Bayesian neural networks (BNNs) are a rich and flexible class of models that have several advantages over standard feedforward networks, but are typically expensive to train on large-scale data. In this thesis, we explore the use of small-variance asymptotics-an approach to yielding fast algorithms from probabilistic models-on various Bayesian neural network models. We first demonstrate how small-variance asymptotics shows precise connections between standard neural networks and BNNs; for example, particular sampling algorithms for BNNs reduce to standard backpropagation in the small-variance limit. We then explore a more complex BNN where the number of hidden units is additionally treated as a random variable in the model. While standard sampling schemes would be too slow to be practical, our asymptotic approach yields a simple method for extending standard backpropagation to the case where the number of hidden units is not fixed. We show on several data sets that the resulting algorithm has benefits over backpropagation on networks with a fixed architecture. / 2019-01-02T00:00:00Z
| Identifer | oai:union.ndltd.org:bu.edu/oai:open.bu.edu:2144/30745 |
| Date | 03 July 2018 |
| Creators | Sankarapandian, Sivaramakrishnan |
| Contributors | Kulis, Brian |
| Source Sets | Boston University |
| Language | en_US |
| Detected Language | English |
| Type | Thesis/Dissertation |
| Rights | Attribution-ShareAlike 4.0 International, http://creativecommons.org/licenses/by-sa/4.0/ |
Page generated in 0.0017 seconds