Large-scale Score-based Variational Posterior Inference for Bayesian Deep Neural Networks
- URL: http://arxiv.org/abs/2602.05873v1
- Date: Thu, 05 Feb 2026 16:51:07 GMT
- Title: Large-scale Score-based Variational Posterior Inference for Bayesian Deep Neural Networks
- Authors: Minyoung Kim,
- Abstract summary: We introduce a score-based alternative for BNN variational inference.<n>We propose a novel scalable VI method where the learning objective combines score matching loss and the proximal penalty term in iterations.<n>This in turn makes our method scalable to large-scale neural networks including Vision Transformers, and allows for richer variational density families.
- Score: 7.945670209718052
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Bayesian (deep) neural networks (BNN) are often more attractive than the mainstream point-estimate vanilla deep learning in various aspects including uncertainty quantification, robustness to noise, resistance to overfitting, and more. The variational inference (VI) is one of the most widely adopted approximate inference methods. Whereas the ELBO-based variational free energy method is a dominant choice in the literature, in this paper we introduce a score-based alternative for BNN variational inference. Although there have been quite a few score-based variational inference methods proposed in the community, most are not adequate for large-scale BNNs for various computational and technical reasons. We propose a novel scalable VI method where the learning objective combines the score matching loss and the proximal penalty term in iterations, which helps our method avoid the reparametrized sampling, and allows for noisy unbiased mini-batch scores through stochastic gradients. This in turn makes our method scalable to large-scale neural networks including Vision Transformers, and allows for richer variational density families. On several benchmarks including visual recognition and time-series forecasting with large-scale deep networks, we empirically show the effectiveness of our approach.
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