Bayesian Neural Networks Uncertainty Quantification with Cubature Rules

Peng Wang, Nidhal C. Bouaynaya, Lyudmila Mihaylova, Jikai Wang, Qibin Zhang, Renke He

Research output: Chapter in Book/Report/Conference proceedingConference contribution

8 Scopus citations

Abstract

Bayesian neural networks are powerful inference methods by accounting for randomness in the data and the network model. Uncertainty quantification at the output of neural networks is critical, especially for applications such as autonomous driving and hazardous weather forecasting. However, approaches for theoretical analysis of Bayesian neural networks remain limited. This paper makes a step forward towards mathematical quantification of uncertainty in neural network models and proposes a cubature-rule-based computationally-efficient uncertainty quantification approach that captures layer-wise uncertainties of Bayesian neural networks. The proposed approach approximates the first two moments of the posterior distribution of the parameters by propagating cubature points across the network nonlinearities. Simulation results show that the proposed approach can achieve more diverse layer-wise uncertainty quantification results of neural networks with a fast convergence rate.

Original languageEnglish (US)
Title of host publication2020 International Joint Conference on Neural Networks, IJCNN 2020 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728169262
DOIs
StatePublished - Jul 2020
Externally publishedYes
Event2020 International Joint Conference on Neural Networks, IJCNN 2020 - Virtual, Glasgow, United Kingdom
Duration: Jul 19 2020Jul 24 2020

Publication series

NameProceedings of the International Joint Conference on Neural Networks

Conference

Conference2020 International Joint Conference on Neural Networks, IJCNN 2020
Country/TerritoryUnited Kingdom
CityVirtual, Glasgow
Period7/19/207/24/20

All Science Journal Classification (ASJC) codes

  • Software
  • Artificial Intelligence

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