Block"},{"method_slug":"dense-connections","method_name":"Dense Connections"},{"method_slug":"dropout","method_name":"Dropout"},{"method_slug":"global-average-pooling","method_name":"Global Average Pooling"},{"method_slug":"kaiming-initialization","method_name":"Kaiming Initialization"},{"method_slug":"max-pooling","method_name":"Max Pooling"},{"method_slug":"relu","method_name":"ReLU"},{"method_slug":"softmax","method_name":"Softmax"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2003.01227","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2003.01227"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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