Bayesian Neural Network Learning Research Articles

Bayesian learning for neural networks: an algorithmic survey

The last decade witnessed a growing interest in Bayesian learning. Yet, the technicality of the topic and the multitude of ingredients involved therein, besides the complexity of turning theory into practical implementations, limit the use of the Bayesian learning paradigm, preventing its widespread adoption across different fields and applications. This self-contained survey engages and introduces readers to the principles and algorithms of Bayesian Learning for Neural Networks. It provides an introduction to the topic from an accessible, practical-algorithmic perspective. Upon providing a general introduction to Bayesian Neural Networks, we discuss and present both standard and recent approaches for Bayesian inference, with an emphasis on solutions relying on Variational Inference and the use of Natural gradients. We also discuss the use of manifold optimization as a state-of-the-art approach to Bayesian learning. We examine the characteristic properties of all the discussed methods, and provide pseudo-codes for their implementation, paying attention to practical aspects, such as the computation of the gradients.

Exchange Monte Carlo Sampling From Bayesian Posterior for Singular Learning Machines

Many singular learning machines such as neural networks, normal mixtures, Bayesian networks, and hidden Markov models belong to singular learning machines and are widely used in practical information systems. In these learning machines, it is well known that Bayesian learning provides better generalization performance than maximum-likelihood estimation. However, it needs huge computational cost to sample from a Bayesian posterior distribution of a singular learning machine by a conventional Markov chain Monte Carlo (MCMC) method, such as the metropolis algorithm, because of singularities. Recently, the exchange Monte Carlo (MC) method, which is well known as an improved algorithm of MCMC method, has been proposed to apply to Bayesian neural network learning in the literature. In this paper, we propose the idea that the exchange MC method has a better effect on Bayesian learning in singular learning machines than that in regular learning machines, and show its effectiveness by comparing the numerical stochastic complexity with the theoretical one.

Hierarchical Bayesian modeling of spatially correlated health service outcome and utilization rates.

We present Bayesian hierarchical spatial models for spatially correlated small-area health service outcome and utilization rates, with a particular emphasis on the estimation of both measured and unmeasured or unknown covariate effects. This Bayesian hierarchical model framework enables simultaneous modeling of fixed covariate effects and random residual effects. The random effects are modeled via Bayesian prior specifications reflecting spatial heterogeneity globally and relative homogeneity among neighboring areas. The model inference is implemented using Markov chain Monte Carlo methods. Specifically, a hybrid Markov chain Monte Carlo algorithm (Neal, 1995, Bayesian Learning for Neural Networks; Gustafson, MacNab, and Wen, 2003, Statistics and Computing, to appear) is used for posterior sampling of the random effects. To illustrate relevant problems, methods, and techniques, we present an analysis of regional variation in intraventricular hemorrhage incidence rates among neonatal intensive care unit patients across Canada.

Bayesian neural network learning for repeat purchase modelling in direct marketing

We focus on purchase incidence modelling for a European direct mail company. Response models based on statistical and neural network techniques are contrasted. The evidence framework of MacKay is used as an example implementation of Bayesian neural network learning, a method that is fairly robust with respect to problems typically encountered when implementing neural networks. The automatic relevance determination (ARD) method, an integrated feature of this framework, allows us to assess the relative importance of the inputs. The basic response models use operationalisations of the traditionally discussed Recency, Frequency and Monetary (RFM) predictor categories. In a second experiment, the RFM response framework is enriched by the inclusion of other (non-RFM) customer profiling predictors. We contribute to the literature by providing experimental evidence that: (1) Bayesian neural networks offer a viable alternative for purchase incidence modelling; (2) a combined use of all three RFM predictor categories is advocated by the ARD method; (3) the inclusion of non-RFM variables allows to significantly augment the predictive power of the constructed RFM classifiers; (4) this rise is mainly attributed to the inclusion of customer/company interaction variables and a variable measuring whether a customer uses the credit facilities of the direct mailing company.

Bayesian Learning for Neural Networks (Lecture Notes in Statistical Vol. 118)

Bayesian Learning for Neural Networks (Lecture Notes in Statistical Vol. 118)

Bayesian Learning for Neural Networks [Books in Brief

Bayesian Learning for Neural Networks [Books in Brief