Dynamic Bayesian Neural Networks
- URL: http://arxiv.org/abs/2004.06963v2
- Date: Wed, 24 Jun 2020 14:29:17 GMT
- Title: Dynamic Bayesian Neural Networks
- Authors: Lorenzo Rimella and Nick Whiteley
- Abstract summary: We define an evolving in time neural network called a Hidden Markov neural network.
Weights of a feed-forward neural network are modelled with the hidden states of a Hidden Markov model.
A filtering algorithm is used to learn a variational approximation to the evolving in time posterior over the weights.
- Score: 2.28438857884398
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We define an evolving in time Bayesian neural network called a Hidden Markov
neural network. The weights of a feed-forward neural network are modelled with
the hidden states of a Hidden Markov model, whose observed process is given by
the available data. A filtering algorithm is used to learn a variational
approximation to the evolving in time posterior over the weights. Training is
pursued through a sequential version of Bayes by Backprop Blundell et al. 2015,
which is enriched with a stronger regularization technique called variational
DropConnect. The experiments test variational DropConnect on MNIST and display
the performance of Hidden Markov neural networks on time series.
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